The Delaware County Bank and Trust Company, Securities

2017-03-31Rank
Total securities$89,013,0001,545
U.S. Government securities$63,445,0001,335
U.S. Treasury securities$01,390
U.S. Government agency obligations$63,445,0001,275
Securities issued by states & political subdivisions$22,755,0001,699
Other domestic debt securities$2,813,0001,134
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$2,813,000891
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$82,662,000737
Mortgage-backed securities$39,811,0001,309
Certificates of participation in pools of residential mortgages$16,510,0001,741
Issued or guaranteed by U.S.$16,510,0001,741
Privately issued$066
Collaterized mortgage obligations$23,301,000674
CMOs issued by government agencies or sponsored agencies$23,301,000641
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$89,013,0001,387
Total debt securities$89,013,0001,523
Structured notes
Amortized cost$3,340,000359
Fair value$3,295,000356
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$90,747,0001,507
U.S. Government securities$64,469,0001,305
U.S. Treasury securities$01,367
U.S. Government agency obligations$64,469,0001,248
Securities issued by states & political subdivisions$22,971,0001,700
Other domestic debt securities$2,807,0001,125
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$2,807,000876
Foreign debt securities$0347
Equity securities$500,000640
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,607,000716
Mortgage-backed securities$39,938,0001,299
Certificates of participation in pools of residential mortgages$14,407,0001,873
Issued or guaranteed by U.S.$14,407,0001,871
Privately issued$071
Collaterized mortgage obligations$25,531,000649
CMOs issued by government agencies or sponsored agencies$25,531,000608
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$90,747,0001,342
Total debt securities$90,250,0001,491
Structured notes
Amortized cost$4,341,000283
Fair value$4,265,000281
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$95,673,0001,423
U.S. Government securities$71,084,0001,192
U.S. Treasury securities$01,214
U.S. Government agency obligations$71,084,0001,143
Securities issued by states & political subdivisions$21,226,0001,811
Other domestic debt securities$2,866,0001,126
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$2,866,000881
Foreign debt securities$0338
Equity securities$497,000657
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,882,000684
Mortgage-backed securities$43,789,0001,230
Certificates of participation in pools of residential mortgages$16,079,0001,778
Issued or guaranteed by U.S.$16,079,0001,778
Privately issued$067
Collaterized mortgage obligations$27,710,000616
CMOs issued by government agencies or sponsored agencies$27,710,000579
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$95,673,0001,264
Total debt securities$95,176,0001,413
Structured notes
Amortized cost$5,341,000227
Fair value$5,338,000226
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$83,865,0001,619
U.S. Government securities$58,685,0001,418
U.S. Treasury securities$01,253
U.S. Government agency obligations$58,685,0001,359
Securities issued by states & political subdivisions$21,921,0001,766
Other domestic debt securities$3,259,0001,079
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$3,259,000828
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$75,667,000794
Mortgage-backed securities$39,602,0001,317
Certificates of participation in pools of residential mortgages$17,226,0001,713
Issued or guaranteed by U.S.$17,226,0001,709
Privately issued$071
Collaterized mortgage obligations$22,376,000714
CMOs issued by government agencies or sponsored agencies$22,376,000672
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$83,865,0001,462
Total debt securities$83,865,0001,596
Structured notes
Amortized cost$3,995,000345
Fair value$4,005,000341
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$85,953,0001,602
U.S. Government securities$60,696,0001,427
U.S. Treasury securities$01,296
U.S. Government agency obligations$60,696,0001,365
Securities issued by states & political subdivisions$21,507,0001,758
Other domestic debt securities$3,750,0001,018
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$3,750,000771
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$77,492,000779
Mortgage-backed securities$40,144,0001,315
Certificates of participation in pools of residential mortgages$17,450,0001,710
Issued or guaranteed by U.S.$17,450,0001,709
Privately issued$066
Collaterized mortgage obligations$22,414,000724
CMOs issued by government agencies or sponsored agencies$22,414,000684
Privately issued$0699
Commercial mortgage-backed securities$280,0001,143
Commercial mortgage pass-through securities$280,000768
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$85,953,0001,435
Total debt securities$85,951,0001,575
Structured notes
Amortized cost$3,994,000426
Fair value$3,989,000420
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$87,797,0001,577
U.S. Government securities$61,809,0001,427
U.S. Treasury securities$01,367
U.S. Government agency obligations$61,809,0001,356
Securities issued by states & political subdivisions$22,261,0001,731
Other domestic debt securities$3,727,0001,009
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$3,727,000775
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$78,771,000767
Mortgage-backed securities$40,967,0001,305
Certificates of participation in pools of residential mortgages$17,882,0001,679
Issued or guaranteed by U.S.$17,882,0001,678
Privately issued$066
Collaterized mortgage obligations$22,801,000716
CMOs issued by government agencies or sponsored agencies$22,801,000682
Privately issued$0704
Commercial mortgage-backed securities$284,0001,097
Commercial mortgage pass-through securities$284,000741
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$87,797,0001,410
Total debt securities$87,798,0001,560
Structured notes
Amortized cost$5,393,000372
Fair value$5,361,000372
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$82,018,0001,674
U.S. Government securities$55,292,0001,569
U.S. Treasury securities$01,303
U.S. Government agency obligations$55,292,0001,505
Securities issued by states & political subdivisions$22,481,0001,710
Other domestic debt securities$4,245,000946
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$4,245,000705
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$81,096,000754
Mortgage-backed securities$38,823,0001,363
Certificates of participation in pools of residential mortgages$16,236,0001,798
Issued or guaranteed by U.S.$16,236,0001,798
Privately issued$065
Collaterized mortgage obligations$22,299,000744
CMOs issued by government agencies or sponsored agencies$22,299,000711
Privately issued$0721
Commercial mortgage-backed securities$288,0001,054
Commercial mortgage pass-through securities$288,000716
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$82,018,0001,496
Total debt securities$82,020,0001,650
Structured notes
Amortized cost$3,400,000625
Fair value$3,383,000628
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$78,976,0001,774
U.S. Government securities$51,528,0001,719
U.S. Treasury securities$01,348
U.S. Government agency obligations$51,528,0001,643
Securities issued by states & political subdivisions$22,476,0001,681
Other domestic debt securities$4,972,000884
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$4,972,000662
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$78,975,000772
Mortgage-backed securities$37,135,0001,455
Certificates of participation in pools of residential mortgages$16,571,0001,831
Issued or guaranteed by U.S.$16,571,0001,831
Privately issued$067
Collaterized mortgage obligations$20,272,000816
CMOs issued by government agencies or sponsored agencies$20,272,000776
Privately issued$0741
Commercial mortgage-backed securities$292,0001,011
Commercial mortgage pass-through securities$292,000676
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$78,976,0001,592
Total debt securities$78,975,0001,750
Structured notes
Amortized cost$2,400,000888
Fair value$2,347,000895
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$85,844,0001,654
U.S. Government securities$58,243,0001,578
U.S. Treasury securities$01,327
U.S. Government agency obligations$58,243,0001,504
Securities issued by states & political subdivisions$22,593,0001,652
Other domestic debt securities$5,008,000867
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$5,008,000645
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$75,371,000819
Mortgage-backed securities$39,125,0001,427
Certificates of participation in pools of residential mortgages$16,792,0001,844
Issued or guaranteed by U.S.$16,792,0001,844
Privately issued$070
Collaterized mortgage obligations$22,039,000808
CMOs issued by government agencies or sponsored agencies$22,039,000769
Privately issued$0776
Commercial mortgage-backed securities$294,000989
Commercial mortgage pass-through securities$294,000659
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$85,844,0001,479
Total debt securities$85,845,0001,631
Structured notes
Amortized cost$5,000,000578
Fair value$4,988,000593
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$75,909,0001,854
U.S. Government securities$49,264,0001,842
U.S. Treasury securities$01,361
U.S. Government agency obligations$49,264,0001,768
Securities issued by states & political subdivisions$21,657,0001,710
Other domestic debt securities$4,988,000878
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$4,988,000655
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$65,468,000923
Mortgage-backed securities$37,720,0001,504
Certificates of participation in pools of residential mortgages$17,841,0001,816
Issued or guaranteed by U.S.$17,841,0001,814
Privately issued$075
Collaterized mortgage obligations$19,580,000888
CMOs issued by government agencies or sponsored agencies$19,580,000845
Privately issued$0785
Commercial mortgage-backed securities$299,000968
Commercial mortgage pass-through securities$299,000662
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$75,909,0001,675
Total debt securities$75,907,0001,837
Structured notes
Amortized cost$2,002,0001,054
Fair value$1,967,0001,139
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$74,683,0001,931
U.S. Government securities$50,231,0001,848
U.S. Treasury securities$01,381
U.S. Government agency obligations$50,231,0001,781
Securities issued by states & political subdivisions$19,477,0001,879
Other domestic debt securities$4,975,000913
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$4,975,000667
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$63,196,000953
Mortgage-backed securities$35,748,0001,602
Certificates of participation in pools of residential mortgages$19,012,0001,788
Issued or guaranteed by U.S.$19,012,0001,786
Privately issued$073
Collaterized mortgage obligations$16,434,0001,010
CMOs issued by government agencies or sponsored agencies$16,434,000961
Privately issued$0821
Commercial mortgage-backed securities$302,000936
Commercial mortgage pass-through securities$302,000652
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$74,683,0001,738
Total debt securities$74,684,0001,910
Structured notes
Amortized cost$1,496,0001,404
Fair value$1,426,0001,418
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$80,690,0001,805
U.S. Government securities$53,079,0001,775
U.S. Treasury securities$01,342
U.S. Government agency obligations$53,079,0001,711
Securities issued by states & political subdivisions$21,938,0001,703
Other domestic debt securities$5,673,000859
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$5,673,000620
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$67,278,000899
Mortgage-backed securities$39,055,0001,520
Certificates of participation in pools of residential mortgages$21,519,0001,678
Issued or guaranteed by U.S.$21,519,0001,677
Privately issued$075
Collaterized mortgage obligations$17,222,000997
CMOs issued by government agencies or sponsored agencies$17,222,000945
Privately issued$0840
Commercial mortgage-backed securities$314,000925
Commercial mortgage pass-through securities$314,000646
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$80,690,0001,621
Total debt securities$80,691,0001,780
Structured notes
Amortized cost$3,490,000942
Fair value$3,410,000938
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$78,454,0001,862
U.S. Government securities$51,585,0001,834
U.S. Treasury securities$01,198
U.S. Government agency obligations$51,585,0001,773
Securities issued by states & political subdivisions$20,728,0001,792
Other domestic debt securities$6,141,000841
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$6,141,000607
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$65,949,000916
Mortgage-backed securities$38,113,0001,551
Certificates of participation in pools of residential mortgages$22,117,0001,659
Issued or guaranteed by U.S.$22,117,0001,659
Privately issued$076
Collaterized mortgage obligations$15,678,0001,060
CMOs issued by government agencies or sponsored agencies$15,678,0001,010
Privately issued$0874
Commercial mortgage-backed securities$318,000906
Commercial mortgage pass-through securities$318,000637
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$78,454,0001,669
Total debt securities$78,456,0001,838
Structured notes
Amortized cost$3,267,000969
Fair value$3,156,000974
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$79,948,0001,841
U.S. Government securities$52,354,0001,794
U.S. Treasury securities$01,131
U.S. Government agency obligations$52,354,0001,732
Securities issued by states & political subdivisions$20,450,0001,813
Other domestic debt securities$7,144,000807
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$976,000183
Other domestic debt securities - All other$6,168,000623
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$65,601,000915
Mortgage-backed securities$39,052,0001,525
Certificates of participation in pools of residential mortgages$23,686,0001,585
Issued or guaranteed by U.S.$23,686,0001,584
Privately issued$081
Collaterized mortgage obligations$15,044,0001,091
CMOs issued by government agencies or sponsored agencies$15,044,0001,034
Privately issued$0906
Commercial mortgage-backed securities$322,000844
Commercial mortgage pass-through securities$322,000584
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$79,948,0001,640
Total debt securities$78,973,0001,839
Structured notes
Amortized cost$1,275,0001,493
Fair value$1,135,0001,524
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$81,071,0001,838
U.S. Government securities$53,327,0001,786
U.S. Treasury securities$01,131
U.S. Government agency obligations$53,327,0001,734
Securities issued by states & political subdivisions$20,557,0001,811
Other domestic debt securities$7,187,000827
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$1,004,000190
Other domestic debt securities - All other$6,183,000626
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$70,940,000849
Mortgage-backed securities$36,921,0001,600
Certificates of participation in pools of residential mortgages$22,423,0001,635
Issued or guaranteed by U.S.$22,423,0001,632
Privately issued$080
Collaterized mortgage obligations$14,175,0001,149
CMOs issued by government agencies or sponsored agencies$14,175,0001,081
Privately issued$0947
Commercial mortgage-backed securities$323,000831
Commercial mortgage pass-through securities$323,000560
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$81,071,0001,647
Total debt securities$80,067,0001,836
Structured notes
Amortized cost$1,275,0001,482
Fair value$1,140,0001,514
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$87,499,0001,708
U.S. Government securities$58,703,0001,636
U.S. Treasury securities$01,152
U.S. Government agency obligations$58,703,0001,587
Securities issued by states & political subdivisions$21,077,0001,746
Other domestic debt securities$7,719,000805
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$1,004,000188
Other domestic debt securities - All other$6,715,000614
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$76,709,000770
Mortgage-backed securities$40,975,0001,474
Certificates of participation in pools of residential mortgages$24,980,0001,521
Issued or guaranteed by U.S.$24,980,0001,519
Privately issued$083
Collaterized mortgage obligations$15,667,0001,100
CMOs issued by government agencies or sponsored agencies$15,667,0001,037
Privately issued$0969
Commercial mortgage-backed securities$328,000807
Commercial mortgage pass-through securities$328,000560
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$87,499,0001,537
Total debt securities$86,493,0001,693
Structured notes
Amortized cost$1,275,0001,469
Fair value$1,230,0001,481
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$85,405,0001,757
U.S. Government securities$56,098,0001,733
U.S. Treasury securities$01,161
U.S. Government agency obligations$56,098,0001,678
Securities issued by states & political subdivisions$21,315,0001,718
Other domestic debt securities$7,992,000818
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$1,184,000169
Other domestic debt securities - All other$6,808,000608
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$58,544,000996
Mortgage-backed securities$41,122,0001,522
Certificates of participation in pools of residential mortgages$28,330,0001,416
Issued or guaranteed by U.S.$28,330,0001,414
Privately issued$083
Collaterized mortgage obligations$12,455,0001,287
CMOs issued by government agencies or sponsored agencies$12,455,0001,214
Privately issued$01,005
Commercial mortgage-backed securities$337,000715
Commercial mortgage pass-through securities$337,000511
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$1,184,0001,845
Available-for-sale securities (fair market value)$84,221,0001,620
Total debt securities$84,221,0001,754
Structured notes
Amortized cost$1,275,0001,493
Fair value$1,276,0001,495
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$88,346,0001,662
U.S. Government securities$61,271,0001,583
U.S. Treasury securities$01,135
U.S. Government agency obligations$61,271,0001,533
Securities issued by states & political subdivisions$20,761,0001,743
Other domestic debt securities$6,314,000895
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$1,149,000170
Other domestic debt securities - All other$5,165,000696
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$64,009,000903
Mortgage-backed securities$44,335,0001,417
Certificates of participation in pools of residential mortgages$30,675,0001,310
Issued or guaranteed by U.S.$30,675,0001,307
Privately issued$085
Collaterized mortgage obligations$13,323,0001,283
CMOs issued by government agencies or sponsored agencies$13,323,0001,208
Privately issued$01,025
Commercial mortgage-backed securities$337,000596
Commercial mortgage pass-through securities$337,000441
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$1,149,0001,870
Available-for-sale securities (fair market value)$87,197,0001,530
Total debt securities$87,197,0001,660
Structured notes
Amortized cost$3,277,000979
Fair value$3,276,000980
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$88,727,0001,661
U.S. Government securities$61,823,0001,605
U.S. Treasury securities$01,086
U.S. Government agency obligations$61,823,0001,553
Securities issued by states & political subdivisions$21,022,0001,670
Other domestic debt securities$5,882,000961
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$1,114,000170
Other domestic debt securities - All other$4,768,000769
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$65,224,000895
Mortgage-backed securities$43,504,0001,519
Certificates of participation in pools of residential mortgages$34,647,0001,246
Issued or guaranteed by U.S.$34,647,0001,246
Privately issued$088
Collaterized mortgage obligations$8,522,0001,698
CMOs issued by government agencies or sponsored agencies$8,522,0001,599
Privately issued$01,068
Commercial mortgage-backed securities$335,000566
Commercial mortgage pass-through securities$335,000409
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$1,114,0001,911
Available-for-sale securities (fair market value)$87,613,0001,537
Total debt securities$87,614,0001,668
Structured notes
Amortized cost$2,276,0001,246
Fair value$2,285,0001,248
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$96,131,0001,548
U.S. Government securities$70,076,0001,471
U.S. Treasury securities$01,068
U.S. Government agency obligations$70,076,0001,431
Securities issued by states & political subdivisions$21,310,0001,615
Other domestic debt securities$4,745,0001,105
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$1,080,000174
Other domestic debt securities - All other$3,665,000896
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$73,485,000813
Mortgage-backed securities$43,244,0001,539
Certificates of participation in pools of residential mortgages$36,451,0001,204
Issued or guaranteed by U.S.$36,451,0001,203
Privately issued$094
Collaterized mortgage obligations$6,441,0001,918
CMOs issued by government agencies or sponsored agencies$6,441,0001,818
Privately issued$01,117
Commercial mortgage-backed securities$352,000530
Commercial mortgage pass-through securities$352,000370
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$1,080,0001,934
Available-for-sale securities (fair market value)$95,051,0001,405
Total debt securities$95,051,0001,537
Structured notes
Amortized cost$4,278,0001,001
Fair value$4,291,000999
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$89,883,0001,633
U.S. Government securities$65,715,0001,585
U.S. Treasury securities$01,157
U.S. Government agency obligations$65,715,0001,540
Securities issued by states & political subdivisions$20,353,0001,623
Other domestic debt securities$3,815,0001,209
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$1,045,000171
Other domestic debt securities - All other$2,770,0001,022
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$67,446,000897
Mortgage-backed securities$37,564,0001,723
Certificates of participation in pools of residential mortgages$31,534,0001,337
Issued or guaranteed by U.S.$31,534,0001,336
Privately issued$094
Collaterized mortgage obligations$5,693,0002,039
CMOs issued by government agencies or sponsored agencies$5,693,0001,935
Privately issued$01,155
Commercial mortgage-backed securities$337,000494
Commercial mortgage pass-through securities$337,000344
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,045,0001,989
Available-for-sale securities (fair market value)$88,838,0001,495
Total debt securities$88,838,0001,626
Structured notes
Amortized cost$3,274,0001,333
Fair value$3,255,0001,334
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$89,123,0001,592
U.S. Government securities$70,281,0001,427
U.S. Treasury securities$01,076
U.S. Government agency obligations$70,281,0001,382
Securities issued by states & political subdivisions$15,995,0001,944
Other domestic debt securities$2,847,0001,375
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$1,010,000161
Other domestic debt securities - All other$1,837,0001,176
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$80,772,000696
Mortgage-backed securities$34,473,0001,757
Certificates of participation in pools of residential mortgages$30,174,0001,319
Issued or guaranteed by U.S.$30,174,0001,317
Privately issued$0121
Collaterized mortgage obligations$3,956,0002,291
CMOs issued by government agencies or sponsored agencies$3,956,0002,112
Privately issued$01,216
Commercial mortgage-backed securities$343,000425
Commercial mortgage pass-through securities$343,000294
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$1,010,0002,088
Available-for-sale securities (fair market value)$88,113,0001,463
Total debt securities$88,113,0001,593
Structured notes
Amortized cost$4,284,0001,119
Fair value$4,332,0001,112
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$85,968,0001,615
U.S. Government securities$74,208,0001,336
U.S. Treasury securities$01,126
U.S. Government agency obligations$74,208,0001,285
Securities issued by states & political subdivisions$10,493,0002,510
Other domestic debt securities$1,267,0001,851
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$1,267,000150
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$78,584,000691
Mortgage-backed securities$25,849,0002,042
Certificates of participation in pools of residential mortgages$22,184,0001,591
Issued or guaranteed by U.S.$22,184,0001,588
Privately issued$0132
Collaterized mortgage obligations$3,309,0002,399
CMOs issued by government agencies or sponsored agencies$3,309,0002,214
Privately issued$01,235
Commercial mortgage-backed securities$356,000378
Commercial mortgage pass-through securities$356,000265
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$1,267,0002,020
Available-for-sale securities (fair market value)$84,701,0001,481
Total debt securities$84,701,0001,610
Structured notes
Amortized cost$7,008,000782
Fair value$7,076,000780
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$72,131,0001,872
U.S. Government securities$60,040,0001,613
U.S. Treasury securities$01,225
U.S. Government agency obligations$60,040,0001,571
Securities issued by states & political subdivisions$10,824,0002,405
Other domestic debt securities$1,267,0001,790
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$1,267,000163
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$65,803,000832
Mortgage-backed securities$21,728,0002,246
Certificates of participation in pools of residential mortgages$18,889,0001,746
Issued or guaranteed by U.S.$18,889,0001,743
Privately issued$0125
Collaterized mortgage obligations$2,494,0002,588
CMOs issued by government agencies or sponsored agencies$2,494,0002,365
Privately issued$01,265
Commercial mortgage-backed securities$345,000365
Commercial mortgage pass-through securities$345,000264
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$1,267,0002,045
Available-for-sale securities (fair market value)$70,864,0001,723
Total debt securities$70,864,0001,883
Structured notes
Amortized cost$6,807,000935
Fair value$6,874,000940
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$68,283,0001,948
U.S. Government securities$54,905,0001,722
U.S. Treasury securities$01,272
U.S. Government agency obligations$54,905,0001,664
Securities issued by states & political subdivisions$12,140,0002,200
Other domestic debt securities$1,238,0001,856
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$1,238,000155
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$64,043,000842
Mortgage-backed securities$23,886,0002,076
Certificates of participation in pools of residential mortgages$20,140,0001,620
Issued or guaranteed by U.S.$20,140,0001,616
Privately issued$0136
Collaterized mortgage obligations$3,407,0002,275
CMOs issued by government agencies or sponsored agencies$3,407,0002,071
Privately issued$01,299
Commercial mortgage-backed securities$339,000353
Commercial mortgage pass-through securities$339,000257
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$1,238,0002,065
Available-for-sale securities (fair market value)$67,045,0001,792
Total debt securities$67,045,0001,960
Structured notes
Amortized cost$4,013,0001,411
Fair value$4,047,0001,402
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$70,910,0001,798
U.S. Government securities$56,992,0001,570
U.S. Treasury securities$01,275
U.S. Government agency obligations$56,992,0001,520
Securities issued by states & political subdivisions$12,262,0002,139
Other domestic debt securities$1,656,0001,794
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$343,000324
Asset backed securities$0234
Structured financial products - Total$1,313,000155
Other domestic debt securities - All other$02,087
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$69,596,000770
Mortgage-backed securities$27,349,0001,849
Certificates of participation in pools of residential mortgages$22,118,0001,456
Issued or guaranteed by U.S.$22,118,0001,450
Privately issued$0141
Collaterized mortgage obligations$4,888,0001,994
CMOs issued by government agencies or sponsored agencies$4,888,0001,787
Privately issued$01,350
Commercial mortgage-backed securities$343,000324
Commercial mortgage pass-through securities$343,000245
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$1,313,0002,063
Available-for-sale securities (fair market value)$69,597,0001,659
Total debt securities$70,909,0001,782
Structured notes
Amortized cost$6,014,000972
Fair value$6,040,000971
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$81,707,0001,576
U.S. Government securities$61,910,0001,446
U.S. Treasury securities$01,180
U.S. Government agency obligations$61,910,0001,385
Securities issued by states & political subdivisions$17,702,0001,556
Other domestic debt securities$2,095,0001,692
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$362,000293
Asset backed securities$0226
Structured financial products - Total$1,733,000141
Other domestic debt securities - All other$02,145
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$79,974,000684
Mortgage-backed securities$31,174,0001,680
Certificates of participation in pools of residential mortgages$24,579,0001,325
Issued or guaranteed by U.S.$24,579,0001,319
Privately issued$0141
Collaterized mortgage obligations$6,233,0001,801
CMOs issued by government agencies or sponsored agencies$6,233,0001,590
Privately issued$01,417
Commercial mortgage-backed securities$362,000293
Commercial mortgage pass-through securities$362,000216
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$1,733,0002,001
Available-for-sale securities (fair market value)$79,974,0001,436
Total debt securities$81,707,0001,557
Structured notes
Amortized cost$8,015,000756
Fair value$8,092,000760
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$88,544,0001,476
U.S. Government securities$66,003,0001,385
U.S. Treasury securities$01,121
U.S. Government agency obligations$66,003,0001,326
Securities issued by states & political subdivisions$20,483,0001,259
Other domestic debt securities$2,058,0001,699
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$354,000287
Asset backed securities$0230
Structured financial products - Total$1,704,000151
Other domestic debt securities - All other$02,114
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$84,113,000662
Mortgage-backed securities$35,703,0001,477
Certificates of participation in pools of residential mortgages$27,719,0001,194
Issued or guaranteed by U.S.$27,719,0001,188
Privately issued$0148
Collaterized mortgage obligations$7,630,0001,610
CMOs issued by government agencies or sponsored agencies$7,630,0001,393
Privately issued$01,445
Commercial mortgage-backed securities$354,000287
Commercial mortgage pass-through securities$354,000209
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$1,704,0002,076
Available-for-sale securities (fair market value)$86,840,0001,327
Total debt securities$88,544,0001,457
Structured notes
Amortized cost$7,016,000895
Fair value$7,087,000896
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$96,077,0001,367
U.S. Government securities$67,256,0001,370
U.S. Treasury securities$01,130
U.S. Government agency obligations$67,256,0001,322
Securities issued by states & political subdivisions$25,751,000961
Other domestic debt securities$3,070,0001,485
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$346,000305
Asset backed securities$0238
Structured financial products - Total$1,672,000158
Other domestic debt securities - All other$1,052,0001,321
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$87,789,000655
Mortgage-backed securities$38,976,0001,419
Certificates of participation in pools of residential mortgages$29,299,0001,212
Issued or guaranteed by U.S.$29,299,0001,207
Privately issued$0145
Collaterized mortgage obligations$9,331,0001,426
CMOs issued by government agencies or sponsored agencies$9,331,0001,203
Privately issued$01,481
Commercial mortgage-backed securities$346,000305
Commercial mortgage pass-through securities$346,000223
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$1,672,0002,108
Available-for-sale securities (fair market value)$94,405,0001,224
Total debt securities$96,073,0001,346
Structured notes
Amortized cost$6,017,000813
Fair value$6,036,000815
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$100,791,0001,286
U.S. Government securities$66,703,0001,343
U.S. Treasury securities$01,077
U.S. Government agency obligations$66,703,0001,294
Securities issued by states & political subdivisions$25,952,000944
Other domestic debt securities$3,136,0001,509
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$345,000293
Asset backed securities$0262
Structured financial products - Total$1,752,000165
Other domestic debt securities - All other$1,039,0001,359
Foreign debt securities$0171
Equity securities$5,000,000280
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,463,000657
Mortgage-backed securities$39,592,0001,442
Certificates of participation in pools of residential mortgages$27,961,0001,309
Issued or guaranteed by U.S.$27,961,0001,302
Privately issued$0157
Collaterized mortgage obligations$11,286,0001,292
CMOs issued by government agencies or sponsored agencies$11,286,0001,057
Privately issued$01,512
Commercial mortgage-backed securities$345,000293
Commercial mortgage pass-through securities$345,000215
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$1,752,0002,117
Available-for-sale securities (fair market value)$99,039,0001,145
Total debt securities$95,791,0001,333
Structured notes
Amortized cost$7,019,000592
Fair value$7,017,000593
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$99,163,0001,287
U.S. Government securities$66,219,0001,334
U.S. Treasury securities$01,047
U.S. Government agency obligations$66,219,0001,292
Securities issued by states & political subdivisions$29,819,000808
Other domestic debt securities$3,125,0001,606
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$348,000310
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$2,777,000941
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$80,359,000702
Mortgage-backed securities$41,809,0001,403
Certificates of participation in pools of residential mortgages$28,377,0001,331
Issued or guaranteed by U.S.$28,377,0001,322
Privately issued$0171
Collaterized mortgage obligations$13,084,0001,191
CMOs issued by government agencies or sponsored agencies$13,084,000956
Privately issued$01,566
Commercial mortgage-backed securities$348,000310
Commercial mortgage pass-through securities$348,000215
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$1,730,0002,199
Available-for-sale securities (fair market value)$97,433,0001,146
Total debt securities$99,163,0001,268
Structured notes
Amortized cost$6,001,000454
Fair value$6,025,000457
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$83,979,0001,488
U.S. Government securities$52,523,0001,605
U.S. Treasury securities$01,036
U.S. Government agency obligations$52,523,0001,566
Securities issued by states & political subdivisions$27,699,000835
Other domestic debt securities$3,757,0001,500
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$3,757,000795
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$75,124,000752
Mortgage-backed securities$36,802,0001,560
Certificates of participation in pools of residential mortgages$22,544,0001,618
Issued or guaranteed by U.S.$22,544,0001,611
Privately issued$0181
Collaterized mortgage obligations$14,258,0001,114
CMOs issued by government agencies or sponsored agencies$14,258,000871
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)$2,812,0001,956
Available-for-sale securities (fair market value)$81,167,0001,354
Total debt securities$83,980,0001,462
Structured notes
Amortized cost$1,000,0001,123
Fair value$1,007,0001,137
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$114,583,0001,088
U.S. Government securities$74,442,0001,173
U.S. Treasury securities$0981
U.S. Government agency obligations$74,442,0001,137
Securities issued by states & political subdivisions$31,126,000683
Other domestic debt securities$9,015,000931
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$9,015,000429
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$99,433,000582
Mortgage-backed securities$45,807,0001,307
Certificates of participation in pools of residential mortgages$27,177,0001,435
Issued or guaranteed by U.S.$27,177,0001,423
Privately issued$0191
Collaterized mortgage obligations$18,630,000940
CMOs issued by government agencies or sponsored agencies$18,630,000727
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)$8,002,0001,297
Available-for-sale securities (fair market value)$106,581,0001,014
Total debt securities$114,584,0001,065
Structured notes
Amortized cost$3,998,000326
Fair value$4,013,000314
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$119,291,0001,027
U.S. Government securities$82,128,0001,050
U.S. Treasury securities$0973
U.S. Government agency obligations$82,128,0001,023
Securities issued by states & political subdivisions$29,161,000722
Other domestic debt securities$8,002,000954
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$8,002,000456
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$105,737,000548
Mortgage-backed securities$48,931,0001,203
Certificates of participation in pools of residential mortgages$27,392,0001,382
Issued or guaranteed by U.S.$27,392,0001,373
Privately issued$0188
Collaterized mortgage obligations$21,539,000840
CMOs issued by government agencies or sponsored agencies$21,539,000634
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)$8,002,0001,309
Available-for-sale securities (fair market value)$111,289,000944
Total debt securities$119,290,0001,008
Structured notes
Amortized cost$3,998,000361
Fair value$4,008,000353
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$111,530,0001,066
U.S. Government securities$76,192,0001,086
U.S. Treasury securities$01,019
U.S. Government agency obligations$76,192,0001,063
Securities issued by states & political subdivisions$27,336,000760
Other domestic debt securities$8,002,000928
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$8,002,000442
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$103,528,000554
Mortgage-backed securities$45,970,0001,202
Certificates of participation in pools of residential mortgages$27,423,0001,313
Issued or guaranteed by U.S.$27,423,0001,300
Privately issued$0192
Collaterized mortgage obligations$18,547,000871
CMOs issued by government agencies or sponsored agencies$18,547,000655
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)$8,002,0001,318
Available-for-sale securities (fair market value)$103,528,000992
Total debt securities$111,530,0001,049
Structured notes
Amortized cost$3,998,000324
Fair value$3,904,000332
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$111,099,0001,088
U.S. Government securities$76,234,0001,084
U.S. Treasury securities$01,021
U.S. Government agency obligations$76,234,0001,059
Securities issued by states & political subdivisions$27,404,000771
Other domestic debt securities$7,461,0001,010
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$7,461,000532
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$103,638,000540
Mortgage-backed securities$45,100,0001,211
Certificates of participation in pools of residential mortgages$25,971,0001,373
Issued or guaranteed by U.S.$25,971,0001,361
Privately issued$0202
Collaterized mortgage obligations$19,129,000842
CMOs issued by government agencies or sponsored agencies$19,129,000628
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$111,099,000947
Total debt securities$111,100,0001,067
Structured notes
Amortized cost$3,998,000350
Fair value$3,917,000360
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$99,735,0001,229
U.S. Government securities$66,530,0001,259
U.S. Treasury securities$01,044
U.S. Government agency obligations$66,530,0001,236
Securities issued by states & political subdivisions$25,550,000831
Other domestic debt securities$7,655,000979
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$7,655,000526
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$92,080,000592
Mortgage-backed securities$39,749,0001,289
Certificates of participation in pools of residential mortgages$20,446,0001,601
Issued or guaranteed by U.S.$20,446,0001,590
Privately issued$0205
Collaterized mortgage obligations$19,303,000814
CMOs issued by government agencies or sponsored agencies$19,303,000600
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$99,735,0001,071
Total debt securities$99,735,0001,197
Structured notes
Amortized cost$3,498,000447
Fair value$3,516,000443
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$88,915,0001,348
U.S. Government securities$57,313,0001,476
U.S. Treasury securities$01,146
U.S. Government agency obligations$57,313,0001,448
Securities issued by states & political subdivisions$23,708,000887
Other domestic debt securities$7,894,000923
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$7,894,000515
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$87,897,000619
Mortgage-backed securities$32,773,0001,336
Certificates of participation in pools of residential mortgages$13,466,0001,912
Issued or guaranteed by U.S.$13,466,0001,901
Privately issued$0191
Collaterized mortgage obligations$19,307,000749
CMOs issued by government agencies or sponsored agencies$19,307,000567
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$88,915,0001,169
Total debt securities$88,917,0001,315
Structured notes
Amortized cost$4,840,000530
Fair value$4,847,000530
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$89,679,0001,327
U.S. Government securities$58,285,0001,467
U.S. Treasury securities$01,235
U.S. Government agency obligations$58,285,0001,438
Securities issued by states & political subdivisions$23,422,000875
Other domestic debt securities$7,972,000856
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$7,972,000491
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$88,957,000603
Mortgage-backed securities$32,395,0001,275
Certificates of participation in pools of residential mortgages$11,860,0001,908
Issued or guaranteed by U.S.$11,860,0001,900
Privately issued$0194
Collaterized mortgage obligations$20,535,000700
CMOs issued by government agencies or sponsored agencies$20,535,000534
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$89,679,0001,149
Total debt securities$89,681,0001,302
Structured notes
Amortized cost$6,330,000502
Fair value$6,320,000500
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$88,557,0001,347
U.S. Government securities$56,501,0001,502
U.S. Treasury securities$01,362
U.S. Government agency obligations$56,501,0001,476
Securities issued by states & political subdivisions$23,986,000833
Other domestic debt securities$8,070,000809
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$8,070,000459
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$88,557,000597
Mortgage-backed securities$32,559,0001,249
Certificates of participation in pools of residential mortgages$11,584,0001,886
Issued or guaranteed by U.S.$11,584,0001,880
Privately issued$0207
Collaterized mortgage obligations$20,975,000681
CMOs issued by government agencies or sponsored agencies$20,975,000525
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$88,557,0001,176
Total debt securities$88,557,0001,321
Structured notes
Amortized cost$5,970,000568
Fair value$5,924,000559
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$87,957,0001,359
U.S. Government securities$54,993,0001,547
U.S. Treasury securities$01,448
U.S. Government agency obligations$54,993,0001,510
Securities issued by states & political subdivisions$24,441,000817
Other domestic debt securities$8,523,000798
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$8,523,000457
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$87,423,000593
Mortgage-backed securities$34,457,0001,186
Certificates of participation in pools of residential mortgages$12,478,0001,804
Issued or guaranteed by U.S.$12,478,0001,798
Privately issued$0218
Collaterized mortgage obligations$21,979,000652
CMOs issued by government agencies or sponsored agencies$21,979,000509
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$87,957,0001,176
Total debt securities$87,958,0001,329
Structured notes
Amortized cost$3,982,000856
Fair value$3,966,000843
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$87,978,0001,377
U.S. Government securities$54,937,0001,593
U.S. Treasury securities$01,498
U.S. Government agency obligations$54,937,0001,555
Securities issued by states & political subdivisions$24,509,000816
Other domestic debt securities$8,532,000779
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$8,532,000458
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$87,443,000618
Mortgage-backed securities$33,576,0001,233
Certificates of participation in pools of residential mortgages$13,355,0001,737
Issued or guaranteed by U.S.$13,355,0001,728
Privately issued$0208
Collaterized mortgage obligations$20,221,000693
CMOs issued by government agencies or sponsored agencies$20,221,000554
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$87,978,0001,199
Total debt securities$87,969,0001,347
Structured notes
Amortized cost$4,895,000762
Fair value$4,862,000760
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$90,080,0001,353
U.S. Government securities$55,757,0001,605
U.S. Treasury securities$01,574
U.S. Government agency obligations$55,757,0001,560
Securities issued by states & political subdivisions$25,803,000752
Other domestic debt securities$8,520,000774
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$8,520,000455
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$89,523,000597
Mortgage-backed securities$34,542,0001,231
Certificates of participation in pools of residential mortgages$14,160,0001,680
Issued or guaranteed by U.S.$14,160,0001,670
Privately issued$0214
Collaterized mortgage obligations$20,382,000679
CMOs issued by government agencies or sponsored agencies$20,382,000540
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$90,080,0001,170
Total debt securities$90,082,0001,321
Structured notes
Amortized cost$4,895,000830
Fair value$4,835,000827
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$93,748,0001,304
U.S. Government securities$59,132,0001,525
U.S. Treasury securities$01,634
U.S. Government agency obligations$59,132,0001,480
Securities issued by states & political subdivisions$26,085,000723
Other domestic debt securities$8,531,000784
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$8,531,000464
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$93,191,000581
Mortgage-backed securities$36,605,0001,193
Certificates of participation in pools of residential mortgages$15,089,0001,627
Issued or guaranteed by U.S.$15,089,0001,619
Privately issued$0211
Collaterized mortgage obligations$21,516,000655
CMOs issued by government agencies or sponsored agencies$21,516,000511
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$93,748,0001,129
Total debt securities$93,747,0001,280
Structured notes
Amortized cost$4,894,000894
Fair value$4,770,000887
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$98,030,0001,279
U.S. Government securities$62,806,0001,466
U.S. Treasury securities$01,715
U.S. Government agency obligations$62,806,0001,420
Securities issued by states & political subdivisions$26,695,000685
Other domestic debt securities$8,529,000808
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$8,529,000486
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$97,418,000555
Mortgage-backed securities$39,611,0001,132
Certificates of participation in pools of residential mortgages$16,458,0001,556
Issued or guaranteed by U.S.$16,458,0001,547
Privately issued$0205
Collaterized mortgage obligations$23,153,000621
CMOs issued by government agencies or sponsored agencies$23,153,000491
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$98,030,0001,099
Total debt securities$98,031,0001,251
Structured notes
Amortized cost$5,404,000808
Fair value$5,312,000805
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$96,227,0001,292
U.S. Government securities$62,748,0001,463
U.S. Treasury securities$01,737
U.S. Government agency obligations$62,748,0001,408
Securities issued by states & political subdivisions$25,454,000734
Other domestic debt securities$8,025,000838
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$8,025,000527
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$88,068,000603
Mortgage-backed securities$38,016,0001,174
Certificates of participation in pools of residential mortgages$17,453,0001,507
Issued or guaranteed by U.S.$17,453,0001,495
Privately issued$0216
Collaterized mortgage obligations$20,563,000679
CMOs issued by government agencies or sponsored agencies$20,563,000534
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$96,227,0001,101
Total debt securities$96,227,0001,261
Structured notes
Amortized cost$4,908,000913
Fair value$4,821,000913
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$95,440,0001,284
U.S. Government securities$61,998,0001,459
U.S. Treasury securities$01,786
U.S. Government agency obligations$61,998,0001,405
Securities issued by states & political subdivisions$25,285,000737
Other domestic debt securities$8,157,000837
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$8,157,000533
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$87,117,000593
Mortgage-backed securities$37,495,0001,190
Certificates of participation in pools of residential mortgages$19,273,0001,431
Issued or guaranteed by U.S.$19,273,0001,420
Privately issued$0225
Collaterized mortgage obligations$18,222,000725
CMOs issued by government agencies or sponsored agencies$18,222,000586
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$95,440,0001,092
Total debt securities$95,438,0001,253
Structured notes
Amortized cost$4,908,000902
Fair value$4,845,000902
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$96,104,0001,284
U.S. Government securities$65,377,0001,401
U.S. Treasury securities$01,839
U.S. Government agency obligations$65,377,0001,354
Securities issued by states & political subdivisions$22,621,000830
Other domestic debt securities$8,106,000850
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$8,106,000551
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$87,837,000581
Mortgage-backed securities$39,806,0001,167
Certificates of participation in pools of residential mortgages$21,457,0001,373
Issued or guaranteed by U.S.$21,457,0001,360
Privately issued$0223
Collaterized mortgage obligations$18,349,000745
CMOs issued by government agencies or sponsored agencies$18,349,000611
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$96,104,0001,089
Total debt securities$96,104,0001,256
Structured notes
Amortized cost$3,908,0001,067
Fair value$3,856,0001,071
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$94,363,0001,336
U.S. Government securities$64,899,0001,439
U.S. Treasury securities$01,963
U.S. Government agency obligations$64,899,0001,379
Securities issued by states & political subdivisions$21,400,000875
Other domestic debt securities$8,064,000883
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$8,064,000596
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$86,104,000601
Mortgage-backed securities$39,380,0001,218
Certificates of participation in pools of residential mortgages$23,529,0001,309
Issued or guaranteed by U.S.$23,529,0001,301
Privately issued$0207
Collaterized mortgage obligations$15,851,000840
CMOs issued by government agencies or sponsored agencies$15,851,000693
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$94,363,0001,138
Total debt securities$94,362,0001,303
Structured notes
Amortized cost$3,908,0001,065
Fair value$3,819,0001,066
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$96,040,0001,333
U.S. Government securities$68,257,0001,374
U.S. Treasury securities$01,963
U.S. Government agency obligations$68,257,0001,321
Securities issued by states & political subdivisions$19,710,000970
Other domestic debt securities$8,073,000911
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$8,073,000620
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$87,768,000586
Mortgage-backed securities$41,470,0001,181
Certificates of participation in pools of residential mortgages$24,622,0001,282
Issued or guaranteed by U.S.$24,622,0001,274
Privately issued$0203
Collaterized mortgage obligations$16,848,000823
CMOs issued by government agencies or sponsored agencies$16,848,000683
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$96,040,0001,143
Total debt securities$96,040,0001,299
Structured notes
Amortized cost$6,409,000654
Fair value$6,361,000653
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$95,683,0001,339
U.S. Government securities$67,254,0001,369
U.S. Treasury securities$01,990
U.S. Government agency obligations$67,254,0001,315
Securities issued by states & political subdivisions$20,354,000935
Other domestic debt securities$8,075,000904
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$8,075,000624
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$87,327,000572
Mortgage-backed securities$38,573,0001,244
Certificates of participation in pools of residential mortgages$23,848,0001,311
Issued or guaranteed by U.S.$23,848,0001,302
Privately issued$0225
Collaterized mortgage obligations$14,725,000887
CMOs issued by government agencies or sponsored agencies$14,725,000745
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$95,683,0001,132
Total debt securities$95,682,0001,298
Structured notes
Amortized cost$7,417,000573
Fair value$7,398,000570
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$95,935,0001,367
U.S. Government securities$68,029,0001,394
U.S. Treasury securities$02,098
U.S. Government agency obligations$68,029,0001,335
Securities issued by states & political subdivisions$19,851,000949
Other domestic debt securities$8,055,000923
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$8,055,000655
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$87,603,000556
Mortgage-backed securities$40,621,0001,215
Certificates of participation in pools of residential mortgages$25,292,0001,276
Issued or guaranteed by U.S.$25,292,0001,267
Privately issued$0225
Collaterized mortgage obligations$15,329,000869
CMOs issued by government agencies or sponsored agencies$15,329,000732
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$95,935,0001,151
Total debt securities$95,935,0001,332
Structured notes
Amortized cost$7,905,000545
Fair value$7,766,000540
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$95,498,0001,379
U.S. Government securities$66,337,0001,415
U.S. Treasury securities$02,082
U.S. Government agency obligations$66,337,0001,364
Securities issued by states & political subdivisions$20,911,000924
Other domestic debt securities$8,250,000973
Privately issued residential mortgage-backed securities$30,0001,176
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,220,000691
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$86,945,000554
Mortgage-backed securities$40,677,0001,249
Certificates of participation in pools of residential mortgages$26,342,0001,256
Issued or guaranteed by U.S.$26,342,0001,247
Privately issued$0230
Collaterized mortgage obligations$14,335,000932
CMOs issued by government agencies or sponsored agencies$14,305,000804
Privately issued$30,0001,073
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$95,498,0001,178
Total debt securities$95,498,0001,329
Structured notes
Amortized cost$6,913,000552
Fair value$6,919,000552
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$106,089,0001,283
U.S. Government securities$76,682,0001,297
U.S. Treasury securities$02,227
U.S. Government agency obligations$76,682,0001,245
Securities issued by states & political subdivisions$21,076,000915
Other domestic debt securities$8,331,000950
Privately issued residential mortgage-backed securities$116,000930
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,215,000741
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$97,545,000505
Mortgage-backed securities$38,201,0001,327
Certificates of participation in pools of residential mortgages$25,859,0001,276
Issued or guaranteed by U.S.$25,859,0001,267
Privately issued$0248
Collaterized mortgage obligations$12,342,0001,001
CMOs issued by government agencies or sponsored agencies$12,226,000934
Privately issued$116,000810
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$106,089,0001,093
Total debt securities$106,088,0001,246
Structured notes
Amortized cost$4,521,000675
Fair value$4,520,000677
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$87,955,0001,500
U.S. Government securities$66,561,0001,426
U.S. Treasury securities$02,287
U.S. Government agency obligations$66,561,0001,373
Securities issued by states & political subdivisions$20,851,000929
Other domestic debt securities$543,0003,076
Privately issued residential mortgage-backed securities$299,000872
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$244,0003,168
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$87,293,000538
Mortgage-backed securities$38,809,0001,291
Certificates of participation in pools of residential mortgages$28,425,0001,177
Issued or guaranteed by U.S.$28,425,0001,174
Privately issued$0253
Collaterized mortgage obligations$10,384,0001,102
CMOs issued by government agencies or sponsored agencies$10,085,0001,043
Privately issued$299,000761
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$87,955,0001,281
Total debt securities$87,955,0001,446
Structured notes
Amortized cost$3,529,000695
Fair value$3,534,000697
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$88,219,0001,449
U.S. Government securities$67,975,0001,345
U.S. Treasury securities$02,322
U.S. Government agency obligations$67,975,0001,296
Securities issued by states & political subdivisions$19,280,0001,000
Other domestic debt securities$876,0002,879
Privately issued residential mortgage-backed securities$618,000775
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$258,0003,154
Foreign debt securities$0294
Equity securities$88,0002,094
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,441,000505
Mortgage-backed securities$40,338,0001,244
Certificates of participation in pools of residential mortgages$25,185,0001,300
Issued or guaranteed by U.S.$25,185,0001,292
Privately issued$0256
Collaterized mortgage obligations$15,153,000971
CMOs issued by government agencies or sponsored agencies$14,535,000922
Privately issued$618,000688
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$88,219,0001,239
Total debt securities$88,131,0001,400
Structured notes
Amortized cost$2,499,000737
Fair value$2,516,000728
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$88,791,0001,419
U.S. Government securities$72,174,0001,273
U.S. Treasury securities$02,382
U.S. Government agency obligations$72,174,0001,217
Securities issued by states & political subdivisions$15,285,0001,208
Other domestic debt securities$1,247,0002,607
Privately issued residential mortgage-backed securities$997,000700
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0003,207
Foreign debt securities$0294
Equity securities$85,0002,089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,171,000578
Mortgage-backed securities$43,547,0001,167
Certificates of participation in pools of residential mortgages$25,950,0001,244
Issued or guaranteed by U.S.$25,950,0001,240
Privately issued$0257
Collaterized mortgage obligations$17,597,000900
CMOs issued by government agencies or sponsored agencies$16,600,000855
Privately issued$997,000620
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$88,791,0001,212
Total debt securities$88,706,0001,379
Structured notes
Amortized cost$1,998,000689
Fair value$2,009,000643
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$94,209,0001,317
U.S. Government securities$77,268,0001,174
U.S. Treasury securities$02,544
U.S. Government agency obligations$77,268,0001,109
Securities issued by states & political subdivisions$14,425,0001,268
Other domestic debt securities$2,422,0002,026
Privately issued residential mortgage-backed securities$2,175,000521
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$247,0003,261
Foreign debt securities$0302
Equity securities$94,0002,089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,467,000704
Mortgage-backed securities$49,448,0001,037
Certificates of participation in pools of residential mortgages$28,271,0001,124
Issued or guaranteed by U.S.$28,271,0001,117
Privately issued$0252
Collaterized mortgage obligations$21,177,000796
CMOs issued by government agencies or sponsored agencies$19,002,000795
Privately issued$2,175,000462
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$94,209,0001,104
Total debt securities$94,115,0001,272
Structured notes
Amortized cost$499,0001,304
Fair value$512,0001,183
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$116,628,000985
U.S. Government securities$98,706,000828
U.S. Treasury securities$03,182
U.S. Government agency obligations$98,706,000794
Securities issued by states & political subdivisions$13,280,0001,279
Other domestic debt securities$4,559,0001,507
Privately issued residential mortgage-backed securities$4,221,000447
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$338,0003,111
Foreign debt securities$0319
Equity securities$83,0002,048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,946,000862
Mortgage-backed securities$59,171,000834
Certificates of participation in pools of residential mortgages$34,572,000853
Issued or guaranteed by U.S.$34,572,000846
Privately issued$0260
Collaterized mortgage obligations$24,599,000721
CMOs issued by government agencies or sponsored agencies$20,378,000750
Privately issued$4,221,000400
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$34,718,000596
Available-for-sale securities (fair market value)$81,910,0001,142
Total debt securities$116,547,000952
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$131,798,000859
U.S. Government securities$115,581,000738
U.S. Treasury securities$1,016,0002,552
U.S. Government agency obligations$114,565,000688
Securities issued by states & political subdivisions$11,798,0001,410
Other domestic debt securities$2,375,0001,789
Privately issued residential mortgage-backed securities$2,375,000531
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$2,044,0001,558
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,038,000860
Mortgage-backed securities$56,257,000724
Certificates of participation in pools of residential mortgages$32,289,000749
Issued or guaranteed by U.S.$32,289,000741
Privately issued$0308
Collaterized mortgage obligations$23,968,000602
CMOs issued by government agencies or sponsored agencies$21,593,000576
Privately issued$2,375,000469
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,843,000819
Available-for-sale securities (fair market value)$101,955,000853
Total debt securities$129,754,000839
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$127,148,000916
U.S. Government securities$109,962,000822
U.S. Treasury securities$2,261,0002,533
U.S. Government agency obligations$107,701,000753
Securities issued by states & political subdivisions$12,785,0001,312
Other domestic debt securities$3,007,0001,529
Privately issued residential mortgage-backed securities$2,012,000587
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$995,0001,993
Foreign debt securities$0343
Equity securities$1,394,0001,928
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,653,0001,779
Mortgage-backed securities$56,451,000784
Certificates of participation in pools of residential mortgages$36,386,000758
Issued or guaranteed by U.S.$36,386,000748
Privately issued$0307
Collaterized mortgage obligations$20,065,000735
CMOs issued by government agencies or sponsored agencies$18,053,000703
Privately issued$2,012,000515
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,239,000759
Available-for-sale securities (fair market value)$91,909,000948
Total debt securities$125,754,000893
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$140,582,000833
U.S. Government securities$107,397,000847
U.S. Treasury securities$4,556,0002,418
U.S. Government agency obligations$102,841,000761
Securities issued by states & political subdivisions$14,186,0001,179
Other domestic debt securities$17,812,000540
Privately issued residential mortgage-backed securities$5,662,000356
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,150,000513
Foreign debt securities$0363
Equity securities$1,187,0002,097
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,523,000974
Mortgage-backed securities$56,947,000807
Certificates of participation in pools of residential mortgages$39,526,000762
Issued or guaranteed by U.S.$39,526,000753
Privately issued$0349
Collaterized mortgage obligations$17,421,000833
CMOs issued by government agencies or sponsored agencies$11,759,000974
Privately issued$5,662,000299
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,184,000606
Available-for-sale securities (fair market value)$91,398,000939
Total debt securities$139,395,000813
Structured notes
Amortized cost$1,974,000397
Fair value$1,985,000372
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$107,769,0001,070
U.S. Government securities$78,850,0001,169
U.S. Treasury securities$5,568,0002,921
U.S. Government agency obligations$73,282,000999
Securities issued by states & political subdivisions$6,726,0002,162
Other domestic debt securities$21,142,000353
Privately issued residential mortgage-backed securities$54,0001,389
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$21,088,000230
Foreign debt securities$0390
Equity securities$1,051,0002,245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,689,000804
Mortgage-backed securities$39,927,0001,026
Certificates of participation in pools of residential mortgages$39,390,000760
Issued or guaranteed by U.S.$39,390,000746
Privately issued$0394
Collaterized mortgage obligations$537,0003,912
CMOs issued by government agencies or sponsored agencies$483,0003,916
Privately issued$54,0001,155
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$53,834,000654
Available-for-sale securities (fair market value)$53,935,0001,481
Total debt securities$106,718,0001,040
Structured notes
Amortized cost$1,918,000817
Fair value$1,930,000804
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$79,045,0001,529
U.S. Government securities$68,989,0001,405
U.S. Treasury securities$5,518,0003,545
U.S. Government agency obligations$63,471,0001,166
Securities issued by states & political subdivisions$6,139,0002,382
Other domestic debt securities$2,299,0001,402
Privately issued residential mortgage-backed securities$69,0001,667
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,230,0001,038
Foreign debt securities$0466
Equity securities$1,618,0001,715
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,376,0001,133
Mortgage-backed securities$35,175,0001,195
Certificates of participation in pools of residential mortgages$35,106,000877
Issued or guaranteed by U.S.$35,106,000861
Privately issued$0472
Collaterized mortgage obligations$69,0005,342
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$69,0001,389
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,871,0001,271
Available-for-sale securities (fair market value)$47,174,0001,753
Total debt securities$77,427,0001,518
Structured notes
Amortized cost$1,020,0001,651
Fair value$1,021,0001,645
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$60,955,0002,044
U.S. Government securities$49,753,0002,023
U.S. Treasury securities$6,543,0003,791
U.S. Government agency obligations$43,210,0001,644
Securities issued by states & political subdivisions$6,489,0002,261
Other domestic debt securities$4,152,0001,177
Privately issued residential mortgage-backed securities$216,0001,558
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,936,000929
Foreign debt securities$0553
Equity securities$561,0003,070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,439,0001,173
Mortgage-backed securities$16,102,0002,267
Certificates of participation in pools of residential mortgages$15,886,0001,567
Issued or guaranteed by U.S.$15,886,0001,551
Privately issued$0558
Collaterized mortgage obligations$216,0005,433
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$216,0001,274
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,477,0001,445
Available-for-sale securities (fair market value)$31,478,0002,699
Total debt securities$60,394,0002,007
Structured notes
Amortized cost$976,0002,896
Fair value$981,0002,771
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$60,258,0002,177
U.S. Government securities$41,818,0002,491
U.S. Treasury securities$13,865,0002,537
U.S. Government agency obligations$27,953,0002,419
Securities issued by states & political subdivisions$11,856,0001,232
Other domestic debt securities$6,229,0001,015
Privately issued residential mortgage-backed securities$266,0001,650
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,963,000776
Foreign debt securities$0600
Equity securities$355,0003,727
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,087,000758
Mortgage-backed securities$4,456,0004,966
Certificates of participation in pools of residential mortgages$4,190,0003,731
Issued or guaranteed by U.S.$4,190,0003,704
Privately issued$0564
Collaterized mortgage obligations$266,0005,724
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$266,0001,373
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,903,0001,242
Available-for-sale securities (fair market value)$355,00010,296
Total debt securities$59,901,0002,148
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$60,313,0002,266
U.S. Government securities$38,321,0002,849
U.S. Treasury securities$22,914,0001,628
U.S. Government agency obligations$15,407,0004,085
Securities issued by states & political subdivisions$13,670,0001,046
Other domestic debt securities$7,978,0001,018
Privately issued residential mortgage-backed securities$461,0001,789
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,517,000765
Foreign debt securities$0649
Equity securities$344,0003,654
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,737,000820
Mortgage-backed securities$6,670,0004,561
Certificates of participation in pools of residential mortgages$5,169,0003,699
Issued or guaranteed by U.S.$5,169,0003,663
Privately issued$0731
Collaterized mortgage obligations$1,501,0004,458
CMOs issued by government agencies or sponsored agencies$1,040,0004,664
Privately issued$461,0001,444
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$59,967,0002,215
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$75,248,0001,792
U.S. Government securities$57,367,0001,866
U.S. Treasury securities$30,285,0001,220
U.S. Government agency obligations$27,082,0002,497
Securities issued by states & political subdivisions$9,659,0001,403
Other domestic debt securities$7,916,0001,232
Privately issued residential mortgage-backed securities$2,312,0001,102
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,604,0001,100
Foreign debt securities$0699
Equity securities$306,0003,277
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,258,0001,081
Mortgage-backed securities$14,488,0002,906
Certificates of participation in pools of residential mortgages$7,354,0003,133
Issued or guaranteed by U.S.$7,354,0003,083
Privately issued$0831
Collaterized mortgage obligations$7,134,0002,119
CMOs issued by government agencies or sponsored agencies$4,822,0002,462
Privately issued$2,312,000818
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$74,932,0001,747
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