The Old Fort Banking Company, Securities

2023-12-31Rank
Total securities$289,048,000704
U.S. Government securities$260,583,000531
U.S. Treasury securities$1,145,0002,472
U.S. Government agency obligations$259,438,000468
Securities issued by states & political subdivisions$13,667,0002,176
Other domestic debt securities$14,798,000826
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$14,798,000494
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$122,295,000766
Mortgage-backed securities$259,438,000381
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$219,670,000273
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$39,768,000453
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$14,798,000881
Available-for-sale securities (fair market value)$274,250,000623
Total debt securities$289,048,000696
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$278,656,000725
U.S. Government securities$249,686,000561
U.S. Treasury securities$1,109,0002,537
U.S. Government agency obligations$248,577,000488
Securities issued by states & political subdivisions$14,163,0002,119
Other domestic debt securities$14,807,000822
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$14,807,000494
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$122,837,000739
Mortgage-backed securities$248,577,000389
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$209,297,000281
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$39,280,000452
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$14,807,000890
Available-for-sale securities (fair market value)$263,849,000633
Total debt securities$278,656,000715
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$301,932,000695
U.S. Government securities$269,665,000528
U.S. Treasury securities$1,116,0002,550
U.S. Government agency obligations$268,549,000462
Securities issued by states & political subdivisions$17,452,0001,973
Other domestic debt securities$14,815,000825
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$14,815,000492
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$131,637,000697
Mortgage-backed securities$266,566,000376
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$224,345,000270
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$42,221,000437
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$14,815,000892
Available-for-sale securities (fair market value)$287,117,000604
Total debt securities$301,932,000686
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$317,305,000695
U.S. Government securities$284,819,000525
U.S. Treasury securities$1,134,0002,624
U.S. Government agency obligations$283,685,000433
Securities issued by states & political subdivisions$17,662,0002,021
Other domestic debt securities$14,824,000867
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$14,824,000516
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$138,825,000633
Mortgage-backed securities$281,724,000384
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$237,231,000272
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$44,493,000450
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$14,824,000931
Available-for-sale securities (fair market value)$302,481,000613
Total debt securities$317,304,000683
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$320,020,000696
U.S. Government securities$287,969,000530
U.S. Treasury securities$1,105,0002,669
U.S. Government agency obligations$286,864,000427
Securities issued by states & political subdivisions$17,219,0002,079
Other domestic debt securities$14,832,000888
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$14,832,000531
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$121,086,000647
Mortgage-backed securities$284,922,000383
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$240,538,000277
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$44,384,000456
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$14,832,000934
Available-for-sale securities (fair market value)$305,188,000615
Total debt securities$320,020,000685
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$320,703,000706
U.S. Government securities$287,195,000530
U.S. Treasury securities$1,097,0002,695
U.S. Government agency obligations$286,098,000427
Securities issued by states & political subdivisions$18,667,0001,999
Other domestic debt securities$14,841,000848
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$14,841,000530
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$124,821,000598
Mortgage-backed securities$284,166,000386
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$240,813,000279
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$43,353,000469
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$14,841,000926
Available-for-sale securities (fair market value)$305,862,000619
Total debt securities$320,703,000699
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$314,154,000724
U.S. Government securities$279,880,000554
U.S. Treasury securities$1,128,0002,653
U.S. Government agency obligations$278,752,000461
Securities issued by states & political subdivisions$19,425,0002,007
Other domestic debt securities$14,849,000808
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$14,849,000545
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$134,619,000558
Mortgage-backed securities$276,811,000415
Certificates of participation in pools of residential mortgages$237,705,000292
Issued or guaranteed by U.S.$237,705,000291
Privately issued$0231
Collaterized mortgage obligations$39,106,000564
CMOs issued by government agencies or sponsored agencies$39,106,000504
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$14,849,000852
Available-for-sale securities (fair market value)$299,305,000658
Total debt securities$314,155,000717
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$300,815,000745
U.S. Government securities$265,385,000572
U.S. Treasury securities$1,158,0002,407
U.S. Government agency obligations$264,227,000488
Securities issued by states & political subdivisions$20,572,0001,979
Other domestic debt securities$14,858,000795
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$14,858,000533
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$147,822,000495
Mortgage-backed securities$262,274,000432
Certificates of participation in pools of residential mortgages$225,363,000309
Issued or guaranteed by U.S.$225,363,000308
Privately issued$0238
Collaterized mortgage obligations$36,911,000586
CMOs issued by government agencies or sponsored agencies$36,911,000528
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$14,858,000766
Available-for-sale securities (fair market value)$285,957,000690
Total debt securities$300,815,000736
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$274,176,000780
U.S. Government securities$245,386,000578
U.S. Treasury securities$1,216,0001,919
U.S. Government agency obligations$244,170,000511
Securities issued by states & political subdivisions$22,040,0001,942
Other domestic debt securities$6,750,0001,143
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$6,750,000822
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$90,319,000713
Mortgage-backed securities$242,182,000453
Certificates of participation in pools of residential mortgages$213,587,000319
Issued or guaranteed by U.S.$213,587,000318
Privately issued$0246
Collaterized mortgage obligations$28,595,000660
CMOs issued by government agencies or sponsored agencies$28,595,000610
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$6,750,000883
Available-for-sale securities (fair market value)$267,426,000723
Total debt securities$274,176,000770
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$245,513,000819
U.S. Government securities$219,413,000590
U.S. Treasury securities$1,233,0001,691
U.S. Government agency obligations$218,180,000544
Securities issued by states & political subdivisions$23,350,0001,850
Other domestic debt securities$2,750,0001,450
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$2,750,0001,133
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$91,018,000702
Mortgage-backed securities$216,181,000470
Certificates of participation in pools of residential mortgages$197,366,000331
Issued or guaranteed by U.S.$197,366,000330
Privately issued$0234
Collaterized mortgage obligations$18,815,000831
CMOs issued by government agencies or sponsored agencies$18,815,000792
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$2,750,0001,109
Available-for-sale securities (fair market value)$242,763,000748
Total debt securities$245,513,000809
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$224,328,000850
U.S. Government securities$200,617,000595
U.S. Treasury securities$01,913
U.S. Government agency obligations$200,617,000553
Securities issued by states & political subdivisions$23,711,0001,808
Other domestic debt securities$02,200
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$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,943,000723
Mortgage-backed securities$197,361,000483
Certificates of participation in pools of residential mortgages$177,534,000340
Issued or guaranteed by U.S.$177,534,000336
Privately issued$0247
Collaterized mortgage obligations$19,827,000768
CMOs issued by government agencies or sponsored agencies$19,827,000737
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$224,328,000772
Total debt securities$224,328,000836
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$202,426,000860
U.S. Government securities$175,766,000610
U.S. Treasury securities$01,631
U.S. Government agency obligations$175,766,000569
Securities issued by states & political subdivisions$26,660,0001,634
Other domestic debt securities$02,193
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$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,235,000703
Mortgage-backed securities$172,499,000496
Certificates of participation in pools of residential mortgages$157,664,000350
Issued or guaranteed by U.S.$157,664,000344
Privately issued$0261
Collaterized mortgage obligations$14,835,000904
CMOs issued by government agencies or sponsored agencies$14,835,000868
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$202,426,000777
Total debt securities$202,426,000849
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$170,759,000920
U.S. Government securities$10,411,0003,245
U.S. Treasury securities$01,194
U.S. Government agency obligations$10,411,0003,093
Securities issued by states & political subdivisions$25,607,0001,621
Other domestic debt securities$134,741,000147
Privately issued residential mortgage-backed securities$134,741,00036
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,103,000795
Mortgage-backed securities$141,876,000534
Certificates of participation in pools of residential mortgages$135,433,000359
Issued or guaranteed by U.S.$692,0003,534
Privately issued$134,741,0006
Collaterized mortgage obligations$6,443,0001,362
CMOs issued by government agencies or sponsored agencies$6,443,0001,322
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$170,759,000838
Total debt securities$170,759,000904
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$136,047,0001,052
U.S. Government securities$5,365,0003,763
U.S. Treasury securities$01,216
U.S. Government agency obligations$5,365,0003,607
Securities issued by states & political subdivisions$20,199,0001,775
Other domestic debt securities$110,483,000170
Privately issued residential mortgage-backed securities$110,483,00042
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,831,000757
Mortgage-backed securities$112,565,000616
Certificates of participation in pools of residential mortgages$112,191,000400
Issued or guaranteed by U.S.$1,708,0003,206
Privately issued$110,483,0009
Collaterized mortgage obligations$374,0002,606
CMOs issued by government agencies or sponsored agencies$374,0002,551
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$136,047,000970
Total debt securities$136,047,0001,040
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$151,018,000922
U.S. Government securities$5,747,0003,740
U.S. Treasury securities$01,251
U.S. Government agency obligations$5,747,0003,573
Securities issued by states & political subdivisions$20,211,0001,672
Other domestic debt securities$125,060,000152
Privately issued residential mortgage-backed securities$125,060,00036
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,889,000819
Mortgage-backed securities$127,508,000549
Certificates of participation in pools of residential mortgages$127,109,000356
Issued or guaranteed by U.S.$2,049,0003,117
Privately issued$125,060,00010
Collaterized mortgage obligations$399,0002,598
CMOs issued by government agencies or sponsored agencies$399,0002,555
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$151,018,000840
Total debt securities$151,018,000910
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$163,563,000840
U.S. Government securities$6,530,0003,689
U.S. Treasury securities$01,297
U.S. Government agency obligations$6,530,0003,523
Securities issued by states & political subdivisions$21,598,0001,472
Other domestic debt securities$135,435,000144
Privately issued residential mortgage-backed securities$135,435,00035
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,952,000799
Mortgage-backed securities$138,157,000528
Certificates of participation in pools of residential mortgages$137,729,000337
Issued or guaranteed by U.S.$2,294,0003,070
Privately issued$135,435,00012
Collaterized mortgage obligations$428,0002,599
CMOs issued by government agencies or sponsored agencies$428,0002,550
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$163,563,000773
Total debt securities$163,563,000828
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$154,127,000869
U.S. Government securities$6,672,0003,760
U.S. Treasury securities$01,363
U.S. Government agency obligations$6,672,0003,594
Securities issued by states & political subdivisions$22,158,0001,411
Other domestic debt securities$125,297,000145
Privately issued residential mortgage-backed securities$125,297,00038
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,548,000800
Mortgage-backed securities$128,185,000535
Certificates of participation in pools of residential mortgages$127,747,000340
Issued or guaranteed by U.S.$2,450,0003,018
Privately issued$125,297,00011
Collaterized mortgage obligations$438,0002,604
CMOs issued by government agencies or sponsored agencies$438,0002,559
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$154,127,000791
Total debt securities$154,127,000854
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$135,477,000974
U.S. Government securities$7,097,0003,774
U.S. Treasury securities$01,429
U.S. Government agency obligations$7,097,0003,613
Securities issued by states & political subdivisions$24,553,0001,304
Other domestic debt securities$103,168,000163
Privately issued residential mortgage-backed securities$103,168,00043
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$659,000160
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,774,000773
Mortgage-backed securities$106,477,000613
Certificates of participation in pools of residential mortgages$106,004,000383
Issued or guaranteed by U.S.$2,836,0002,931
Privately issued$103,168,00013
Collaterized mortgage obligations$473,0002,601
CMOs issued by government agencies or sponsored agencies$473,0002,555
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$135,477,000868
Total debt securities$134,818,000967
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$121,698,0001,075
U.S. Government securities$7,473,0003,806
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,473,0003,639
Securities issued by states & political subdivisions$25,235,0001,293
Other domestic debt securities$88,345,000165
Privately issued residential mortgage-backed securities$88,345,00039
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$645,000174
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,085,000860
Mortgage-backed securities$92,026,000679
Certificates of participation in pools of residential mortgages$91,530,000434
Issued or guaranteed by U.S.$3,185,0002,875
Privately issued$88,345,0005
Collaterized mortgage obligations$496,0002,586
CMOs issued by government agencies or sponsored agencies$496,0002,538
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$121,698,000965
Total debt securities$121,053,0001,065
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$124,579,0001,068
U.S. Government securities$7,762,0003,821
U.S. Treasury securities$01,516
U.S. Government agency obligations$7,762,0003,652
Securities issued by states & political subdivisions$25,622,0001,317
Other domestic debt securities$90,561,000149
Privately issued residential mortgage-backed securities$90,561,00035
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$634,000186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,389,000859
Mortgage-backed securities$94,561,000655
Certificates of participation in pools of residential mortgages$94,041,000424
Issued or guaranteed by U.S.$3,480,0002,836
Privately issued$90,561,0004
Collaterized mortgage obligations$520,0002,595
CMOs issued by government agencies or sponsored agencies$520,0002,548
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$124,579,000948
Total debt securities$123,945,0001,052
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$128,196,0001,042
U.S. Government securities$100,795,000860
U.S. Treasury securities$01,513
U.S. Government agency obligations$100,795,000808
Securities issued by states & political subdivisions$26,800,0001,297
Other domestic debt securities$02,028
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$01,539
Foreign debt securities$0330
Equity securities$601,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,861,000853
Mortgage-backed securities$97,039,000644
Certificates of participation in pools of residential mortgages$96,494,000420
Issued or guaranteed by U.S.$96,494,000417
Privately issued$0211
Collaterized mortgage obligations$545,0002,590
CMOs issued by government agencies or sponsored agencies$545,0002,541
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$128,196,000919
Total debt securities$127,595,0001,033
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$134,937,000989
U.S. Government securities$103,546,000833
U.S. Treasury securities$01,500
U.S. Government agency obligations$103,546,000786
Securities issued by states & political subdivisions$30,769,0001,160
Other domestic debt securities$02,008
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$01,550
Foreign debt securities$0330
Equity securities$622,000321
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,016,000847
Mortgage-backed securities$99,813,000632
Certificates of participation in pools of residential mortgages$99,245,000414
Issued or guaranteed by U.S.$99,245,000413
Privately issued$0145
Collaterized mortgage obligations$568,0002,581
CMOs issued by government agencies or sponsored agencies$568,0002,530
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$134,937,000876
Total debt securities$134,315,000979
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$141,101,000966
U.S. Government securities$109,446,000797
U.S. Treasury securities$01,475
U.S. Government agency obligations$109,446,000753
Securities issued by states & political subdivisions$31,027,0001,183
Other domestic debt securities$02,226
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$01,555
Foreign debt securities$0330
Equity securities$628,000330
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,139,000865
Mortgage-backed securities$105,699,000607
Certificates of participation in pools of residential mortgages$105,079,000403
Issued or guaranteed by U.S.$105,079,000401
Privately issued$0453
Collaterized mortgage obligations$620,0002,583
CMOs issued by government agencies or sponsored agencies$620,0002,526
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)$02,026
Available-for-sale securities (fair market value)$141,101,000851
Total debt securities$140,473,000956
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$150,781,000919
U.S. Government securities$116,313,000766
U.S. Treasury securities$01,426
U.S. Government agency obligations$116,313,000728
Securities issued by states & political subdivisions$33,850,0001,105
Other domestic debt securities$02,028
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$01,603
Foreign debt securities$0319
Equity securities$618,000351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,828,000835
Mortgage-backed securities$111,795,000584
Certificates of participation in pools of residential mortgages$111,140,000393
Issued or guaranteed by U.S.$111,140,000391
Privately issued$067
Collaterized mortgage obligations$655,0002,573
CMOs issued by government agencies or sponsored agencies$655,0002,515
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)$02,061
Available-for-sale securities (fair market value)$150,781,000809
Total debt securities$150,163,000909
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$158,533,000890
U.S. Government securities$123,457,000736
U.S. Treasury securities$01,328
U.S. Government agency obligations$123,457,000698
Securities issued by states & political subdivisions$34,433,0001,122
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$643,000562
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,581,000811
Mortgage-backed securities$118,890,000561
Certificates of participation in pools of residential mortgages$118,207,000363
Issued or guaranteed by U.S.$118,207,000362
Privately issued$064
Collaterized mortgage obligations$683,0002,554
CMOs issued by government agencies or sponsored agencies$683,0002,493
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)$02,094
Available-for-sale securities (fair market value)$158,533,000778
Total debt securities$157,890,000878
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$152,560,000933
U.S. Government securities$116,835,000785
U.S. Treasury securities$01,313
U.S. Government agency obligations$116,835,000747
Securities issued by states & political subdivisions$35,084,0001,121
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$641,000576
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,761,000828
Mortgage-backed securities$112,216,000590
Certificates of participation in pools of residential mortgages$111,490,000383
Issued or guaranteed by U.S.$111,490,000382
Privately issued$069
Collaterized mortgage obligations$726,0002,539
CMOs issued by government agencies or sponsored agencies$726,0002,483
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)$02,147
Available-for-sale securities (fair market value)$152,560,000806
Total debt securities$151,918,000919
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$158,477,000907
U.S. Government securities$122,546,000764
U.S. Treasury securities$01,351
U.S. Government agency obligations$122,546,000726
Securities issued by states & political subdivisions$35,292,0001,132
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$639,000589
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,945,000883
Mortgage-backed securities$117,905,000577
Certificates of participation in pools of residential mortgages$117,148,000377
Issued or guaranteed by U.S.$117,148,000375
Privately issued$067
Collaterized mortgage obligations$757,0002,548
CMOs issued by government agencies or sponsored agencies$757,0002,485
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)$02,178
Available-for-sale securities (fair market value)$158,477,000787
Total debt securities$157,839,000897
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$162,848,000891
U.S. Government securities$126,283,000760
U.S. Treasury securities$01,390
U.S. Government agency obligations$126,283,000721
Securities issued by states & political subdivisions$35,936,0001,119
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$629,000588
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,810,000915
Mortgage-backed securities$121,647,000563
Certificates of participation in pools of residential mortgages$120,846,000363
Issued or guaranteed by U.S.$120,846,000362
Privately issued$066
Collaterized mortgage obligations$801,0002,571
CMOs issued by government agencies or sponsored agencies$801,0002,507
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$162,848,000785
Total debt securities$162,218,000882
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$167,922,000867
U.S. Government securities$131,070,000717
U.S. Treasury securities$01,367
U.S. Government agency obligations$131,070,000681
Securities issued by states & political subdivisions$36,232,0001,113
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$620,000593
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,100,0001,087
Mortgage-backed securities$126,420,000528
Certificates of participation in pools of residential mortgages$125,588,000344
Issued or guaranteed by U.S.$125,588,000343
Privately issued$071
Collaterized mortgage obligations$832,0002,567
CMOs issued by government agencies or sponsored agencies$832,0002,494
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$167,922,000756
Total debt securities$167,302,000859
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$169,961,000853
U.S. Government securities$131,725,000704
U.S. Treasury securities$01,214
U.S. Government agency obligations$131,725,000673
Securities issued by states & political subdivisions$37,587,0001,072
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$649,000598
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,279,0001,046
Mortgage-backed securities$126,980,000531
Certificates of participation in pools of residential mortgages$126,078,000349
Issued or guaranteed by U.S.$126,078,000348
Privately issued$067
Collaterized mortgage obligations$902,0002,560
CMOs issued by government agencies or sponsored agencies$902,0002,490
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$169,961,000745
Total debt securities$169,312,000846
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$157,152,000916
U.S. Government securities$118,460,000783
U.S. Treasury securities$01,253
U.S. Government agency obligations$118,460,000750
Securities issued by states & political subdivisions$38,038,0001,066
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$654,000614
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,211,000994
Mortgage-backed securities$113,688,000586
Certificates of participation in pools of residential mortgages$112,748,000381
Issued or guaranteed by U.S.$112,748,000380
Privately issued$071
Collaterized mortgage obligations$940,0002,562
CMOs issued by government agencies or sponsored agencies$940,0002,489
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$157,152,000804
Total debt securities$156,498,000913
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$161,198,000916
U.S. Government securities$123,089,000770
U.S. Treasury securities$01,296
U.S. Government agency obligations$123,089,000737
Securities issued by states & political subdivisions$37,476,0001,064
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$633,000617
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,971,0001,070
Mortgage-backed securities$118,338,000563
Certificates of participation in pools of residential mortgages$117,354,000368
Issued or guaranteed by U.S.$117,354,000367
Privately issued$066
Collaterized mortgage obligations$984,0002,564
CMOs issued by government agencies or sponsored agencies$984,0002,491
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)$02,372
Available-for-sale securities (fair market value)$161,198,000798
Total debt securities$160,565,000906
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$162,721,000915
U.S. Government securities$125,106,000779
U.S. Treasury securities$01,367
U.S. Government agency obligations$125,106,000745
Securities issued by states & political subdivisions$36,995,0001,080
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$620,000625
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,977,0001,177
Mortgage-backed securities$115,517,000573
Certificates of participation in pools of residential mortgages$114,498,000378
Issued or guaranteed by U.S.$114,498,000377
Privately issued$066
Collaterized mortgage obligations$1,019,0002,581
CMOs issued by government agencies or sponsored agencies$1,019,0002,511
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)$02,417
Available-for-sale securities (fair market value)$162,721,000789
Total debt securities$162,101,000907
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$157,502,000935
U.S. Government securities$128,722,000763
U.S. Treasury securities$01,303
U.S. Government agency obligations$128,722,000727
Securities issued by states & political subdivisions$28,170,0001,396
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$610,000643
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,819,0001,063
Mortgage-backed securities$122,278,000539
Certificates of participation in pools of residential mortgages$118,554,000357
Issued or guaranteed by U.S.$118,554,000356
Privately issued$065
Collaterized mortgage obligations$3,724,0001,861
CMOs issued by government agencies or sponsored agencies$3,724,0001,799
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)$02,442
Available-for-sale securities (fair market value)$157,502,000817
Total debt securities$156,892,000932
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$156,438,000955
U.S. Government securities$127,883,000795
U.S. Treasury securities$01,348
U.S. Government agency obligations$127,883,000759
Securities issued by states & political subdivisions$27,945,0001,381
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$610,000643
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,209,0001,055
Mortgage-backed securities$121,214,000563
Certificates of participation in pools of residential mortgages$117,228,000364
Issued or guaranteed by U.S.$117,228,000363
Privately issued$067
Collaterized mortgage obligations$3,986,0001,894
CMOs issued by government agencies or sponsored agencies$3,986,0001,826
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)$02,482
Available-for-sale securities (fair market value)$156,438,000842
Total debt securities$155,828,000950
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$157,793,000956
U.S. Government securities$128,556,000788
U.S. Treasury securities$01,327
U.S. Government agency obligations$128,556,000761
Securities issued by states & political subdivisions$28,610,0001,347
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$627,000650
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,947,000957
Mortgage-backed securities$121,658,000558
Certificates of participation in pools of residential mortgages$117,364,000364
Issued or guaranteed by U.S.$117,364,000362
Privately issued$070
Collaterized mortgage obligations$4,294,0001,873
CMOs issued by government agencies or sponsored agencies$4,294,0001,806
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)$02,501
Available-for-sale securities (fair market value)$157,793,000841
Total debt securities$157,166,000949
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$151,373,000988
U.S. Government securities$97,801,0001,006
U.S. Treasury securities$01,361
U.S. Government agency obligations$97,801,000958
Securities issued by states & political subdivisions$52,948,000694
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$624,000651
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,125,000953
Mortgage-backed securities$90,807,000727
Certificates of participation in pools of residential mortgages$86,265,000514
Issued or guaranteed by U.S.$86,265,000511
Privately issued$075
Collaterized mortgage obligations$4,542,0001,870
CMOs issued by government agencies or sponsored agencies$4,542,0001,801
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)$02,532
Available-for-sale securities (fair market value)$151,373,000869
Total debt securities$150,749,000983
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$132,988,0001,135
U.S. Government securities$75,331,0001,299
U.S. Treasury securities$01,381
U.S. Government agency obligations$75,331,0001,230
Securities issued by states & political subdivisions$57,041,000628
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$616,000665
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,303,0001,028
Mortgage-backed securities$69,059,000921
Certificates of participation in pools of residential mortgages$64,221,000682
Issued or guaranteed by U.S.$64,221,000681
Privately issued$073
Collaterized mortgage obligations$4,838,0001,843
CMOs issued by government agencies or sponsored agencies$4,838,0001,771
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$132,988,000994
Total debt securities$132,372,0001,127
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$138,097,0001,099
U.S. Government securities$79,909,0001,248
U.S. Treasury securities$01,342
U.S. Government agency obligations$79,909,0001,193
Securities issued by states & political subdivisions$57,571,000628
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$617,000683
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,164,0001,077
Mortgage-backed securities$74,711,000882
Certificates of participation in pools of residential mortgages$69,585,000644
Issued or guaranteed by U.S.$69,585,000643
Privately issued$075
Collaterized mortgage obligations$5,126,0001,823
CMOs issued by government agencies or sponsored agencies$5,126,0001,744
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$138,097,000964
Total debt securities$137,480,0001,093
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$139,508,0001,097
U.S. Government securities$81,803,0001,233
U.S. Treasury securities$01,198
U.S. Government agency obligations$81,803,0001,183
Securities issued by states & political subdivisions$57,104,000634
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$601,000687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,462,0001,129
Mortgage-backed securities$76,528,000866
Certificates of participation in pools of residential mortgages$71,188,000646
Issued or guaranteed by U.S.$71,188,000645
Privately issued$076
Collaterized mortgage obligations$5,340,0001,801
CMOs issued by government agencies or sponsored agencies$5,340,0001,724
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$139,508,000967
Total debt securities$138,906,0001,087
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$142,099,0001,074
U.S. Government securities$85,063,0001,161
U.S. Treasury securities$01,131
U.S. Government agency obligations$85,063,0001,120
Securities issued by states & political subdivisions$56,457,000648
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$579,000703
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,457,0001,142
Mortgage-backed securities$79,564,000838
Certificates of participation in pools of residential mortgages$74,013,000613
Issued or guaranteed by U.S.$74,013,000612
Privately issued$081
Collaterized mortgage obligations$5,551,0001,783
CMOs issued by government agencies or sponsored agencies$5,551,0001,703
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$142,099,000940
Total debt securities$141,520,0001,068
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$139,458,0001,093
U.S. Government securities$78,649,0001,262
U.S. Treasury securities$01,131
U.S. Government agency obligations$78,649,0001,223
Securities issued by states & political subdivisions$60,223,000587
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$586,000713
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,922,0001,073
Mortgage-backed securities$72,961,000904
Certificates of participation in pools of residential mortgages$67,185,000669
Issued or guaranteed by U.S.$67,185,000668
Privately issued$080
Collaterized mortgage obligations$5,776,0001,772
CMOs issued by government agencies or sponsored agencies$5,776,0001,689
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$139,458,000962
Total debt securities$138,872,0001,086
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$147,032,0001,046
U.S. Government securities$84,204,0001,189
U.S. Treasury securities$01,152
U.S. Government agency obligations$84,204,0001,152
Securities issued by states & political subdivisions$62,239,000545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$589,000710
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,067,0001,089
Mortgage-backed securities$78,173,000869
Certificates of participation in pools of residential mortgages$72,003,000624
Issued or guaranteed by U.S.$72,003,000621
Privately issued$083
Collaterized mortgage obligations$6,170,0001,772
CMOs issued by government agencies or sponsored agencies$6,170,0001,683
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$147,032,000930
Total debt securities$146,443,0001,040
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$138,565,0001,129
U.S. Government securities$74,066,0001,370
U.S. Treasury securities$01,161
U.S. Government agency obligations$74,066,0001,325
Securities issued by states & political subdivisions$63,866,000519
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$633,000712
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,434,0001,068
Mortgage-backed securities$67,700,000991
Certificates of participation in pools of residential mortgages$61,002,000730
Issued or guaranteed by U.S.$61,002,000729
Privately issued$083
Collaterized mortgage obligations$6,698,0001,755
CMOs issued by government agencies or sponsored agencies$6,698,0001,666
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$138,565,0001,008
Total debt securities$137,932,0001,122
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$139,630,0001,080
U.S. Government securities$74,086,0001,347
U.S. Treasury securities$01,135
U.S. Government agency obligations$74,086,0001,311
Securities issued by states & political subdivisions$64,915,000498
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$629,000698
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,658,0001,045
Mortgage-backed securities$69,189,000976
Certificates of participation in pools of residential mortgages$62,846,000699
Issued or guaranteed by U.S.$62,846,000698
Privately issued$085
Collaterized mortgage obligations$6,343,0001,849
CMOs issued by government agencies or sponsored agencies$6,343,0001,753
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$139,630,000965
Total debt securities$139,001,0001,073
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$139,748,0001,093
U.S. Government securities$77,313,0001,308
U.S. Treasury securities$01,086
U.S. Government agency obligations$77,313,0001,266
Securities issued by states & political subdivisions$61,798,000504
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$637,000695
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,402,0001,006
Mortgage-backed securities$72,281,000982
Certificates of participation in pools of residential mortgages$65,376,000702
Issued or guaranteed by U.S.$65,376,000702
Privately issued$088
Collaterized mortgage obligations$6,905,0001,845
CMOs issued by government agencies or sponsored agencies$6,905,0001,754
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$139,748,000985
Total debt securities$139,111,0001,087
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$132,592,0001,153
U.S. Government securities$76,501,0001,340
U.S. Treasury securities$01,068
U.S. Government agency obligations$76,501,0001,305
Securities issued by states & political subdivisions$55,463,000556
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$628,000699
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,970,0001,016
Mortgage-backed securities$72,369,0001,004
Certificates of participation in pools of residential mortgages$64,845,000722
Issued or guaranteed by U.S.$64,845,000722
Privately issued$094
Collaterized mortgage obligations$7,524,0001,796
CMOs issued by government agencies or sponsored agencies$7,524,0001,704
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$132,592,0001,042
Total debt securities$131,964,0001,146
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$129,189,0001,193
U.S. Government securities$76,755,0001,390
U.S. Treasury securities$01,157
U.S. Government agency obligations$76,755,0001,352
Securities issued by states & political subdivisions$51,816,000582
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$618,000688
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,332,0001,042
Mortgage-backed securities$72,550,0001,016
Certificates of participation in pools of residential mortgages$64,594,000738
Issued or guaranteed by U.S.$64,594,000738
Privately issued$094
Collaterized mortgage obligations$7,956,0001,773
CMOs issued by government agencies or sponsored agencies$7,956,0001,674
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$129,189,0001,075
Total debt securities$128,571,0001,187
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$115,889,0001,281
U.S. Government securities$68,183,0001,468
U.S. Treasury securities$01,076
U.S. Government agency obligations$68,183,0001,423
Securities issued by states & political subdivisions$47,098,000651
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$608,000673
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,633,000924
Mortgage-backed securities$63,851,0001,092
Certificates of participation in pools of residential mortgages$55,518,000804
Issued or guaranteed by U.S.$55,518,000802
Privately issued$0121
Collaterized mortgage obligations$8,333,0001,716
CMOs issued by government agencies or sponsored agencies$8,333,0001,560
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$115,889,0001,150
Total debt securities$115,281,0001,273
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$105,452,0001,364
U.S. Government securities$63,192,0001,516
U.S. Treasury securities$01,126
U.S. Government agency obligations$63,192,0001,467
Securities issued by states & political subdivisions$41,668,000706
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$592,000698
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,679,000974
Mortgage-backed securities$58,045,0001,147
Certificates of participation in pools of residential mortgages$49,172,000863
Issued or guaranteed by U.S.$49,172,000859
Privately issued$0132
Collaterized mortgage obligations$8,873,0001,668
CMOs issued by government agencies or sponsored agencies$8,873,0001,508
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$105,452,0001,221
Total debt securities$104,860,0001,352
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$99,950,0001,431
U.S. Government securities$60,537,0001,604
U.S. Treasury securities$01,225
U.S. Government agency obligations$60,537,0001,560
Securities issued by states & political subdivisions$38,823,000711
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$590,000699
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,869,0001,026
Mortgage-backed securities$60,537,0001,082
Certificates of participation in pools of residential mortgages$50,967,000812
Issued or guaranteed by U.S.$50,967,000809
Privately issued$0125
Collaterized mortgage obligations$9,570,0001,593
CMOs issued by government agencies or sponsored agencies$9,570,0001,421
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$99,950,0001,285
Total debt securities$99,360,0001,416
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$82,614,0001,647
U.S. Government securities$48,495,0001,908
U.S. Treasury securities$01,272
U.S. Government agency obligations$48,495,0001,851
Securities issued by states & political subdivisions$33,553,000828
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$566,000723
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,287,0001,107
Mortgage-backed securities$48,495,0001,248
Certificates of participation in pools of residential mortgages$41,230,000925
Issued or guaranteed by U.S.$41,230,000922
Privately issued$0136
Collaterized mortgage obligations$7,265,0001,749
CMOs issued by government agencies or sponsored agencies$7,265,0001,567
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$82,614,0001,483
Total debt securities$82,048,0001,650
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$72,126,0001,772
U.S. Government securities$40,533,0002,074
U.S. Treasury securities$01,275
U.S. Government agency obligations$40,533,0002,004
Securities issued by states & political subdivisions$31,029,000889
Other domestic debt securities$03,063
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$02,087
Foreign debt securities$0158
Equity securities$564,000733
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,254,0001,236
Mortgage-backed securities$40,533,0001,392
Certificates of participation in pools of residential mortgages$36,042,000997
Issued or guaranteed by U.S.$36,042,000989
Privately issued$0141
Collaterized mortgage obligations$4,491,0002,062
CMOs issued by government agencies or sponsored agencies$4,491,0001,852
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)$03,086
Available-for-sale securities (fair market value)$72,126,0001,605
Total debt securities$71,562,0001,766
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$74,016,0001,704
U.S. Government securities$40,226,0002,065
U.S. Treasury securities$01,180
U.S. Government agency obligations$40,226,0001,995
Securities issued by states & political subdivisions$33,194,000798
Other domestic debt securities$03,145
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$02,145
Foreign debt securities$0158
Equity securities$596,000753
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,066,0001,264
Mortgage-backed securities$40,226,0001,357
Certificates of participation in pools of residential mortgages$35,433,000982
Issued or guaranteed by U.S.$35,433,000974
Privately issued$0141
Collaterized mortgage obligations$4,793,0002,015
CMOs issued by government agencies or sponsored agencies$4,793,0001,783
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)$03,149
Available-for-sale securities (fair market value)$74,016,0001,510
Total debt securities$73,420,0001,696
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$69,456,0001,795
U.S. Government securities$36,113,0002,308
U.S. Treasury securities$01,121
U.S. Government agency obligations$36,113,0002,235
Securities issued by states & political subdivisions$32,767,000750
Other domestic debt securities$03,148
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$02,114
Foreign debt securities$0158
Equity securities$576,000790
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,321,0001,223
Mortgage-backed securities$36,113,0001,459
Certificates of participation in pools of residential mortgages$34,354,0001,009
Issued or guaranteed by U.S.$34,354,0001,001
Privately issued$0148
Collaterized mortgage obligations$1,759,0002,595
CMOs issued by government agencies or sponsored agencies$1,759,0002,309
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)$03,223
Available-for-sale securities (fair market value)$69,456,0001,595
Total debt securities$68,880,0001,785
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$65,551,0001,912
U.S. Government securities$32,782,0002,534
U.S. Treasury securities$01,130
U.S. Government agency obligations$32,782,0002,465
Securities issued by states & political subdivisions$32,194,000748
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$575,000805
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,261,0001,418
Mortgage-backed securities$32,782,0001,622
Certificates of participation in pools of residential mortgages$30,930,0001,167
Issued or guaranteed by U.S.$30,930,0001,159
Privately issued$0145
Collaterized mortgage obligations$1,852,0002,530
CMOs issued by government agencies or sponsored agencies$1,852,0002,225
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)$03,274
Available-for-sale securities (fair market value)$65,551,0001,703
Total debt securities$64,976,0001,903
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$56,432,0002,160
U.S. Government securities$24,034,0003,114
U.S. Treasury securities$01,077
U.S. Government agency obligations$24,034,0003,040
Securities issued by states & political subdivisions$31,831,000753
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$567,000828
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,082,0001,223
Mortgage-backed securities$24,034,0002,039
Certificates of participation in pools of residential mortgages$22,017,0001,566
Issued or guaranteed by U.S.$22,017,0001,559
Privately issued$0157
Collaterized mortgage obligations$2,017,0002,469
CMOs issued by government agencies or sponsored agencies$2,017,0002,154
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)$03,333
Available-for-sale securities (fair market value)$56,432,0001,916
Total debt securities$55,865,0002,152
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$59,904,0002,072
U.S. Government securities$25,361,0002,994
U.S. Treasury securities$01,047
U.S. Government agency obligations$25,361,0002,931
Securities issued by states & political subdivisions$33,967,000695
Other domestic debt securities$03,355
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$02,284
Foreign debt securities$0175
Equity securities$576,000870
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,837,0001,034
Mortgage-backed securities$25,361,0002,003
Certificates of participation in pools of residential mortgages$23,238,0001,550
Issued or guaranteed by U.S.$23,238,0001,544
Privately issued$0171
Collaterized mortgage obligations$2,123,0002,437
CMOs issued by government agencies or sponsored agencies$2,123,0002,092
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)$03,422
Available-for-sale securities (fair market value)$59,904,0001,821
Total debt securities$59,328,0002,060
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$58,447,0002,057
U.S. Government securities$25,213,0002,980
U.S. Treasury securities$01,036
U.S. Government agency obligations$25,213,0002,913
Securities issued by states & political subdivisions$32,699,000693
Other domestic debt securities$03,425
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$02,390
Foreign debt securities$0183
Equity securities$535,000927
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,631,0001,028
Mortgage-backed securities$25,213,0002,029
Certificates of participation in pools of residential mortgages$22,956,0001,596
Issued or guaranteed by U.S.$22,956,0001,589
Privately issued$0181
Collaterized mortgage obligations$2,257,0002,399
CMOs issued by government agencies or sponsored agencies$2,257,0002,040
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)$03,478
Available-for-sale securities (fair market value)$58,447,0001,804
Total debt securities$57,915,0002,049
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$60,942,0001,972
U.S. Government securities$26,697,0002,908
U.S. Treasury securities$0981
U.S. Government agency obligations$26,697,0002,842
Securities issued by states & political subdivisions$33,727,000629
Other domestic debt securities$03,349
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$02,517
Foreign debt securities$0181
Equity securities$518,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,547,0001,141
Mortgage-backed securities$25,696,0002,031
Certificates of participation in pools of residential mortgages$23,554,0001,603
Issued or guaranteed by U.S.$23,554,0001,591
Privately issued$0191
Collaterized mortgage obligations$2,142,0002,468
CMOs issued by government agencies or sponsored agencies$2,142,0002,098
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)$03,516
Available-for-sale securities (fair market value)$60,942,0001,730
Total debt securities$60,424,0001,967
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$63,226,0001,881
U.S. Government securities$27,649,0002,835
U.S. Treasury securities$0973
U.S. Government agency obligations$27,649,0002,779
Securities issued by states & political subdivisions$34,062,000592
Other domestic debt securities$1,020,0002,246
Privately issued residential mortgage-backed securities$1,020,0001,162
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$495,000946
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,526,0001,015
Mortgage-backed securities$26,670,0001,931
Certificates of participation in pools of residential mortgages$24,391,0001,525
Issued or guaranteed by U.S.$24,391,0001,516
Privately issued$0188
Collaterized mortgage obligations$2,279,0002,345
CMOs issued by government agencies or sponsored agencies$1,259,0002,386
Privately issued$1,020,0001,110
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$63,226,0001,648
Total debt securities$62,732,0001,878
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$59,349,0001,957
U.S. Government securities$26,750,0002,824
U.S. Treasury securities$01,019
U.S. Government agency obligations$26,750,0002,772
Securities issued by states & political subdivisions$32,078,000624
Other domestic debt securities$03,233
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$02,412
Foreign debt securities$0181
Equity securities$521,000930
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,903,0001,032
Mortgage-backed securities$24,798,0001,934
Certificates of participation in pools of residential mortgages$23,480,0001,505
Issued or guaranteed by U.S.$23,480,0001,495
Privately issued$0192
Collaterized mortgage obligations$1,318,0002,616
CMOs issued by government agencies or sponsored agencies$1,318,0002,277
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)$03,569
Available-for-sale securities (fair market value)$59,349,0001,718
Total debt securities$58,828,0001,948
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$59,746,0001,981
U.S. Government securities$25,393,0002,972
U.S. Treasury securities$01,021
U.S. Government agency obligations$25,393,0002,919
Securities issued by states & political subdivisions$33,801,000593
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$552,0001,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,203,000995
Mortgage-backed securities$23,412,0002,010
Certificates of participation in pools of residential mortgages$22,010,0001,567
Issued or guaranteed by U.S.$22,010,0001,559
Privately issued$0202
Collaterized mortgage obligations$1,402,0002,576
CMOs issued by government agencies or sponsored agencies$1,402,0002,244
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$59,746,0001,730
Total debt securities$59,194,0001,968
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$62,172,0001,897
U.S. Government securities$26,278,0002,904
U.S. Treasury securities$01,044
U.S. Government agency obligations$26,278,0002,851
Securities issued by states & political subdivisions$35,339,000556
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$555,0001,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,320,000954
Mortgage-backed securities$20,878,0002,103
Certificates of participation in pools of residential mortgages$19,336,0001,667
Issued or guaranteed by U.S.$19,336,0001,658
Privately issued$0205
Collaterized mortgage obligations$1,542,0002,511
CMOs issued by government agencies or sponsored agencies$1,542,0002,171
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$62,172,0001,665
Total debt securities$61,617,0001,877
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$63,982,0001,826
U.S. Government securities$26,578,0002,926
U.S. Treasury securities$01,146
U.S. Government agency obligations$26,578,0002,867
Securities issued by states & political subdivisions$36,831,000516
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$573,0001,180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,899,000946
Mortgage-backed securities$19,617,0001,944
Certificates of participation in pools of residential mortgages$17,970,0001,521
Issued or guaranteed by U.S.$17,970,0001,513
Privately issued$0191
Collaterized mortgage obligations$1,647,0002,358
CMOs issued by government agencies or sponsored agencies$1,647,0002,053
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$63,982,0001,594
Total debt securities$63,409,0001,799
Structured notes
Amortized cost$2,650,000883
Fair value$2,627,000884
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$62,584,0001,856
U.S. Government securities$21,690,0003,424
U.S. Treasury securities$01,235
U.S. Government agency obligations$21,690,0003,355
Securities issued by states & political subdivisions$40,313,000457
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$581,0001,140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,802,000931
Mortgage-backed securities$14,811,0002,194
Certificates of participation in pools of residential mortgages$13,054,0001,796
Issued or guaranteed by U.S.$13,054,0001,787
Privately issued$0194
Collaterized mortgage obligations$1,757,0002,268
CMOs issued by government agencies or sponsored agencies$1,757,0001,976
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$62,584,0001,601
Total debt securities$62,003,0001,829
Structured notes
Amortized cost$2,650,0001,045
Fair value$2,608,0001,054
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$64,074,0001,805
U.S. Government securities$23,059,0003,287
U.S. Treasury securities$01,362
U.S. Government agency obligations$23,059,0003,210
Securities issued by states & political subdivisions$40,435,000448
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$580,0001,157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,527,000901
Mortgage-backed securities$14,282,0002,176
Certificates of participation in pools of residential mortgages$12,375,0001,809
Issued or guaranteed by U.S.$12,375,0001,803
Privately issued$0207
Collaterized mortgage obligations$1,907,0002,183
CMOs issued by government agencies or sponsored agencies$1,907,0001,907
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$64,074,0001,567
Total debt securities$63,494,0001,782
Structured notes
Amortized cost$2,650,0001,110
Fair value$2,575,0001,119
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$65,003,0001,801
U.S. Government securities$24,413,0003,176
U.S. Treasury securities$01,448
U.S. Government agency obligations$24,413,0003,084
Securities issued by states & political subdivisions$39,992,000451
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$598,0001,157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,636,000898
Mortgage-backed securities$15,538,0002,067
Certificates of participation in pools of residential mortgages$13,321,0001,725
Issued or guaranteed by U.S.$13,321,0001,719
Privately issued$0218
Collaterized mortgage obligations$2,217,0002,059
CMOs issued by government agencies or sponsored agencies$2,217,0001,790
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$65,003,0001,546
Total debt securities$64,406,0001,782
Structured notes
Amortized cost$2,650,0001,152
Fair value$2,609,0001,156
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$65,555,0001,808
U.S. Government securities$25,231,0003,143
U.S. Treasury securities$01,498
U.S. Government agency obligations$25,231,0003,056
Securities issued by states & political subdivisions$39,727,000452
Other domestic debt securities$03,032
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$02,305
Foreign debt securities$0210
Equity securities$597,0001,197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,493,000917
Mortgage-backed securities$16,367,0001,997
Certificates of participation in pools of residential mortgages$13,782,0001,702
Issued or guaranteed by U.S.$13,782,0001,693
Privately issued$0208
Collaterized mortgage obligations$2,585,0001,965
CMOs issued by government agencies or sponsored agencies$2,585,0001,709
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$65,555,0001,547
Total debt securities$64,958,0001,789
Structured notes
Amortized cost$2,650,0001,234
Fair value$2,605,0001,238
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$69,080,0001,746
U.S. Government securities$26,756,0003,030
U.S. Treasury securities$01,574
U.S. Government agency obligations$26,756,0002,944
Securities issued by states & political subdivisions$41,731,000419
Other domestic debt securities$03,090
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$02,350
Foreign debt securities$0214
Equity securities$593,0001,224
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,633,000861
Mortgage-backed securities$17,180,0001,952
Certificates of participation in pools of residential mortgages$14,280,0001,672
Issued or guaranteed by U.S.$14,280,0001,662
Privately issued$0214
Collaterized mortgage obligations$2,900,0001,862
CMOs issued by government agencies or sponsored agencies$2,900,0001,616
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$69,080,0001,491
Total debt securities$68,488,0001,723
Structured notes
Amortized cost$2,650,0001,313
Fair value$2,588,0001,318
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$67,417,0001,782
U.S. Government securities$27,155,0002,989
U.S. Treasury securities$01,634
U.S. Government agency obligations$27,155,0002,895
Securities issued by states & political subdivisions$39,686,000438
Other domestic debt securities$03,172
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$02,433
Foreign debt securities$0223
Equity securities$576,0001,243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,664,000870
Mortgage-backed securities$17,757,0001,909
Certificates of participation in pools of residential mortgages$14,615,0001,655
Issued or guaranteed by U.S.$14,615,0001,647
Privately issued$0211
Collaterized mortgage obligations$3,142,0001,786
CMOs issued by government agencies or sponsored agencies$3,142,0001,552
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$67,417,0001,517
Total debt securities$66,841,0001,756
Structured notes
Amortized cost$2,649,0001,360
Fair value$2,527,0001,367
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$67,088,0001,810
U.S. Government securities$27,812,0002,975
U.S. Treasury securities$01,715
U.S. Government agency obligations$27,812,0002,881
Securities issued by states & political subdivisions$38,685,000447
Other domestic debt securities$03,249
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$02,544
Foreign debt securities$0226
Equity securities$591,0001,261
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,645,000856
Mortgage-backed securities$18,294,0001,908
Certificates of participation in pools of residential mortgages$14,849,0001,654
Issued or guaranteed by U.S.$14,849,0001,644
Privately issued$0205
Collaterized mortgage obligations$3,445,0001,726
CMOs issued by government agencies or sponsored agencies$3,445,0001,493
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$67,088,0001,545
Total debt securities$66,497,0001,785
Structured notes
Amortized cost$2,648,0001,388
Fair value$2,560,0001,391
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$67,344,0001,803
U.S. Government securities$28,912,0002,881
U.S. Treasury securities$01,737
U.S. Government agency obligations$28,912,0002,784
Securities issued by states & political subdivisions$37,842,000454
Other domestic debt securities$03,344
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$02,667
Foreign debt securities$0223
Equity securities$590,0001,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,087,000893
Mortgage-backed securities$19,350,0001,852
Certificates of participation in pools of residential mortgages$15,815,0001,606
Issued or guaranteed by U.S.$15,815,0001,594
Privately issued$0216
Collaterized mortgage obligations$3,535,0001,712
CMOs issued by government agencies or sponsored agencies$3,535,0001,486
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$67,344,0001,538
Total debt securities$66,754,0001,775
Structured notes
Amortized cost$2,648,0001,390
Fair value$2,562,0001,392
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$65,019,0001,850
U.S. Government securities$28,559,0002,873
U.S. Treasury securities$01,786
U.S. Government agency obligations$28,559,0002,778
Securities issued by states & political subdivisions$35,855,000488
Other domestic debt securities$03,411
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$02,738
Foreign debt securities$0234
Equity securities$605,0001,310
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,948,000854
Mortgage-backed securities$20,141,0001,811
Certificates of participation in pools of residential mortgages$16,510,0001,579
Issued or guaranteed by U.S.$16,510,0001,567
Privately issued$0225
Collaterized mortgage obligations$3,631,0001,690
CMOs issued by government agencies or sponsored agencies$3,631,0001,460
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$65,019,0001,557
Total debt securities$64,414,0001,825
Structured notes
Amortized cost$2,648,0001,366
Fair value$2,586,0001,367
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$64,068,0001,891
U.S. Government securities$30,282,0002,785
U.S. Treasury securities$01,839
U.S. Government agency obligations$30,282,0002,684
Securities issued by states & political subdivisions$33,177,000527
Other domestic debt securities$03,466
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$02,815
Foreign debt securities$0234
Equity securities$609,0001,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,064,000835
Mortgage-backed securities$21,780,0001,765
Certificates of participation in pools of residential mortgages$18,027,0001,537
Issued or guaranteed by U.S.$18,027,0001,524
Privately issued$0223
Collaterized mortgage obligations$3,753,0001,704
CMOs issued by government agencies or sponsored agencies$3,753,0001,485
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$64,068,0001,597
Total debt securities$63,459,0001,860
Structured notes
Amortized cost$2,648,0001,356
Fair value$2,606,0001,357
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$67,861,0001,823
U.S. Government securities$34,735,0002,509
U.S. Treasury securities$01,963
U.S. Government agency obligations$34,735,0002,422
Securities issued by states & political subdivisions$32,523,000532
Other domestic debt securities$03,519
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$02,887
Foreign debt securities$0247
Equity securities$603,0001,364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,323,000826
Mortgage-backed securities$24,589,0001,674
Certificates of participation in pools of residential mortgages$20,782,0001,425
Issued or guaranteed by U.S.$20,782,0001,413
Privately issued$0207
Collaterized mortgage obligations$3,807,0001,726
CMOs issued by government agencies or sponsored agencies$3,807,0001,515
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$67,861,0001,541
Total debt securities$67,257,0001,789
Structured notes
Amortized cost$3,987,0001,049
Fair value$3,856,0001,061
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$66,910,0001,867
U.S. Government securities$36,821,0002,407
U.S. Treasury securities$01,963
U.S. Government agency obligations$36,821,0002,316
Securities issued by states & political subdivisions$29,478,000609
Other domestic debt securities$03,573
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$02,966
Foreign debt securities$0244
Equity securities$611,0001,390
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,001,000817
Mortgage-backed securities$24,498,0001,690
Certificates of participation in pools of residential mortgages$19,875,0001,495
Issued or guaranteed by U.S.$19,875,0001,482
Privately issued$0203
Collaterized mortgage obligations$4,623,0001,613
CMOs issued by government agencies or sponsored agencies$4,623,0001,422
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$66,910,0001,574
Total debt securities$66,298,0001,832
Structured notes
Amortized cost$3,987,0001,032
Fair value$3,924,0001,036
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$67,831,0001,833
U.S. Government securities$33,967,0002,558
U.S. Treasury securities$01,990
U.S. Government agency obligations$33,967,0002,466
Securities issued by states & political subdivisions$33,258,000532
Other domestic debt securities$03,638
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$03,039
Foreign debt securities$0248
Equity securities$606,0001,411
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,794,000821
Mortgage-backed securities$20,015,0001,929
Certificates of participation in pools of residential mortgages$16,136,0001,754
Issued or guaranteed by U.S.$16,136,0001,746
Privately issued$0225
Collaterized mortgage obligations$3,879,0001,716
CMOs issued by government agencies or sponsored agencies$3,879,0001,524
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$67,831,0001,539
Total debt securities$67,225,0001,793
Structured notes
Amortized cost$3,648,0001,083
Fair value$3,595,0001,085
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$70,520,0001,792
U.S. Government securities$34,797,0002,541
U.S. Treasury securities$02,098
U.S. Government agency obligations$34,797,0002,440
Securities issued by states & political subdivisions$35,136,000482
Other domestic debt securities$03,741
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$03,142
Foreign debt securities$0251
Equity securities$587,0001,446
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,970,000793
Mortgage-backed securities$21,239,0001,887
Certificates of participation in pools of residential mortgages$18,408,0001,611
Issued or guaranteed by U.S.$18,408,0001,599
Privately issued$0225
Collaterized mortgage obligations$2,831,0001,967
CMOs issued by government agencies or sponsored agencies$2,831,0001,766
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$70,520,0001,514
Total debt securities$69,933,0001,753
Structured notes
Amortized cost$3,648,0001,072
Fair value$3,462,0001,087
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$70,078,0001,810
U.S. Government securities$35,609,0002,454
U.S. Treasury securities$02,082
U.S. Government agency obligations$35,609,0002,377
Securities issued by states & political subdivisions$33,851,000506
Other domestic debt securities$03,839
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$03,226
Foreign debt securities$0264
Equity securities$618,0001,491
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,034,000863
Mortgage-backed securities$23,124,0001,827
Certificates of participation in pools of residential mortgages$20,361,0001,520
Issued or guaranteed by U.S.$20,361,0001,508
Privately issued$0230
Collaterized mortgage obligations$2,763,0002,051
CMOs issued by government agencies or sponsored agencies$2,763,0001,832
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)$04,632
Available-for-sale securities (fair market value)$70,078,0001,545
Total debt securities$69,460,0001,758
Structured notes
Amortized cost$3,649,000927
Fair value$3,656,000929
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$69,703,0001,851
U.S. Government securities$34,584,0002,595
U.S. Treasury securities$02,227
U.S. Government agency obligations$34,584,0002,514
Securities issued by states & political subdivisions$34,505,000502
Other domestic debt securities$03,890
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$03,361
Foreign debt securities$0283
Equity securities$614,0001,504
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,229,000867
Mortgage-backed securities$21,347,0001,929
Certificates of participation in pools of residential mortgages$20,841,0001,490
Issued or guaranteed by U.S.$20,841,0001,479
Privately issued$0248
Collaterized mortgage obligations$506,0003,160
CMOs issued by government agencies or sponsored agencies$506,0003,010
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)$04,692
Available-for-sale securities (fair market value)$69,703,0001,577
Total debt securities$69,089,0001,823
Structured notes
Amortized cost$2,500,0001,067
Fair value$2,513,0001,064
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$64,963,0001,938
U.S. Government securities$30,720,0002,768
U.S. Treasury securities$02,287
U.S. Government agency obligations$30,720,0002,672
Securities issued by states & political subdivisions$33,507,000524
Other domestic debt securities$03,996
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$03,464
Foreign debt securities$0291
Equity securities$736,0001,516
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,320,000846
Mortgage-backed securities$19,916,0002,014
Certificates of participation in pools of residential mortgages$18,703,0001,607
Issued or guaranteed by U.S.$18,703,0001,595
Privately issued$0253
Collaterized mortgage obligations$1,213,0002,682
CMOs issued by government agencies or sponsored agencies$1,213,0002,537
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)$04,716
Available-for-sale securities (fair market value)$64,963,0001,642
Total debt securities$64,227,0001,906
Structured notes
Amortized cost$2,000,0001,004
Fair value$2,023,0001,009
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$71,223,0001,750
U.S. Government securities$31,422,0002,635
U.S. Treasury securities$02,322
U.S. Government agency obligations$31,422,0002,548
Securities issued by states & political subdivisions$39,035,000425
Other domestic debt securities$04,051
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$03,493
Foreign debt securities$0294
Equity securities$766,0001,517
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,309,000770
Mortgage-backed securities$22,981,0001,863
Certificates of participation in pools of residential mortgages$19,065,0001,577
Issued or guaranteed by U.S.$19,065,0001,570
Privately issued$0256
Collaterized mortgage obligations$3,916,0001,936
CMOs issued by government agencies or sponsored agencies$3,916,0001,820
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)$04,735
Available-for-sale securities (fair market value)$71,223,0001,494
Total debt securities$70,457,0001,710
Structured notes
Amortized cost$2,500,000717
Fair value$2,555,000714
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$74,496,0001,658
U.S. Government securities$36,144,0002,351
U.S. Treasury securities$02,382
U.S. Government agency obligations$36,144,0002,256
Securities issued by states & political subdivisions$37,610,000415
Other domestic debt securities$04,116
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$03,546
Foreign debt securities$0294
Equity securities$742,0001,517
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,681,000756
Mortgage-backed securities$24,455,0001,788
Certificates of participation in pools of residential mortgages$19,276,0001,533
Issued or guaranteed by U.S.$19,276,0001,526
Privately issued$0257
Collaterized mortgage obligations$5,179,0001,772
CMOs issued by government agencies or sponsored agencies$5,179,0001,662
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)$04,788
Available-for-sale securities (fair market value)$74,496,0001,409
Total debt securities$73,754,0001,621
Structured notes
Amortized cost$4,001,000352
Fair value$4,046,000358
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$78,808,0001,557
U.S. Government securities$37,600,0002,255
U.S. Treasury securities$02,544
U.S. Government agency obligations$37,600,0002,163
Securities issued by states & political subdivisions$40,478,000362
Other domestic debt securities$04,152
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$03,582
Foreign debt securities$0302
Equity securities$730,0001,520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,498,000703
Mortgage-backed securities$24,700,0001,727
Certificates of participation in pools of residential mortgages$18,796,0001,533
Issued or guaranteed by U.S.$18,796,0001,527
Privately issued$0252
Collaterized mortgage obligations$5,904,0001,694
CMOs issued by government agencies or sponsored agencies$5,904,0001,598
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)$04,875
Available-for-sale securities (fair market value)$78,808,0001,311
Total debt securities$78,079,0001,524
Structured notes
Amortized cost$3,500,000300
Fair value$3,590,000296
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$68,511,0001,639
U.S. Government securities$30,639,0002,503
U.S. Treasury securities$03,182
U.S. Government agency obligations$30,639,0002,371
Securities issued by states & political subdivisions$37,114,000381
Other domestic debt securities$04,224
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$03,579
Foreign debt securities$0319
Equity securities$758,0001,448
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,877,000764
Mortgage-backed securities$21,346,0001,753
Certificates of participation in pools of residential mortgages$19,342,0001,328
Issued or guaranteed by U.S.$19,342,0001,318
Privately issued$0260
Collaterized mortgage obligations$2,004,0002,725
CMOs issued by government agencies or sponsored agencies$2,004,0002,565
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)$05,093
Available-for-sale securities (fair market value)$68,511,0001,352
Total debt securities$67,753,0001,609
Structured notes
Amortized cost$1,278,000278
Fair value$1,284,000276
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$57,238,0001,920
U.S. Government securities$23,517,0003,236
U.S. Treasury securities$04,186
U.S. Government agency obligations$23,517,0002,992
Securities issued by states & political subdivisions$31,959,000468
Other domestic debt securities$03,998
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$03,386
Foreign debt securities$0313
Equity securities$1,762,0001,730
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,815,000832
Mortgage-backed securities$6,188,0003,040
Certificates of participation in pools of residential mortgages$6,188,0002,331
Issued or guaranteed by U.S.$6,188,0002,316
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
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)$05,708
Available-for-sale securities (fair market value)$57,238,0001,490
Total debt securities$55,476,0001,915
Structured notes
Amortized cost$1,485,000255
Fair value$1,487,000246
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$48,443,0002,345
U.S. Government securities$13,269,0005,175
U.S. Treasury securities$471,0004,707
U.S. Government agency obligations$12,798,0004,799
Securities issued by states & political subdivisions$33,527,000424
Other domestic debt securities$03,983
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$03,254
Foreign debt securities$0343
Equity securities$1,647,0001,722
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,973,0001,025
Mortgage-backed securities$3,521,0004,211
Certificates of participation in pools of residential mortgages$3,521,0003,338
Issued or guaranteed by U.S.$3,521,0003,325
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$06,120
Available-for-sale securities (fair market value)$48,443,0001,785
Total debt securities$46,796,0002,336
Structured notes
Amortized cost$122,0001,269
Fair value$118,0001,270
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$45,041,0002,552
U.S. Government securities$12,352,0005,428
U.S. Treasury securities$06,820
U.S. Government agency obligations$12,352,0004,649
Securities issued by states & political subdivisions$31,011,000449
Other domestic debt securities$03,984
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$03,174
Foreign debt securities$0363
Equity securities$1,678,0001,693
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,501,0001,079
Mortgage-backed securities$7,631,0003,137
Certificates of participation in pools of residential mortgages$7,631,0002,352
Issued or guaranteed by U.S.$7,631,0002,336
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
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)$06,613
Available-for-sale securities (fair market value)$45,041,0001,910
Total debt securities$43,363,0002,539
Structured notes
Amortized cost$136,0001,537
Fair value$136,0001,536
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$42,570,0002,659
U.S. Government securities$17,615,0004,486
U.S. Treasury securities$649,0006,937
U.S. Government agency obligations$16,966,0003,671
Securities issued by states & political subdivisions$23,319,000531
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$1,636,0001,677
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,129,0001,189
Mortgage-backed securities$10,905,0002,506
Certificates of participation in pools of residential mortgages$10,407,0001,892
Issued or guaranteed by U.S.$10,407,0001,877
Privately issued$0394
Collaterized mortgage obligations$498,0004,013
CMOs issued by government agencies or sponsored agencies$498,0003,868
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)$07,375
Available-for-sale securities (fair market value)$42,570,0001,885
Total debt securities$40,934,0002,679
Structured notes
Amortized cost$341,0002,322
Fair value$339,0002,321
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$45,233,0002,676
U.S. Government securities$22,195,0004,124
U.S. Treasury securities$1,159,0006,942
U.S. Government agency obligations$21,036,0003,231
Securities issued by states & political subdivisions$21,741,000572
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$1,297,0001,988
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,264,0001,461
Mortgage-backed securities$14,069,0002,365
Certificates of participation in pools of residential mortgages$13,571,0001,765
Issued or guaranteed by U.S.$13,571,0001,747
Privately issued$0472
Collaterized mortgage obligations$498,0004,461
CMOs issued by government agencies or sponsored agencies$498,0004,298
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)$08,064
Available-for-sale securities (fair market value)$45,233,0001,822
Total debt securities$43,936,0002,679
Structured notes
Amortized cost$350,0003,007
Fair value$343,0003,025
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$38,054,0003,320
U.S. Government securities$18,495,0004,936
U.S. Treasury securities$653,0009,117
U.S. Government agency obligations$17,842,0003,646
Securities issued by states & political subdivisions$18,223,000686
Other domestic debt securities$10,0005,053
Privately issued residential mortgage-backed securities$10,0002,454
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$1,326,0001,838
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,720,0001,997
Mortgage-backed securities$12,297,0002,698
Certificates of participation in pools of residential mortgages$11,777,0001,946
Issued or guaranteed by U.S.$11,777,0001,924
Privately issued$0558
Collaterized mortgage obligations$520,0004,830
CMOs issued by government agencies or sponsored agencies$510,0004,663
Privately issued$10,0002,119
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$38,054,0002,250
Total debt securities$36,728,0003,353
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$30,875,0004,169
U.S. Government securities$13,133,0006,602
U.S. Treasury securities$811,0009,986
U.S. Government agency obligations$12,322,0004,639
Securities issued by states & political subdivisions$16,533,000784
Other domestic debt securities$16,0005,648
Privately issued residential mortgage-backed securities$16,0002,725
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$1,193,0001,821
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,396,0002,858
Mortgage-backed securities$10,241,0003,186
Certificates of participation in pools of residential mortgages$9,560,0002,309
Issued or guaranteed by U.S.$9,560,0002,299
Privately issued$0564
Collaterized mortgage obligations$681,0004,969
CMOs issued by government agencies or sponsored agencies$665,0004,787
Privately issued$16,0002,382
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,139,0004,071
Available-for-sale securities (fair market value)$14,736,0003,622
Total debt securities$29,682,0004,215
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$31,275,0004,328
U.S. Government securities$14,866,0006,302
U.S. Treasury securities$955,00010,176
U.S. Government agency obligations$13,911,0004,421
Securities issued by states & political subdivisions$15,162,000901
Other domestic debt securities$37,0006,239
Privately issued residential mortgage-backed securities$37,0003,105
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$1,210,0001,887
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,652,0003,426
Mortgage-backed securities$10,100,0003,614
Certificates of participation in pools of residential mortgages$9,546,0002,556
Issued or guaranteed by U.S.$9,546,0002,526
Privately issued$0731
Collaterized mortgage obligations$554,0005,577
CMOs issued by government agencies or sponsored agencies$517,0005,364
Privately issued$37,0002,654
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$30,065,0004,359
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$24,325,0005,273
U.S. Government securities$10,517,0007,830
U.S. Treasury securities$858,00010,691
U.S. Government agency obligations$9,659,0005,664
Securities issued by states & political subdivisions$11,980,0001,100
Other domestic debt securities$85,0006,853
Privately issued residential mortgage-backed securities$85,0003,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$1,743,0001,393
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,771,0003,628
Mortgage-backed securities$7,917,0004,298
Certificates of participation in pools of residential mortgages$6,691,0003,319
Issued or guaranteed by U.S.$6,691,0003,270
Privately issued$0831
Collaterized mortgage obligations$1,226,0004,755
CMOs issued by government agencies or sponsored agencies$1,141,0004,461
Privately issued$85,0003,083
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$22,582,0005,489
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