The Farmers Bank, Frankfort, Indiana, Securities

2025-03-31Rank
Total securities$190,553,000969
U.S. Government securities$128,250,000888
U.S. Treasury securities$02,481
U.S. Government agency obligations$128,250,000764
Securities issued by states & political subdivisions$57,999,000728
Other domestic debt securities$4,304,0001,383
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$1,268,000666
Other domestic debt securities - All other$3,036,0001,148
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,986,000881
Mortgage-backed securities$120,320,000686
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$51,967,000805
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$32,754,000599
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$24,776,000280
Other commercial mortgage-backed securities$10,823,000476
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$190,553,000830
Total debt securities$190,555,000953
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$187,028,000978
U.S. Government securities$124,491,000919
U.S. Treasury securities$02,543
U.S. Government agency obligations$124,491,000782
Securities issued by states & political subdivisions$58,005,000735
Other domestic debt securities$4,532,0001,371
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$1,511,000644
Other domestic debt securities - All other$3,021,0001,161
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,092,000886
Mortgage-backed securities$117,886,000692
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$50,516,000810
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$31,576,000592
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$24,971,000267
Other commercial mortgage-backed securities$10,823,000467
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$187,028,000838
Total debt securities$187,027,000959
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securitiesNANA
U.S. Government securities$1,0004,302
U.S. Treasury securities$02,583
U.S. Government agency obligations$04,149
Securities issued by states & political subdivisions$106,456,000405
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$11,547655
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$145,756,50096
Foreign debt securities$9,780,00074
Equity securities$29,921,0007
Assets held in trading accounts for TFR Reporters$2,68833
General valuation allowances for securities for TFR Reporters$08
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,379,0002,673
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.NANA
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1212,773
Privately issued$19,200,401,00024
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$04,160
Total debt securities$34,375
Structured notes
Amortized cost$01,000
Fair valueNANA
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$27,500157
2024-06-30Rank
Total securities$177,420,0001,030
U.S. Government securities$117,284,000976
U.S. Treasury securities$02,648
U.S. Government agency obligations$117,284,000816
Securities issued by states & political subdivisions$55,530,000779
Other domestic debt securities$4,606,0001,360
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$1,635,000559
Other domestic debt securities - All other$2,971,0001,199
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,198,0001,028
Mortgage-backed securities$112,338,000702
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$50,387,000823
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$29,360,000579
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$21,567,000288
Other commercial mortgage-backed securities$11,024,000459
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$177,420,000885
Total debt securities$177,419,0001,016
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$185,899,0001,019
U.S. Government securities$102,076,0001,119
U.S. Treasury securities$02,737
U.S. Government agency obligations$102,076,000971
Securities issued by states & political subdivisions$78,206,000582
Other domestic debt securities$5,617,0001,279
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$1,658,000518
Other domestic debt securities - All other$3,959,0001,051
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,756,0001,033
Mortgage-backed securities$97,180,000807
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$41,208,000954
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$26,513,000629
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$18,307,000313
Other commercial mortgage-backed securities$11,152,000481
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$185,899,000876
Total debt securities$185,899,0001,006
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$186,187,0001,037
U.S. Government securities$61,234,0001,646
U.S. Treasury securities$02,754
U.S. Government agency obligations$61,234,0001,413
Securities issued by states & political subdivisions$77,938,000594
Other domestic debt securities$47,015,000416
Privately issued residential mortgage-backed securities$41,363,000118
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$1,700,000499
Other domestic debt securities - All other$3,952,0001,075
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,850,0001,021
Mortgage-backed securities$99,297,000788
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$41,363,00015
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$27,482,000596
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,220,000303
Other commercial mortgage-backed securities$11,232,000483
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$186,187,000883
Total debt securities$186,187,0001,023
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$172,896,0001,093
U.S. Government securities$94,948,0001,202
U.S. Treasury securities$02,809
U.S. Government agency obligations$94,948,0001,006
Securities issued by states & political subdivisions$71,620,000621
Other domestic debt securities$6,328,0001,239
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$1,679,000504
Other domestic debt securities - All other$4,649,000992
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,564,0001,020
Mortgage-backed securities$91,784,000822
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,491,000989
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$23,473,000649
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$18,779,000300
Other commercial mortgage-backed securities$11,041,000486
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$172,896,000927
Total debt securities$172,895,0001,081
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$181,035,0001,083
U.S. Government securities$98,899,0001,210
U.S. Treasury securities$02,832
U.S. Government agency obligations$98,899,0001,014
Securities issued by states & political subdivisions$75,206,000630
Other domestic debt securities$6,930,0001,214
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$1,748,000487
Other domestic debt securities - All other$5,182,000945
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,332,000976
Mortgage-backed securities$97,707,000808
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$41,186,000973
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$25,006,000635
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,880,000290
Other commercial mortgage-backed securities$11,635,000482
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$181,035,000927
Total debt securities$181,035,0001,072
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$186,758,0001,101
U.S. Government securities$103,893,0001,213
U.S. Treasury securities$02,901
U.S. Government agency obligations$103,893,000973
Securities issued by states & political subdivisions$75,836,000651
Other domestic debt securities$7,029,0001,257
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$1,780,000479
Other domestic debt securities - All other$5,249,000980
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,008,0001,101
Mortgage-backed securities$102,684,000819
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,150,000988
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$26,343,000641
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,750,000300
Other commercial mortgage-backed securities$12,441,000473
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$186,758,000952
Total debt securities$186,759,0001,087
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$187,630,0001,117
U.S. Government securities$105,054,0001,206
U.S. Treasury securities$02,941
U.S. Government agency obligations$105,054,000964
Securities issued by states & political subdivisions$75,071,000676
Other domestic debt securities$7,505,0001,234
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$1,776,000498
Other domestic debt securities - All other$5,729,000951
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,072,0001,644
Mortgage-backed securities$103,880,000814
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,520,000987
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$26,601,000640
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$21,107,000295
Other commercial mortgage-backed securities$12,652,000463
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$187,630,000961
Total debt securities$187,630,0001,103
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$185,935,0001,136
U.S. Government securities$107,156,0001,212
U.S. Treasury securities$02,957
U.S. Government agency obligations$107,156,000960
Securities issued by states & political subdivisions$71,285,000706
Other domestic debt securities$7,494,0001,205
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$1,775,000371
Other domestic debt securities - All other$5,719,000947
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,504,0001,762
Mortgage-backed securities$105,957,000804
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,650,000983
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$27,726,000636
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$21,543,000296
Other commercial mortgage-backed securities$13,038,000474
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$185,935,000985
Total debt securities$185,934,0001,122
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$199,811,0001,072
U.S. Government securities$117,164,0001,140
U.S. Treasury securities$02,920
U.S. Government agency obligations$117,164,000919
Securities issued by states & political subdivisions$75,783,000702
Other domestic debt securities$6,864,0001,178
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$6,864,000877
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,302,0001,777
Mortgage-backed securities$115,880,000783
Certificates of participation in pools of residential mortgages$47,187,000972
Issued or guaranteed by U.S.$47,187,000955
Privately issued$0231
Collaterized mortgage obligations$30,030,000665
CMOs issued by government agencies or sponsored agencies$30,030,000598
Privately issued$0553
Commercial mortgage-backed securities$38,663,000417
Commercial mortgage pass-through securities$23,267,000284
Other commercial mortgage-backed securities$15,396,000485
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$199,811,000949
Total debt securities$199,812,0001,059
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$209,642,0001,029
U.S. Government securities$123,423,0001,082
U.S. Treasury securities$02,666
U.S. Government agency obligations$123,423,000894
Securities issued by states & political subdivisions$79,197,000694
Other domestic debt securities$7,022,0001,149
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$7,022,000849
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,791,0001,736
Mortgage-backed securities$122,064,000771
Certificates of participation in pools of residential mortgages$51,885,000935
Issued or guaranteed by U.S.$51,885,000923
Privately issued$0238
Collaterized mortgage obligations$30,943,000663
CMOs issued by government agencies or sponsored agencies$30,943,000604
Privately issued$0536
Commercial mortgage-backed securities$39,236,000415
Commercial mortgage pass-through securities$22,729,000289
Other commercial mortgage-backed securities$16,507,000463
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$209,642,000921
Total debt securities$209,642,0001,019
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$215,653,000975
U.S. Government securities$124,470,000993
U.S. Treasury securities$02,212
U.S. Government agency obligations$124,470,000875
Securities issued by states & political subdivisions$83,893,000693
Other domestic debt securities$7,290,0001,106
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$7,290,000788
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,228,0001,605
Mortgage-backed securities$123,015,000751
Certificates of participation in pools of residential mortgages$55,711,000881
Issued or guaranteed by U.S.$55,711,000867
Privately issued$0246
Collaterized mortgage obligations$30,486,000639
CMOs issued by government agencies or sponsored agencies$30,486,000592
Privately issued$0500
Commercial mortgage-backed securities$36,818,000428
Commercial mortgage pass-through securities$25,183,000279
Other commercial mortgage-backed securities$11,635,000551
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$215,653,000888
Total debt securities$215,652,000963
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$194,838,000998
U.S. Government securities$106,923,0001,052
U.S. Treasury securities$02,008
U.S. Government agency obligations$106,923,000947
Securities issued by states & political subdivisions$80,518,000690
Other domestic debt securities$7,397,0001,049
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$7,397,000741
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,869,0001,474
Mortgage-backed securities$105,447,000806
Certificates of participation in pools of residential mortgages$44,434,0001,017
Issued or guaranteed by U.S.$44,434,000996
Privately issued$0234
Collaterized mortgage obligations$29,136,000631
CMOs issued by government agencies or sponsored agencies$29,136,000599
Privately issued$0491
Commercial mortgage-backed securities$31,877,000453
Commercial mortgage pass-through securities$24,018,000276
Other commercial mortgage-backed securities$7,859,000660
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$194,838,000922
Total debt securities$194,839,000986
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$198,262,000954
U.S. Government securities$112,324,000954
U.S. Treasury securities$01,913
U.S. Government agency obligations$112,324,000876
Securities issued by states & political subdivisions$78,206,000690
Other domestic debt securities$7,732,000993
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$7,732,000668
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,903,0001,390
Mortgage-backed securities$110,859,000745
Certificates of participation in pools of residential mortgages$47,946,000925
Issued or guaranteed by U.S.$47,946,000904
Privately issued$0247
Collaterized mortgage obligations$31,949,000573
CMOs issued by government agencies or sponsored agencies$31,949,000542
Privately issued$0478
Commercial mortgage-backed securities$30,964,000451
Commercial mortgage pass-through securities$25,009,000258
Other commercial mortgage-backed securities$5,955,000716
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$198,262,000874
Total debt securities$198,262,000941
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$187,756,000918
U.S. Government securities$109,320,000883
U.S. Treasury securities$01,631
U.S. Government agency obligations$109,320,000832
Securities issued by states & political subdivisions$70,634,000718
Other domestic debt securities$7,802,000940
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$7,802,000617
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,552,0001,339
Mortgage-backed securities$107,873,000722
Certificates of participation in pools of residential mortgages$46,841,000891
Issued or guaranteed by U.S.$46,841,000869
Privately issued$0261
Collaterized mortgage obligations$33,943,000537
CMOs issued by government agencies or sponsored agencies$33,943,000499
Privately issued$0475
Commercial mortgage-backed securities$27,089,000459
Commercial mortgage pass-through securities$25,070,000248
Other commercial mortgage-backed securities$2,019,000967
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$187,756,000835
Total debt securities$187,756,000907
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$171,838,000916
U.S. Government securities$97,813,000889
U.S. Treasury securities$01,194
U.S. Government agency obligations$97,813,000842
Securities issued by states & political subdivisions$66,117,000730
Other domestic debt securities$7,908,000880
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$7,908,000591
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,389,0001,212
Mortgage-backed securities$97,813,000716
Certificates of participation in pools of residential mortgages$44,239,000851
Issued or guaranteed by U.S.$44,239,000836
Privately issued$0245
Collaterized mortgage obligations$31,467,000556
CMOs issued by government agencies or sponsored agencies$31,467,000525
Privately issued$0474
Commercial mortgage-backed securities$22,107,000490
Commercial mortgage pass-through securities$22,107,000247
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$171,838,000833
Total debt securities$171,838,000900
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$155,147,000939
U.S. Government securities$87,125,000925
U.S. Treasury securities$01,216
U.S. Government agency obligations$87,125,000873
Securities issued by states & political subdivisions$60,064,000725
Other domestic debt securities$7,958,000852
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$7,958,000565
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,398,0001,234
Mortgage-backed securities$87,125,000747
Certificates of participation in pools of residential mortgages$40,841,000850
Issued or guaranteed by U.S.$40,841,000832
Privately issued$0251
Collaterized mortgage obligations$24,897,000659
CMOs issued by government agencies or sponsored agencies$24,897,000627
Privately issued$0464
Commercial mortgage-backed securities$21,387,000484
Commercial mortgage pass-through securities$21,387,000239
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$155,147,000852
Total debt securities$155,146,000927
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$146,314,000953
U.S. Government securities$85,833,000915
U.S. Treasury securities$01,251
U.S. Government agency obligations$85,833,000859
Securities issued by states & political subdivisions$51,729,000763
Other domestic debt securities$8,452,000784
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$8,452,000528
Foreign debt securities$300,000260
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,669,0001,283
Mortgage-backed securities$85,833,000756
Certificates of participation in pools of residential mortgages$37,981,000869
Issued or guaranteed by U.S.$37,981,000851
Privately issued$0251
Collaterized mortgage obligations$28,920,000609
CMOs issued by government agencies or sponsored agencies$28,920,000573
Privately issued$0454
Commercial mortgage-backed securities$18,932,000522
Commercial mortgage pass-through securities$18,932,000266
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$146,314,000867
Total debt securities$146,309,000940
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$139,967,000960
U.S. Government securities$89,107,000910
U.S. Treasury securities$01,297
U.S. Government agency obligations$89,107,000856
Securities issued by states & political subdivisions$42,674,000818
Other domestic debt securities$7,890,000781
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$7,890,000504
Foreign debt securities$296,000268
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,805,0001,210
Mortgage-backed securities$88,107,000750
Certificates of participation in pools of residential mortgages$37,966,000869
Issued or guaranteed by U.S.$37,966,000847
Privately issued$0267
Collaterized mortgage obligations$31,490,000601
CMOs issued by government agencies or sponsored agencies$31,490,000566
Privately issued$0460
Commercial mortgage-backed securities$18,651,000516
Commercial mortgage pass-through securities$18,651,000261
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$139,967,000875
Total debt securities$139,967,000949
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$135,839,000981
U.S. Government securities$85,858,000955
U.S. Treasury securities$01,363
U.S. Government agency obligations$85,858,000898
Securities issued by states & political subdivisions$41,088,000817
Other domestic debt securities$8,592,000704
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$8,592,000461
Foreign debt securities$301,000237
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,039,0001,299
Mortgage-backed securities$81,874,000770
Certificates of participation in pools of residential mortgages$32,824,000930
Issued or guaranteed by U.S.$32,824,000908
Privately issued$0249
Collaterized mortgage obligations$33,754,000562
CMOs issued by government agencies or sponsored agencies$33,754,000524
Privately issued$0457
Commercial mortgage-backed securities$15,296,000568
Commercial mortgage pass-through securities$15,296,000300
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$135,839,000880
Total debt securities$135,841,000966
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$128,184,0001,025
U.S. Government securities$84,174,000980
U.S. Treasury securities$01,429
U.S. Government agency obligations$84,174,000920
Securities issued by states & political subdivisions$34,830,000935
Other domestic debt securities$8,878,000692
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$8,878,000451
Foreign debt securities$302,000248
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,994,0001,971
Mortgage-backed securities$75,732,000801
Certificates of participation in pools of residential mortgages$24,474,0001,116
Issued or guaranteed by U.S.$24,474,0001,085
Privately issued$0287
Collaterized mortgage obligations$38,632,000495
CMOs issued by government agencies or sponsored agencies$38,632,000469
Privately issued$0463
Commercial mortgage-backed securities$12,626,000614
Commercial mortgage pass-through securities$12,626,000349
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$128,184,000923
Total debt securities$128,184,0001,011
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$124,348,0001,056
U.S. Government securities$86,148,000972
U.S. Treasury securities$01,467
U.S. Government agency obligations$86,148,000916
Securities issued by states & political subdivisions$29,121,0001,152
Other domestic debt securities$8,778,000671
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$8,778,000461
Foreign debt securities$301,000261
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,391,0001,873
Mortgage-backed securities$77,694,000776
Certificates of participation in pools of residential mortgages$23,500,0001,138
Issued or guaranteed by U.S.$23,500,0001,126
Privately issued$0244
Collaterized mortgage obligations$41,358,000452
CMOs issued by government agencies or sponsored agencies$41,358,000426
Privately issued$0476
Commercial mortgage-backed securities$12,836,000594
Commercial mortgage pass-through securities$12,836,000352
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$124,348,000947
Total debt securities$124,348,0001,042
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$117,203,0001,122
U.S. Government securities$80,680,0001,034
U.S. Treasury securities$01,516
U.S. Government agency obligations$80,680,000979
Securities issued by states & political subdivisions$27,079,0001,262
Other domestic debt securities$9,144,000658
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$9,144,000451
Foreign debt securities$300,000276
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,467,0001,899
Mortgage-backed securities$71,318,000822
Certificates of participation in pools of residential mortgages$14,174,0001,639
Issued or guaranteed by U.S.$14,174,0001,608
Privately issued$0248
Collaterized mortgage obligations$46,612,000415
CMOs issued by government agencies or sponsored agencies$46,612,000389
Privately issued$0499
Commercial mortgage-backed securities$10,532,000619
Commercial mortgage pass-through securities$10,532,000397
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$117,203,0001,005
Total debt securities$117,202,0001,105
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$124,683,0001,068
U.S. Government securities$79,041,0001,046
U.S. Treasury securities$01,513
U.S. Government agency obligations$79,041,000989
Securities issued by states & political subdivisions$35,427,0001,002
Other domestic debt securities$9,919,000604
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$9,919,000421
Foreign debt securities$296,000285
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,606,0001,828
Mortgage-backed securities$69,601,000831
Certificates of participation in pools of residential mortgages$12,825,0001,734
Issued or guaranteed by U.S.$12,825,0001,713
Privately issued$0211
Collaterized mortgage obligations$49,435,000402
CMOs issued by government agencies or sponsored agencies$49,435,000379
Privately issued$0498
Commercial mortgage-backed securities$7,341,000731
Commercial mortgage pass-through securities$7,341,000474
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$69,628,000291
Available-for-sale securities (fair market value)$55,055,0001,884
Total debt securities$124,681,0001,054
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$113,422,0001,150
U.S. Government securities$70,999,0001,145
U.S. Treasury securities$01,500
U.S. Government agency obligations$70,999,0001,074
Securities issued by states & political subdivisions$32,259,0001,092
Other domestic debt securities$9,867,000589
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$9,867,000419
Foreign debt securities$297,000282
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,296,0002,184
Mortgage-backed securities$61,585,000900
Certificates of participation in pools of residential mortgages$13,257,0001,740
Issued or guaranteed by U.S.$13,257,0001,730
Privately issued$0145
Collaterized mortgage obligations$46,336,000414
CMOs issued by government agencies or sponsored agencies$46,336,000391
Privately issued$0515
Commercial mortgage-backed securities$1,992,0001,181
Commercial mortgage pass-through securities$1,992,000843
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$72,357,000292
Available-for-sale securities (fair market value)$41,065,0002,330
Total debt securities$113,423,0001,128
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$109,866,0001,208
U.S. Government securities$66,352,0001,206
U.S. Treasury securities$01,475
U.S. Government agency obligations$66,352,0001,142
Securities issued by states & political subdivisions$32,336,0001,135
Other domestic debt securities$11,178,000618
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$11,178,000379
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,159,0002,165
Mortgage-backed securities$56,929,000976
Certificates of participation in pools of residential mortgages$10,190,0002,054
Issued or guaranteed by U.S.$10,190,0001,964
Privately issued$0453
Collaterized mortgage obligations$46,739,000410
CMOs issued by government agencies or sponsored agencies$46,739,000386
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$74,069,000281
Available-for-sale securities (fair market value)$35,797,0002,577
Total debt securities$109,866,0001,190
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$112,850,0001,197
U.S. Government securities$67,712,0001,200
U.S. Treasury securities$01,426
U.S. Government agency obligations$67,712,0001,145
Securities issued by states & political subdivisions$33,878,0001,103
Other domestic debt securities$11,260,000542
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$11,260,000382
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,392,0002,414
Mortgage-backed securities$57,784,000953
Certificates of participation in pools of residential mortgages$10,603,0002,049
Issued or guaranteed by U.S.$10,603,0002,046
Privately issued$067
Collaterized mortgage obligations$47,181,000409
CMOs issued by government agencies or sponsored agencies$47,181,000386
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$77,787,000282
Available-for-sale securities (fair market value)$35,063,0002,622
Total debt securities$112,847,0001,179
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$116,072,0001,179
U.S. Government securities$66,713,0001,227
U.S. Treasury securities$01,328
U.S. Government agency obligations$66,713,0001,171
Securities issued by states & political subdivisions$35,659,0001,089
Other domestic debt securities$12,834,000505
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$12,834,000357
Foreign debt securities$0316
Equity securities$866,000525
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,292,0002,377
Mortgage-backed securities$56,754,000983
Certificates of participation in pools of residential mortgages$11,072,0002,029
Issued or guaranteed by U.S.$11,072,0002,028
Privately issued$064
Collaterized mortgage obligations$45,682,000429
CMOs issued by government agencies or sponsored agencies$45,682,000405
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$81,504,000278
Available-for-sale securities (fair market value)$34,568,0002,663
Total debt securities$115,208,0001,170
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$120,339,0001,142
U.S. Government securities$68,734,0001,221
U.S. Treasury securities$01,313
U.S. Government agency obligations$68,734,0001,164
Securities issued by states & political subdivisions$36,249,0001,095
Other domestic debt securities$13,701,000493
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$13,701,000350
Foreign debt securities$0334
Equity securities$1,655,000422
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,361,0002,303
Mortgage-backed securities$58,746,000966
Certificates of participation in pools of residential mortgages$11,563,0002,017
Issued or guaranteed by U.S.$11,563,0002,016
Privately issued$069
Collaterized mortgage obligations$47,183,000416
CMOs issued by government agencies or sponsored agencies$47,183,000393
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$83,419,000281
Available-for-sale securities (fair market value)$36,920,0002,595
Total debt securities$118,683,0001,133
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$118,204,0001,175
U.S. Government securities$68,101,0001,250
U.S. Treasury securities$01,351
U.S. Government agency obligations$68,101,0001,196
Securities issued by states & political subdivisions$34,179,0001,163
Other domestic debt securities$13,998,000491
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$13,998,000348
Foreign debt securities$0346
Equity securities$1,926,000392
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,777,0002,456
Mortgage-backed securities$58,111,000997
Certificates of participation in pools of residential mortgages$11,983,0002,020
Issued or guaranteed by U.S.$11,983,0002,019
Privately issued$067
Collaterized mortgage obligations$46,128,000436
CMOs issued by government agencies or sponsored agencies$46,128,000408
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$86,491,000281
Available-for-sale securities (fair market value)$31,713,0002,868
Total debt securities$116,281,0001,169
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$117,937,0001,182
U.S. Government securities$69,340,0001,250
U.S. Treasury securities$01,390
U.S. Government agency obligations$69,340,0001,190
Securities issued by states & political subdivisions$35,202,0001,137
Other domestic debt securities$12,126,000540
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$12,126,000386
Foreign debt securities$0350
Equity securities$1,269,000454
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,665,0002,409
Mortgage-backed securities$58,849,0001,004
Certificates of participation in pools of residential mortgages$12,380,0002,019
Issued or guaranteed by U.S.$12,380,0002,019
Privately issued$066
Collaterized mortgage obligations$46,469,000435
CMOs issued by government agencies or sponsored agencies$46,469,000403
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)$89,826,000282
Available-for-sale securities (fair market value)$28,111,0003,057
Total debt securities$116,668,0001,173
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$116,744,0001,183
U.S. Government securities$68,550,0001,247
U.S. Treasury securities$01,367
U.S. Government agency obligations$68,550,0001,195
Securities issued by states & political subdivisions$34,797,0001,158
Other domestic debt securities$12,818,000507
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$12,818,000357
Foreign debt securities$0347
Equity securities$579,000603
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,647,0002,335
Mortgage-backed securities$59,564,000977
Certificates of participation in pools of residential mortgages$12,785,0001,988
Issued or guaranteed by U.S.$12,785,0001,987
Privately issued$071
Collaterized mortgage obligations$46,779,000436
CMOs issued by government agencies or sponsored agencies$46,779,000408
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)$87,223,000285
Available-for-sale securities (fair market value)$29,521,0002,967
Total debt securities$116,165,0001,169
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$118,043,0001,167
U.S. Government securities$67,572,0001,244
U.S. Treasury securities$01,214
U.S. Government agency obligations$67,572,0001,192
Securities issued by states & political subdivisions$33,607,0001,193
Other domestic debt securities$12,481,000517
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$12,481,000371
Foreign debt securities$0338
Equity securities$4,383,000250
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,953,0002,750
Mortgage-backed securities$58,558,000996
Certificates of participation in pools of residential mortgages$10,863,0002,179
Issued or guaranteed by U.S.$10,863,0002,179
Privately issued$067
Collaterized mortgage obligations$47,695,000444
CMOs issued by government agencies or sponsored agencies$47,695,000405
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)$83,420,000294
Available-for-sale securities (fair market value)$34,623,0002,718
Total debt securities$113,660,0001,183
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$117,790,0001,186
U.S. Government securities$70,224,0001,231
U.S. Treasury securities$01,253
U.S. Government agency obligations$70,224,0001,172
Securities issued by states & political subdivisions$33,267,0001,205
Other domestic debt securities$9,690,000612
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$9,690,000442
Foreign debt securities$0339
Equity securities$4,609,000250
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,651,0002,727
Mortgage-backed securities$54,699,0001,059
Certificates of participation in pools of residential mortgages$11,335,0002,175
Issued or guaranteed by U.S.$11,335,0002,170
Privately issued$071
Collaterized mortgage obligations$43,364,000481
CMOs issued by government agencies or sponsored agencies$43,364,000447
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)$84,080,000306
Available-for-sale securities (fair market value)$33,710,0002,813
Total debt securities$113,180,0001,201
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$115,535,0001,223
U.S. Government securities$72,827,0001,222
U.S. Treasury securities$01,296
U.S. Government agency obligations$72,827,0001,165
Securities issued by states & political subdivisions$31,838,0001,238
Other domestic debt securities$9,898,000605
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$9,898,000438
Foreign debt securities$0334
Equity securities$972,000550
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,735,0002,668
Mortgage-backed securities$52,832,0001,096
Certificates of participation in pools of residential mortgages$11,782,0002,142
Issued or guaranteed by U.S.$11,782,0002,139
Privately issued$066
Collaterized mortgage obligations$41,050,000508
CMOs issued by government agencies or sponsored agencies$41,050,000476
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$76,867,000325
Available-for-sale securities (fair market value)$38,668,0002,626
Total debt securities$114,563,0001,206
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$124,659,0001,150
U.S. Government securities$81,553,0001,131
U.S. Treasury securities$01,367
U.S. Government agency obligations$81,553,0001,068
Securities issued by states & political subdivisions$31,501,0001,260
Other domestic debt securities$9,835,000601
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$9,835,000426
Foreign debt securities$0322
Equity securities$1,770,000439
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,935,0002,467
Mortgage-backed securities$53,121,0001,090
Certificates of participation in pools of residential mortgages$12,159,0002,114
Issued or guaranteed by U.S.$12,159,0002,110
Privately issued$066
Collaterized mortgage obligations$40,962,000511
CMOs issued by government agencies or sponsored agencies$40,962,000478
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$82,161,000324
Available-for-sale securities (fair market value)$42,498,0002,514
Total debt securities$122,889,0001,144
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$125,909,0001,136
U.S. Government securities$84,190,0001,101
U.S. Treasury securities$01,303
U.S. Government agency obligations$84,190,0001,048
Securities issued by states & political subdivisions$30,881,0001,279
Other domestic debt securities$8,581,000651
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$8,581,000467
Foreign debt securities$0326
Equity securities$2,257,000376
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,292,0002,376
Mortgage-backed securities$52,196,0001,084
Certificates of participation in pools of residential mortgages$12,638,0002,093
Issued or guaranteed by U.S.$12,638,0002,090
Privately issued$065
Collaterized mortgage obligations$39,558,000530
CMOs issued by government agencies or sponsored agencies$39,558,000495
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$78,441,000334
Available-for-sale securities (fair market value)$47,468,0002,360
Total debt securities$123,652,0001,150
Structured notes
Amortized cost$01,824
Fair value$01,825
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$123,730,0001,179
U.S. Government securities$83,010,0001,161
U.S. Treasury securities$01,348
U.S. Government agency obligations$83,010,0001,104
Securities issued by states & political subdivisions$29,198,0001,341
Other domestic debt securities$8,277,000652
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$8,277,000460
Foreign debt securities$0330
Equity securities$3,245,000314
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,372,0002,309
Mortgage-backed securities$50,592,0001,154
Certificates of participation in pools of residential mortgages$10,923,0002,319
Issued or guaranteed by U.S.$10,923,0002,318
Privately issued$067
Collaterized mortgage obligations$39,669,000532
CMOs issued by government agencies or sponsored agencies$39,669,000503
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$73,404,000340
Available-for-sale securities (fair market value)$50,326,0002,303
Total debt securities$120,485,0001,192
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$125,867,0001,167
U.S. Government securities$86,101,0001,131
U.S. Treasury securities$01,327
U.S. Government agency obligations$86,101,0001,079
Securities issued by states & political subdivisions$28,589,0001,349
Other domestic debt securities$7,812,000674
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$7,812,000485
Foreign debt securities$0332
Equity securities$3,365,000310
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,309,0002,813
Mortgage-backed securities$52,703,0001,129
Certificates of participation in pools of residential mortgages$11,336,0002,302
Issued or guaranteed by U.S.$11,336,0002,302
Privately issued$070
Collaterized mortgage obligations$41,367,000527
CMOs issued by government agencies or sponsored agencies$41,367,000501
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$71,238,000345
Available-for-sale securities (fair market value)$54,629,0002,203
Total debt securities$122,502,0001,184
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$122,803,0001,199
U.S. Government securities$87,315,0001,119
U.S. Treasury securities$01,361
U.S. Government agency obligations$87,315,0001,064
Securities issued by states & political subdivisions$28,106,0001,354
Other domestic debt securities$6,521,000750
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$6,521,000540
Foreign debt securities$0316
Equity securities$861,000612
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,522,0002,788
Mortgage-backed securities$54,107,0001,127
Certificates of participation in pools of residential mortgages$11,673,0002,317
Issued or guaranteed by U.S.$11,673,0002,315
Privately issued$075
Collaterized mortgage obligations$42,434,000520
CMOs issued by government agencies or sponsored agencies$42,434,000492
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$68,017,000355
Available-for-sale securities (fair market value)$54,786,0002,191
Total debt securities$121,942,0001,190
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$122,058,0001,217
U.S. Government securities$87,953,0001,133
U.S. Treasury securities$01,381
U.S. Government agency obligations$87,953,0001,076
Securities issued by states & political subdivisions$26,303,0001,449
Other domestic debt securities$6,536,000779
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$6,536,000554
Foreign debt securities$0309
Equity securities$1,266,000516
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,731,0002,779
Mortgage-backed securities$55,334,0001,133
Certificates of participation in pools of residential mortgages$11,898,0002,366
Issued or guaranteed by U.S.$11,898,0002,363
Privately issued$073
Collaterized mortgage obligations$43,436,000528
CMOs issued by government agencies or sponsored agencies$43,436,000501
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$65,620,000363
Available-for-sale securities (fair market value)$56,438,0002,188
Total debt securities$120,792,0001,210
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$118,242,0001,260
U.S. Government securities$83,707,0001,208
U.S. Treasury securities$01,342
U.S. Government agency obligations$83,707,0001,150
Securities issued by states & political subdivisions$26,536,0001,448
Other domestic debt securities$5,000,000926
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$5,000,000676
Foreign debt securities$0311
Equity securities$2,999,000352
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,128,0002,750
Mortgage-backed securities$52,037,0001,207
Certificates of participation in pools of residential mortgages$12,354,0002,362
Issued or guaranteed by U.S.$12,354,0002,361
Privately issued$075
Collaterized mortgage obligations$39,683,000567
CMOs issued by government agencies or sponsored agencies$39,683,000534
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$59,800,000387
Available-for-sale securities (fair market value)$58,442,0002,127
Total debt securities$115,243,0001,274
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$117,393,0001,276
U.S. Government securities$83,381,0001,206
U.S. Treasury securities$01,198
U.S. Government agency obligations$83,381,0001,154
Securities issued by states & political subdivisions$24,962,0001,522
Other domestic debt securities$4,998,000945
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$4,998,000687
Foreign debt securities$0314
Equity securities$4,052,000295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,259,0002,758
Mortgage-backed securities$51,481,0001,213
Certificates of participation in pools of residential mortgages$12,645,0002,352
Issued or guaranteed by U.S.$12,645,0002,350
Privately issued$076
Collaterized mortgage obligations$38,836,000580
CMOs issued by government agencies or sponsored agencies$38,836,000540
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$55,931,000390
Available-for-sale securities (fair market value)$61,462,0002,070
Total debt securities$113,341,0001,303
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$115,741,0001,293
U.S. Government securities$84,540,0001,167
U.S. Treasury securities$01,131
U.S. Government agency obligations$84,540,0001,127
Securities issued by states & political subdivisions$25,644,0001,482
Other domestic debt securities$3,296,0001,225
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$3,296,000911
Foreign debt securities$0320
Equity securities$2,261,000406
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,458,0002,749
Mortgage-backed securities$50,467,0001,234
Certificates of participation in pools of residential mortgages$12,948,0002,318
Issued or guaranteed by U.S.$12,948,0002,318
Privately issued$081
Collaterized mortgage obligations$37,519,000594
CMOs issued by government agencies or sponsored agencies$37,519,000558
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$52,194,000397
Available-for-sale securities (fair market value)$63,547,0002,010
Total debt securities$113,480,0001,294
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$117,876,0001,285
U.S. Government securities$86,921,0001,157
U.S. Treasury securities$01,131
U.S. Government agency obligations$86,921,0001,108
Securities issued by states & political subdivisions$24,826,0001,529
Other domestic debt securities$2,801,0001,345
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,801,0001,018
Foreign debt securities$0328
Equity securities$3,328,000344
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,955,0002,870
Mortgage-backed securities$52,125,0001,215
Certificates of participation in pools of residential mortgages$13,379,0002,293
Issued or guaranteed by U.S.$13,379,0002,291
Privately issued$080
Collaterized mortgage obligations$38,746,000589
CMOs issued by government agencies or sponsored agencies$38,746,000548
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$50,478,000398
Available-for-sale securities (fair market value)$67,398,0001,924
Total debt securities$114,548,0001,299
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$117,389,0001,280
U.S. Government securities$87,370,0001,137
U.S. Treasury securities$01,152
U.S. Government agency obligations$87,370,0001,097
Securities issued by states & political subdivisions$26,149,0001,446
Other domestic debt securities$2,811,0001,369
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,811,0001,029
Foreign debt securities$0316
Equity securities$1,059,000590
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,566,0002,905
Mortgage-backed securities$54,658,0001,172
Certificates of participation in pools of residential mortgages$13,828,0002,245
Issued or guaranteed by U.S.$13,828,0002,244
Privately issued$083
Collaterized mortgage obligations$40,830,000561
CMOs issued by government agencies or sponsored agencies$40,830,000526
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$48,624,000376
Available-for-sale securities (fair market value)$68,765,0001,894
Total debt securities$116,330,0001,280
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$118,354,0001,292
U.S. Government securities$86,479,0001,182
U.S. Treasury securities$01,161
U.S. Government agency obligations$86,479,0001,141
Securities issued by states & political subdivisions$27,142,0001,372
Other domestic debt securities$2,337,0001,488
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,337,0001,103
Foreign debt securities$0322
Equity securities$2,396,000422
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,075,0003,018
Mortgage-backed securities$52,942,0001,237
Certificates of participation in pools of residential mortgages$12,552,0002,359
Issued or guaranteed by U.S.$12,552,0002,359
Privately issued$083
Collaterized mortgage obligations$40,390,000593
CMOs issued by government agencies or sponsored agencies$40,390,000553
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$44,344,000383
Available-for-sale securities (fair market value)$74,010,0001,805
Total debt securities$115,958,0001,298
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$111,141,0001,343
U.S. Government securities$75,437,0001,316
U.S. Treasury securities$01,135
U.S. Government agency obligations$75,437,0001,283
Securities issued by states & political subdivisions$28,662,0001,277
Other domestic debt securities$3,094,0001,288
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$3,094,000926
Foreign debt securities$0317
Equity securities$3,948,000313
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,211,0002,631
Mortgage-backed securities$41,336,0001,498
Certificates of participation in pools of residential mortgages$5,613,0003,387
Issued or guaranteed by U.S.$5,613,0003,385
Privately issued$085
Collaterized mortgage obligations$35,723,000664
CMOs issued by government agencies or sponsored agencies$35,723,000622
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$29,390,000517
Available-for-sale securities (fair market value)$81,751,0001,623
Total debt securities$107,193,0001,373
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$110,791,0001,363
U.S. Government securities$75,294,0001,346
U.S. Treasury securities$01,086
U.S. Government agency obligations$75,294,0001,305
Securities issued by states & political subdivisions$29,274,0001,230
Other domestic debt securities$3,105,0001,316
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$3,105,000963
Foreign debt securities$0302
Equity securities$3,118,000364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,987,0002,787
Mortgage-backed securities$44,666,0001,487
Certificates of participation in pools of residential mortgages$6,119,0003,444
Issued or guaranteed by U.S.$6,119,0003,444
Privately issued$088
Collaterized mortgage obligations$38,547,000666
CMOs issued by government agencies or sponsored agencies$38,547,000618
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$26,009,000558
Available-for-sale securities (fair market value)$84,782,0001,584
Total debt securities$107,673,0001,380
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$111,658,0001,361
U.S. Government securities$69,293,0001,488
U.S. Treasury securities$01,068
U.S. Government agency obligations$69,293,0001,447
Securities issued by states & political subdivisions$29,721,0001,184
Other domestic debt securities$3,067,0001,330
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$3,067,000982
Foreign debt securities$0295
Equity securities$9,577,000161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,390,0003,009
Mortgage-backed securities$46,771,0001,447
Certificates of participation in pools of residential mortgages$6,401,0003,411
Issued or guaranteed by U.S.$6,401,0003,410
Privately issued$094
Collaterized mortgage obligations$40,370,000648
CMOs issued by government agencies or sponsored agencies$40,370,000594
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$26,489,000546
Available-for-sale securities (fair market value)$85,169,0001,571
Total debt securities$102,081,0001,451
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$108,634,0001,393
U.S. Government securities$72,230,0001,459
U.S. Treasury securities$01,157
U.S. Government agency obligations$72,230,0001,415
Securities issued by states & political subdivisions$28,736,0001,162
Other domestic debt securities$3,640,0001,235
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$3,640,000883
Foreign debt securities$0227
Equity securities$4,028,000284
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,199,0002,906
Mortgage-backed securities$56,177,0001,273
Certificates of participation in pools of residential mortgages$12,569,0002,527
Issued or guaranteed by U.S.$12,569,0002,521
Privately issued$094
Collaterized mortgage obligations$43,608,000638
CMOs issued by government agencies or sponsored agencies$43,608,000585
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$27,619,000540
Available-for-sale securities (fair market value)$81,015,0001,653
Total debt securities$104,606,0001,431
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$108,098,0001,360
U.S. Government securities$70,615,0001,420
U.S. Treasury securities$01,076
U.S. Government agency obligations$70,615,0001,375
Securities issued by states & political subdivisions$29,313,0001,103
Other domestic debt securities$4,073,0001,154
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$4,073,000780
Foreign debt securities$0182
Equity securities$4,097,000263
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,970,0002,587
Mortgage-backed securities$57,553,0001,189
Certificates of participation in pools of residential mortgages$13,883,0002,280
Issued or guaranteed by U.S.$13,883,0002,276
Privately issued$0121
Collaterized mortgage obligations$43,670,000634
CMOs issued by government agencies or sponsored agencies$43,670,000552
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$28,639,000534
Available-for-sale securities (fair market value)$79,459,0001,604
Total debt securities$104,001,0001,394
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$107,566,0001,331
U.S. Government securities$70,915,0001,376
U.S. Treasury securities$01,126
U.S. Government agency obligations$70,915,0001,333
Securities issued by states & political subdivisions$29,647,0001,039
Other domestic debt securities$4,114,0001,153
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$4,114,000750
Foreign debt securities$0176
Equity securities$2,890,000343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,083,0003,028
Mortgage-backed securities$55,376,0001,193
Certificates of participation in pools of residential mortgages$15,453,0002,068
Issued or guaranteed by U.S.$15,453,0002,062
Privately issued$0132
Collaterized mortgage obligations$39,923,000680
CMOs issued by government agencies or sponsored agencies$39,923,000593
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$30,276,000501
Available-for-sale securities (fair market value)$77,290,0001,611
Total debt securities$104,676,0001,355
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$106,806,0001,345
U.S. Government securities$71,138,0001,379
U.S. Treasury securities$01,225
U.S. Government agency obligations$71,138,0001,339
Securities issued by states & political subdivisions$30,249,000964
Other domestic debt securities$4,192,0001,099
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$4,192,000682
Foreign debt securities$0168
Equity securities$1,227,000523
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,860,0002,811
Mortgage-backed securities$53,632,0001,198
Certificates of participation in pools of residential mortgages$16,802,0001,912
Issued or guaranteed by U.S.$16,802,0001,910
Privately issued$0125
Collaterized mortgage obligations$36,830,000708
CMOs issued by government agencies or sponsored agencies$36,830,000617
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$30,940,000498
Available-for-sale securities (fair market value)$75,866,0001,619
Total debt securities$105,579,0001,338
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$105,498,0001,335
U.S. Government securities$68,635,0001,422
U.S. Treasury securities$01,272
U.S. Government agency obligations$68,635,0001,368
Securities issued by states & political subdivisions$30,651,000929
Other domestic debt securities$3,690,0001,209
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$3,690,000751
Foreign debt securities$0165
Equity securities$2,522,000381
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,195,0002,473
Mortgage-backed securities$52,840,0001,176
Certificates of participation in pools of residential mortgages$18,642,0001,727
Issued or guaranteed by U.S.$18,642,0001,723
Privately issued$0136
Collaterized mortgage obligations$34,198,000728
CMOs issued by government agencies or sponsored agencies$34,198,000629
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$31,406,000493
Available-for-sale securities (fair market value)$74,092,0001,642
Total debt securities$102,976,0001,341
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$105,215,0001,294
U.S. Government securities$69,309,0001,343
U.S. Treasury securities$01,275
U.S. Government agency obligations$69,309,0001,291
Securities issued by states & political subdivisions$31,154,000882
Other domestic debt securities$3,688,0001,286
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$3,688,000744
Foreign debt securities$0158
Equity securities$1,064,000556
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,158,0002,123
Mortgage-backed securities$49,325,0001,192
Certificates of participation in pools of residential mortgages$20,558,0001,523
Issued or guaranteed by U.S.$20,558,0001,516
Privately issued$0141
Collaterized mortgage obligations$28,767,000798
CMOs issued by government agencies or sponsored agencies$28,767,000677
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$33,407,000456
Available-for-sale securities (fair market value)$71,808,0001,611
Total debt securities$104,151,0001,284
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$105,313,0001,260
U.S. Government securities$67,415,0001,335
U.S. Treasury securities$01,180
U.S. Government agency obligations$67,415,0001,281
Securities issued by states & political subdivisions$31,191,000861
Other domestic debt securities$3,504,0001,354
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$3,504,000757
Foreign debt securities$0158
Equity securities$3,203,000358
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,576,0001,919
Mortgage-backed securities$53,076,0001,100
Certificates of participation in pools of residential mortgages$23,195,0001,371
Issued or guaranteed by U.S.$23,195,0001,365
Privately issued$0141
Collaterized mortgage obligations$29,881,000780
CMOs issued by government agencies or sponsored agencies$29,881,000659
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$33,513,000462
Available-for-sale securities (fair market value)$71,800,0001,554
Total debt securities$102,110,0001,268
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$104,972,0001,257
U.S. Government securities$70,211,0001,317
U.S. Treasury securities$01,121
U.S. Government agency obligations$70,211,0001,264
Securities issued by states & political subdivisions$31,673,000784
Other domestic debt securities$1,038,0002,124
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$1,038,0001,304
Foreign debt securities$0158
Equity securities$2,050,000493
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,725,0001,756
Mortgage-backed securities$49,817,0001,135
Certificates of participation in pools of residential mortgages$25,598,0001,265
Issued or guaranteed by U.S.$25,598,0001,260
Privately issued$0148
Collaterized mortgage obligations$24,219,000861
CMOs issued by government agencies or sponsored agencies$24,219,000718
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$34,553,000465
Available-for-sale securities (fair market value)$70,419,0001,577
Total debt securities$102,922,0001,258
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$104,299,0001,264
U.S. Government securities$69,997,0001,333
U.S. Treasury securities$01,130
U.S. Government agency obligations$69,997,0001,286
Securities issued by states & political subdivisions$33,135,000722
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$1,167,000608
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,841,0001,710
Mortgage-backed securities$51,859,0001,127
Certificates of participation in pools of residential mortgages$27,664,0001,273
Issued or guaranteed by U.S.$27,664,0001,269
Privately issued$0145
Collaterized mortgage obligations$24,195,000835
CMOs issued by government agencies or sponsored agencies$24,195,000696
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$36,298,000458
Available-for-sale securities (fair market value)$68,001,0001,642
Total debt securities$103,132,0001,254
Structured notes
Amortized cost$2,115,0001,712
Fair value$2,117,0001,709
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$103,611,0001,250
U.S. Government securities$65,511,0001,365
U.S. Treasury securities$01,077
U.S. Government agency obligations$65,511,0001,322
Securities issued by states & political subdivisions$33,672,000695
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$4,428,000313
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,120,0001,658
Mortgage-backed securities$53,130,0001,133
Certificates of participation in pools of residential mortgages$29,930,0001,236
Issued or guaranteed by U.S.$29,930,0001,231
Privately issued$0157
Collaterized mortgage obligations$23,200,000851
CMOs issued by government agencies or sponsored agencies$23,200,000683
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$35,771,000479
Available-for-sale securities (fair market value)$67,840,0001,633
Total debt securities$99,183,0001,281
Structured notes
Amortized cost$1,500,0001,760
Fair value$1,498,0001,783
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$110,662,0001,158
U.S. Government securities$65,925,0001,339
U.S. Treasury securities$01,047
U.S. Government agency obligations$65,925,0001,297
Securities issued by states & political subdivisions$35,551,000651
Other domestic debt securities$7,553,0001,061
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$7,553,000470
Foreign debt securities$0175
Equity securities$1,633,000598
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,425,0001,502
Mortgage-backed securities$53,983,0001,143
Certificates of participation in pools of residential mortgages$32,016,0001,200
Issued or guaranteed by U.S.$32,016,0001,192
Privately issued$0171
Collaterized mortgage obligations$21,967,000872
CMOs issued by government agencies or sponsored agencies$21,967,000688
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$45,276,000397
Available-for-sale securities (fair market value)$65,386,0001,669
Total debt securities$109,029,0001,162
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$109,564,0001,150
U.S. Government securities$63,993,0001,354
U.S. Treasury securities$01,036
U.S. Government agency obligations$63,993,0001,313
Securities issued by states & political subdivisions$35,362,000622
Other domestic debt securities$8,046,0001,048
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$8,046,000473
Foreign debt securities$0183
Equity securities$2,163,000574
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,813,0001,538
Mortgage-backed securities$50,990,0001,187
Certificates of participation in pools of residential mortgages$33,490,0001,178
Issued or guaranteed by U.S.$33,490,0001,168
Privately issued$0181
Collaterized mortgage obligations$17,500,000993
CMOs issued by government agencies or sponsored agencies$17,500,000772
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)$45,655,000392
Available-for-sale securities (fair market value)$63,909,0001,673
Total debt securities$107,273,0001,151
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$101,876,0001,227
U.S. Government securities$69,655,0001,247
U.S. Treasury securities$0981
U.S. Government agency obligations$69,655,0001,208
Securities issued by states & political subdivisions$29,576,000724
Other domestic debt securities$1,000,0002,331
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$1,000,0001,532
Foreign debt securities$0181
Equity securities$1,645,000642
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,706,0001,534
Mortgage-backed securities$53,876,0001,154
Certificates of participation in pools of residential mortgages$35,378,0001,168
Issued or guaranteed by U.S.$35,378,0001,157
Privately issued$0191
Collaterized mortgage obligations$18,498,000945
CMOs issued by government agencies or sponsored agencies$18,498,000730
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)$32,897,000531
Available-for-sale securities (fair market value)$68,979,0001,553
Total debt securities$99,231,0001,224
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$100,881,0001,213
U.S. Government securities$66,421,0001,292
U.S. Treasury securities$0973
U.S. Government agency obligations$66,421,0001,265
Securities issued by states & political subdivisions$31,024,000671
Other domestic debt securities$1,501,0002,024
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$1,501,0001,287
Foreign debt securities$0172
Equity securities$1,935,000581
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,165,0001,476
Mortgage-backed securities$49,525,0001,196
Certificates of participation in pools of residential mortgages$37,232,0001,078
Issued or guaranteed by U.S.$37,232,0001,066
Privately issued$0188
Collaterized mortgage obligations$12,293,0001,179
CMOs issued by government agencies or sponsored agencies$12,293,000925
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)$34,410,000484
Available-for-sale securities (fair market value)$66,471,0001,573
Total debt securities$97,946,0001,232
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$98,853,0001,204
U.S. Government securities$62,766,0001,346
U.S. Treasury securities$01,019
U.S. Government agency obligations$62,766,0001,316
Securities issued by states & political subdivisions$31,281,000642
Other domestic debt securities$2,497,0001,638
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$2,497,000974
Foreign debt securities$0181
Equity securities$2,309,000530
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,401,0001,522
Mortgage-backed securities$46,181,0001,198
Certificates of participation in pools of residential mortgages$34,184,0001,106
Issued or guaranteed by U.S.$34,184,0001,096
Privately issued$0192
Collaterized mortgage obligations$11,997,0001,145
CMOs issued by government agencies or sponsored agencies$11,997,000890
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)$35,743,000470
Available-for-sale securities (fair market value)$63,110,0001,622
Total debt securities$95,544,0001,229
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$97,333,0001,240
U.S. Government securities$60,442,0001,410
U.S. Treasury securities$01,021
U.S. Government agency obligations$60,442,0001,381
Securities issued by states & political subdivisions$32,319,000636
Other domestic debt securities$3,504,0001,472
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$3,504,000873
Foreign debt securities$0189
Equity securities$1,068,000988
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,457,0001,707
Mortgage-backed securities$41,978,0001,284
Certificates of participation in pools of residential mortgages$30,515,0001,198
Issued or guaranteed by U.S.$30,515,0001,183
Privately issued$0202
Collaterized mortgage obligations$11,463,0001,155
CMOs issued by government agencies or sponsored agencies$11,463,000901
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)$38,349,000439
Available-for-sale securities (fair market value)$58,984,0001,760
Total debt securities$95,265,0001,241
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$98,048,0001,244
U.S. Government securities$60,892,0001,371
U.S. Treasury securities$01,044
U.S. Government agency obligations$60,892,0001,343
Securities issued by states & political subdivisions$32,355,000634
Other domestic debt securities$4,756,0001,231
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$4,756,000720
Foreign debt securities$0199
Equity securities$45,0001,744
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,481,0001,578
Mortgage-backed securities$39,998,0001,283
Certificates of participation in pools of residential mortgages$28,670,0001,207
Issued or guaranteed by U.S.$28,670,0001,197
Privately issued$0205
Collaterized mortgage obligations$11,328,0001,156
CMOs issued by government agencies or sponsored agencies$11,328,000906
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)$39,465,000415
Available-for-sale securities (fair market value)$58,583,0001,757
Total debt securities$97,003,0001,217
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$96,170,0001,248
U.S. Government securities$57,941,0001,454
U.S. Treasury securities$01,146
U.S. Government agency obligations$57,941,0001,425
Securities issued by states & political subdivisions$29,900,000666
Other domestic debt securities$5,753,0001,054
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$5,753,000617
Foreign debt securities$0202
Equity securities$2,576,000662
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,929,0002,000
Mortgage-backed securities$35,478,0001,259
Certificates of participation in pools of residential mortgages$23,447,0001,250
Issued or guaranteed by U.S.$23,447,0001,240
Privately issued$0191
Collaterized mortgage obligations$12,031,0001,033
CMOs issued by government agencies or sponsored agencies$12,031,000810
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)$38,089,000451
Available-for-sale securities (fair market value)$58,081,0001,749
Total debt securities$93,594,0001,249
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$98,492,0001,225
U.S. Government securities$61,139,0001,392
U.S. Treasury securities$01,235
U.S. Government agency obligations$61,139,0001,364
Securities issued by states & political subdivisions$29,951,000654
Other domestic debt securities$5,752,0001,009
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$5,752,000598
Foreign debt securities$0200
Equity securities$1,650,000825
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,675,0001,921
Mortgage-backed securities$36,948,0001,151
Certificates of participation in pools of residential mortgages$24,221,0001,128
Issued or guaranteed by U.S.$24,221,0001,120
Privately issued$0194
Collaterized mortgage obligations$12,727,000947
CMOs issued by government agencies or sponsored agencies$12,727,000740
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)$38,215,000477
Available-for-sale securities (fair market value)$60,277,0001,661
Total debt securities$96,842,0001,218
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$101,566,0001,194
U.S. Government securities$63,296,0001,350
U.S. Treasury securities$01,362
U.S. Government agency obligations$63,296,0001,321
Securities issued by states & political subdivisions$30,396,000638
Other domestic debt securities$6,750,000892
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$6,750,000523
Foreign debt securities$0201
Equity securities$1,124,000930
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,288,0002,006
Mortgage-backed securities$38,482,0001,099
Certificates of participation in pools of residential mortgages$25,071,0001,094
Issued or guaranteed by U.S.$25,071,0001,085
Privately issued$0207
Collaterized mortgage obligations$13,411,000889
CMOs issued by government agencies or sponsored agencies$13,411,000690
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)$38,751,000473
Available-for-sale securities (fair market value)$62,815,0001,596
Total debt securities$100,442,0001,186
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$104,141,0001,174
U.S. Government securities$66,315,0001,301
U.S. Treasury securities$01,448
U.S. Government agency obligations$66,315,0001,269
Securities issued by states & political subdivisions$30,429,000629
Other domestic debt securities$6,754,000897
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$6,754,000535
Foreign debt securities$0207
Equity securities$643,0001,140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,484,0001,995
Mortgage-backed securities$41,286,0001,051
Certificates of participation in pools of residential mortgages$26,891,0001,027
Issued or guaranteed by U.S.$26,891,0001,019
Privately issued$0218
Collaterized mortgage obligations$14,395,000846
CMOs issued by government agencies or sponsored agencies$14,395,000665
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)$38,877,000488
Available-for-sale securities (fair market value)$65,264,0001,537
Total debt securities$103,498,0001,154
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$102,952,0001,204
U.S. Government securities$64,871,0001,369
U.S. Treasury securities$01,498
U.S. Government agency obligations$64,871,0001,336
Securities issued by states & political subdivisions$30,572,000620
Other domestic debt securities$6,753,000878
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$6,753,000535
Foreign debt securities$0210
Equity securities$756,0001,153
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,387,0002,007
Mortgage-backed securities$40,429,0001,095
Certificates of participation in pools of residential mortgages$25,559,0001,091
Issued or guaranteed by U.S.$25,559,0001,082
Privately issued$0208
Collaterized mortgage obligations$14,870,000832
CMOs issued by government agencies or sponsored agencies$14,870,000665
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)$39,102,000500
Available-for-sale securities (fair market value)$63,850,0001,592
Total debt securities$102,196,0001,179
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$102,097,0001,231
U.S. Government securities$63,846,0001,392
U.S. Treasury securities$01,574
U.S. Government agency obligations$63,846,0001,354
Securities issued by states & political subdivisions$30,409,000628
Other domestic debt securities$6,750,000878
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$6,750,000543
Foreign debt securities$0214
Equity securities$1,092,000987
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,746,0001,901
Mortgage-backed securities$39,045,0001,130
Certificates of participation in pools of residential mortgages$23,962,0001,149
Issued or guaranteed by U.S.$23,962,0001,139
Privately issued$0214
Collaterized mortgage obligations$15,083,000817
CMOs issued by government agencies or sponsored agencies$15,083,000653
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)$39,021,000526
Available-for-sale securities (fair market value)$63,076,0001,616
Total debt securities$101,005,0001,214
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$100,088,0001,239
U.S. Government securities$63,445,0001,418
U.S. Treasury securities$01,634
U.S. Government agency obligations$63,445,0001,386
Securities issued by states & political subdivisions$29,469,000620
Other domestic debt securities$6,739,000880
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$6,739,000562
Foreign debt securities$0223
Equity securities$435,0001,367
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,918,0002,004
Mortgage-backed securities$39,960,0001,115
Certificates of participation in pools of residential mortgages$24,704,0001,143
Issued or guaranteed by U.S.$24,704,0001,136
Privately issued$0211
Collaterized mortgage obligations$15,256,000812
CMOs issued by government agencies or sponsored agencies$15,256,000648
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)$37,208,000555
Available-for-sale securities (fair market value)$62,880,0001,627
Total debt securities$99,653,0001,215
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$99,958,0001,257
U.S. Government securities$64,043,0001,427
U.S. Treasury securities$01,715
U.S. Government agency obligations$64,043,0001,383
Securities issued by states & political subdivisions$29,027,000627
Other domestic debt securities$6,755,000907
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$6,755,000576
Foreign debt securities$0226
Equity securities$133,0001,691
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,717,0002,969
Mortgage-backed securities$40,382,0001,114
Certificates of participation in pools of residential mortgages$24,724,0001,159
Issued or guaranteed by U.S.$24,724,0001,148
Privately issued$0205
Collaterized mortgage obligations$15,658,000803
CMOs issued by government agencies or sponsored agencies$15,658,000644
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)$36,854,000575
Available-for-sale securities (fair market value)$63,104,0001,642
Total debt securities$99,825,0001,230
Structured notes
Amortized cost$999,0002,289
Fair value$998,0002,112
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$99,460,0001,256
U.S. Government securities$62,092,0001,474
U.S. Treasury securities$01,737
U.S. Government agency obligations$62,092,0001,422
Securities issued by states & political subdivisions$28,873,000632
Other domestic debt securities$7,767,000853
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$7,767,000542
Foreign debt securities$0223
Equity securities$728,0001,240
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,279,0002,850
Mortgage-backed securities$38,522,0001,160
Certificates of participation in pools of residential mortgages$22,306,0001,268
Issued or guaranteed by U.S.$22,306,0001,258
Privately issued$0216
Collaterized mortgage obligations$16,216,000779
CMOs issued by government agencies or sponsored agencies$16,216,000621
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)$37,302,000580
Available-for-sale securities (fair market value)$62,158,0001,659
Total debt securities$98,732,0001,235
Structured notes
Amortized cost$998,0002,309
Fair value$994,0002,134
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$92,485,0001,327
U.S. Government securities$58,778,0001,530
U.S. Treasury securities$01,786
U.S. Government agency obligations$58,778,0001,471
Securities issued by states & political subdivisions$25,865,000721
Other domestic debt securities$7,790,000862
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$7,790,000558
Foreign debt securities$0234
Equity securities$52,0001,855
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,377,0003,142
Mortgage-backed securities$37,961,0001,181
Certificates of participation in pools of residential mortgages$21,930,0001,314
Issued or guaranteed by U.S.$21,930,0001,305
Privately issued$0225
Collaterized mortgage obligations$16,031,000789
CMOs issued by government agencies or sponsored agencies$16,031,000645
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)$34,397,000622
Available-for-sale securities (fair market value)$58,088,0001,721
Total debt securities$92,433,0001,297
Structured notes
Amortized cost$996,0002,276
Fair value$994,0002,103
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$86,959,0001,417
U.S. Government securities$55,947,0001,622
U.S. Treasury securities$01,839
U.S. Government agency obligations$55,947,0001,555
Securities issued by states & political subdivisions$22,109,000854
Other domestic debt securities$8,805,000804
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$8,805,000525
Foreign debt securities$0234
Equity securities$98,0001,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,018,0003,183
Mortgage-backed securities$36,575,0001,237
Certificates of participation in pools of residential mortgages$23,568,0001,278
Issued or guaranteed by U.S.$23,568,0001,268
Privately issued$0223
Collaterized mortgage obligations$13,007,000925
CMOs issued by government agencies or sponsored agencies$13,007,000780
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)$31,745,000672
Available-for-sale securities (fair market value)$55,214,0001,803
Total debt securities$86,861,0001,387
Structured notes
Amortized cost$1,495,0001,859
Fair value$1,493,0001,805
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$86,077,0001,457
U.S. Government securities$55,234,0001,684
U.S. Treasury securities$01,963
U.S. Government agency obligations$55,234,0001,615
Securities issued by states & political subdivisions$21,395,000876
Other domestic debt securities$8,806,000830
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$8,806,000557
Foreign debt securities$0247
Equity securities$642,0001,354
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,587,0003,661
Mortgage-backed securities$36,455,0001,279
Certificates of participation in pools of residential mortgages$23,057,0001,324
Issued or guaranteed by U.S.$23,057,0001,316
Privately issued$0207
Collaterized mortgage obligations$13,398,000927
CMOs issued by government agencies or sponsored agencies$13,398,000776
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)$32,149,000677
Available-for-sale securities (fair market value)$53,928,0001,888
Total debt securities$85,435,0001,433
Structured notes
Amortized cost$1,493,0001,841
Fair value$1,490,0001,763
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$78,768,0001,605
U.S. Government securities$47,126,0001,946
U.S. Treasury securities$01,963
U.S. Government agency obligations$47,126,0001,867
Securities issued by states & political subdivisions$18,309,0001,038
Other domestic debt securities$8,859,000860
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$8,859,000583
Foreign debt securities$0244
Equity securities$4,474,000589
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,599,0001,867
Mortgage-backed securities$33,099,0001,387
Certificates of participation in pools of residential mortgages$19,059,0001,541
Issued or guaranteed by U.S.$19,059,0001,527
Privately issued$0203
Collaterized mortgage obligations$14,040,000913
CMOs issued by government agencies or sponsored agencies$14,040,000762
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)$29,190,000727
Available-for-sale securities (fair market value)$49,578,0002,065
Total debt securities$74,294,0001,640
Structured notes
Amortized cost$500,0002,430
Fair value$500,0002,458
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$73,773,0001,694
U.S. Government securities$46,864,0001,925
U.S. Treasury securities$01,990
U.S. Government agency obligations$46,864,0001,862
Securities issued by states & political subdivisions$17,944,0001,065
Other domestic debt securities$8,900,000868
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$8,900,000591
Foreign debt securities$0248
Equity securities$65,0001,961
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,826,0001,967
Mortgage-backed securities$32,511,0001,412
Certificates of participation in pools of residential mortgages$17,981,0001,613
Issued or guaranteed by U.S.$17,981,0001,603
Privately issued$0225
Collaterized mortgage obligations$14,530,000891
CMOs issued by government agencies or sponsored agencies$14,530,000748
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)$28,959,000735
Available-for-sale securities (fair market value)$44,814,0002,241
Total debt securities$73,708,0001,657
Structured notes
Amortized cost$999,0002,169
Fair value$1,003,0002,000
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$68,370,0001,836
U.S. Government securities$43,956,0002,081
U.S. Treasury securities$02,098
U.S. Government agency obligations$43,956,0002,010
Securities issued by states & political subdivisions$15,705,0001,226
Other domestic debt securities$8,147,000919
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$8,147,000653
Foreign debt securities$0251
Equity securities$562,0001,458
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,536,0002,346
Mortgage-backed securities$31,945,0001,438
Certificates of participation in pools of residential mortgages$17,678,0001,652
Issued or guaranteed by U.S.$17,678,0001,642
Privately issued$0225
Collaterized mortgage obligations$14,267,000910
CMOs issued by government agencies or sponsored agencies$14,267,000771
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)$27,413,000767
Available-for-sale securities (fair market value)$40,957,0002,447
Total debt securities$67,808,0001,794
Structured notes
Amortized cost$999,0002,145
Fair value$997,0001,996
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$58,878,0002,094
U.S. Government securities$39,022,0002,285
U.S. Treasury securities$02,082
U.S. Government agency obligations$39,022,0002,209
Securities issued by states & political subdivisions$11,675,0001,693
Other domestic debt securities$7,661,0001,011
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,661,000726
Foreign debt securities$0264
Equity securities$520,0001,536
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,686,0002,661
Mortgage-backed securities$28,774,0001,566
Certificates of participation in pools of residential mortgages$17,508,0001,698
Issued or guaranteed by U.S.$17,508,0001,688
Privately issued$0230
Collaterized mortgage obligations$11,266,0001,070
CMOs issued by government agencies or sponsored agencies$11,266,000929
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,702,000860
Available-for-sale securities (fair market value)$36,176,0002,744
Total debt securities$58,358,0002,062
Structured notes
Amortized cost$999,0001,933
Fair value$1,008,0001,805
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$57,668,0002,211
U.S. Government securities$35,949,0002,514
U.S. Treasury securities$02,227
U.S. Government agency obligations$35,949,0002,433
Securities issued by states & political subdivisions$11,916,0001,685
Other domestic debt securities$7,657,0001,001
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,657,000781
Foreign debt securities$0283
Equity securities$2,146,000979
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,073,0002,564
Mortgage-backed securities$25,266,0001,739
Certificates of participation in pools of residential mortgages$17,961,0001,678
Issued or guaranteed by U.S.$17,961,0001,665
Privately issued$0248
Collaterized mortgage obligations$7,305,0001,321
CMOs issued by government agencies or sponsored agencies$7,305,0001,235
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,155,000847
Available-for-sale securities (fair market value)$34,513,0002,887
Total debt securities$55,522,0002,219
Structured notes
Amortized cost$1,499,0001,427
Fair value$1,508,0001,385
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$42,545,0002,785
U.S. Government securities$27,737,0002,973
U.S. Treasury securities$02,287
U.S. Government agency obligations$27,737,0002,869
Securities issued by states & political subdivisions$10,749,0001,842
Other domestic debt securities$4,059,0001,515
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,059,0001,249
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$7,520,0003,633
Mortgage-backed securities$21,627,0001,909
Certificates of participation in pools of residential mortgages$20,362,0001,502
Issued or guaranteed by U.S.$20,362,0001,495
Privately issued$0253
Collaterized mortgage obligations$1,265,0002,655
CMOs issued by government agencies or sponsored agencies$1,265,0002,513
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,002,0001,010
Available-for-sale securities (fair market value)$24,543,0003,613
Total debt securities$42,545,0002,714
Structured notes
Amortized cost$526,0001,747
Fair value$529,0001,756
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$45,957,0002,570
U.S. Government securities$30,617,0002,695
U.S. Treasury securities$02,322
U.S. Government agency obligations$30,617,0002,595
Securities issued by states & political subdivisions$11,280,0001,707
Other domestic debt securities$4,060,0001,572
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,060,0001,298
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,917,0003,778
Mortgage-backed securities$26,025,0001,709
Certificates of participation in pools of residential mortgages$23,159,0001,369
Issued or guaranteed by U.S.$23,159,0001,361
Privately issued$0256
Collaterized mortgage obligations$2,866,0002,210
CMOs issued by government agencies or sponsored agencies$2,866,0002,092
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,399,000955
Available-for-sale securities (fair market value)$27,558,0003,267
Total debt securities$45,957,0002,501
Structured notes
Amortized cost$29,0001,989
Fair value$30,0001,991
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$51,807,0002,302
U.S. Government securities$36,324,0002,341
U.S. Treasury securities$02,382
U.S. Government agency obligations$36,324,0002,245
Securities issued by states & political subdivisions$11,433,0001,624
Other domestic debt securities$4,050,0001,580
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,050,0001,312
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,426,0003,638
Mortgage-backed securities$30,258,0001,516
Certificates of participation in pools of residential mortgages$26,338,0001,233
Issued or guaranteed by U.S.$26,338,0001,229
Privately issued$0257
Collaterized mortgage obligations$3,920,0002,003
CMOs issued by government agencies or sponsored agencies$3,920,0001,892
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,299,000905
Available-for-sale securities (fair market value)$31,508,0002,931
Total debt securities$51,675,0002,226
Structured notes
Amortized cost$42,0001,761
Fair value$43,0001,764
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$59,793,0002,003
U.S. Government securities$43,803,0001,955
U.S. Treasury securities$02,544
U.S. Government agency obligations$43,803,0001,878
Securities issued by states & political subdivisions$11,441,0001,583
Other domestic debt securities$4,549,0001,482
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,549,0001,227
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,664,0002,937
Mortgage-backed securities$37,212,0001,283
Certificates of participation in pools of residential mortgages$31,939,0001,015
Issued or guaranteed by U.S.$31,939,0001,009
Privately issued$0252
Collaterized mortgage obligations$5,273,0001,784
CMOs issued by government agencies or sponsored agencies$5,273,0001,688
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,980,000856
Available-for-sale securities (fair market value)$37,813,0002,501
Total debt securities$59,661,0001,935
Structured notes
Amortized cost$1,200,000705
Fair value$1,249,000697
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$36,369,0002,890
U.S. Government securities$20,952,0003,389
U.S. Treasury securities$03,182
U.S. Government agency obligations$20,952,0003,223
Securities issued by states & political subdivisions$11,853,0001,442
Other domestic debt securities$3,564,0001,714
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,564,0001,410
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,529,0002,719
Mortgage-backed securities$13,834,0002,347
Certificates of participation in pools of residential mortgages$6,564,0002,724
Issued or guaranteed by U.S.$6,564,0002,708
Privately issued$0260
Collaterized mortgage obligations$7,270,0001,538
CMOs issued by government agencies or sponsored agencies$7,270,0001,433
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,341,000759
Available-for-sale securities (fair market value)$11,028,0005,366
Total debt securities$36,205,0002,833
Structured notes
Amortized cost$172,000817
Fair value$172,000814
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$35,786,0002,975
U.S. Government securities$18,763,0003,861
U.S. Treasury securities$04,186
U.S. Government agency obligations$18,763,0003,585
Securities issued by states & political subdivisions$13,249,0001,266
Other domestic debt securities$2,514,0001,721
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,514,0001,466
Foreign debt securities$0313
Equity securities$1,260,0002,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,653,0002,165
Mortgage-backed securities$7,309,0002,798
Certificates of participation in pools of residential mortgages$3,440,0003,189
Issued or guaranteed by U.S.$3,440,0003,173
Privately issued$0308
Collaterized mortgage obligations$3,869,0001,722
CMOs issued by government agencies or sponsored agencies$3,869,0001,592
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,646,000976
Available-for-sale securities (fair market value)$12,140,0005,192
Total debt securities$34,196,0002,989
Structured notes
Amortized cost$622,000501
Fair value$613,000501
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$33,353,0003,295
U.S. Government securities$17,823,0004,222
U.S. Treasury securities$05,412
U.S. Government agency obligations$17,823,0003,805
Securities issued by states & political subdivisions$11,773,0001,433
Other domestic debt securities$2,497,0001,665
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,497,0001,377
Foreign debt securities$0343
Equity securities$1,260,0002,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,197,0002,441
Mortgage-backed securities$8,422,0002,790
Certificates of participation in pools of residential mortgages$4,247,0003,050
Issued or guaranteed by U.S.$4,247,0003,038
Privately issued$0307
Collaterized mortgage obligations$4,175,0001,780
CMOs issued by government agencies or sponsored agencies$4,175,0001,653
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,971,0001,117
Available-for-sale securities (fair market value)$10,382,0005,764
Total debt securities$32,093,0003,287
Structured notes
Amortized cost$696,000701
Fair value$665,000701
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$33,242,0003,326
U.S. Government securities$19,176,0004,032
U.S. Treasury securities$06,820
U.S. Government agency obligations$19,176,0003,438
Securities issued by states & political subdivisions$10,735,0001,572
Other domestic debt securities$2,071,0001,679
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,071,0001,368
Foreign debt securities$0363
Equity securities$1,260,0002,039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,507,0002,232
Mortgage-backed securities$9,054,0002,865
Certificates of participation in pools of residential mortgages$4,753,0003,040
Issued or guaranteed by U.S.$4,753,0003,028
Privately issued$0349
Collaterized mortgage obligations$4,301,0001,897
CMOs issued by government agencies or sponsored agencies$4,301,0001,779
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,003,0001,257
Available-for-sale securities (fair market value)$11,239,0005,453
Total debt securities$31,982,0003,342
Structured notes
Amortized cost$743,000857
Fair value$743,000848
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$31,795,0003,464
U.S. Government securities$18,368,0004,352
U.S. Treasury securities$07,921
U.S. Government agency obligations$18,368,0003,433
Securities issued by states & political subdivisions$9,072,0001,624
Other domestic debt securities$3,095,0001,087
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,095,000849
Foreign debt securities$0390
Equity securities$1,260,0002,002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,934,0002,680
Mortgage-backed securities$7,121,0003,207
Certificates of participation in pools of residential mortgages$3,834,0003,339
Issued or guaranteed by U.S.$3,834,0003,324
Privately issued$0394
Collaterized mortgage obligations$3,287,0002,140
CMOs issued by government agencies or sponsored agencies$3,287,0002,046
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,276,0001,647
Available-for-sale securities (fair market value)$11,519,0005,307
Total debt securities$30,535,0003,476
Structured notes
Amortized cost$791,0001,586
Fair value$791,0001,576
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$36,719,0003,297
U.S. Government securities$22,634,0004,042
U.S. Treasury securities$08,776
U.S. Government agency obligations$22,634,0003,032
Securities issued by states & political subdivisions$8,846,0001,647
Other domestic debt securities$4,227,000994
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,227,000700
Foreign debt securities$0466
Equity securities$1,012,0002,290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,493,0002,292
Mortgage-backed securities$9,133,0003,067
Certificates of participation in pools of residential mortgages$4,500,0003,395
Issued or guaranteed by U.S.$4,500,0003,375
Privately issued$0472
Collaterized mortgage obligations$4,633,0002,039
CMOs issued by government agencies or sponsored agencies$4,633,0001,931
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,095,0001,760
Available-for-sale securities (fair market value)$14,624,0004,791
Total debt securities$35,707,0003,287
Structured notes
Amortized cost$837,0002,123
Fair value$835,0002,108
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$42,399,0002,978
U.S. Government securities$26,229,0003,753
U.S. Treasury securities$010,180
U.S. Government agency obligations$26,229,0002,647
Securities issued by states & political subdivisions$9,873,0001,484
Other domestic debt securities$5,118,0001,038
Privately issued residential mortgage-backed securities$53,0002,125
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,065,000770
Foreign debt securities$508,000211
Equity securities$671,0002,781
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,060,0002,207
Mortgage-backed securities$10,160,0003,061
Certificates of participation in pools of residential mortgages$5,107,0003,247
Issued or guaranteed by U.S.$5,107,0003,220
Privately issued$0558
Collaterized mortgage obligations$5,053,0002,169
CMOs issued by government agencies or sponsored agencies$5,000,0002,060
Privately issued$53,0001,803
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,161,0001,836
Available-for-sale securities (fair market value)$20,238,0003,921
Total debt securities$41,728,0002,948
Structured notes
Amortized cost$1,500,0002,027
Fair value$1,509,0002,010
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$45,992,0002,846
U.S. Government securities$30,791,0003,372
U.S. Treasury securities$011,131
U.S. Government agency obligations$30,791,0002,198
Securities issued by states & political subdivisions$8,454,0001,815
Other domestic debt securities$5,594,0001,103
Privately issued residential mortgage-backed securities$71,0002,315
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,523,000836
Foreign debt securities$497,000262
Equity securities$656,0002,639
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,831,0001,397
Mortgage-backed securities$9,301,0003,374
Certificates of participation in pools of residential mortgages$4,094,0003,766
Issued or guaranteed by U.S.$4,094,0003,740
Privately issued$0564
Collaterized mortgage obligations$5,207,0002,258
CMOs issued by government agencies or sponsored agencies$5,136,0002,161
Privately issued$71,0001,999
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$32,678,0002,247
Available-for-sale securities (fair market value)$13,314,0003,915
Total debt securities$45,336,0002,816
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$51,449,0002,687
U.S. Government securities$33,860,0003,223
U.S. Treasury securities$011,566
U.S. Government agency obligations$33,860,0002,060
Securities issued by states & political subdivisions$8,851,0001,737
Other domestic debt securities$8,102,0001,010
Privately issued residential mortgage-backed securities$1,221,0001,102
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,881,000831
Foreign debt securities$0649
Equity securities$636,0002,687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,771,0001,168
Mortgage-backed securities$11,090,0003,405
Certificates of participation in pools of residential mortgages$3,496,0004,540
Issued or guaranteed by U.S.$3,496,0004,502
Privately issued$0731
Collaterized mortgage obligations$7,594,0002,036
CMOs issued by government agencies or sponsored agencies$6,373,0002,135
Privately issued$1,221,000829
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$50,813,0002,643
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$56,496,0002,401
U.S. Government securities$37,475,0002,875
U.S. Treasury securities$012,156
U.S. Government agency obligations$37,475,0001,810
Securities issued by states & political subdivisions$9,259,0001,470
Other domestic debt securities$9,153,0001,107
Privately issued residential mortgage-backed securities$3,256,000893
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,897,0001,059
Foreign debt securities$0699
Equity securities$609,0002,381
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,639,0001,935
Mortgage-backed securities$18,119,0002,477
Certificates of participation in pools of residential mortgages$4,368,0004,257
Issued or guaranteed by U.S.$4,368,0004,207
Privately issued$0831
Collaterized mortgage obligations$13,751,0001,317
CMOs issued by government agencies or sponsored agencies$10,495,0001,434
Privately issued$3,256,000647
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$55,887,0002,369
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