Community & Southern Bank, Securities

2016-06-30Rank
Total securities$477,798,000320
U.S. Government securities$367,039,000303
U.S. Treasury securities$01,253
U.S. Government agency obligations$367,039,000292
Securities issued by states & political subdivisions$61,703,000635
Other domestic debt securities$45,284,000242
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$9,794,000117
Structured financial products - Total$0235
Other domestic debt securities - All other$35,490,000180
Foreign debt securities$0339
Equity securities$3,772,000287
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$330,081,000216
Mortgage-backed securities$320,989,000264
Certificates of participation in pools of residential mortgages$190,145,000244
Issued or guaranteed by U.S.$190,145,000243
Privately issued$071
Collaterized mortgage obligations$130,844,000233
CMOs issued by government agencies or sponsored agencies$130,844,000216
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)$53,259,000399
Available-for-sale securities (fair market value)$424,539,000306
Total debt securities$474,026,000321
Structured notes
Amortized cost$225,0001,178
Fair value$225,0001,182
Trading account assets$3,837,000144
Revaluation gains on off-balance sheet contracts$3,837,000100
Revaluation losses on off-balance sheet contracts$3,837,00099
2016-03-31Rank
Total securities$496,454,000315
U.S. Government securities$383,869,000297
U.S. Treasury securities$01,296
U.S. Government agency obligations$383,869,000285
Securities issued by states & political subdivisions$62,890,000604
Other domestic debt securities$45,921,000231
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$10,428,000114
Structured financial products - Total$0235
Other domestic debt securities - All other$35,493,000183
Foreign debt securities$0334
Equity securities$3,774,000283
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$350,602,000211
Mortgage-backed securities$337,299,000253
Certificates of participation in pools of residential mortgages$198,043,000231
Issued or guaranteed by U.S.$198,043,000230
Privately issued$066
Collaterized mortgage obligations$139,256,000229
CMOs issued by government agencies or sponsored agencies$139,256,000213
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)$54,497,000407
Available-for-sale securities (fair market value)$441,957,000298
Total debt securities$492,680,000313
Structured notes
Amortized cost$450,0001,256
Fair value$450,0001,259
Trading account assets$3,435,000140
Revaluation gains on off-balance sheet contracts$3,435,00098
Revaluation losses on off-balance sheet contracts$3,435,000100
2015-12-31Rank
Total securities$519,967,000302
U.S. Government securities$400,294,000282
U.S. Treasury securities$01,367
U.S. Government agency obligations$400,294,000273
Securities issued by states & political subdivisions$64,478,000586
Other domestic debt securities$51,537,000211
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$15,894,000101
Structured financial products - Total$0235
Other domestic debt securities - All other$35,643,000180
Foreign debt securities$0322
Equity securities$3,658,000294
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$347,343,000213
Mortgage-backed securities$348,622,000248
Certificates of participation in pools of residential mortgages$203,428,000218
Issued or guaranteed by U.S.$203,428,000217
Privately issued$066
Collaterized mortgage obligations$145,194,000221
CMOs issued by government agencies or sponsored agencies$145,194,000206
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)$55,486,000411
Available-for-sale securities (fair market value)$464,481,000284
Total debt securities$516,309,000296
Structured notes
Amortized cost$450,0001,399
Fair value$448,0001,401
Trading account assets$2,495,000136
Revaluation gains on off-balance sheet contracts$2,495,00090
Revaluation losses on off-balance sheet contracts$2,495,00092
2015-09-30Rank
Total securities$576,245,000280
U.S. Government securities$452,902,000253
U.S. Treasury securities$01,303
U.S. Government agency obligations$452,902,000246
Securities issued by states & political subdivisions$67,585,000544
Other domestic debt securities$52,432,000207
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$16,723,000103
Structured financial products - Total$0235
Other domestic debt securities - All other$35,709,000175
Foreign debt securities$0326
Equity securities$3,326,000312
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$290,784,000248
Mortgage-backed securities$391,891,000225
Certificates of participation in pools of residential mortgages$232,942,000202
Issued or guaranteed by U.S.$232,942,000201
Privately issued$065
Collaterized mortgage obligations$158,949,000211
CMOs issued by government agencies or sponsored agencies$158,949,000198
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)$58,576,000400
Available-for-sale securities (fair market value)$517,669,000261
Total debt securities$572,919,000275
Structured notes
Amortized cost$5,000,000447
Fair value$4,992,000467
Trading account assets$2,609,000147
Revaluation gains on off-balance sheet contracts$2,609,000100
Revaluation losses on off-balance sheet contracts$2,609,000101
2015-06-30Rank
Total securities$568,806,000281
U.S. Government securities$447,519,000258
U.S. Treasury securities$01,348
U.S. Government agency obligations$447,519,000250
Securities issued by states & political subdivisions$68,216,000529
Other domestic debt securities$49,364,000218
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$17,600,000101
Structured financial products - Total$0242
Other domestic debt securities - All other$31,764,000184
Foreign debt securities$0330
Equity securities$3,707,000293
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$290,375,000247
Mortgage-backed securities$386,656,000232
Certificates of participation in pools of residential mortgages$218,456,000208
Issued or guaranteed by U.S.$218,456,000206
Privately issued$067
Collaterized mortgage obligations$168,200,000205
CMOs issued by government agencies or sponsored agencies$168,200,000195
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)$61,136,000389
Available-for-sale securities (fair market value)$507,670,000262
Total debt securities$565,099,000273
Structured notes
Amortized cost$5,497,000494
Fair value$5,431,000497
Trading account assets$1,574,000160
Revaluation gains on off-balance sheet contracts$1,574,000102
Revaluation losses on off-balance sheet contracts$1,574,000101
2015-03-31Rank
Total securities$544,843,000284
U.S. Government securities$423,299,000273
U.S. Treasury securities$01,327
U.S. Government agency obligations$423,299,000263
Securities issued by states & political subdivisions$70,259,000494
Other domestic debt securities$47,578,000222
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$18,303,000104
Structured financial products - Total$0236
Other domestic debt securities - All other$29,275,000195
Foreign debt securities$0332
Equity securities$3,707,000296
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$281,918,000259
Mortgage-backed securities$360,995,000246
Certificates of participation in pools of residential mortgages$210,182,000217
Issued or guaranteed by U.S.$210,182,000216
Privately issued$070
Collaterized mortgage obligations$150,813,000219
CMOs issued by government agencies or sponsored agencies$150,813,000208
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)$63,063,000377
Available-for-sale securities (fair market value)$481,780,000273
Total debt securities$541,136,000279
Structured notes
Amortized cost$5,496,000548
Fair value$5,503,000549
Trading account assets$2,137,000154
Revaluation gains on off-balance sheet contracts$2,137,000101
Revaluation losses on off-balance sheet contracts$2,137,000102
2014-12-31Rank
Total securities$509,812,000298
U.S. Government securities$393,850,000289
U.S. Treasury securities$01,361
U.S. Government agency obligations$393,850,000278
Securities issued by states & political subdivisions$72,041,000472
Other domestic debt securities$40,099,000246
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$18,722,00095
Structured financial products - Total$0236
Other domestic debt securities - All other$21,377,000240
Foreign debt securities$0316
Equity securities$3,822,000290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$331,322,000217
Mortgage-backed securities$331,239,000262
Certificates of participation in pools of residential mortgages$188,530,000244
Issued or guaranteed by U.S.$188,530,000243
Privately issued$075
Collaterized mortgage obligations$142,709,000229
CMOs issued by government agencies or sponsored agencies$142,709,000221
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)$64,929,000367
Available-for-sale securities (fair market value)$444,883,000291
Total debt securities$505,989,000293
Structured notes
Amortized cost$5,496,000600
Fair value$5,400,000604
Trading account assets$1,393,000166
Revaluation gains on off-balance sheet contracts$1,393,000101
Revaluation losses on off-balance sheet contracts$1,393,000103
2014-09-30Rank
Total securities$524,180,000290
U.S. Government securities$409,917,000278
U.S. Treasury securities$01,381
U.S. Government agency obligations$409,917,000268
Securities issued by states & political subdivisions$72,110,000463
Other domestic debt securities$37,271,000258
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$18,975,00094
Structured financial products - Total$0253
Other domestic debt securities - All other$18,296,000275
Foreign debt securities$0309
Equity securities$4,882,000249
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$282,188,000262
Mortgage-backed securities$341,183,000260
Certificates of participation in pools of residential mortgages$198,165,000231
Issued or guaranteed by U.S.$198,165,000230
Privately issued$073
Collaterized mortgage obligations$143,018,000235
CMOs issued by government agencies or sponsored agencies$143,018,000224
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$65,012,000365
Available-for-sale securities (fair market value)$459,168,000282
Total debt securities$519,298,000286
Structured notes
Amortized cost$10,496,000371
Fair value$10,288,000374
Trading account assets$717,000176
Revaluation gains on off-balance sheet contracts$717,000106
Revaluation losses on off-balance sheet contracts$717,000105
2014-06-30Rank
Total securities$539,262,000281
U.S. Government securities$429,274,000266
U.S. Treasury securities$01,342
U.S. Government agency obligations$429,274,000258
Securities issued by states & political subdivisions$72,162,000456
Other domestic debt securities$32,398,000300
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$19,185,000102
Structured financial products - Total$0259
Other domestic debt securities - All other$13,213,000358
Foreign debt securities$0311
Equity securities$5,428,000235
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$334,603,000214
Mortgage-backed securities$359,016,000251
Certificates of participation in pools of residential mortgages$214,324,000218
Issued or guaranteed by U.S.$214,324,000217
Privately issued$075
Collaterized mortgage obligations$144,692,000230
CMOs issued by government agencies or sponsored agencies$144,692,000218
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)$65,097,000364
Available-for-sale securities (fair market value)$474,165,000271
Total debt securities$533,835,000276
Structured notes
Amortized cost$10,495,000391
Fair value$10,263,000395
Trading account assets$592,000193
Revaluation gains on off-balance sheet contracts$592,000113
Revaluation losses on off-balance sheet contracts$822,000105
2014-03-31Rank
Total securities$539,031,000275
U.S. Government securities$430,817,000261
U.S. Treasury securities$01,198
U.S. Government agency obligations$430,817,000255
Securities issued by states & political subdivisions$65,600,000513
Other domestic debt securities$37,423,000284
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$19,313,000106
Structured financial products - Total$0268
Other domestic debt securities - All other$18,110,000301
Foreign debt securities$0314
Equity securities$5,191,000250
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$386,238,000181
Mortgage-backed securities$370,200,000245
Certificates of participation in pools of residential mortgages$208,325,000230
Issued or guaranteed by U.S.$208,325,000229
Privately issued$076
Collaterized mortgage obligations$161,875,000212
CMOs issued by government agencies or sponsored agencies$161,875,000199
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)$65,600,000349
Available-for-sale securities (fair market value)$473,431,000269
Total debt securities$533,840,000272
Structured notes
Amortized cost$10,000,000420
Fair value$9,572,000431
Trading account assets$126,000217
Revaluation gains on off-balance sheet contracts$126,000125
Revaluation losses on off-balance sheet contracts$126,000125
2013-12-31Rank
Total securities$497,938,000304
U.S. Government securities$398,339,000280
U.S. Treasury securities$01,131
U.S. Government agency obligations$398,339,000270
Securities issued by states & political subdivisions$64,902,000520
Other domestic debt securities$34,507,000314
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$19,406,000106
Structured financial products - Total$0292
Other domestic debt securities - All other$15,101,000352
Foreign debt securities$0320
Equity securities$190,000884
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$395,413,000182
Mortgage-backed securities$341,603,000254
Certificates of participation in pools of residential mortgages$182,554,000254
Issued or guaranteed by U.S.$182,554,000252
Privately issued$081
Collaterized mortgage obligations$159,049,000216
CMOs issued by government agencies or sponsored agencies$159,049,000201
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)$64,902,000348
Available-for-sale securities (fair market value)$433,036,000309
Total debt securities$497,748,000298
Structured notes
Amortized cost$10,190,000406
Fair value$9,676,000414
Trading account assets$161,000211
Revaluation gains on off-balance sheet contracts$161,000125
Revaluation losses on off-balance sheet contracts$161,000122
2013-09-30Rank
Total securities$512,422,000301
U.S. Government securities$412,854,000267
U.S. Treasury securities$01,131
U.S. Government agency obligations$412,854,000261
Securities issued by states & political subdivisions$64,987,000523
Other domestic debt securities$34,581,000312
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$19,491,000110
Structured financial products - Total$0318
Other domestic debt securities - All other$15,090,000358
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$354,835,000200
Mortgage-backed securities$354,962,000244
Certificates of participation in pools of residential mortgages$178,351,000259
Issued or guaranteed by U.S.$178,351,000257
Privately issued$080
Collaterized mortgage obligations$176,611,000208
CMOs issued by government agencies or sponsored agencies$176,611,000193
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)$64,987,000334
Available-for-sale securities (fair market value)$447,435,000299
Total debt securities$512,422,000296
Structured notes
Amortized cost$10,000,000398
Fair value$9,473,000417
Trading account assets$214,000214
Revaluation gains on off-balance sheet contracts$214,000119
Revaluation losses on off-balance sheet contracts$214,000121
2013-06-30Rank
Total securities$398,043,000379
U.S. Government securities$298,050,000357
U.S. Treasury securities$01,152
U.S. Government agency obligations$298,050,000347
Securities issued by states & political subdivisions$65,072,000517
Other domestic debt securities$34,921,000316
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$19,753,000104
Structured financial products - Total$0318
Other domestic debt securities - All other$15,168,000352
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$324,619,000213
Mortgage-backed securities$237,510,000343
Certificates of participation in pools of residential mortgages$112,761,000401
Issued or guaranteed by U.S.$112,761,000400
Privately issued$083
Collaterized mortgage obligations$124,749,000257
CMOs issued by government agencies or sponsored agencies$124,749,000241
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)$65,072,000309
Available-for-sale securities (fair market value)$332,971,000401
Total debt securities$398,043,000374
Structured notes
Amortized cost$10,000,000387
Fair value$9,746,000396
Trading account assets$173,000215
Revaluation gains on off-balance sheet contracts$173,000117
Revaluation losses on off-balance sheet contracts$173,000114
2013-03-31Rank
Total securities$406,232,000377
U.S. Government securities$308,670,000350
U.S. Treasury securities$01,161
U.S. Government agency obligations$308,670,000339
Securities issued by states & political subdivisions$65,755,000499
Other domestic debt securities$31,807,000338
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$16,522,000103
Structured financial products - Total$0323
Other domestic debt securities - All other$15,285,000352
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$345,342,000210
Mortgage-backed securities$251,646,000335
Certificates of participation in pools of residential mortgages$108,306,000428
Issued or guaranteed by U.S.$108,306,000427
Privately issued$083
Collaterized mortgage obligations$143,340,000245
CMOs issued by government agencies or sponsored agencies$143,340,000230
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)$65,755,000282
Available-for-sale securities (fair market value)$340,477,000402
Total debt securities$406,232,000370
Structured notes
Amortized cost$5,000,000702
Fair value$4,990,000719
Trading account assets$359,000191
Revaluation gains on off-balance sheet contracts$359,000105
Revaluation losses on off-balance sheet contracts$359,000107
2012-12-31Rank
Total securities$428,246,000354
U.S. Government securities$310,224,000356
U.S. Treasury securities$01,135
U.S. Government agency obligations$310,224,000341
Securities issued by states & political subdivisions$67,639,000473
Other domestic debt securities$48,891,000244
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$17,029,00049
Asset backed securities$16,687,00095
Structured financial products - Total$0329
Other domestic debt securities - All other$15,175,000346
Foreign debt securities$0317
Equity securities$1,492,000531
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$348,382,000210
Mortgage-backed securities$269,300,000314
Certificates of participation in pools of residential mortgages$89,370,000502
Issued or guaranteed by U.S.$89,370,000500
Privately issued$085
Collaterized mortgage obligations$162,901,000227
CMOs issued by government agencies or sponsored agencies$162,901,000214
Privately issued$01,025
Commercial mortgage-backed securities$17,029,000150
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$17,029,00091
Held to maturity securities (book value)$66,550,000278
Available-for-sale securities (fair market value)$361,696,000363
Total debt securities$426,754,000347
Structured notes
Amortized cost$5,000,000727
Fair value$4,996,000761
Trading account assets$54,000224
Revaluation gains on off-balance sheet contracts$54,000115
Revaluation losses on off-balance sheet contracts$54,000119
2012-09-30Rank
Total securities$408,695,000375
U.S. Government securities$306,703,000364
U.S. Treasury securities$01,086
U.S. Government agency obligations$306,703,000353
Securities issued by states & political subdivisions$68,140,000444
Other domestic debt securities$32,322,000337
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$17,141,00051
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$15,181,000363
Foreign debt securities$0302
Equity securities$1,530,000514
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$309,883,000228
Mortgage-backed securities$289,947,000309
Certificates of participation in pools of residential mortgages$99,227,000478
Issued or guaranteed by U.S.$99,227,000477
Privately issued$088
Collaterized mortgage obligations$173,579,000227
CMOs issued by government agencies or sponsored agencies$173,579,000213
Privately issued$01,068
Commercial mortgage-backed securities$17,141,000139
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$17,141,00089
Held to maturity securities (book value)$67,053,000278
Available-for-sale securities (fair market value)$341,642,000399
Total debt securities$407,165,000370
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$437,553,000352
U.S. Government securities$335,994,000333
U.S. Treasury securities$01,068
U.S. Government agency obligations$335,994,000325
Securities issued by states & political subdivisions$68,496,000418
Other domestic debt securities$31,724,000345
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$16,904,00052
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$14,820,000364
Foreign debt securities$0295
Equity securities$1,339,000529
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$256,129,000263
Mortgage-backed securities$318,335,000293
Certificates of participation in pools of residential mortgages$107,758,000451
Issued or guaranteed by U.S.$107,758,000449
Privately issued$094
Collaterized mortgage obligations$193,673,000217
CMOs issued by government agencies or sponsored agencies$193,673,000200
Privately issued$01,117
Commercial mortgage-backed securities$16,904,000136
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$16,904,00082
Held to maturity securities (book value)$67,422,000278
Available-for-sale securities (fair market value)$370,131,000368
Total debt securities$436,214,000349
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$523,807,000304
U.S. Government securities$436,707,000275
U.S. Treasury securities$01,157
U.S. Government agency obligations$436,707,000270
Securities issued by states & political subdivisions$64,005,000434
Other domestic debt securities$21,980,000422
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$16,855,00050
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$5,125,000733
Foreign debt securities$0227
Equity securities$1,115,000544
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$272,357,000254
Mortgage-backed securities$417,544,000238
Certificates of participation in pools of residential mortgages$174,517,000295
Issued or guaranteed by U.S.$174,517,000293
Privately issued$094
Collaterized mortgage obligations$226,172,000199
CMOs issued by government agencies or sponsored agencies$226,172,000183
Privately issued$01,155
Commercial mortgage-backed securities$16,855,000126
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$16,855,00074
Held to maturity securities (book value)$62,947,000294
Available-for-sale securities (fair market value)$460,860,000307
Total debt securities$522,692,000298
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$529,443,000288
U.S. Government securities$442,972,000260
U.S. Treasury securities$01,076
U.S. Government agency obligations$442,972,000255
Securities issued by states & political subdivisions$63,715,000421
Other domestic debt securities$21,665,000462
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$16,687,00043
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$4,978,000692
Foreign debt securities$0182
Equity securities$1,091,000531
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$256,231,000244
Mortgage-backed securities$422,371,000222
Certificates of participation in pools of residential mortgages$166,056,000293
Issued or guaranteed by U.S.$166,056,000292
Privately issued$0121
Collaterized mortgage obligations$239,628,000182
CMOs issued by government agencies or sponsored agencies$239,628,000157
Privately issued$01,216
Commercial mortgage-backed securities$16,687,00096
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$16,687,00063
Held to maturity securities (book value)$62,681,000291
Available-for-sale securities (fair market value)$466,762,000294
Total debt securities$528,352,000282
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$520,082,000285
U.S. Government securities$441,420,000249
U.S. Treasury securities$01,126
U.S. Government agency obligations$441,420,000245
Securities issued by states & political subdivisions$61,471,000418
Other domestic debt securities$16,365,000536
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$16,365,00036
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$826,000623
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$252,107,000243
Mortgage-backed securities$424,718,000213
Certificates of participation in pools of residential mortgages$149,630,000314
Issued or guaranteed by U.S.$149,630,000312
Privately issued$0132
Collaterized mortgage obligations$258,723,000170
CMOs issued by government agencies or sponsored agencies$258,723,000149
Privately issued$01,235
Commercial mortgage-backed securities$16,365,00085
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$16,365,00056
Held to maturity securities (book value)$60,177,000296
Available-for-sale securities (fair market value)$459,905,000284
Total debt securities$519,256,000280
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$524,754,000288
U.S. Government securities$442,136,000253
U.S. Treasury securities$01,225
U.S. Government agency obligations$442,136,000243
Securities issued by states & political subdivisions$65,144,000360
Other domestic debt securities$16,477,000522
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$16,477,00033
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$997,000587
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$264,067,000237
Mortgage-backed securities$435,543,000213
Certificates of participation in pools of residential mortgages$152,742,000305
Issued or guaranteed by U.S.$152,742,000303
Privately issued$0125
Collaterized mortgage obligations$266,324,000159
CMOs issued by government agencies or sponsored agencies$266,324,000138
Privately issued$01,265
Commercial mortgage-backed securities$16,477,00073
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$16,477,00049
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$524,754,000254
Total debt securities$523,757,000281
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$646,718,000230
U.S. Government securities$560,346,000206
U.S. Treasury securities$01,272
U.S. Government agency obligations$560,346,000200
Securities issued by states & political subdivisions$69,175,000335
Other domestic debt securities$16,283,000538
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$16,283,00030
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$914,000608
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$301,919,000209
Mortgage-backed securities$557,555,000164
Certificates of participation in pools of residential mortgages$264,920,000179
Issued or guaranteed by U.S.$264,920,000178
Privately issued$0136
Collaterized mortgage obligations$276,352,000155
CMOs issued by government agencies or sponsored agencies$276,352,000133
Privately issued$01,299
Commercial mortgage-backed securities$16,283,00066
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$16,283,00041
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$646,718,000204
Total debt securities$645,804,000227
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$635,881,000233
U.S. Government securities$544,644,000205
U.S. Treasury securities$01,275
U.S. Government agency obligations$544,644,000198
Securities issued by states & political subdivisions$74,333,000297
Other domestic debt securities$16,281,000563
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$16,281,00055
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$623,000704
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$161,189,000367
Mortgage-backed securities$470,224,000190
Certificates of participation in pools of residential mortgages$283,683,000168
Issued or guaranteed by U.S.$283,683,000166
Privately issued$0141
Collaterized mortgage obligations$170,260,000219
CMOs issued by government agencies or sponsored agencies$170,260,000189
Privately issued$01,350
Commercial mortgage-backed securities$16,281,00055
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$16,281,00033
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$635,881,000204
Total debt securities$635,258,000230
Structured notes
Amortized cost$9,500,000694
Fair value$9,577,000686
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$640,104,000212
U.S. Government securities$550,594,000191
U.S. Treasury securities$01,180
U.S. Government agency obligations$550,594,000185
Securities issued by states & political subdivisions$72,380,000289
Other domestic debt securities$16,527,000556
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$16,527,00052
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$603,000751
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$195,997,000295
Mortgage-backed securities$461,224,000175
Certificates of participation in pools of residential mortgages$293,214,000149
Issued or guaranteed by U.S.$293,214,000148
Privately issued$0141
Collaterized mortgage obligations$151,483,000240
CMOs issued by government agencies or sponsored agencies$151,483,000200
Privately issued$01,417
Commercial mortgage-backed securities$16,527,00052
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$16,527,00035
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$640,104,000185
Total debt securities$639,501,000210
Structured notes
Amortized cost$14,575,000427
Fair value$14,784,000427
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$364,834,000352
U.S. Government securities$294,617,000325
U.S. Treasury securities$01,121
U.S. Government agency obligations$294,617,000315
Securities issued by states & political subdivisions$68,560,000283
Other domestic debt securities$1,074,0002,099
Privately issued residential mortgage-backed securities$365,0001,244
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$709,0001,516
Foreign debt securities$0158
Equity securities$583,000789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$138,009,000427
Mortgage-backed securities$231,206,000310
Certificates of participation in pools of residential mortgages$153,079,000262
Issued or guaranteed by U.S.$153,079,000259
Privately issued$0148
Collaterized mortgage obligations$78,127,000385
CMOs issued by government agencies or sponsored agencies$77,762,000313
Privately issued$365,0001,192
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)$364,834,000312
Total debt securities$364,251,000350
Structured notes
Amortized cost$14,075,000485
Fair value$14,181,000487
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$138,796,000955
U.S. Government securities$89,911,0001,040
U.S. Treasury securities$01,130
U.S. Government agency obligations$89,911,0001,001
Securities issued by states & political subdivisions$45,639,000478
Other domestic debt securities$2,689,0001,578
Privately issued residential mortgage-backed securities$2,002,000863
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$687,0001,546
Foreign debt securities$0171
Equity securities$557,000814
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,099,000557
Mortgage-backed securities$82,758,000763
Certificates of participation in pools of residential mortgages$43,589,000874
Issued or guaranteed by U.S.$43,589,000866
Privately issued$0145
Collaterized mortgage obligations$39,169,000631
CMOs issued by government agencies or sponsored agencies$37,167,000524
Privately issued$2,002,000827
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)$138,796,000831
Total debt securities$138,240,000941
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