The Croghan Colonial Bank, Securities

2025-03-31Rank
Total securities$318,470,000606
U.S. Government securities$165,454,000727
U.S. Treasury securities$5,803,0001,422
U.S. Government agency obligations$159,651,000645
Securities issued by states & political subdivisions$119,488,000327
Other domestic debt securities$33,528,000509
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$33,528,000102
Structured financial products - Total$0891
Other domestic debt securities - All other$01,818
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,256,000444
Mortgage-backed securities$157,252,000551
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$40,907,000963
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$116,345,000244
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$318,470,000521
Total debt securities$318,469,000596
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0157
2024-12-31Rank
Total securities$311,510,000629
U.S. Government securities$160,770,000738
U.S. Treasury securities$19,175,000803
U.S. Government agency obligations$141,595,000711
Securities issued by states & political subdivisions$117,987,000344
Other domestic debt securities$32,753,000514
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$32,753,000108
Structured financial products - Total$0897
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$255,181,000386
Mortgage-backed securities$139,050,000600
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,795,000857
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$91,255,000284
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$311,510,000536
Total debt securities$311,510,000619
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contracts$0160
2024-09-30Rank
Total securities$307,178,000646
U.S. Government securities$147,027,000804
U.S. Treasury securities$21,742,000768
U.S. Government agency obligations$125,285,000788
Securities issued by states & political subdivisions$124,889,000339
Other domestic debt securities$35,262,000494
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$33,693,000102
Structured financial products - Total$1,569,000567
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$223,887,000458
Mortgage-backed securities$122,517,000674
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,818,000861
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$74,699,000321
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$307,178,000546
Total debt securities$307,179,000634
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2024-06-30Rank
Total securities$292,968,000666
U.S. Government securities$130,178,000886
U.S. Treasury securities$21,683,000781
U.S. Government agency obligations$108,495,000876
Securities issued by states & political subdivisions$123,811,000334
Other domestic debt securities$38,979,000467
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$36,033,000103
Structured financial products - Total$2,946,000467
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$197,265,000498
Mortgage-backed securities$105,424,000742
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,385,000856
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$58,039,000368
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$292,968,000563
Total debt securities$292,969,000653
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0159
2024-03-31Rank
Total securities$290,568,000693
U.S. Government securities$129,546,000914
U.S. Treasury securities$21,570,000832
U.S. Government agency obligations$107,976,000930
Securities issued by states & political subdivisions$123,355,000344
Other domestic debt securities$37,667,000479
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$37,667,000104
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,821,000497
Mortgage-backed securities$104,649,000752
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$46,985,000862
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$54,715,000378
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$2,949,000838
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$290,568,000583
Total debt securities$290,569,000682
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2023-12-31Rank
Total securities$295,672,000693
U.S. Government securities$132,586,000908
U.S. Treasury securities$27,069,000753
U.S. Government agency obligations$105,517,000936
Securities issued by states & political subdivisions$124,163,000357
Other domestic debt securities$38,923,000485
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$38,923,000101
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$227,231,000465
Mortgage-backed securities$101,815,000770
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,361,000856
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$51,042,000382
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$3,412,000813
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$295,672,000575
Total debt securities$295,674,000684
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-06-30Rank
Total securities$304,513,000691
U.S. Government securities$133,603,000933
U.S. Treasury securities$33,442,000675
U.S. Government agency obligations$100,161,0001,002
Securities issued by states & political subdivisions$135,727,000316
Other domestic debt securities$35,183,000495
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$35,183,000104
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$217,344,000468
Mortgage-backed securities$95,739,000821
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$41,017,000977
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$50,840,000379
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$3,882,000770
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$304,513,000577
Total debt securities$304,513,000682
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$310,118,000706
U.S. Government securities$137,594,000956
U.S. Treasury securities$33,633,000720
U.S. Government agency obligations$103,961,000972
Securities issued by states & political subdivisions$136,543,000338
Other domestic debt securities$35,981,000519
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$35,981,000109
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$220,404,000443
Mortgage-backed securities$99,255,000835
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$42,444,000994
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$52,903,000388
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$3,908,000788
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$310,118,000600
Total debt securities$310,120,000698
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$329,886,000678
U.S. Government securities$137,715,000971
U.S. Treasury securities$33,271,000764
U.S. Government agency obligations$104,444,000967
Securities issued by states & political subdivisions$154,276,000298
Other domestic debt securities$37,895,000510
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$37,895,000108
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,259,000405
Mortgage-backed securities$99,275,000843
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$42,180,0001,003
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$53,202,000395
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$3,893,000789
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$329,886,000572
Total debt securities$329,888,000668
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$333,053,000676
U.S. Government securities$138,634,000981
U.S. Treasury securities$33,019,000775
U.S. Government agency obligations$105,615,000970
Securities issued by states & political subdivisions$154,074,000302
Other domestic debt securities$40,345,000462
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$40,345,000104
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,376,000446
Mortgage-backed securities$101,729,000833
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$42,764,000998
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$55,091,000390
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$3,874,000821
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$333,053,000575
Total debt securities$333,054,000668
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$351,316,000666
U.S. Government securities$147,986,000931
U.S. Treasury securities$33,896,000750
U.S. Government agency obligations$114,090,000939
Securities issued by states & political subdivisions$162,108,000297
Other domestic debt securities$41,222,000442
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$41,222,000106
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$192,152,000418
Mortgage-backed securities$109,860,000815
Certificates of participation in pools of residential mortgages$44,948,0001,015
Issued or guaranteed by U.S.$44,948,000998
Privately issued$0231
Collaterized mortgage obligations$59,407,000411
CMOs issued by government agencies or sponsored agencies$59,407,000377
Privately issued$0553
Commercial mortgage-backed securities$5,505,0001,134
Commercial mortgage pass-through securities$1,493,0001,117
Other commercial mortgage-backed securities$4,012,000867
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$351,316,000577
Total debt securities$351,317,000658
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$383,087,000615
U.S. Government securities$165,291,000838
U.S. Treasury securities$34,539,000641
U.S. Government agency obligations$130,752,000844
Securities issued by states & political subdivisions$174,307,000285
Other domestic debt securities$43,489,000422
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$43,489,000103
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$215,778,000366
Mortgage-backed securities$126,216,000746
Certificates of participation in pools of residential mortgages$45,418,0001,027
Issued or guaranteed by U.S.$45,418,0001,014
Privately issued$0238
Collaterized mortgage obligations$65,369,000399
CMOs issued by government agencies or sponsored agencies$65,369,000366
Privately issued$0536
Commercial mortgage-backed securities$15,429,000713
Commercial mortgage pass-through securities$1,524,0001,110
Other commercial mortgage-backed securities$13,905,000508
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$383,087,000533
Total debt securities$383,086,000605
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$358,379,000627
U.S. Government securities$131,697,000947
U.S. Treasury securities$6,643,0001,246
U.S. Government agency obligations$125,054,000871
Securities issued by states & political subdivisions$181,118,000280
Other domestic debt securities$45,564,000395
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$45,564,000108
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$229,967,000344
Mortgage-backed securities$119,034,000770
Certificates of participation in pools of residential mortgages$32,638,0001,275
Issued or guaranteed by U.S.$32,638,0001,246
Privately issued$0246
Collaterized mortgage obligations$71,273,000366
CMOs issued by government agencies or sponsored agencies$71,273,000342
Privately issued$0500
Commercial mortgage-backed securities$15,123,000727
Commercial mortgage pass-through securities$1,620,0001,082
Other commercial mortgage-backed securities$13,503,000513
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$358,379,000557
Total debt securities$358,381,000616
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$334,739,000637
U.S. Government securities$117,762,000974
U.S. Treasury securities$6,711,0001,029
U.S. Government agency obligations$111,051,000922
Securities issued by states & political subdivisions$170,317,000294
Other domestic debt securities$46,660,000375
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$46,660,000107
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$217,624,000346
Mortgage-backed securities$104,710,000811
Certificates of participation in pools of residential mortgages$19,861,0001,689
Issued or guaranteed by U.S.$19,861,0001,649
Privately issued$0234
Collaterized mortgage obligations$68,767,000376
CMOs issued by government agencies or sponsored agencies$68,767,000354
Privately issued$0491
Commercial mortgage-backed securities$16,082,000688
Commercial mortgage pass-through securities$1,618,0001,083
Other commercial mortgage-backed securities$14,464,000477
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$334,739,000563
Total debt securities$334,738,000625
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$302,440,000658
U.S. Government securities$98,141,0001,075
U.S. Treasury securities$6,720,000937
U.S. Government agency obligations$91,421,0001,031
Securities issued by states & political subdivisions$159,960,000303
Other domestic debt securities$44,339,000364
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$44,339,000109
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,331,000342
Mortgage-backed securities$82,599,000932
Certificates of participation in pools of residential mortgages$10,350,0002,227
Issued or guaranteed by U.S.$10,350,0002,170
Privately issued$0247
Collaterized mortgage obligations$55,803,000413
CMOs issued by government agencies or sponsored agencies$55,803,000387
Privately issued$0478
Commercial mortgage-backed securities$16,446,000667
Commercial mortgage pass-through securities$1,657,0001,071
Other commercial mortgage-backed securities$14,789,000462
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$302,440,000598
Total debt securities$302,440,000648
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$264,183,000676
U.S. Government securities$87,705,0001,077
U.S. Treasury securities$2,250,0001,089
U.S. Government agency obligations$85,455,0001,020
Securities issued by states & political subdivisions$134,356,000345
Other domestic debt securities$42,122,000359
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$42,122,000111
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,756,000351
Mortgage-backed securities$74,470,000959
Certificates of participation in pools of residential mortgages$8,442,0002,356
Issued or guaranteed by U.S.$8,442,0002,284
Privately issued$0261
Collaterized mortgage obligations$49,365,000418
CMOs issued by government agencies or sponsored agencies$49,365,000382
Privately issued$0475
Commercial mortgage-backed securities$16,663,000620
Commercial mortgage pass-through securities$1,644,0001,057
Other commercial mortgage-backed securities$15,019,000437
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$264,183,000618
Total debt securities$264,183,000665
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$228,145,000706
U.S. Government securities$78,244,0001,061
U.S. Treasury securities$01,194
U.S. Government agency obligations$78,244,0001,002
Securities issued by states & political subdivisions$125,718,000353
Other domestic debt securities$24,183,000484
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$24,183,000150
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,332,000366
Mortgage-backed securities$67,992,000957
Certificates of participation in pools of residential mortgages$4,605,0002,767
Issued or guaranteed by U.S.$4,605,0002,690
Privately issued$0245
Collaterized mortgage obligations$46,384,000437
CMOs issued by government agencies or sponsored agencies$46,384,000405
Privately issued$0474
Commercial mortgage-backed securities$17,003,000579
Commercial mortgage pass-through securities$1,676,0001,007
Other commercial mortgage-backed securities$15,327,000406
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$228,145,000650
Total debt securities$228,146,000693
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$195,604,000750
U.S. Government securities$63,986,0001,195
U.S. Treasury securities$01,216
U.S. Government agency obligations$63,986,0001,127
Securities issued by states & political subdivisions$114,532,000347
Other domestic debt securities$17,086,000562
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$17,086,000175
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$161,035,000407
Mortgage-backed securities$53,530,0001,105
Certificates of participation in pools of residential mortgages$1,351,0003,403
Issued or guaranteed by U.S.$1,351,0003,313
Privately issued$0251
Collaterized mortgage obligations$32,821,000537
CMOs issued by government agencies or sponsored agencies$32,821,000502
Privately issued$0464
Commercial mortgage-backed securities$19,358,000516
Commercial mortgage pass-through securities$1,702,000985
Other commercial mortgage-backed securities$17,656,000356
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$195,604,000689
Total debt securities$195,605,000742
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$182,662,000765
U.S. Government securities$60,658,0001,237
U.S. Treasury securities$01,251
U.S. Government agency obligations$60,658,0001,162
Securities issued by states & political subdivisions$107,837,000345
Other domestic debt securities$14,167,000595
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,167,000179
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,850,000419
Mortgage-backed securities$49,052,0001,158
Certificates of participation in pools of residential mortgages$1,582,0003,349
Issued or guaranteed by U.S.$1,582,0003,256
Privately issued$0251
Collaterized mortgage obligations$27,680,000623
CMOs issued by government agencies or sponsored agencies$27,680,000588
Privately issued$0454
Commercial mortgage-backed securities$19,790,000508
Commercial mortgage pass-through securities$1,687,000989
Other commercial mortgage-backed securities$18,103,000355
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$182,662,000707
Total debt securities$182,655,000755
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$165,659,000827
U.S. Government securities$62,620,0001,203
U.S. Treasury securities$01,297
U.S. Government agency obligations$62,620,0001,138
Securities issued by states & political subdivisions$94,702,000355
Other domestic debt securities$8,337,000761
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,337,000206
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$140,009,000430
Mortgage-backed securities$50,732,0001,125
Certificates of participation in pools of residential mortgages$1,780,0003,310
Issued or guaranteed by U.S.$1,780,0003,206
Privately issued$0267
Collaterized mortgage obligations$24,866,000701
CMOs issued by government agencies or sponsored agencies$24,866,000670
Privately issued$0460
Commercial mortgage-backed securities$24,086,000447
Commercial mortgage pass-through securities$1,632,000969
Other commercial mortgage-backed securities$22,454,000315
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$165,659,000762
Total debt securities$165,659,000813
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$159,853,000850
U.S. Government securities$60,552,0001,256
U.S. Treasury securities$01,363
U.S. Government agency obligations$60,552,0001,188
Securities issued by states & political subdivisions$90,111,000347
Other domestic debt securities$9,190,000684
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$9,190,000191
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,014,000431
Mortgage-backed securities$48,819,0001,137
Certificates of participation in pools of residential mortgages$2,083,0003,189
Issued or guaranteed by U.S.$2,083,0003,095
Privately issued$0249
Collaterized mortgage obligations$25,613,000690
CMOs issued by government agencies or sponsored agencies$25,613,000663
Privately issued$0457
Commercial mortgage-backed securities$21,123,000468
Commercial mortgage pass-through securities$1,578,000970
Other commercial mortgage-backed securities$19,545,000325
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$159,853,000776
Total debt securities$159,852,000834
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$134,146,000981
U.S. Government securities$50,364,0001,454
U.S. Treasury securities$01,429
U.S. Government agency obligations$50,364,0001,365
Securities issued by states & political subdivisions$74,501,000423
Other domestic debt securities$9,281,000677
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$9,281,000185
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,323,000511
Mortgage-backed securities$38,544,0001,309
Certificates of participation in pools of residential mortgages$2,525,0003,094
Issued or guaranteed by U.S.$2,525,0002,995
Privately issued$0287
Collaterized mortgage obligations$22,441,000755
CMOs issued by government agencies or sponsored agencies$22,441,000723
Privately issued$0463
Commercial mortgage-backed securities$13,578,000592
Commercial mortgage pass-through securities$1,600,000966
Other commercial mortgage-backed securities$11,978,000404
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$134,146,000878
Total debt securities$134,140,000970
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$143,207,000928
U.S. Government securities$50,789,0001,437
U.S. Treasury securities$01,467
U.S. Government agency obligations$50,789,0001,357
Securities issued by states & political subdivisions$83,075,000379
Other domestic debt securities$9,343,000646
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$9,343,000170
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,715,000592
Mortgage-backed securities$40,720,0001,251
Certificates of participation in pools of residential mortgages$2,789,0003,050
Issued or guaranteed by U.S.$2,789,0002,967
Privately issued$0244
Collaterized mortgage obligations$23,328,000714
CMOs issued by government agencies or sponsored agencies$23,328,000679
Privately issued$0476
Commercial mortgage-backed securities$14,603,000552
Commercial mortgage pass-through securities$1,522,000975
Other commercial mortgage-backed securities$13,081,000369
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$143,207,000829
Total debt securities$143,204,000915
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$149,274,000902
U.S. Government securities$50,622,0001,443
U.S. Treasury securities$01,516
U.S. Government agency obligations$50,622,0001,363
Securities issued by states & political subdivisions$89,261,000354
Other domestic debt securities$9,391,000651
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$9,391,000161
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,091,000586
Mortgage-backed securities$40,564,0001,235
Certificates of participation in pools of residential mortgages$2,932,0003,039
Issued or guaranteed by U.S.$2,932,0002,950
Privately issued$0248
Collaterized mortgage obligations$24,776,000675
CMOs issued by government agencies or sponsored agencies$24,776,000641
Privately issued$0499
Commercial mortgage-backed securities$12,856,000560
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$12,856,000340
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$149,274,000798
Total debt securities$149,270,000890
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$153,883,000878
U.S. Government securities$54,289,0001,387
U.S. Treasury securities$01,513
U.S. Government agency obligations$54,289,0001,324
Securities issued by states & political subdivisions$90,184,000362
Other domestic debt securities$9,410,000629
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$9,410,000157
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,185,000568
Mortgage-backed securities$42,236,0001,200
Certificates of participation in pools of residential mortgages$3,122,0003,014
Issued or guaranteed by U.S.$3,122,0002,951
Privately issued$0211
Collaterized mortgage obligations$26,523,000639
CMOs issued by government agencies or sponsored agencies$26,523,000610
Privately issued$0498
Commercial mortgage-backed securities$12,591,000559
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$12,591,000334
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$153,883,000774
Total debt securities$153,878,000870
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$158,622,000852
U.S. Government securities$57,104,0001,339
U.S. Treasury securities$01,500
U.S. Government agency obligations$57,104,0001,267
Securities issued by states & political subdivisions$92,042,000357
Other domestic debt securities$9,476,000600
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$9,476,000152
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,777,000560
Mortgage-backed securities$45,061,0001,142
Certificates of participation in pools of residential mortgages$3,295,0003,024
Issued or guaranteed by U.S.$3,295,0002,999
Privately issued$0145
Collaterized mortgage obligations$29,277,000577
CMOs issued by government agencies or sponsored agencies$29,277,000551
Privately issued$0515
Commercial mortgage-backed securities$12,489,000559
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$12,489,000332
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$158,622,000748
Total debt securities$158,616,000838
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$159,735,000864
U.S. Government securities$67,346,0001,187
U.S. Treasury securities$01,475
U.S. Government agency obligations$67,346,0001,126
Securities issued by states & political subdivisions$88,508,000385
Other domestic debt securities$3,881,0001,069
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$3,881,000214
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,263,000574
Mortgage-backed securities$55,226,000991
Certificates of participation in pools of residential mortgages$8,265,0002,228
Issued or guaranteed by U.S.$8,265,0002,124
Privately issued$0453
Collaterized mortgage obligations$32,734,000528
CMOs issued by government agencies or sponsored agencies$32,734,000503
Privately issued$0544
Commercial mortgage-backed securities$14,227,000506
Commercial mortgage pass-through securities$889,0001,068
Other commercial mortgage-backed securities$13,338,000307
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$159,735,000759
Total debt securities$159,735,000852
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$165,292,000846
U.S. Government securities$70,413,0001,167
U.S. Treasury securities$01,426
U.S. Government agency obligations$70,413,0001,115
Securities issued by states & political subdivisions$93,907,000362
Other domestic debt securities$972,0001,520
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$972,000295
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,473,000542
Mortgage-backed securities$58,214,000949
Certificates of participation in pools of residential mortgages$9,164,0002,167
Issued or guaranteed by U.S.$9,164,0002,165
Privately issued$067
Collaterized mortgage obligations$34,594,000515
CMOs issued by government agencies or sponsored agencies$34,594,000490
Privately issued$0557
Commercial mortgage-backed securities$14,456,000436
Commercial mortgage pass-through securities$898,000873
Other commercial mortgage-backed securities$13,558,000293
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$165,292,000739
Total debt securities$165,287,000836
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$173,731,000814
U.S. Government securities$75,586,0001,113
U.S. Treasury securities$01,328
U.S. Government agency obligations$75,586,0001,061
Securities issued by states & political subdivisions$98,145,000358
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,702,000528
Mortgage-backed securities$63,275,000900
Certificates of participation in pools of residential mortgages$10,897,0002,048
Issued or guaranteed by U.S.$10,897,0002,047
Privately issued$064
Collaterized mortgage obligations$37,599,000491
CMOs issued by government agencies or sponsored agencies$37,599,000464
Privately issued$0573
Commercial mortgage-backed securities$14,779,000419
Commercial mortgage pass-through securities$919,000864
Other commercial mortgage-backed securities$13,860,000280
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$173,731,000711
Total debt securities$173,730,000806
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$177,375,000806
U.S. Government securities$80,062,0001,079
U.S. Treasury securities$01,313
U.S. Government agency obligations$80,062,0001,031
Securities issued by states & political subdivisions$97,313,000363
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
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$140,939,000445
Mortgage-backed securities$67,587,000861
Certificates of participation in pools of residential mortgages$11,381,0002,036
Issued or guaranteed by U.S.$11,381,0002,035
Privately issued$069
Collaterized mortgage obligations$41,235,000466
CMOs issued by government agencies or sponsored agencies$41,235,000438
Privately issued$0584
Commercial mortgage-backed securities$14,971,000410
Commercial mortgage pass-through securities$938,000859
Other commercial mortgage-backed securities$14,033,000271
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$177,375,000699
Total debt securities$177,368,000796
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$180,515,000804
U.S. Government securities$80,199,0001,107
U.S. Treasury securities$01,351
U.S. Government agency obligations$80,199,0001,055
Securities issued by states & political subdivisions$100,316,000361
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
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$147,281,000439
Mortgage-backed securities$67,673,000876
Certificates of participation in pools of residential mortgages$12,152,0002,006
Issued or guaranteed by U.S.$12,152,0002,005
Privately issued$067
Collaterized mortgage obligations$41,530,000476
CMOs issued by government agencies or sponsored agencies$41,530,000447
Privately issued$0606
Commercial mortgage-backed securities$13,991,000433
Commercial mortgage pass-through securities$941,000840
Other commercial mortgage-backed securities$13,050,000281
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$180,515,000704
Total debt securities$180,515,000796
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$182,808,000817
U.S. Government securities$82,316,0001,081
U.S. Treasury securities$01,390
U.S. Government agency obligations$82,316,0001,036
Securities issued by states & political subdivisions$100,492,000367
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,615,000441
Mortgage-backed securities$69,756,000878
Certificates of participation in pools of residential mortgages$12,834,0001,979
Issued or guaranteed by U.S.$12,834,0001,979
Privately issued$066
Collaterized mortgage obligations$43,056,000467
CMOs issued by government agencies or sponsored agencies$43,056,000433
Privately issued$0642
Commercial mortgage-backed securities$13,866,000413
Commercial mortgage pass-through securities$939,000804
Other commercial mortgage-backed securities$12,927,000269
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$182,808,000713
Total debt securities$182,803,000807
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$188,093,000782
U.S. Government securities$87,729,0001,012
U.S. Treasury securities$01,367
U.S. Government agency obligations$87,729,000969
Securities issued by states & political subdivisions$100,364,000363
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,747,000455
Mortgage-backed securities$75,147,000823
Certificates of participation in pools of residential mortgages$13,550,0001,933
Issued or guaranteed by U.S.$13,550,0001,931
Privately issued$071
Collaterized mortgage obligations$47,809,000431
CMOs issued by government agencies or sponsored agencies$47,809,000403
Privately issued$0666
Commercial mortgage-backed securities$13,788,000397
Commercial mortgage pass-through securities$941,000779
Other commercial mortgage-backed securities$12,847,000260
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$188,093,000684
Total debt securities$188,087,000772
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$176,587,000826
U.S. Government securities$81,591,0001,066
U.S. Treasury securities$01,214
U.S. Government agency obligations$81,591,0001,021
Securities issued by states & political subdivisions$94,996,000377
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$131,872,000489
Mortgage-backed securities$68,679,000882
Certificates of participation in pools of residential mortgages$11,877,0002,099
Issued or guaranteed by U.S.$11,877,0002,099
Privately issued$067
Collaterized mortgage obligations$48,697,000433
CMOs issued by government agencies or sponsored agencies$48,697,000398
Privately issued$0671
Commercial mortgage-backed securities$8,105,000506
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$8,105,000316
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$176,587,000719
Total debt securities$176,580,000816
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$182,015,000805
U.S. Government securities$85,726,0001,045
U.S. Treasury securities$01,253
U.S. Government agency obligations$85,726,000995
Securities issued by states & political subdivisions$96,289,000368
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,333,000515
Mortgage-backed securities$72,720,000846
Certificates of participation in pools of residential mortgages$13,447,0001,982
Issued or guaranteed by U.S.$13,447,0001,978
Privately issued$071
Collaterized mortgage obligations$51,118,000439
CMOs issued by government agencies or sponsored agencies$51,118,000404
Privately issued$0687
Commercial mortgage-backed securities$8,155,000480
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$8,155,000299
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$182,015,000705
Total debt securities$182,014,000796
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$181,637,000817
U.S. Government securities$82,715,0001,092
U.S. Treasury securities$01,296
U.S. Government agency obligations$82,715,0001,037
Securities issued by states & political subdivisions$94,610,000364
Other domestic debt securities$4,312,000952
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$4,312,00083
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,899,000539
Mortgage-backed securities$74,060,000829
Certificates of participation in pools of residential mortgages$13,852,0001,962
Issued or guaranteed by U.S.$13,852,0001,961
Privately issued$066
Collaterized mortgage obligations$52,213,000438
CMOs issued by government agencies or sponsored agencies$52,213,000408
Privately issued$0699
Commercial mortgage-backed securities$7,995,000471
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$7,995,000293
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$181,637,000717
Total debt securities$181,635,000806
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$189,739,000787
U.S. Government securities$88,942,0001,045
U.S. Treasury securities$01,367
U.S. Government agency obligations$88,942,000988
Securities issued by states & political subdivisions$100,797,000342
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,135,000518
Mortgage-backed securities$76,123,000805
Certificates of participation in pools of residential mortgages$15,144,0001,864
Issued or guaranteed by U.S.$15,144,0001,862
Privately issued$066
Collaterized mortgage obligations$57,339,000396
CMOs issued by government agencies or sponsored agencies$57,339,000368
Privately issued$0704
Commercial mortgage-backed securities$3,640,000613
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$3,640,000397
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$189,739,000682
Total debt securities$189,734,000774
Structured notes
Amortized cost$589,0001,235
Fair value$608,0001,227
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$195,125,000760
U.S. Government securities$96,039,000976
U.S. Treasury securities$01,303
U.S. Government agency obligations$96,039,000932
Securities issued by states & political subdivisions$99,086,000335
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,544,000525
Mortgage-backed securities$84,169,000738
Certificates of participation in pools of residential mortgages$14,875,0001,897
Issued or guaranteed by U.S.$14,875,0001,896
Privately issued$065
Collaterized mortgage obligations$65,590,000370
CMOs issued by government agencies or sponsored agencies$65,590,000345
Privately issued$0721
Commercial mortgage-backed securities$3,704,000583
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$3,704,000370
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$195,125,000657
Total debt securities$195,119,000751
Structured notes
Amortized cost$633,0001,380
Fair value$650,0001,375
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$194,142,000776
U.S. Government securities$99,222,000990
U.S. Treasury securities$01,348
U.S. Government agency obligations$99,222,000938
Securities issued by states & political subdivisions$94,920,000339
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,892,000548
Mortgage-backed securities$87,523,000727
Certificates of participation in pools of residential mortgages$10,432,0002,376
Issued or guaranteed by U.S.$10,432,0002,374
Privately issued$067
Collaterized mortgage obligations$73,429,000347
CMOs issued by government agencies or sponsored agencies$73,429,000323
Privately issued$0741
Commercial mortgage-backed securities$3,662,000564
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$3,662,000368
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$194,142,000671
Total debt securities$194,141,000764
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$205,029,000737
U.S. Government securities$107,361,000919
U.S. Treasury securities$01,327
U.S. Government agency obligations$107,361,000883
Securities issued by states & political subdivisions$97,668,000317
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,473,000538
Mortgage-backed securities$93,526,000697
Certificates of participation in pools of residential mortgages$11,454,0002,286
Issued or guaranteed by U.S.$11,454,0002,286
Privately issued$070
Collaterized mortgage obligations$79,292,000340
CMOs issued by government agencies or sponsored agencies$79,292,000317
Privately issued$0776
Commercial mortgage-backed securities$2,780,000607
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$2,780,000396
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$205,029,000638
Total debt securities$205,022,000730
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$219,193,000689
U.S. Government securities$123,642,000819
U.S. Treasury securities$01,361
U.S. Government agency obligations$123,642,000784
Securities issued by states & political subdivisions$95,551,000326
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,895,000544
Mortgage-backed securities$111,989,000600
Certificates of participation in pools of residential mortgages$22,867,0001,525
Issued or guaranteed by U.S.$22,867,0001,523
Privately issued$075
Collaterized mortgage obligations$86,371,000315
CMOs issued by government agencies or sponsored agencies$86,371,000298
Privately issued$0785
Commercial mortgage-backed securities$2,751,000598
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$2,751,000382
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$219,193,000583
Total debt securities$219,191,000679
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$218,701,000689
U.S. Government securities$121,359,000843
U.S. Treasury securities$01,381
U.S. Government agency obligations$121,359,000811
Securities issued by states & political subdivisions$97,342,000311
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,459,000536
Mortgage-backed securities$109,810,000624
Certificates of participation in pools of residential mortgages$24,520,0001,489
Issued or guaranteed by U.S.$24,520,0001,488
Privately issued$073
Collaterized mortgage obligations$85,290,000324
CMOs issued by government agencies or sponsored agencies$85,290,000301
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$218,701,000584
Total debt securities$218,694,000681
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$231,084,000651
U.S. Government securities$133,639,000780
U.S. Treasury securities$01,342
U.S. Government agency obligations$133,639,000747
Securities issued by states & political subdivisions$97,445,000312
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,316,000528
Mortgage-backed securities$122,030,000575
Certificates of participation in pools of residential mortgages$26,138,0001,443
Issued or guaranteed by U.S.$26,138,0001,443
Privately issued$075
Collaterized mortgage obligations$95,892,000305
CMOs issued by government agencies or sponsored agencies$95,892,000287
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$231,084,000558
Total debt securities$231,082,000640
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$250,007,000614
U.S. Government securities$150,663,000701
U.S. Treasury securities$01,198
U.S. Government agency obligations$150,663,000668
Securities issued by states & political subdivisions$99,344,000296
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$134,535,000487
Mortgage-backed securities$131,690,000541
Certificates of participation in pools of residential mortgages$26,026,0001,466
Issued or guaranteed by U.S.$26,026,0001,466
Privately issued$076
Collaterized mortgage obligations$105,664,000284
CMOs issued by government agencies or sponsored agencies$105,664,000267
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$250,007,000526
Total debt securities$250,006,000603
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$251,817,000619
U.S. Government securities$153,465,000685
U.S. Treasury securities$01,131
U.S. Government agency obligations$153,465,000659
Securities issued by states & political subdivisions$98,352,000301
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,501,000538
Mortgage-backed securities$132,632,000528
Certificates of participation in pools of residential mortgages$27,427,0001,423
Issued or guaranteed by U.S.$27,427,0001,423
Privately issued$081
Collaterized mortgage obligations$105,205,000281
CMOs issued by government agencies or sponsored agencies$105,205,000262
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$251,817,000533
Total debt securities$251,811,000608
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$230,474,000669
U.S. Government securities$133,720,000777
U.S. Treasury securities$01,131
U.S. Government agency obligations$133,720,000748
Securities issued by states & political subdivisions$96,754,000299
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,786,000540
Mortgage-backed securities$125,699,000562
Certificates of participation in pools of residential mortgages$29,544,0001,342
Issued or guaranteed by U.S.$29,544,0001,339
Privately issued$080
Collaterized mortgage obligations$96,155,000299
CMOs issued by government agencies or sponsored agencies$96,155,000276
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$230,474,000584
Total debt securities$230,466,000657
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$240,541,000642
U.S. Government securities$143,648,000718
U.S. Treasury securities$01,152
U.S. Government agency obligations$143,648,000696
Securities issued by states & political subdivisions$96,893,000296
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,270,000508
Mortgage-backed securities$135,577,000527
Certificates of participation in pools of residential mortgages$30,485,0001,287
Issued or guaranteed by U.S.$30,485,0001,287
Privately issued$083
Collaterized mortgage obligations$105,092,000284
CMOs issued by government agencies or sponsored agencies$105,092,000264
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$240,541,000567
Total debt securities$240,533,000631
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$247,639,000636
U.S. Government securities$140,554,000750
U.S. Treasury securities$01,161
U.S. Government agency obligations$140,554,000719
Securities issued by states & political subdivisions$107,085,000258
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$163,717,000407
Mortgage-backed securities$130,421,000557
Certificates of participation in pools of residential mortgages$17,066,0002,006
Issued or guaranteed by U.S.$17,066,0002,005
Privately issued$083
Collaterized mortgage obligations$113,355,000283
CMOs issued by government agencies or sponsored agencies$113,355,000263
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$247,639,000568
Total debt securities$247,640,000623
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$237,871,000645
U.S. Government securities$132,014,000787
U.S. Treasury securities$01,135
U.S. Government agency obligations$132,014,000753
Securities issued by states & political subdivisions$105,857,000253
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$152,470,000432
Mortgage-backed securities$121,785,000590
Certificates of participation in pools of residential mortgages$19,094,0001,820
Issued or guaranteed by U.S.$19,094,0001,819
Privately issued$085
Collaterized mortgage obligations$102,691,000308
CMOs issued by government agencies or sponsored agencies$102,691,000283
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$237,871,000579
Total debt securities$237,871,000634
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$248,891,000619
U.S. Government securities$145,584,000720
U.S. Treasury securities$01,086
U.S. Government agency obligations$145,584,000698
Securities issued by states & political subdivisions$103,307,000246
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$140,633,000468
Mortgage-backed securities$135,304,000575
Certificates of participation in pools of residential mortgages$21,744,0001,755
Issued or guaranteed by U.S.$21,744,0001,754
Privately issued$088
Collaterized mortgage obligations$113,560,000305
CMOs issued by government agencies or sponsored agencies$113,560,000282
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$248,891,000563
Total debt securities$248,892,000608
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$253,818,000614
U.S. Government securities$155,989,000687
U.S. Treasury securities$01,068
U.S. Government agency obligations$155,989,000669
Securities issued by states & political subdivisions$97,829,000249
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$140,330,000470
Mortgage-backed securities$145,754,000550
Certificates of participation in pools of residential mortgages$21,606,0001,776
Issued or guaranteed by U.S.$21,606,0001,775
Privately issued$094
Collaterized mortgage obligations$124,148,000294
CMOs issued by government agencies or sponsored agencies$124,148,000270
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$253,818,000554
Total debt securities$253,818,000602
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$270,631,000589
U.S. Government securities$174,286,000644
U.S. Treasury securities$01,157
U.S. Government agency obligations$174,286,000626
Securities issued by states & political subdivisions$96,345,000248
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$145,897,000457
Mortgage-backed securities$163,180,000517
Certificates of participation in pools of residential mortgages$23,802,0001,652
Issued or guaranteed by U.S.$23,802,0001,650
Privately issued$094
Collaterized mortgage obligations$139,378,000284
CMOs issued by government agencies or sponsored agencies$139,378,000262
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$270,631,000526
Total debt securities$270,632,000581
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$224,932,000670
U.S. Government securities$137,266,000778
U.S. Treasury securities$01,076
U.S. Government agency obligations$137,266,000756
Securities issued by states & political subdivisions$87,666,000276
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,561,000436
Mortgage-backed securities$130,480,000603
Certificates of participation in pools of residential mortgages$25,669,0001,480
Issued or guaranteed by U.S.$25,669,0001,476
Privately issued$0121
Collaterized mortgage obligations$104,811,000345
CMOs issued by government agencies or sponsored agencies$104,811,000299
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$224,932,000593
Total debt securities$224,932,000657
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$172,028,000847
U.S. Government securities$99,573,000992
U.S. Treasury securities$01,126
U.S. Government agency obligations$99,573,000962
Securities issued by states & political subdivisions$72,455,000339
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$120,012,000502
Mortgage-backed securities$92,784,000781
Certificates of participation in pools of residential mortgages$22,574,0001,571
Issued or guaranteed by U.S.$22,574,0001,568
Privately issued$0132
Collaterized mortgage obligations$70,210,000465
CMOs issued by government agencies or sponsored agencies$70,210,000401
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$172,028,000750
Total debt securities$172,030,000837
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$154,041,000936
U.S. Government securities$89,224,0001,128
U.S. Treasury securities$01,225
U.S. Government agency obligations$89,224,0001,081
Securities issued by states & political subdivisions$64,817,000362
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,746,000534
Mortgage-backed securities$82,282,000834
Certificates of participation in pools of residential mortgages$21,940,0001,554
Issued or guaranteed by U.S.$21,940,0001,551
Privately issued$0125
Collaterized mortgage obligations$60,342,000506
CMOs issued by government agencies or sponsored agencies$60,342,000440
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$154,041,000831
Total debt securities$154,040,000927
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$157,612,000909
U.S. Government securities$95,297,0001,051
U.S. Treasury securities$01,272
U.S. Government agency obligations$95,297,0001,008
Securities issued by states & political subdivisions$62,315,000372
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,830,000568
Mortgage-backed securities$88,463,000776
Certificates of participation in pools of residential mortgages$22,649,0001,484
Issued or guaranteed by U.S.$22,649,0001,480
Privately issued$0136
Collaterized mortgage obligations$65,814,000460
CMOs issued by government agencies or sponsored agencies$65,814,000395
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$157,612,000813
Total debt securities$157,616,000898
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$140,429,000975
U.S. Government securities$83,006,0001,135
U.S. Treasury securities$01,275
U.S. Government agency obligations$83,006,0001,078
Securities issued by states & political subdivisions$56,923,000412
Other domestic debt securities$500,0002,471
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$500,0001,678
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,389,000571
Mortgage-backed securities$78,297,000809
Certificates of participation in pools of residential mortgages$18,440,0001,653
Issued or guaranteed by U.S.$18,440,0001,646
Privately issued$0141
Collaterized mortgage obligations$59,857,000483
CMOs issued by government agencies or sponsored agencies$59,857,000407
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$500,0002,394
Available-for-sale securities (fair market value)$139,929,000868
Total debt securities$140,433,000962
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$129,890,0001,030
U.S. Government securities$75,331,0001,219
U.S. Treasury securities$01,180
U.S. Government agency obligations$75,331,0001,162
Securities issued by states & political subdivisions$54,058,000429
Other domestic debt securities$501,0002,556
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$501,0001,699
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,466,000665
Mortgage-backed securities$72,595,000840
Certificates of participation in pools of residential mortgages$16,242,0001,778
Issued or guaranteed by U.S.$16,242,0001,772
Privately issued$0141
Collaterized mortgage obligations$56,353,000495
CMOs issued by government agencies or sponsored agencies$56,353,000420
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$501,0002,458
Available-for-sale securities (fair market value)$129,389,000909
Total debt securities$129,890,0001,015
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$121,841,0001,093
U.S. Government securities$73,311,0001,262
U.S. Treasury securities$01,121
U.S. Government agency obligations$73,311,0001,215
Securities issued by states & political subdivisions$48,029,000466
Other domestic debt securities$501,0002,558
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$501,0001,663
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,077,000688
Mortgage-backed securities$70,597,000858
Certificates of participation in pools of residential mortgages$15,211,0001,876
Issued or guaranteed by U.S.$15,211,0001,869
Privately issued$0148
Collaterized mortgage obligations$55,386,000495
CMOs issued by government agencies or sponsored agencies$55,386,000405
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$501,0002,532
Available-for-sale securities (fair market value)$121,340,000968
Total debt securities$121,844,0001,079
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$108,942,0001,223
U.S. Government securities$67,977,0001,358
U.S. Treasury securities$01,130
U.S. Government agency obligations$67,977,0001,308
Securities issued by states & political subdivisions$40,463,000554
Other domestic debt securities$502,0002,613
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$502,0001,675
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,244,000800
Mortgage-backed securities$63,344,000949
Certificates of participation in pools of residential mortgages$13,154,0002,173
Issued or guaranteed by U.S.$13,154,0002,167
Privately issued$0145
Collaterized mortgage obligations$50,190,000534
CMOs issued by government agencies or sponsored agencies$50,190,000429
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$502,0002,577
Available-for-sale securities (fair market value)$108,440,0001,080
Total debt securities$108,942,0001,207
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$105,944,0001,220
U.S. Government securities$66,711,0001,342
U.S. Treasury securities$01,077
U.S. Government agency obligations$66,711,0001,293
Securities issued by states & political subdivisions$38,731,000597
Other domestic debt securities$502,0002,665
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$502,0001,715
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,236,000794
Mortgage-backed securities$62,127,000976
Certificates of participation in pools of residential mortgages$14,187,0002,145
Issued or guaranteed by U.S.$14,187,0002,139
Privately issued$0157
Collaterized mortgage obligations$47,940,000543
CMOs issued by government agencies or sponsored agencies$47,940,000421
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$502,0002,632
Available-for-sale securities (fair market value)$105,442,0001,072
Total debt securities$105,944,0001,204
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$91,083,0001,404
U.S. Government securities$55,554,0001,571
U.S. Treasury securities$01,047
U.S. Government agency obligations$55,554,0001,530
Securities issued by states & political subdivisions$35,027,000663
Other domestic debt securities$502,0002,767
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$502,0001,806
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,000,000802
Mortgage-backed securities$48,907,0001,235
Certificates of participation in pools of residential mortgages$14,665,0002,153
Issued or guaranteed by U.S.$14,665,0002,142
Privately issued$0171
Collaterized mortgage obligations$34,242,000665
CMOs issued by government agencies or sponsored agencies$34,242,000514
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$502,0002,698
Available-for-sale securities (fair market value)$90,581,0001,233
Total debt securities$91,082,0001,376
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$70,952,0001,745
U.S. Government securities$45,771,0001,808
U.S. Treasury securities$01,036
U.S. Government agency obligations$45,771,0001,772
Securities issued by states & political subdivisions$24,678,000949
Other domestic debt securities$503,0002,801
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$503,0001,842
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,634,000945
Mortgage-backed securities$39,172,0001,476
Certificates of participation in pools of residential mortgages$10,939,0002,582
Issued or guaranteed by U.S.$10,939,0002,572
Privately issued$0181
Collaterized mortgage obligations$28,233,000719
CMOs issued by government agencies or sponsored agencies$28,233,000541
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$503,0002,745
Available-for-sale securities (fair market value)$70,449,0001,529
Total debt securities$70,962,0001,723
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$67,055,0001,811
U.S. Government securities$44,106,0001,906
U.S. Treasury securities$0981
U.S. Government agency obligations$44,106,0001,864
Securities issued by states & political subdivisions$22,446,000998
Other domestic debt securities$503,0002,712
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$503,0001,903
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$56,398,000988
Mortgage-backed securities$41,134,0001,430
Certificates of participation in pools of residential mortgages$11,846,0002,523
Issued or guaranteed by U.S.$11,846,0002,510
Privately issued$0191
Collaterized mortgage obligations$29,288,000704
CMOs issued by government agencies or sponsored agencies$29,288,000516
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$503,0002,793
Available-for-sale securities (fair market value)$66,552,0001,606
Total debt securities$67,057,0001,791
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$68,904,0001,756
U.S. Government securities$46,483,0001,815
U.S. Treasury securities$0973
U.S. Government agency obligations$46,483,0001,787
Securities issued by states & political subdivisions$21,917,000987
Other domestic debt securities$504,0002,656
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$504,0001,858
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$52,084,0001,072
Mortgage-backed securities$41,465,0001,368
Certificates of participation in pools of residential mortgages$12,425,0002,432
Issued or guaranteed by U.S.$12,425,0002,419
Privately issued$0188
Collaterized mortgage obligations$29,040,000685
CMOs issued by government agencies or sponsored agencies$29,040,000497
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$504,0002,821
Available-for-sale securities (fair market value)$68,400,0001,552
Total debt securities$68,905,0001,734
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$65,960,0001,764
U.S. Government securities$45,552,0001,806
U.S. Treasury securities$01,019
U.S. Government agency obligations$45,552,0001,773
Securities issued by states & political subdivisions$19,904,0001,075
Other domestic debt securities$504,0002,616
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$504,0001,833
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,869,0001,128
Mortgage-backed securities$38,109,0001,386
Certificates of participation in pools of residential mortgages$11,528,0002,455
Issued or guaranteed by U.S.$11,528,0002,440
Privately issued$0192
Collaterized mortgage obligations$26,581,000687
CMOs issued by government agencies or sponsored agencies$26,581,000505
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$504,0002,834
Available-for-sale securities (fair market value)$65,456,0001,562
Total debt securities$65,960,0001,746
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$67,086,0001,777
U.S. Government securities$43,641,0001,897
U.S. Treasury securities$01,021
U.S. Government agency obligations$43,641,0001,857
Securities issued by states & political subdivisions$22,940,000954
Other domestic debt securities$505,0002,578
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$505,0001,843
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,474,0001,075
Mortgage-backed securities$36,106,0001,432
Certificates of participation in pools of residential mortgages$7,801,0002,976
Issued or guaranteed by U.S.$7,801,0002,962
Privately issued$0202
Collaterized mortgage obligations$28,305,000649
CMOs issued by government agencies or sponsored agencies$28,305,000474
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$505,0002,839
Available-for-sale securities (fair market value)$66,581,0001,559
Total debt securities$67,092,0001,751
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$64,269,0001,844
U.S. Government securities$41,524,0001,983
U.S. Treasury securities$01,044
U.S. Government agency obligations$41,524,0001,944
Securities issued by states & political subdivisions$22,240,000967
Other domestic debt securities$505,0002,545
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$505,0001,829
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,861,000866
Mortgage-backed securities$35,936,0001,400
Certificates of participation in pools of residential mortgages$5,052,0003,510
Issued or guaranteed by U.S.$5,052,0003,496
Privately issued$0205
Collaterized mortgage obligations$30,884,000606
CMOs issued by government agencies or sponsored agencies$30,884,000436
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$505,0002,883
Available-for-sale securities (fair market value)$63,764,0001,634
Total debt securities$64,275,0001,803
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$47,499,0002,395
U.S. Government securities$27,395,0002,866
U.S. Treasury securities$01,146
U.S. Government agency obligations$27,395,0002,808
Securities issued by states & political subdivisions$19,599,0001,103
Other domestic debt securities$505,0002,372
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$505,0001,699
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,362,0001,475
Mortgage-backed securities$20,562,0001,881
Certificates of participation in pools of residential mortgages$1,765,0004,494
Issued or guaranteed by U.S.$1,765,0004,476
Privately issued$0191
Collaterized mortgage obligations$18,797,000757
CMOs issued by government agencies or sponsored agencies$18,797,000574
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$505,0002,940
Available-for-sale securities (fair market value)$46,994,0002,115
Total debt securities$47,500,0002,353
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$49,463,0002,321
U.S. Government securities$28,875,0002,782
U.S. Treasury securities$01,235
U.S. Government agency obligations$28,875,0002,724
Securities issued by states & political subdivisions$20,082,0001,047
Other domestic debt securities$506,0002,307
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$506,0001,663
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,328,0001,296
Mortgage-backed securities$22,062,0001,685
Certificates of participation in pools of residential mortgages$1,790,0004,328
Issued or guaranteed by U.S.$1,790,0004,316
Privately issued$0194
Collaterized mortgage obligations$20,272,000705
CMOs issued by government agencies or sponsored agencies$20,272,000536
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$506,0003,001
Available-for-sale securities (fair market value)$48,957,0002,020
Total debt securities$49,463,0002,277
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$50,216,0002,290
U.S. Government securities$29,712,0002,703
U.S. Treasury securities$01,362
U.S. Government agency obligations$29,712,0002,639
Securities issued by states & political subdivisions$19,998,0001,036
Other domestic debt securities$506,0002,246
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$506,0001,618
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,726,0001,019
Mortgage-backed securities$18,283,0001,865
Certificates of participation in pools of residential mortgages$738,0005,018
Issued or guaranteed by U.S.$738,0005,002
Privately issued$0207
Collaterized mortgage obligations$17,545,000751
CMOs issued by government agencies or sponsored agencies$17,545,000584
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$506,0003,033
Available-for-sale securities (fair market value)$49,710,0001,995
Total debt securities$50,217,0002,251
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$54,176,0002,131
U.S. Government securities$32,648,0002,515
U.S. Treasury securities$01,448
U.S. Government agency obligations$32,648,0002,441
Securities issued by states & political subdivisions$20,521,000999
Other domestic debt securities$1,007,0001,897
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,007,0001,333
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,841,0001,029
Mortgage-backed securities$19,691,0001,766
Certificates of participation in pools of residential mortgages$795,0004,991
Issued or guaranteed by U.S.$795,0004,972
Privately issued$0218
Collaterized mortgage obligations$18,896,000705
CMOs issued by government agencies or sponsored agencies$18,896,000556
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,007,0002,783
Available-for-sale securities (fair market value)$53,169,0001,872
Total debt securities$54,177,0002,094
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$57,934,0002,035
U.S. Government securities$35,418,0002,394
U.S. Treasury securities$01,498
U.S. Government agency obligations$35,418,0002,328
Securities issued by states & political subdivisions$21,505,000943
Other domestic debt securities$1,011,0001,902
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,011,0001,349
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,986,0001,018
Mortgage-backed securities$20,978,0001,694
Certificates of participation in pools of residential mortgages$895,0004,904
Issued or guaranteed by U.S.$895,0004,886
Privately issued$0208
Collaterized mortgage obligations$20,083,000696
CMOs issued by government agencies or sponsored agencies$20,083,000557
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,011,0002,836
Available-for-sale securities (fair market value)$56,923,0001,781
Total debt securities$57,934,0001,994
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$59,521,0002,011
U.S. Government securities$34,995,0002,434
U.S. Treasury securities$01,574
U.S. Government agency obligations$34,995,0002,363
Securities issued by states & political subdivisions$23,512,000849
Other domestic debt securities$1,014,0001,904
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,014,0001,359
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,029,0001,041
Mortgage-backed securities$20,553,0001,718
Certificates of participation in pools of residential mortgages$943,0004,867
Issued or guaranteed by U.S.$943,0004,842
Privately issued$0214
Collaterized mortgage obligations$19,610,000695
CMOs issued by government agencies or sponsored agencies$19,610,000552
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,014,0002,902
Available-for-sale securities (fair market value)$58,507,0001,744
Total debt securities$59,521,0001,968
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$65,805,0001,817
U.S. Government securities$40,858,0002,120
U.S. Treasury securities$01,634
U.S. Government agency obligations$40,858,0002,056
Securities issued by states & political subdivisions$23,929,000802
Other domestic debt securities$1,018,0001,928
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,018,0001,399
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,028,0001,181
Mortgage-backed securities$21,533,0001,667
Certificates of participation in pools of residential mortgages$1,019,0004,832
Issued or guaranteed by U.S.$1,019,0004,809
Privately issued$0211
Collaterized mortgage obligations$20,514,000674
CMOs issued by government agencies or sponsored agencies$20,514,000530
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,018,0002,934
Available-for-sale securities (fair market value)$64,787,0001,577
Total debt securities$65,806,0001,782
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$75,763,0001,624
U.S. Government securities$49,856,0001,816
U.S. Treasury securities$01,715
U.S. Government agency obligations$49,856,0001,753
Securities issued by states & political subdivisions$24,886,000756
Other domestic debt securities$1,021,0001,969
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,021,0001,452
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,202,0001,009
Mortgage-backed securities$24,456,0001,556
Certificates of participation in pools of residential mortgages$1,075,0004,821
Issued or guaranteed by U.S.$1,075,0004,801
Privately issued$0205
Collaterized mortgage obligations$23,381,000615
CMOs issued by government agencies or sponsored agencies$23,381,000486
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,021,0002,989
Available-for-sale securities (fair market value)$74,742,0001,410
Total debt securities$75,762,0001,585
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$77,580,0001,578
U.S. Government securities$51,500,0001,768
U.S. Treasury securities$01,737
U.S. Government agency obligations$51,500,0001,704
Securities issued by states & political subdivisions$25,055,000747
Other domestic debt securities$1,025,0002,045
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,025,0001,557
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,423,0001,046
Mortgage-backed securities$26,048,0001,502
Certificates of participation in pools of residential mortgages$1,200,0004,769
Issued or guaranteed by U.S.$1,200,0004,749
Privately issued$0216
Collaterized mortgage obligations$24,848,000596
CMOs issued by government agencies or sponsored agencies$24,848,000471
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,025,0003,049
Available-for-sale securities (fair market value)$76,555,0001,370
Total debt securities$77,580,0001,543
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$65,870,0001,832
U.S. Government securities$39,863,0002,187
U.S. Treasury securities$01,786
U.S. Government agency obligations$39,863,0002,110
Securities issued by states & political subdivisions$24,979,000749
Other domestic debt securities$1,028,0002,068
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,028,0001,603
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,364,000833
Mortgage-backed securities$23,420,0001,645
Certificates of participation in pools of residential mortgages$1,359,0004,706
Issued or guaranteed by U.S.$1,359,0004,687
Privately issued$0225
Collaterized mortgage obligations$22,061,000648
CMOs issued by government agencies or sponsored agencies$22,061,000516
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,028,0003,077
Available-for-sale securities (fair market value)$64,842,0001,559
Total debt securities$65,871,0001,788
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$68,026,0001,792
U.S. Government securities$42,149,0002,102
U.S. Treasury securities$01,839
U.S. Government agency obligations$42,149,0002,036
Securities issued by states & political subdivisions$24,846,000747
Other domestic debt securities$1,031,0002,129
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,031,0001,677
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,100,000774
Mortgage-backed securities$25,477,0001,595
Certificates of participation in pools of residential mortgages$1,654,0004,584
Issued or guaranteed by U.S.$1,654,0004,563
Privately issued$0223
Collaterized mortgage obligations$23,823,000629
CMOs issued by government agencies or sponsored agencies$23,823,000507
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,031,0003,131
Available-for-sale securities (fair market value)$66,995,0001,534
Total debt securities$68,026,0001,747
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$65,944,0001,866
U.S. Government securities$40,673,0002,199
U.S. Treasury securities$01,963
U.S. Government agency obligations$40,673,0002,119
Securities issued by states & political subdivisions$23,737,000784
Other domestic debt securities$1,534,0001,922
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,534,0001,529
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,515,000805
Mortgage-backed securities$23,214,0001,728
Certificates of participation in pools of residential mortgages$1,741,0004,603
Issued or guaranteed by U.S.$1,741,0004,587
Privately issued$0207
Collaterized mortgage obligations$21,473,000684
CMOs issued by government agencies or sponsored agencies$21,473,000566
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,534,0002,942
Available-for-sale securities (fair market value)$64,410,0001,617
Total debt securities$65,943,0001,819
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$58,297,0002,128
U.S. Government securities$37,569,0002,360
U.S. Treasury securities$01,963
U.S. Government agency obligations$37,569,0002,277
Securities issued by states & political subdivisions$19,190,000990
Other domestic debt securities$1,538,0001,980
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,538,0001,600
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,947,000880
Mortgage-backed securities$24,213,0001,711
Certificates of participation in pools of residential mortgages$2,223,0004,360
Issued or guaranteed by U.S.$2,223,0004,345
Privately issued$0203
Collaterized mortgage obligations$21,990,000692
CMOs issued by government agencies or sponsored agencies$21,990,000579
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,538,0002,970
Available-for-sale securities (fair market value)$56,759,0001,829
Total debt securities$58,298,0002,068
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$60,723,0002,030
U.S. Government securities$39,777,0002,222
U.S. Treasury securities$01,990
U.S. Government agency obligations$39,777,0002,144
Securities issued by states & political subdivisions$19,405,000989
Other domestic debt securities$1,541,0001,993
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,541,0001,643
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,805,000857
Mortgage-backed securities$26,277,0001,630
Certificates of participation in pools of residential mortgages$2,461,0004,276
Issued or guaranteed by U.S.$2,461,0004,264
Privately issued$0225
Collaterized mortgage obligations$23,816,000656
CMOs issued by government agencies or sponsored agencies$23,816,000547
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,541,0003,017
Available-for-sale securities (fair market value)$59,182,0001,737
Total debt securities$60,724,0001,974
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$62,067,0002,021
U.S. Government securities$42,250,0002,138
U.S. Treasury securities$02,098
U.S. Government agency obligations$42,250,0002,063
Securities issued by states & political subdivisions$18,273,0001,031
Other domestic debt securities$1,544,0002,089
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,544,0001,741
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,183,000823
Mortgage-backed securities$28,975,0001,547
Certificates of participation in pools of residential mortgages$2,877,0004,125
Issued or guaranteed by U.S.$2,877,0004,116
Privately issued$0225
Collaterized mortgage obligations$26,098,000624
CMOs issued by government agencies or sponsored agencies$26,098,000521
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,544,0003,025
Available-for-sale securities (fair market value)$60,523,0001,744
Total debt securities$62,066,0001,964
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$57,975,0002,138
U.S. Government securities$38,402,0002,314
U.S. Treasury securities$02,082
U.S. Government agency obligations$38,402,0002,240
Securities issued by states & political subdivisions$18,026,0001,072
Other domestic debt securities$1,547,0002,177
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,547,0001,829
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,637,000911
Mortgage-backed securities$24,109,0001,782
Certificates of participation in pools of residential mortgages$3,553,0003,907
Issued or guaranteed by U.S.$3,553,0003,899
Privately issued$0230
Collaterized mortgage obligations$20,556,000751
CMOs issued by government agencies or sponsored agencies$20,556,000630
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,547,0003,008
Available-for-sale securities (fair market value)$56,428,0001,872
Total debt securities$57,977,0002,077
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$61,278,0002,090
U.S. Government securities$41,374,0002,248
U.S. Treasury securities$02,227
U.S. Government agency obligations$41,374,0002,166
Securities issued by states & political subdivisions$17,886,0001,082
Other domestic debt securities$2,018,0002,018
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,018,0001,748
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,125,0001,059
Mortgage-backed securities$26,138,0001,692
Certificates of participation in pools of residential mortgages$4,106,0003,689
Issued or guaranteed by U.S.$4,106,0003,676
Privately issued$0248
Collaterized mortgage obligations$22,032,000719
CMOs issued by government agencies or sponsored agencies$22,032,000663
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,018,0002,851
Available-for-sale securities (fair market value)$59,260,0001,818
Total debt securities$61,278,0002,033
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$62,820,0002,015
U.S. Government securities$43,216,0002,106
U.S. Treasury securities$02,287
U.S. Government agency obligations$43,216,0002,031
Securities issued by states & political subdivisions$17,623,0001,098
Other domestic debt securities$1,981,0002,145
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,981,0001,870
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,618,000936
Mortgage-backed securities$24,456,0001,752
Certificates of participation in pools of residential mortgages$4,832,0003,471
Issued or guaranteed by U.S.$4,832,0003,456
Privately issued$0253
Collaterized mortgage obligations$19,624,000782
CMOs issued by government agencies or sponsored agencies$19,624,000725
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,981,0002,910
Available-for-sale securities (fair market value)$60,839,0001,754
Total debt securities$62,820,0001,951
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$72,676,0001,725
U.S. Government securities$52,785,0001,705
U.S. Treasury securities$02,322
U.S. Government agency obligations$52,785,0001,635
Securities issued by states & political subdivisions$17,906,0001,069
Other domestic debt securities$1,985,0002,210
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,985,0001,924
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,318,000910
Mortgage-backed securities$30,248,0001,526
Certificates of participation in pools of residential mortgages$5,351,0003,333
Issued or guaranteed by U.S.$5,351,0003,322
Privately issued$0256
Collaterized mortgage obligations$24,897,000711
CMOs issued by government agencies or sponsored agencies$24,897,000656
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,985,0002,915
Available-for-sale securities (fair market value)$70,691,0001,506
Total debt securities$72,676,0001,672
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$68,777,0001,781
U.S. Government securities$51,204,0001,732
U.S. Treasury securities$02,382
U.S. Government agency obligations$51,204,0001,654
Securities issued by states & political subdivisions$15,583,0001,177
Other domestic debt securities$1,990,0002,225
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,990,0001,927
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,888,000959
Mortgage-backed securities$24,791,0001,766
Certificates of participation in pools of residential mortgages$4,993,0003,421
Issued or guaranteed by U.S.$4,993,0003,409
Privately issued$0257
Collaterized mortgage obligations$19,798,000844
CMOs issued by government agencies or sponsored agencies$19,798,000776
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,990,0002,973
Available-for-sale securities (fair market value)$66,787,0001,557
Total debt securities$68,776,0001,724
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$68,550,0001,783
U.S. Government securities$50,597,0001,717
U.S. Treasury securities$1,011,0001,642
U.S. Government agency obligations$49,586,0001,682
Securities issued by states & political subdivisions$14,959,0001,197
Other domestic debt securities$2,994,0001,844
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,994,0001,584
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,915,000987
Mortgage-backed securities$24,074,0001,757
Certificates of participation in pools of residential mortgages$4,245,0003,642
Issued or guaranteed by U.S.$4,245,0003,630
Privately issued$0252
Collaterized mortgage obligations$19,829,000837
CMOs issued by government agencies or sponsored agencies$19,829,000770
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,994,0002,655
Available-for-sale securities (fair market value)$65,556,0001,552
Total debt securities$68,550,0001,720
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$48,858,0002,247
U.S. Government securities$35,659,0002,197
U.S. Treasury securities$1,038,0001,844
U.S. Government agency obligations$34,621,0002,120
Securities issued by states & political subdivisions$10,182,0001,693
Other domestic debt securities$3,017,0001,885
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,017,0001,569
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,657,000979
Mortgage-backed securities$15,149,0002,234
Certificates of participation in pools of residential mortgages$4,186,0003,400
Issued or guaranteed by U.S.$4,186,0003,387
Privately issued$0260
Collaterized mortgage obligations$10,963,0001,216
CMOs issued by government agencies or sponsored agencies$10,963,0001,133
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,017,0002,787
Available-for-sale securities (fair market value)$45,841,0001,964
Total debt securities$48,857,0002,181
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$58,375,0001,880
U.S. Government securities$41,096,0001,941
U.S. Treasury securities$12,014,000554
U.S. Government agency obligations$29,082,0002,504
Securities issued by states & political subdivisions$12,406,0001,343
Other domestic debt securities$2,526,0001,717
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,526,0001,462
Foreign debt securities$0313
Equity securities$2,347,0001,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,236,0001,047
Mortgage-backed securities$763,0005,779
Certificates of participation in pools of residential mortgages$131,0006,267
Issued or guaranteed by U.S.$131,0006,247
Privately issued$0308
Collaterized mortgage obligations$632,0003,186
CMOs issued by government agencies or sponsored agencies$632,0003,029
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,526,0003,614
Available-for-sale securities (fair market value)$55,849,0001,528
Total debt securities$56,028,0001,893
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$77,182,0001,482
U.S. Government securities$57,437,0001,476
U.S. Treasury securities$19,895,000488
U.S. Government agency obligations$37,542,0001,996
Securities issued by states & political subdivisions$14,963,0001,109
Other domestic debt securities$2,546,0001,645
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,546,0001,359
Foreign debt securities$0343
Equity securities$2,236,0001,415
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,840,000799
Mortgage-backed securities$1,029,0005,823
Certificates of participation in pools of residential mortgages$162,0006,492
Issued or guaranteed by U.S.$162,0006,474
Privately issued$0307
Collaterized mortgage obligations$867,0003,172
CMOs issued by government agencies or sponsored agencies$867,0003,023
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$37,610,000722
Available-for-sale securities (fair market value)$39,572,0002,195
Total debt securities$74,946,0001,466
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$76,235,0001,549
U.S. Government securities$58,857,0001,486
U.S. Treasury securities$28,245,000493
U.S. Government agency obligations$30,612,0002,339
Securities issued by states & political subdivisions$15,141,0001,084
Other domestic debt securities$100,0003,452
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$100,0002,868
Foreign debt securities$0363
Equity securities$2,137,0001,457
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,799,000931
Mortgage-backed securities$2,141,0005,214
Certificates of participation in pools of residential mortgages$227,0006,554
Issued or guaranteed by U.S.$227,0006,532
Privately issued$0349
Collaterized mortgage obligations$1,914,0002,693
CMOs issued by government agencies or sponsored agencies$1,914,0002,559
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)$43,605,000674
Available-for-sale securities (fair market value)$32,630,0002,574
Total debt securities$74,098,0001,531
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$69,664,0001,648
U.S. Government securities$54,713,0001,673
U.S. Treasury securities$28,551,000661
U.S. Government agency obligations$26,162,0002,588
Securities issued by states & political subdivisions$12,307,0001,158
Other domestic debt securities$601,0002,183
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$601,0001,729
Foreign debt securities$0390
Equity securities$2,043,0001,459
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,462,000790
Mortgage-backed securities$3,648,0004,426
Certificates of participation in pools of residential mortgages$303,0006,618
Issued or guaranteed by U.S.$303,0006,596
Privately issued$0394
Collaterized mortgage obligations$3,345,0002,122
CMOs issued by government agencies or sponsored agencies$3,345,0002,029
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)$33,424,0001,039
Available-for-sale securities (fair market value)$36,240,0002,213
Total debt securities$67,621,0001,631
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$76,481,0001,590
U.S. Government securities$57,234,0001,701
U.S. Treasury securities$32,548,000721
U.S. Government agency obligations$24,686,0002,826
Securities issued by states & political subdivisions$15,696,000871
Other domestic debt securities$1,600,0001,688
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$1,600,0001,246
Foreign debt securities$0466
Equity securities$1,951,0001,507
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,527,000850
Mortgage-backed securities$5,236,0004,131
Certificates of participation in pools of residential mortgages$1,352,0005,366
Issued or guaranteed by U.S.$1,352,0005,349
Privately issued$0472
Collaterized mortgage obligations$3,884,0002,237
CMOs issued by government agencies or sponsored agencies$3,884,0002,128
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)$34,733,0001,178
Available-for-sale securities (fair market value)$41,748,0001,973
Total debt securities$74,530,0001,577
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$72,951,0001,746
U.S. Government securities$56,914,0001,783
U.S. Treasury securities$35,357,000804
U.S. Government agency obligations$21,557,0003,102
Securities issued by states & political subdivisions$11,367,0001,287
Other domestic debt securities$3,677,0001,283
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,677,000966
Foreign debt securities$0553
Equity securities$993,0002,195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,909,0001,275
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,617,0001,014
Available-for-sale securities (fair market value)$30,334,0002,792
Total debt securities$71,958,0001,711
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$72,301,0001,819
U.S. Government securities$55,919,0001,889
U.S. Treasury securities$40,623,000851
U.S. Government agency obligations$15,296,0003,948
Securities issued by states & political subdivisions$11,281,0001,299
Other domestic debt securities$4,196,0001,300
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,196,000994
Foreign debt securities$0600
Equity securities$905,0002,171
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,334,0001,317
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,952,0001,630
Available-for-sale securities (fair market value)$27,349,0002,114
Total debt securities$71,396,0001,782
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$80,741,0001,721
U.S. Government securities$59,418,0001,846
U.S. Treasury securities$43,393,000866
U.S. Government agency obligations$16,025,0003,951
Securities issued by states & political subdivisions$16,732,000783
Other domestic debt securities$4,219,0001,546
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,219,0001,165
Foreign debt securities$0649
Equity securities$372,0003,522
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,273,0001,242
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$80,369,0001,675
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$75,029,0001,796
U.S. Government securities$54,889,0001,947
U.S. Treasury securities$40,323,000929
U.S. Government agency obligations$14,566,0004,197
Securities issued by states & political subdivisions$14,375,000866
Other domestic debt securities$5,570,0001,571
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,570,0001,110
Foreign debt securities$0699
Equity securities$195,0003,997
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,157,0001,448
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$74,834,0001,748
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