Republic Bank of Chicago, Securities

2017-09-30Rank
Total securities$242,410,000594
U.S. Government securities$144,154,000644
U.S. Treasury securities$01,313
U.S. Government agency obligations$144,154,000607
Securities issued by states & political subdivisions$5,268,0003,377
Other domestic debt securities$58,649,000188
Privately issued residential mortgage-backed securities$49,000513
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$58,600,000111
Foreign debt securities$28,292,00041
Equity securities$6,047,000196
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,634,0001,145
Mortgage-backed securities$110,404,000595
Certificates of participation in pools of residential mortgages$17,068,0001,620
Issued or guaranteed by U.S.$17,068,0001,617
Privately issued$069
Collaterized mortgage obligations$109,0002,901
CMOs issued by government agencies or sponsored agencies$60,0002,874
Privately issued$49,000480
Commercial mortgage-backed securities$93,227,000150
Commercial mortgage pass-through securities$26,056,000151
Other commercial mortgage-backed securities$67,171,000121
Held to maturity securities (book value)$23,007,000645
Available-for-sale securities (fair market value)$219,403,000566
Total debt securities$236,363,000597
Structured notes
Amortized cost$671,000740
Fair value$668,000739
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$240,909,000609
U.S. Government securities$149,272,000635
U.S. Treasury securities$01,351
U.S. Government agency obligations$149,272,000595
Securities issued by states & political subdivisions$5,279,0003,405
Other domestic debt securities$59,068,000183
Privately issued residential mortgage-backed securities$69,000521
Commercial mortgage-backed securities - Total$0138
Asset backed securities$360,000293
Structured financial products - Total$0219
Other domestic debt securities - All other$58,639,000110
Foreign debt securities$25,920,00042
Equity securities$1,370,000458
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,234,0001,069
Mortgage-backed securities$113,945,000593
Certificates of participation in pools of residential mortgages$22,123,0001,388
Issued or guaranteed by U.S.$22,123,0001,387
Privately issued$067
Collaterized mortgage obligations$133,0002,916
CMOs issued by government agencies or sponsored agencies$64,0002,893
Privately issued$69,000487
Commercial mortgage-backed securities$91,689,000147
Commercial mortgage pass-through securities$28,263,000146
Other commercial mortgage-backed securities$63,426,000125
Held to maturity securities (book value)$23,534,000641
Available-for-sale securities (fair market value)$217,375,000580
Total debt securities$239,539,000598
Structured notes
Amortized cost$676,000786
Fair value$672,000785
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$236,415,000630
U.S. Government securities$146,452,000649
U.S. Treasury securities$01,390
U.S. Government agency obligations$146,452,000609
Securities issued by states & political subdivisions$4,090,0003,665
Other domestic debt securities$59,227,000187
Privately issued residential mortgage-backed securities$89,000533
Commercial mortgage-backed securities - Total$0146
Asset backed securities$373,000295
Structured financial products - Total$0221
Other domestic debt securities - All other$58,765,000116
Foreign debt securities$25,609,00043
Equity securities$1,037,000487
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,495,0001,059
Mortgage-backed securities$109,734,000621
Certificates of participation in pools of residential mortgages$13,830,0001,898
Issued or guaranteed by U.S.$13,830,0001,898
Privately issued$066
Collaterized mortgage obligations$158,0002,934
CMOs issued by government agencies or sponsored agencies$69,0002,929
Privately issued$89,000501
Commercial mortgage-backed securities$95,746,000143
Commercial mortgage pass-through securities$29,055,000141
Other commercial mortgage-backed securities$66,691,000116
Held to maturity securities (book value)$23,831,000655
Available-for-sale securities (fair market value)$212,584,000609
Total debt securities$235,378,000621
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$236,233,000630
U.S. Government securities$146,807,000641
U.S. Treasury securities$01,367
U.S. Government agency obligations$146,807,000603
Securities issued by states & political subdivisions$4,099,0003,683
Other domestic debt securities$57,305,000187
Privately issued residential mortgage-backed securities$108,000537
Commercial mortgage-backed securities - Total$0137
Asset backed securities$1,292,000238
Structured financial products - Total$0226
Other domestic debt securities - All other$55,905,000117
Foreign debt securities$26,956,00042
Equity securities$1,066,000487
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,438,000925
Mortgage-backed securities$108,673,000610
Certificates of participation in pools of residential mortgages$15,036,0001,839
Issued or guaranteed by U.S.$15,036,0001,837
Privately issued$071
Collaterized mortgage obligations$182,0002,930
CMOs issued by government agencies or sponsored agencies$74,0002,923
Privately issued$108,000504
Commercial mortgage-backed securities$93,455,000143
Commercial mortgage pass-through securities$31,518,000134
Other commercial mortgage-backed securities$61,937,000116
Held to maturity securities (book value)$24,502,000649
Available-for-sale securities (fair market value)$211,731,000598
Total debt securities$235,167,000623
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$227,529,000639
U.S. Government securities$139,032,000674
U.S. Treasury securities$01,214
U.S. Government agency obligations$139,032,000645
Securities issued by states & political subdivisions$2,804,0003,967
Other domestic debt securities$56,334,000192
Privately issued residential mortgage-backed securities$129,000525
Commercial mortgage-backed securities - Total$0131
Asset backed securities$559,000282
Structured financial products - Total$0228
Other domestic debt securities - All other$55,646,000119
Foreign debt securities$25,367,00047
Equity securities$3,992,000269
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,350,000910
Mortgage-backed securities$103,287,000632
Certificates of participation in pools of residential mortgages$16,254,0001,768
Issued or guaranteed by U.S.$16,254,0001,768
Privately issued$067
Collaterized mortgage obligations$207,0002,946
CMOs issued by government agencies or sponsored agencies$78,0002,955
Privately issued$129,000497
Commercial mortgage-backed securities$86,826,000141
Commercial mortgage pass-through securities$32,747,000125
Other commercial mortgage-backed securities$54,079,000117
Held to maturity securities (book value)$24,873,000645
Available-for-sale securities (fair market value)$202,656,000628
Total debt securities$223,537,000640
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$221,171,000661
U.S. Government securities$132,812,000712
U.S. Treasury securities$01,253
U.S. Government agency obligations$132,812,000676
Securities issued by states & political subdivisions$2,821,0003,989
Other domestic debt securities$56,492,000198
Privately issued residential mortgage-backed securities$152,000536
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$56,340,000124
Foreign debt securities$26,458,00046
Equity securities$2,588,000350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,563,0001,023
Mortgage-backed securities$106,541,000624
Certificates of participation in pools of residential mortgages$16,843,0001,737
Issued or guaranteed by U.S.$16,843,0001,733
Privately issued$071
Collaterized mortgage obligations$13,871,000953
CMOs issued by government agencies or sponsored agencies$13,719,000912
Privately issued$152,000504
Commercial mortgage-backed securities$75,827,000138
Commercial mortgage pass-through securities$33,045,000118
Other commercial mortgage-backed securities$42,782,000125
Held to maturity securities (book value)$25,370,000650
Available-for-sale securities (fair market value)$195,801,000656
Total debt securities$218,583,000661
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$203,397,000728
U.S. Government securities$115,856,000818
U.S. Treasury securities$01,296
U.S. Government agency obligations$115,856,000781
Securities issued by states & political subdivisions$2,822,0004,001
Other domestic debt securities$55,267,000201
Privately issued residential mortgage-backed securities$175,000528
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$55,092,000121
Foreign debt securities$26,428,00043
Equity securities$3,024,000313
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,394,0001,044
Mortgage-backed securities$82,776,000755
Certificates of participation in pools of residential mortgages$14,363,0001,925
Issued or guaranteed by U.S.$14,363,0001,924
Privately issued$066
Collaterized mortgage obligations$14,679,000938
CMOs issued by government agencies or sponsored agencies$14,504,000890
Privately issued$175,000499
Commercial mortgage-backed securities$53,734,000156
Commercial mortgage pass-through securities$34,810,000108
Other commercial mortgage-backed securities$18,924,000186
Held to maturity securities (book value)$21,707,000726
Available-for-sale securities (fair market value)$181,690,000715
Total debt securities$200,373,000730
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$189,528,000791
U.S. Government securities$104,460,000907
U.S. Treasury securities$01,367
U.S. Government agency obligations$104,460,000870
Securities issued by states & political subdivisions$2,665,0004,082
Other domestic debt securities$55,223,000203
Privately issued residential mortgage-backed securities$198,000515
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$55,025,000123
Foreign debt securities$26,458,00044
Equity securities$722,000609
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,644,000604
Mortgage-backed securities$65,569,000910
Certificates of participation in pools of residential mortgages$21,996,0001,478
Issued or guaranteed by U.S.$21,996,0001,477
Privately issued$066
Collaterized mortgage obligations$15,436,000920
CMOs issued by government agencies or sponsored agencies$15,238,000881
Privately issued$198,000489
Commercial mortgage-backed securities$28,137,000213
Commercial mortgage pass-through securities$10,585,000207
Other commercial mortgage-backed securities$17,552,000171
Held to maturity securities (book value)$20,649,000757
Available-for-sale securities (fair market value)$168,879,000761
Total debt securities$188,806,000780
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$194,489,000763
U.S. Government securities$99,347,000947
U.S. Treasury securities$01,303
U.S. Government agency obligations$99,347,000906
Securities issued by states & political subdivisions$2,662,0004,120
Other domestic debt securities$60,673,000184
Privately issued residential mortgage-backed securities$220,000519
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$60,453,000117
Foreign debt securities$27,732,00048
Equity securities$4,075,000276
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,997,000814
Mortgage-backed securities$67,891,000866
Certificates of participation in pools of residential mortgages$22,940,0001,435
Issued or guaranteed by U.S.$22,940,0001,434
Privately issued$065
Collaterized mortgage obligations$16,483,000900
CMOs issued by government agencies or sponsored agencies$16,263,000858
Privately issued$220,000491
Commercial mortgage-backed securities$28,468,000200
Commercial mortgage pass-through securities$10,709,000196
Other commercial mortgage-backed securities$17,759,000165
Held to maturity securities (book value)$20,938,000757
Available-for-sale securities (fair market value)$173,551,000744
Total debt securities$190,414,000776
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$180,591,000834
U.S. Government securities$100,440,000975
U.S. Treasury securities$01,348
U.S. Government agency obligations$100,440,000925
Securities issued by states & political subdivisions$2,661,0004,149
Other domestic debt securities$50,732,000212
Privately issued residential mortgage-backed securities$248,000523
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$50,484,000136
Foreign debt securities$26,154,00048
Equity securities$604,000645
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,402,0001,049
Mortgage-backed securities$59,858,0001,000
Certificates of participation in pools of residential mortgages$37,223,0001,025
Issued or guaranteed by U.S.$37,223,0001,024
Privately issued$067
Collaterized mortgage obligations$7,159,0001,477
CMOs issued by government agencies or sponsored agencies$6,911,0001,433
Privately issued$248,000495
Commercial mortgage-backed securities$15,476,000266
Commercial mortgage pass-through securities$10,571,000180
Other commercial mortgage-backed securities$4,905,000318
Held to maturity securities (book value)$21,363,000758
Available-for-sale securities (fair market value)$159,228,000826
Total debt securities$179,987,000829
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$181,492,000837
U.S. Government securities$101,137,000971
U.S. Treasury securities$01,327
U.S. Government agency obligations$101,137,000927
Securities issued by states & political subdivisions$2,663,0004,162
Other domestic debt securities$50,118,000214
Privately issued residential mortgage-backed securities$281,000551
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$49,837,000135
Foreign debt securities$26,006,00048
Equity securities$1,568,000476
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,680,0001,062
Mortgage-backed securities$59,991,000998
Certificates of participation in pools of residential mortgages$41,861,000953
Issued or guaranteed by U.S.$41,861,000953
Privately issued$070
Collaterized mortgage obligations$2,271,0002,278
CMOs issued by government agencies or sponsored agencies$1,990,0002,289
Privately issued$281,000520
Commercial mortgage-backed securities$15,859,000251
Commercial mortgage pass-through securities$10,830,000168
Other commercial mortgage-backed securities$5,029,000303
Held to maturity securities (book value)$21,929,000743
Available-for-sale securities (fair market value)$159,563,000828
Total debt securities$179,924,000830
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$217,911,000693
U.S. Government securities$138,327,000740
U.S. Treasury securities$01,361
U.S. Government agency obligations$138,327,000706
Securities issued by states & political subdivisions$2,662,0004,216
Other domestic debt securities$52,098,000202
Privately issued residential mortgage-backed securities$307,000542
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$51,791,000132
Foreign debt securities$24,645,00045
Equity securities$179,000819
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,270,0001,080
Mortgage-backed securities$80,575,000806
Certificates of participation in pools of residential mortgages$51,516,000810
Issued or guaranteed by U.S.$51,516,000808
Privately issued$075
Collaterized mortgage obligations$2,471,0002,260
CMOs issued by government agencies or sponsored agencies$2,164,0002,274
Privately issued$307,000511
Commercial mortgage-backed securities$26,588,000187
Commercial mortgage pass-through securities$21,697,000107
Other commercial mortgage-backed securities$4,891,000289
Held to maturity securities (book value)$22,402,000732
Available-for-sale securities (fair market value)$195,509,000658
Total debt securities$217,732,000683
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$233,735,000646
U.S. Government securities$153,710,000690
U.S. Treasury securities$8,359,000420
U.S. Government agency obligations$145,351,000689
Securities issued by states & political subdivisions$2,657,0004,258
Other domestic debt securities$51,669,000199
Privately issued residential mortgage-backed securities$330,000565
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$51,339,000135
Foreign debt securities$25,054,00046
Equity securities$645,000660
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,905,0001,048
Mortgage-backed securities$86,703,000773
Certificates of participation in pools of residential mortgages$51,984,000818
Issued or guaranteed by U.S.$51,984,000817
Privately issued$073
Collaterized mortgage obligations$2,642,0002,265
CMOs issued by government agencies or sponsored agencies$2,312,0002,270
Privately issued$330,000539
Commercial mortgage-backed securities$32,077,000162
Commercial mortgage pass-through securities$27,277,00092
Other commercial mortgage-backed securities$4,800,000281
Held to maturity securities (book value)$23,577,000718
Available-for-sale securities (fair market value)$210,158,000611
Total debt securities$233,090,000638
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$225,006,000679
U.S. Government securities$145,538,000721
U.S. Treasury securities$8,346,000387
U.S. Government agency obligations$137,192,000726
Securities issued by states & political subdivisions$2,650,0004,299
Other domestic debt securities$50,821,000215
Privately issued residential mortgage-backed securities$364,000562
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$50,457,000138
Foreign debt securities$25,346,00045
Equity securities$651,000677
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,490,0001,235
Mortgage-backed securities$78,779,000847
Certificates of participation in pools of residential mortgages$44,024,000959
Issued or guaranteed by U.S.$44,024,000958
Privately issued$075
Collaterized mortgage obligations$2,844,0002,248
CMOs issued by government agencies or sponsored agencies$2,480,0002,270
Privately issued$364,000537
Commercial mortgage-backed securities$31,911,000158
Commercial mortgage pass-through securities$27,094,00090
Other commercial mortgage-backed securities$4,817,000266
Held to maturity securities (book value)$13,700,000977
Available-for-sale securities (fair market value)$211,306,000625
Total debt securities$224,355,000667
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$215,677,000706
U.S. Government securities$137,040,000759
U.S. Treasury securities$01,198
U.S. Government agency obligations$137,040,000726
Securities issued by states & political subdivisions$2,620,0004,347
Other domestic debt securities$56,383,000205
Privately issued residential mortgage-backed securities$389,000576
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$55,994,000130
Foreign debt securities$17,209,00054
Equity securities$2,425,000391
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,716,000819
Mortgage-backed securities$79,917,000838
Certificates of participation in pools of residential mortgages$45,558,000934
Issued or guaranteed by U.S.$45,558,000934
Privately issued$076
Collaterized mortgage obligations$3,035,0002,201
CMOs issued by government agencies or sponsored agencies$2,646,0002,214
Privately issued$389,000551
Commercial mortgage-backed securities$31,324,000151
Commercial mortgage pass-through securities$26,635,00085
Other commercial mortgage-backed securities$4,689,000253
Held to maturity securities (book value)$13,700,000957
Available-for-sale securities (fair market value)$201,977,000668
Total debt securities$213,252,000708
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$215,373,000708
U.S. Government securities$142,466,000723
U.S. Treasury securities$01,131
U.S. Government agency obligations$142,466,000696
Securities issued by states & political subdivisions$3,999,0004,005
Other domestic debt securities$52,787,000228
Privately issued residential mortgage-backed securities$415,000602
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$52,372,000139
Foreign debt securities$16,121,00057
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,239,0001,005
Mortgage-backed securities$88,346,000760
Certificates of participation in pools of residential mortgages$49,606,000862
Issued or guaranteed by U.S.$49,606,000861
Privately issued$081
Collaterized mortgage obligations$3,222,0002,151
CMOs issued by government agencies or sponsored agencies$2,807,0002,155
Privately issued$415,000574
Commercial mortgage-backed securities$35,518,000136
Commercial mortgage pass-through securities$30,885,00073
Other commercial mortgage-backed securities$4,633,000244
Held to maturity securities (book value)$13,700,000948
Available-for-sale securities (fair market value)$201,673,000658
Total debt securities$215,373,000701
Structured notes
Amortized cost$12,897,000326
Fair value$13,059,000307
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$213,897,000721
U.S. Government securities$145,618,000709
U.S. Treasury securities$01,131
U.S. Government agency obligations$145,618,000681
Securities issued by states & political subdivisions$4,376,0003,919
Other domestic debt securities$51,040,000243
Privately issued residential mortgage-backed securities$440,000629
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$50,600,000151
Foreign debt securities$12,863,00064
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,662,000965
Mortgage-backed securities$91,239,000745
Certificates of participation in pools of residential mortgages$51,952,000824
Issued or guaranteed by U.S.$51,952,000824
Privately issued$080
Collaterized mortgage obligations$3,420,0002,141
CMOs issued by government agencies or sponsored agencies$2,980,0002,146
Privately issued$440,000603
Commercial mortgage-backed securities$35,867,000134
Commercial mortgage pass-through securities$31,219,00071
Other commercial mortgage-backed securities$4,648,000240
Held to maturity securities (book value)$13,700,000920
Available-for-sale securities (fair market value)$200,197,000673
Total debt securities$213,897,000709
Structured notes
Amortized cost$9,401,000443
Fair value$9,548,000412
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$205,706,000755
U.S. Government securities$144,243,000716
U.S. Treasury securities$01,152
U.S. Government agency obligations$144,243,000694
Securities issued by states & political subdivisions$7,053,0003,379
Other domestic debt securities$44,261,000265
Privately issued residential mortgage-backed securities$464,000643
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$43,797,000167
Foreign debt securities$10,149,00066
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,522,000934
Mortgage-backed securities$88,774,000759
Certificates of participation in pools of residential mortgages$53,664,000799
Issued or guaranteed by U.S.$53,664,000798
Privately issued$083
Collaterized mortgage obligations$3,674,0002,132
CMOs issued by government agencies or sponsored agencies$3,210,0002,133
Privately issued$464,000616
Commercial mortgage-backed securities$31,436,000138
Commercial mortgage pass-through securities$26,764,00075
Other commercial mortgage-backed securities$4,672,000219
Held to maturity securities (book value)$13,700,000866
Available-for-sale securities (fair market value)$192,006,000704
Total debt securities$205,706,000743
Structured notes
Amortized cost$6,019,000596
Fair value$6,174,000583
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$208,821,000747
U.S. Government securities$146,693,000717
U.S. Treasury securities$01,161
U.S. Government agency obligations$146,693,000691
Securities issued by states & political subdivisions$7,442,0003,291
Other domestic debt securities$44,955,000264
Privately issued residential mortgage-backed securities$488,000667
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$44,467,000165
Foreign debt securities$9,731,00069
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,424,000846
Mortgage-backed securities$96,288,000730
Certificates of participation in pools of residential mortgages$59,085,000758
Issued or guaranteed by U.S.$59,085,000757
Privately issued$083
Collaterized mortgage obligations$4,165,0002,109
CMOs issued by government agencies or sponsored agencies$3,677,0002,091
Privately issued$488,000643
Commercial mortgage-backed securities$33,038,000120
Commercial mortgage pass-through securities$28,108,00070
Other commercial mortgage-backed securities$4,930,000179
Held to maturity securities (book value)$13,700,000831
Available-for-sale securities (fair market value)$195,121,000716
Total debt securities$208,821,000737
Structured notes
Amortized cost$6,506,000574
Fair value$6,681,000564
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$203,144,000751
U.S. Government securities$140,493,000734
U.S. Treasury securities$01,135
U.S. Government agency obligations$140,493,000703
Securities issued by states & political subdivisions$7,403,0003,263
Other domestic debt securities$45,679,000254
Privately issued residential mortgage-backed securities$514,000687
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$45,165,000148
Foreign debt securities$9,569,00070
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,418,000847
Mortgage-backed securities$109,552,000647
Certificates of participation in pools of residential mortgages$69,017,000637
Issued or guaranteed by U.S.$69,017,000635
Privately issued$085
Collaterized mortgage obligations$7,123,0001,743
CMOs issued by government agencies or sponsored agencies$6,609,0001,719
Privately issued$514,000662
Commercial mortgage-backed securities$33,412,000100
Commercial mortgage pass-through securities$28,427,00051
Other commercial mortgage-backed securities$4,985,000153
Held to maturity securities (book value)$13,700,000822
Available-for-sale securities (fair market value)$189,444,000710
Total debt securities$203,144,000737
Structured notes
Amortized cost$5,495,000694
Fair value$5,619,000677
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$209,885,000737
U.S. Government securities$150,726,000702
U.S. Treasury securities$01,086
U.S. Government agency obligations$150,726,000682
Securities issued by states & political subdivisions$8,312,0003,084
Other domestic debt securities$41,372,000282
Privately issued residential mortgage-backed securities$539,000732
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$40,833,000172
Foreign debt securities$9,475,00072
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,508,000991
Mortgage-backed securities$112,458,000673
Certificates of participation in pools of residential mortgages$73,642,000629
Issued or guaranteed by U.S.$73,642,000628
Privately issued$088
Collaterized mortgage obligations$7,795,0001,751
CMOs issued by government agencies or sponsored agencies$7,256,0001,712
Privately issued$539,000701
Commercial mortgage-backed securities$31,021,000102
Commercial mortgage pass-through securities$31,021,00050
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$13,700,000841
Available-for-sale securities (fair market value)$196,185,000699
Total debt securities$209,885,000723
Structured notes
Amortized cost$4,267,000875
Fair value$4,342,000874
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$170,169,000909
U.S. Government securities$129,744,000823
U.S. Treasury securities$01,068
U.S. Government agency obligations$129,744,000797
Securities issued by states & political subdivisions$8,186,0003,039
Other domestic debt securities$27,987,000361
Privately issued residential mortgage-backed securities$594,000771
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$27,393,000228
Foreign debt securities$4,252,00088
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,272,000994
Mortgage-backed securities$118,505,000663
Certificates of participation in pools of residential mortgages$92,085,000527
Issued or guaranteed by U.S.$92,085,000527
Privately issued$094
Collaterized mortgage obligations$12,874,0001,410
CMOs issued by government agencies or sponsored agencies$12,280,0001,339
Privately issued$594,000745
Commercial mortgage-backed securities$13,546,000149
Commercial mortgage pass-through securities$2,837,000193
Other commercial mortgage-backed securities$10,709,00098
Held to maturity securities (book value)$13,700,000837
Available-for-sale securities (fair market value)$156,469,000880
Total debt securities$170,169,000902
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$193,338,000801
U.S. Government securities$168,435,000667
U.S. Treasury securities$01,157
U.S. Government agency obligations$168,435,000650
Securities issued by states & political subdivisions$10,584,0002,578
Other domestic debt securities$14,319,000574
Privately issued residential mortgage-backed securities$619,000799
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$13,700,000377
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,595,000799
Mortgage-backed securities$127,358,000631
Certificates of participation in pools of residential mortgages$90,313,000538
Issued or guaranteed by U.S.$90,313,000538
Privately issued$094
Collaterized mortgage obligations$13,725,0001,392
CMOs issued by government agencies or sponsored agencies$13,106,0001,322
Privately issued$619,000772
Commercial mortgage-backed securities$23,320,000100
Commercial mortgage pass-through securities$13,110,00071
Other commercial mortgage-backed securities$10,210,00090
Held to maturity securities (book value)$13,700,000848
Available-for-sale securities (fair market value)$179,638,000771
Total debt securities$193,338,000790
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$126,113,0001,183
U.S. Government securities$97,110,0001,055
U.S. Treasury securities$01,076
U.S. Government agency obligations$97,110,0001,020
Securities issued by states & political subdivisions$14,541,0002,083
Other domestic debt securities$14,462,000595
Privately issued residential mortgage-backed securities$762,000832
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$13,700,000358
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,691,000775
Mortgage-backed securities$38,929,0001,605
Certificates of participation in pools of residential mortgages$29,728,0001,342
Issued or guaranteed by U.S.$29,728,0001,340
Privately issued$0121
Collaterized mortgage obligations$9,201,0001,655
CMOs issued by government agencies or sponsored agencies$8,439,0001,556
Privately issued$762,000793
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$13,700,000857
Available-for-sale securities (fair market value)$112,413,0001,192
Total debt securities$126,113,0001,169
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$119,428,0001,214
U.S. Government securities$90,082,0001,094
U.S. Treasury securities$01,126
U.S. Government agency obligations$90,082,0001,064
Securities issued by states & political subdivisions$14,854,0001,985
Other domestic debt securities$14,492,000582
Privately issued residential mortgage-backed securities$792,000851
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$13,700,000337
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,679,000897
Mortgage-backed securities$35,589,0001,649
Certificates of participation in pools of residential mortgages$20,579,0001,685
Issued or guaranteed by U.S.$20,579,0001,679
Privately issued$0132
Collaterized mortgage obligations$9,654,0001,614
CMOs issued by government agencies or sponsored agencies$8,862,0001,511
Privately issued$792,000806
Commercial mortgage-backed securities$5,356,000131
Commercial mortgage pass-through securities$5,356,00070
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$13,700,000851
Available-for-sale securities (fair market value)$105,728,0001,217
Total debt securities$119,428,0001,201
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$139,349,0001,036
U.S. Government securities$105,439,000961
U.S. Treasury securities$01,225
U.S. Government agency obligations$105,439,000929
Securities issued by states & political subdivisions$19,389,0001,544
Other domestic debt securities$14,521,000566
Privately issued residential mortgage-backed securities$821,000866
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$13,700,000320
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,028,000865
Mortgage-backed securities$45,894,0001,333
Certificates of participation in pools of residential mortgages$27,514,0001,319
Issued or guaranteed by U.S.$27,514,0001,313
Privately issued$0125
Collaterized mortgage obligations$10,053,0001,558
CMOs issued by government agencies or sponsored agencies$9,232,0001,450
Privately issued$821,000822
Commercial mortgage-backed securities$8,327,000105
Commercial mortgage pass-through securities$8,327,00058
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$13,700,000862
Available-for-sale securities (fair market value)$125,649,0001,026
Total debt securities$139,349,0001,024
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$152,447,000935
U.S. Government securities$111,244,000914
U.S. Treasury securities$01,272
U.S. Government agency obligations$111,244,000880
Securities issued by states & political subdivisions$26,653,0001,081
Other domestic debt securities$14,550,000569
Privately issued residential mortgage-backed securities$850,000894
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$13,700,000314
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,207,000975
Mortgage-backed securities$37,238,0001,520
Certificates of participation in pools of residential mortgages$26,983,0001,294
Issued or guaranteed by U.S.$26,983,0001,287
Privately issued$0136
Collaterized mortgage obligations$10,255,0001,509
CMOs issued by government agencies or sponsored agencies$9,405,0001,398
Privately issued$850,000855
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$13,700,000868
Available-for-sale securities (fair market value)$138,747,000914
Total debt securities$152,447,000927
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$124,804,0001,109
U.S. Government securities$73,672,0001,266
U.S. Treasury securities$01,275
U.S. Government agency obligations$73,672,0001,210
Securities issued by states & political subdivisions$36,552,000733
Other domestic debt securities$14,580,000600
Privately issued residential mortgage-backed securities$880,000943
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$13,700,000305
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,942,000750
Mortgage-backed securities$28,342,0001,805
Certificates of participation in pools of residential mortgages$15,738,0001,865
Issued or guaranteed by U.S.$15,738,0001,860
Privately issued$0141
Collaterized mortgage obligations$12,604,0001,311
CMOs issued by government agencies or sponsored agencies$11,724,0001,195
Privately issued$880,000900
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$13,700,000865
Available-for-sale securities (fair market value)$111,104,0001,103
Total debt securities$124,804,0001,097
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$129,298,0001,036
U.S. Government securities$71,854,0001,265
U.S. Treasury securities$01,180
U.S. Government agency obligations$71,854,0001,209
Securities issued by states & political subdivisions$42,834,000561
Other domestic debt securities$14,610,000605
Privately issued residential mortgage-backed securities$910,0001,009
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$13,700,000290
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$93,504,000598
Mortgage-backed securities$32,398,0001,626
Certificates of participation in pools of residential mortgages$19,041,0001,592
Issued or guaranteed by U.S.$19,041,0001,588
Privately issued$0141
Collaterized mortgage obligations$13,357,0001,258
CMOs issued by government agencies or sponsored agencies$12,447,0001,128
Privately issued$910,000963
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$13,700,000878
Available-for-sale securities (fair market value)$115,598,0001,023
Total debt securities$129,298,0001,020
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$148,837,000895
U.S. Government securities$92,906,0001,010
U.S. Treasury securities$01,121
U.S. Government agency obligations$92,906,000967
Securities issued by states & political subdivisions$41,292,000559
Other domestic debt securities$14,639,000604
Privately issued residential mortgage-backed securities$939,0001,036
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$13,700,000275
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,968,000617
Mortgage-backed securities$33,608,0001,550
Certificates of participation in pools of residential mortgages$20,023,0001,537
Issued or guaranteed by U.S.$20,023,0001,530
Privately issued$0148
Collaterized mortgage obligations$13,585,0001,202
CMOs issued by government agencies or sponsored agencies$12,646,0001,045
Privately issued$939,000999
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$13,700,000906
Available-for-sale securities (fair market value)$135,137,000861
Total debt securities$148,837,000886
Structured notes
Amortized cost$4,996,0001,198
Fair value$5,022,0001,177
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$155,499,000856
U.S. Government securities$98,197,000948
U.S. Treasury securities$01,130
U.S. Government agency obligations$98,197,000913
Securities issued by states & political subdivisions$42,498,000529
Other domestic debt securities$14,804,000619
Privately issued residential mortgage-backed securities$1,104,0001,036
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$13,700,000281
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,603,000662
Mortgage-backed securities$36,061,0001,508
Certificates of participation in pools of residential mortgages$22,460,0001,485
Issued or guaranteed by U.S.$22,460,0001,481
Privately issued$0145
Collaterized mortgage obligations$13,601,0001,194
CMOs issued by government agencies or sponsored agencies$12,497,0001,027
Privately issued$1,104,000997
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$13,700,000910
Available-for-sale securities (fair market value)$141,799,000816
Total debt securities$155,499,000842
Structured notes
Amortized cost$9,995,000553
Fair value$10,003,000546
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$144,254,000889
U.S. Government securities$82,444,0001,110
U.S. Treasury securities$01,077
U.S. Government agency obligations$82,444,0001,071
Securities issued by states & political subdivisions$46,885,000463
Other domestic debt securities$14,925,000639
Privately issued residential mortgage-backed securities$1,225,0001,042
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$13,700,000271
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,410,000823
Mortgage-backed securities$26,181,0001,923
Certificates of participation in pools of residential mortgages$12,374,0002,303
Issued or guaranteed by U.S.$12,374,0002,296
Privately issued$0157
Collaterized mortgage obligations$13,807,0001,177
CMOs issued by government agencies or sponsored agencies$12,582,0001,005
Privately issued$1,225,000999
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$13,700,000918
Available-for-sale securities (fair market value)$130,554,000854
Total debt securities$144,254,000872
Structured notes
Amortized cost$9,995,000431
Fair value$9,884,000432
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$131,072,000974
U.S. Government securities$67,634,0001,299
U.S. Treasury securities$01,047
U.S. Government agency obligations$67,634,0001,259
Securities issued by states & political subdivisions$48,454,000435
Other domestic debt securities$14,984,000697
Privately issued residential mortgage-backed securities$1,284,0001,089
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$13,700,000292
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,422,000543
Mortgage-backed securities$26,087,0001,964
Certificates of participation in pools of residential mortgages$19,316,0001,778
Issued or guaranteed by U.S.$19,316,0001,773
Privately issued$0171
Collaterized mortgage obligations$6,771,0001,640
CMOs issued by government agencies or sponsored agencies$5,487,0001,475
Privately issued$1,284,0001,044
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$13,700,000940
Available-for-sale securities (fair market value)$117,372,000945
Total debt securities$131,072,000957
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$133,582,000948
U.S. Government securities$61,791,0001,398
U.S. Treasury securities$01,036
U.S. Government agency obligations$61,791,0001,353
Securities issued by states & political subdivisions$45,764,000451
Other domestic debt securities$26,017,000500
Privately issued residential mortgage-backed securities$1,317,0001,108
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$24,700,000201
Foreign debt securities$10,000180
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,587,000613
Mortgage-backed securities$27,754,0001,891
Certificates of participation in pools of residential mortgages$20,695,0001,722
Issued or guaranteed by U.S.$20,695,0001,714
Privately issued$0181
Collaterized mortgage obligations$7,059,0001,601
CMOs issued by government agencies or sponsored agencies$5,742,0001,420
Privately issued$1,317,0001,061
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$24,700,000642
Available-for-sale securities (fair market value)$108,882,000995
Total debt securities$133,582,000930
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$183,788,000676
U.S. Government securities$110,024,000795
U.S. Treasury securities$0981
U.S. Government agency obligations$110,024,000773
Securities issued by states & political subdivisions$47,691,000405
Other domestic debt securities$26,073,000483
Privately issued residential mortgage-backed securities$1,373,0001,134
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000189
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,431,000415
Mortgage-backed securities$50,393,0001,217
Certificates of participation in pools of residential mortgages$43,047,000984
Issued or guaranteed by U.S.$43,047,000974
Privately issued$0191
Collaterized mortgage obligations$7,346,0001,572
CMOs issued by government agencies or sponsored agencies$5,973,0001,396
Privately issued$1,373,0001,084
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000643
Available-for-sale securities (fair market value)$159,088,000669
Total debt securities$183,788,000663
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$156,006,000780
U.S. Government securities$100,459,000840
U.S. Treasury securities$0973
U.S. Government agency obligations$100,459,000818
Securities issued by states & political subdivisions$29,445,000714
Other domestic debt securities$26,102,000455
Privately issued residential mortgage-backed securities$1,402,0001,084
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000183
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,452,000606
Mortgage-backed securities$46,618,0001,264
Certificates of participation in pools of residential mortgages$43,066,000951
Issued or guaranteed by U.S.$43,066,000943
Privately issued$0188
Collaterized mortgage obligations$3,552,0002,045
CMOs issued by government agencies or sponsored agencies$2,150,0002,059
Privately issued$1,402,0001,039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000639
Available-for-sale securities (fair market value)$131,306,000796
Total debt securities$156,006,000767
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$135,634,000879
U.S. Government securities$80,280,0001,026
U.S. Treasury securities$01,019
U.S. Government agency obligations$80,280,0001,002
Securities issued by states & political subdivisions$29,221,000702
Other domestic debt securities$26,133,000457
Privately issued residential mortgage-backed securities$1,433,0001,059
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000182
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,349,000532
Mortgage-backed securities$46,808,0001,186
Certificates of participation in pools of residential mortgages$43,146,000916
Issued or guaranteed by U.S.$43,146,000906
Privately issued$0192
Collaterized mortgage obligations$3,662,0001,952
CMOs issued by government agencies or sponsored agencies$2,229,0001,942
Privately issued$1,433,0001,015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000636
Available-for-sale securities (fair market value)$110,934,000919
Total debt securities$135,634,000864
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$134,195,000900
U.S. Government securities$77,352,0001,068
U.S. Treasury securities$01,021
U.S. Government agency obligations$77,352,0001,045
Securities issued by states & political subdivisions$30,682,000679
Other domestic debt securities$26,161,000467
Privately issued residential mortgage-backed securities$1,461,0001,034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000212
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,626,000520
Mortgage-backed securities$47,349,0001,163
Certificates of participation in pools of residential mortgages$43,569,000891
Issued or guaranteed by U.S.$43,569,000881
Privately issued$0202
Collaterized mortgage obligations$3,780,0001,926
CMOs issued by government agencies or sponsored agencies$2,319,0001,926
Privately issued$1,461,000984
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000632
Available-for-sale securities (fair market value)$109,495,000961
Total debt securities$134,195,000873
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$128,736,000939
U.S. Government securities$70,588,0001,191
U.S. Treasury securities$01,044
U.S. Government agency obligations$70,588,0001,165
Securities issued by states & political subdivisions$31,960,000647
Other domestic debt securities$26,188,000465
Privately issued residential mortgage-backed securities$1,488,0001,007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000211
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$97,861,000550
Mortgage-backed securities$39,645,0001,292
Certificates of participation in pools of residential mortgages$35,649,0001,009
Issued or guaranteed by U.S.$35,649,000997
Privately issued$0205
Collaterized mortgage obligations$3,996,0001,875
CMOs issued by government agencies or sponsored agencies$2,508,0001,857
Privately issued$1,488,000962
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000629
Available-for-sale securities (fair market value)$104,036,0001,022
Total debt securities$128,736,000921
Structured notes
Amortized cost$10,000,000127
Fair value$10,066,000130
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$159,838,000745
U.S. Government securities$101,837,000819
U.S. Treasury securities$01,146
U.S. Government agency obligations$101,837,000799
Securities issued by states & political subdivisions$31,735,000626
Other domestic debt securities$26,266,000438
Privately issued residential mortgage-backed securities$1,566,000904
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000211
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,505,000649
Mortgage-backed securities$45,939,0001,049
Certificates of participation in pools of residential mortgages$41,818,000794
Issued or guaranteed by U.S.$41,818,000786
Privately issued$0191
Collaterized mortgage obligations$4,121,0001,743
CMOs issued by government agencies or sponsored agencies$2,555,0001,764
Privately issued$1,566,000864
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000655
Available-for-sale securities (fair market value)$135,138,000759
Total debt securities$159,838,000726
Structured notes
Amortized cost$15,000,000128
Fair value$15,006,000128
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$163,377,000720
U.S. Government securities$105,707,000796
U.S. Treasury securities$01,235
U.S. Government agency obligations$105,707,000778
Securities issued by states & political subdivisions$31,379,000622
Other domestic debt securities$26,291,000413
Privately issued residential mortgage-backed securities$1,591,000868
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000202
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,637,000617
Mortgage-backed securities$40,493,0001,072
Certificates of participation in pools of residential mortgages$36,259,000846
Issued or guaranteed by U.S.$36,259,000837
Privately issued$0194
Collaterized mortgage obligations$4,234,0001,682
CMOs issued by government agencies or sponsored agencies$2,643,0001,692
Privately issued$1,591,000830
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000680
Available-for-sale securities (fair market value)$138,677,000734
Total debt securities$163,377,000701
Structured notes
Amortized cost$20,000,000109
Fair value$19,832,000112
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$144,464,000819
U.S. Government securities$85,284,0001,018
U.S. Treasury securities$01,362
U.S. Government agency obligations$85,284,000987
Securities issued by states & political subdivisions$32,620,000584
Other domestic debt securities$26,560,000402
Privately issued residential mortgage-backed securities$1,860,000794
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000195
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,499,000590
Mortgage-backed securities$31,342,0001,289
Certificates of participation in pools of residential mortgages$26,752,0001,044
Issued or guaranteed by U.S.$26,752,0001,038
Privately issued$0207
Collaterized mortgage obligations$4,590,0001,607
CMOs issued by government agencies or sponsored agencies$2,730,0001,658
Privately issued$1,860,000751
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000684
Available-for-sale securities (fair market value)$119,764,000860
Total debt securities$144,464,000801
Structured notes
Amortized cost$25,000,00094
Fair value$24,480,00099
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$147,560,000808
U.S. Government securities$87,271,0001,006
U.S. Treasury securities$01,448
U.S. Government agency obligations$87,271,000969
Securities issued by states & political subdivisions$33,697,000553
Other domestic debt securities$26,592,000414
Privately issued residential mortgage-backed securities$1,892,000753
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000204
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,032,000706
Mortgage-backed securities$32,865,0001,233
Certificates of participation in pools of residential mortgages$28,075,000992
Issued or guaranteed by U.S.$28,075,000987
Privately issued$0218
Collaterized mortgage obligations$4,790,0001,558
CMOs issued by government agencies or sponsored agencies$2,898,0001,610
Privately issued$1,892,000707
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000699
Available-for-sale securities (fair market value)$122,860,000836
Total debt securities$147,560,000790
Structured notes
Amortized cost$25,000,00098
Fair value$24,645,000103
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$128,545,000952
U.S. Government securities$67,503,0001,323
U.S. Treasury securities$01,498
U.S. Government agency obligations$67,503,0001,286
Securities issued by states & political subdivisions$34,254,000542
Other domestic debt securities$26,788,000403
Privately issued residential mortgage-backed securities$2,088,000709
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000206
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,962,000692
Mortgage-backed securities$13,537,0002,243
Certificates of participation in pools of residential mortgages$8,459,0002,302
Issued or guaranteed by U.S.$8,459,0002,288
Privately issued$0208
Collaterized mortgage obligations$5,078,0001,515
CMOs issued by government agencies or sponsored agencies$2,990,0001,600
Privately issued$2,088,000674
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000714
Available-for-sale securities (fair market value)$103,845,0001,028
Total debt securities$128,545,000925
Structured notes
Amortized cost$35,000,00064
Fair value$34,470,00064
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$129,492,000953
U.S. Government securities$67,960,0001,313
U.S. Treasury securities$01,574
U.S. Government agency obligations$67,960,0001,278
Securities issued by states & political subdivisions$34,546,000523
Other domestic debt securities$26,986,000412
Privately issued residential mortgage-backed securities$2,286,000682
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000216
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,772,000703
Mortgage-backed securities$14,467,0002,164
Certificates of participation in pools of residential mortgages$9,066,0002,226
Issued or guaranteed by U.S.$9,066,0002,209
Privately issued$0214
Collaterized mortgage obligations$5,401,0001,432
CMOs issued by government agencies or sponsored agencies$3,115,0001,564
Privately issued$2,286,000638
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000744
Available-for-sale securities (fair market value)$104,792,0001,018
Total debt securities$129,492,000934
Structured notes
Amortized cost$35,000,00072
Fair value$34,269,00073
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$108,487,0001,149
U.S. Government securities$58,680,0001,534
U.S. Treasury securities$01,634
U.S. Government agency obligations$58,680,0001,492
Securities issued by states & political subdivisions$22,492,000866
Other domestic debt securities$27,315,000408
Privately issued residential mortgage-backed securities$2,615,000635
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000222
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,739,000843
Mortgage-backed securities$13,167,0002,277
Certificates of participation in pools of residential mortgages$7,327,0002,507
Issued or guaranteed by U.S.$7,327,0002,496
Privately issued$0211
Collaterized mortgage obligations$5,840,0001,361
CMOs issued by government agencies or sponsored agencies$3,225,0001,534
Privately issued$2,615,000596
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000746
Available-for-sale securities (fair market value)$83,787,0001,246
Total debt securities$108,487,0001,115
Structured notes
Amortized cost$35,000,00081
Fair value$33,638,00084
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$105,715,0001,193
U.S. Government securities$59,814,0001,534
U.S. Treasury securities$01,715
U.S. Government agency obligations$59,814,0001,482
Securities issued by states & political subdivisions$18,415,0001,070
Other domestic debt securities$27,486,000407
Privately issued residential mortgage-backed securities$2,786,000630
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,700,000230
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,031,000821
Mortgage-backed securities$14,016,0002,219
Certificates of participation in pools of residential mortgages$7,779,0002,470
Issued or guaranteed by U.S.$7,779,0002,460
Privately issued$0205
Collaterized mortgage obligations$6,237,0001,329
CMOs issued by government agencies or sponsored agencies$3,451,0001,492
Privately issued$2,786,000590
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,700,000759
Available-for-sale securities (fair market value)$81,015,0001,308
Total debt securities$105,715,0001,158
Structured notes
Amortized cost$35,000,00088
Fair value$33,923,00089
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$104,757,0001,195
U.S. Government securities$60,414,0001,515
U.S. Treasury securities$01,737
U.S. Government agency obligations$60,414,0001,461
Securities issued by states & political subdivisions$11,712,0001,691
Other domestic debt securities$32,631,000379
Privately issued residential mortgage-backed securities$2,931,000602
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,700,000199
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,814,0001,010
Mortgage-backed securities$14,588,0002,187
Certificates of participation in pools of residential mortgages$8,088,0002,440
Issued or guaranteed by U.S.$8,088,0002,431
Privately issued$0216
Collaterized mortgage obligations$6,500,0001,292
CMOs issued by government agencies or sponsored agencies$3,569,0001,479
Privately issued$2,931,000566
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,700,000674
Available-for-sale securities (fair market value)$75,057,0001,386
Total debt securities$104,757,0001,163
Structured notes
Amortized cost$35,000,00086
Fair value$34,027,00089
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$105,294,0001,181
U.S. Government securities$62,422,0001,446
U.S. Treasury securities$01,786
U.S. Government agency obligations$62,422,0001,398
Securities issued by states & political subdivisions$10,185,0001,895
Other domestic debt securities$32,687,000379
Privately issued residential mortgage-backed securities$2,987,000584
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,700,000200
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,798,0001,049
Mortgage-backed securities$15,979,0002,066
Certificates of participation in pools of residential mortgages$9,136,0002,319
Issued or guaranteed by U.S.$9,136,0002,308
Privately issued$0225
Collaterized mortgage obligations$6,843,0001,268
CMOs issued by government agencies or sponsored agencies$3,856,0001,431
Privately issued$2,987,000548
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,700,000691
Available-for-sale securities (fair market value)$75,594,0001,368
Total debt securities$105,294,0001,147
Structured notes
Amortized cost$35,000,00083
Fair value$34,462,00086
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$103,237,0001,213
U.S. Government securities$60,190,0001,513
U.S. Treasury securities$01,839
U.S. Government agency obligations$60,190,0001,453
Securities issued by states & political subdivisions$10,231,0001,891
Other domestic debt securities$32,816,000387
Privately issued residential mortgage-backed securities$3,116,000573
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,700,000207
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,637,000868
Mortgage-backed securities$13,635,0002,371
Certificates of participation in pools of residential mortgages$6,489,0002,840
Issued or guaranteed by U.S.$6,489,0002,829
Privately issued$0223
Collaterized mortgage obligations$7,146,0001,257
CMOs issued by government agencies or sponsored agencies$4,030,0001,435
Privately issued$3,116,000537
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,700,000701
Available-for-sale securities (fair market value)$73,537,0001,408
Total debt securities$103,237,0001,177
Structured notes
Amortized cost$34,999,00084
Fair value$34,620,00085
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$103,727,0001,215
U.S. Government securities$60,490,0001,527
U.S. Treasury securities$01,963
U.S. Government agency obligations$60,490,0001,467
Securities issued by states & political subdivisions$10,267,0001,874
Other domestic debt securities$32,970,000383
Privately issued residential mortgage-backed securities$3,270,000549
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,700,000214
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,467,000722
Mortgage-backed securities$14,910,0002,309
Certificates of participation in pools of residential mortgages$7,414,0002,714
Issued or guaranteed by U.S.$7,414,0002,706
Privately issued$0207
Collaterized mortgage obligations$7,496,0001,258
CMOs issued by government agencies or sponsored agencies$4,226,0001,443
Privately issued$3,270,000512
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,700,000721
Available-for-sale securities (fair market value)$74,027,0001,414
Total debt securities$103,727,0001,185
Structured notes
Amortized cost$34,994,00084
Fair value$34,062,00086
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$116,810,0001,100
U.S. Government securities$62,008,0001,501
U.S. Treasury securities$01,963
U.S. Government agency obligations$62,008,0001,442
Securities issued by states & political subdivisions$10,374,0001,878
Other domestic debt securities$44,428,000325
Privately issued residential mortgage-backed securities$3,390,000535
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,038,000167
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,731,000706
Mortgage-backed securities$15,682,0002,279
Certificates of participation in pools of residential mortgages$7,807,0002,679
Issued or guaranteed by U.S.$7,807,0002,672
Privately issued$0203
Collaterized mortgage obligations$7,875,0001,238
CMOs issued by government agencies or sponsored agencies$4,485,0001,436
Privately issued$3,390,000500
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,000,000697
Available-for-sale securities (fair market value)$85,810,0001,266
Total debt securities$116,810,0001,076
Structured notes
Amortized cost$34,989,00085
Fair value$34,581,00085
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$118,186,0001,086
U.S. Government securities$62,844,0001,478
U.S. Treasury securities$01,990
U.S. Government agency obligations$62,844,0001,416
Securities issued by states & political subdivisions$10,998,0001,776
Other domestic debt securities$44,344,000315
Privately issued residential mortgage-backed securities$3,491,000488
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$40,853,000167
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,986,000893
Mortgage-backed securities$16,431,0002,208
Certificates of participation in pools of residential mortgages$8,262,0002,628
Issued or guaranteed by U.S.$8,262,0002,619
Privately issued$0225
Collaterized mortgage obligations$8,169,0001,209
CMOs issued by government agencies or sponsored agencies$4,678,0001,405
Privately issued$3,491,000456
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,828,000703
Available-for-sale securities (fair market value)$87,358,0001,243
Total debt securities$118,186,0001,044
Structured notes
Amortized cost$34,979,00080
Fair value$34,713,00078
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$121,573,0001,057
U.S. Government securities$66,333,0001,431
U.S. Treasury securities$02,098
U.S. Government agency obligations$66,333,0001,379
Securities issued by states & political subdivisions$10,814,0001,775
Other domestic debt securities$44,426,000318
Privately issued residential mortgage-backed securities$3,566,000482
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$40,860,000178
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,149,000698
Mortgage-backed securities$21,687,0001,870
Certificates of participation in pools of residential mortgages$13,304,0002,017
Issued or guaranteed by U.S.$13,304,0002,009
Privately issued$0225
Collaterized mortgage obligations$8,383,0001,215
CMOs issued by government agencies or sponsored agencies$4,817,0001,403
Privately issued$3,566,000452
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,835,000714
Available-for-sale securities (fair market value)$90,738,0001,219
Total debt securities$121,573,0001,014
Structured notes
Amortized cost$34,969,00075
Fair value$33,505,00076
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$121,769,0001,072
U.S. Government securities$70,326,0001,342
U.S. Treasury securities$02,082
U.S. Government agency obligations$70,326,0001,293
Securities issued by states & political subdivisions$11,453,0001,720
Other domestic debt securities$39,990,000354
Privately issued residential mortgage-backed securities$3,965,000494
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,025,000210
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,260,000815
Mortgage-backed securities$23,953,0001,789
Certificates of participation in pools of residential mortgages$14,726,0001,906
Issued or guaranteed by U.S.$14,726,0001,898
Privately issued$0230
Collaterized mortgage obligations$9,227,0001,203
CMOs issued by government agencies or sponsored agencies$5,262,0001,386
Privately issued$3,965,000464
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,000,000784
Available-for-sale securities (fair market value)$95,769,0001,174
Total debt securities$121,769,0001,030
Structured notes
Amortized cost$34,958,00060
Fair value$34,958,00060
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$98,031,0001,386
U.S. Government securities$57,236,0001,678
U.S. Treasury securities$02,227
U.S. Government agency obligations$57,236,0001,620
Securities issued by states & political subdivisions$15,467,0001,273
Other domestic debt securities$25,328,000469
Privately issued residential mortgage-backed securities$4,328,000404
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$21,000,000367
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,464,000743
Mortgage-backed securities$27,469,0001,633
Certificates of participation in pools of residential mortgages$17,712,0001,698
Issued or guaranteed by U.S.$17,712,0001,685
Privately issued$0248
Collaterized mortgage obligations$9,757,0001,149
CMOs issued by government agencies or sponsored agencies$5,429,0001,433
Privately issued$4,328,000358
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)$98,031,0001,189
Total debt securities$98,031,0001,336
Structured notes
Amortized cost$29,962,00072
Fair value$29,257,00073
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$93,117,0001,433
U.S. Government securities$57,064,0001,653
U.S. Treasury securities$02,287
U.S. Government agency obligations$57,064,0001,603
Securities issued by states & political subdivisions$15,924,0001,225
Other domestic debt securities$20,129,000567
Privately issued residential mortgage-backed securities$5,154,000367
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,975,000511
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,195,000646
Mortgage-backed securities$28,229,0001,590
Certificates of participation in pools of residential mortgages$13,790,0001,986
Issued or guaranteed by U.S.$13,790,0001,977
Privately issued$0253
Collaterized mortgage obligations$14,439,000936
CMOs issued by government agencies or sponsored agencies$9,285,0001,098
Privately issued$5,154,000325
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)$93,117,0001,221
Total debt securities$93,117,0001,377
Structured notes
Amortized cost$29,961,00062
Fair value$29,164,00062
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$115,292,0001,142
U.S. Government securities$82,217,0001,146
U.S. Treasury securities$02,322
U.S. Government agency obligations$82,217,0001,096
Securities issued by states & political subdivisions$16,416,0001,156
Other domestic debt securities$16,659,000668
Privately issued residential mortgage-backed securities$6,659,000353
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,000,000686
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,624,000786
Mortgage-backed securities$43,862,0001,172
Certificates of participation in pools of residential mortgages$25,233,0001,297
Issued or guaranteed by U.S.$25,233,0001,289
Privately issued$0256
Collaterized mortgage obligations$18,629,000848
CMOs issued by government agencies or sponsored agencies$11,970,0001,016
Privately issued$6,659,000316
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)$115,292,000966
Total debt securities$115,292,0001,096
Structured notes
Amortized cost$24,981,00051
Fair value$25,022,00051
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$117,166,0001,098
U.S. Government securities$97,334,000978
U.S. Treasury securities$02,382
U.S. Government agency obligations$97,334,000936
Securities issued by states & political subdivisions$16,116,0001,127
Other domestic debt securities$3,716,0001,669
Privately issued residential mortgage-backed securities$3,716,000447
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$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,553,000723
Mortgage-backed securities$46,338,0001,109
Certificates of participation in pools of residential mortgages$34,762,000991
Issued or guaranteed by U.S.$34,762,000987
Privately issued$0257
Collaterized mortgage obligations$11,576,0001,160
CMOs issued by government agencies or sponsored agencies$7,860,0001,341
Privately issued$3,716,000397
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)$117,166,000938
Total debt securities$117,166,0001,062
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$94,883,0001,308
U.S. Government securities$70,890,0001,267
U.S. Treasury securities$2,443,0001,117
U.S. Government agency obligations$68,447,0001,238
Securities issued by states & political subdivisions$15,946,0001,118
Other domestic debt securities$8,047,0001,056
Privately issued residential mortgage-backed securities$8,047,000325
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$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,284,000950
Mortgage-backed securities$51,165,0001,009
Certificates of participation in pools of residential mortgages$34,814,000949
Issued or guaranteed by U.S.$34,814,000944
Privately issued$0252
Collaterized mortgage obligations$16,351,000948
CMOs issued by government agencies or sponsored agencies$8,304,0001,296
Privately issued$8,047,000289
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$94,883,0001,098
Total debt securities$94,883,0001,265
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$68,516,0001,638
U.S. Government securities$31,275,0002,452
U.S. Treasury securities$2,265,0001,280
U.S. Government agency obligations$29,010,0002,474
Securities issued by states & political subdivisions$6,544,0002,399
Other domestic debt securities$30,697,000465
Privately issued residential mortgage-backed securities$30,697,000186
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$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,118,0001,155
Mortgage-backed securities$54,710,000886
Certificates of participation in pools of residential mortgages$20,310,0001,273
Issued or guaranteed by U.S.$20,310,0001,263
Privately issued$0260
Collaterized mortgage obligations$34,400,000583
CMOs issued by government agencies or sponsored agencies$3,703,0002,035
Privately issued$30,697,000164
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,128,0003,732
Available-for-sale securities (fair market value)$67,388,0001,374
Total debt securities$68,516,0001,591
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$125,423,000912
U.S. Government securities$102,010,000820
U.S. Treasury securities$7,139,000812
U.S. Government agency obligations$94,871,000823
Securities issued by states & political subdivisions$11,410,0001,463
Other domestic debt securities$5,369,0001,171
Privately issued residential mortgage-backed securities$5,369,000373
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$25,000277
Equity securities$6,609,000699
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,342,000506
Mortgage-backed securities$47,598,000804
Certificates of participation in pools of residential mortgages$30,949,000777
Issued or guaranteed by U.S.$30,949,000770
Privately issued$0308
Collaterized mortgage obligations$16,649,000755
CMOs issued by government agencies or sponsored agencies$11,280,000837
Privately issued$5,369,000330
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,736,0002,044
Available-for-sale securities (fair market value)$116,687,000747
Total debt securities$118,814,000919
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$170,322,000696
U.S. Government securities$143,663,000624
U.S. Treasury securities$4,003,0001,811
U.S. Government agency obligations$139,660,000579
Securities issued by states & political subdivisions$12,513,0001,342
Other domestic debt securities$7,984,000934
Privately issued residential mortgage-backed securities$7,984,000328
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$25,000300
Equity securities$6,137,000716
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,489,000606
Mortgage-backed securities$57,206,000778
Certificates of participation in pools of residential mortgages$35,679,000776
Issued or guaranteed by U.S.$35,679,000767
Privately issued$0307
Collaterized mortgage obligations$21,527,000703
CMOs issued by government agencies or sponsored agencies$13,543,000814
Privately issued$7,984,000286
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,338,0002,071
Available-for-sale securities (fair market value)$159,984,000574
Total debt securities$164,185,000689
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$169,403,000707
U.S. Government securities$133,810,000689
U.S. Treasury securities$5,006,0002,279
U.S. Government agency obligations$128,804,000617
Securities issued by states & political subdivisions$14,365,0001,158
Other domestic debt securities$16,446,000567
Privately issued residential mortgage-backed securities$16,446,000224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$25,000313
Equity securities$4,757,000857
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,273,000658
Mortgage-backed securities$40,705,0001,052
Certificates of participation in pools of residential mortgages$7,479,0002,380
Issued or guaranteed by U.S.$7,479,0002,365
Privately issued$0349
Collaterized mortgage obligations$33,226,000542
CMOs issued by government agencies or sponsored agencies$16,780,000777
Privately issued$16,446,000183
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,696,0001,606
Available-for-sale securities (fair market value)$152,707,000604
Total debt securities$164,646,000702
Structured notes
Amortized cost$521,000917
Fair value$521,000916
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$190,412,000637
U.S. Government securities$148,102,000666
U.S. Treasury securities$27,022,000703
U.S. Government agency obligations$121,080,000657
Securities issued by states & political subdivisions$14,441,000972
Other domestic debt securities$24,849,000313
Privately issued residential mortgage-backed securities$24,849,000163
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$3,020,0001,097
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$88,117,000441
Mortgage-backed securities$64,946,000718
Certificates of participation in pools of residential mortgages$7,383,0002,343
Issued or guaranteed by U.S.$7,383,0002,328
Privately issued$0394
Collaterized mortgage obligations$57,563,000340
CMOs issued by government agencies or sponsored agencies$32,714,000462
Privately issued$24,849,000107
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$36,871,000960
Available-for-sale securities (fair market value)$153,541,000559
Total debt securities$187,392,000625
Structured notes
Amortized cost$1,148,0001,116
Fair value$1,143,0001,112
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$139,247,000891
U.S. Government securities$98,728,000995
U.S. Treasury securities$27,153,000866
U.S. Government agency obligations$71,575,0001,046
Securities issued by states & political subdivisions$1,040,0006,022
Other domestic debt securities$38,389,000248
Privately issued residential mortgage-backed securities$37,801,000149
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$588,0001,920
Foreign debt securities$0466
Equity securities$1,090,0002,189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,461,000745
Mortgage-backed securities$89,190,000628
Certificates of participation in pools of residential mortgages$4,705,0003,316
Issued or guaranteed by U.S.$4,705,0003,296
Privately issued$0472
Collaterized mortgage obligations$84,485,000282
CMOs issued by government agencies or sponsored agencies$46,684,000388
Privately issued$37,801,00099
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,357,000971
Available-for-sale securities (fair market value)$96,890,000852
Total debt securities$138,157,000864
Structured notes
Amortized cost$1,000,0001,681
Fair value$1,001,0001,684
Trading account assets$31,562,00063
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$180,627,000736
U.S. Government securities$129,688,000818
U.S. Treasury securities$24,456,0001,159
U.S. Government agency obligations$105,232,000744
Securities issued by states & political subdivisions$2,910,0004,055
Other domestic debt securities$44,844,000254
Privately issued residential mortgage-backed securities$43,022,000145
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,822,0001,467
Foreign debt securities$0553
Equity securities$3,185,0001,046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,083,000734
Mortgage-backed securities$128,236,000518
Certificates of participation in pools of residential mortgages$5,611,0003,089
Issued or guaranteed by U.S.$5,611,0003,064
Privately issued$0558
Collaterized mortgage obligations$122,625,000244
CMOs issued by government agencies or sponsored agencies$79,603,000292
Privately issued$43,022,00093
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$46,504,000908
Available-for-sale securities (fair market value)$134,123,000663
Total debt securities$177,442,000728
Structured notes
Amortized cost$5,000,000683
Fair value$5,007,000678
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$193,015,000710
U.S. Government securities$124,663,000863
U.S. Treasury securities$15,552,0002,263
U.S. Government agency obligations$109,111,000718
Securities issued by states & political subdivisions$3,221,0004,000
Other domestic debt securities$61,929,000219
Privately issued residential mortgage-backed securities$59,952,000125
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,977,0001,624
Foreign debt securities$0600
Equity securities$3,202,000922
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,873,000910
Mortgage-backed securities$157,256,000466
Certificates of participation in pools of residential mortgages$8,603,0002,474
Issued or guaranteed by U.S.$8,603,0002,461
Privately issued$0564
Collaterized mortgage obligations$148,653,000229
CMOs issued by government agencies or sponsored agencies$88,701,000286
Privately issued$59,952,00069
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$113,284,000666
Available-for-sale securities (fair market value)$79,731,000714
Total debt securities$189,813,000711
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$953,000204
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$56,917,0002,417
U.S. Government securities$40,434,0002,714
U.S. Treasury securities$011,566
U.S. Government agency obligations$40,434,0001,729
Securities issued by states & political subdivisions$9,414,0001,629
Other domestic debt securities$7,061,0001,102
Privately issued residential mortgage-backed securities$5,501,000480
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,560,0002,056
Foreign debt securities$0649
Equity securities$8,0008,412
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$45,935,0001,184
Certificates of participation in pools of residential mortgages$4,929,0003,808
Issued or guaranteed by U.S.$4,929,0003,773
Privately issued$0731
Collaterized mortgage obligations$41,006,000611
CMOs issued by government agencies or sponsored agencies$35,505,000626
Privately issued$5,501,000314
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$56,917,0002,350
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$55,838,0002,435
U.S. Government securities$30,594,0003,498
U.S. Treasury securities$012,156
U.S. Government agency obligations$30,594,0002,217
Securities issued by states & political subdivisions$12,043,0001,090
Other domestic debt securities$13,201,000849
Privately issued residential mortgage-backed securities$11,343,000398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,858,0002,153
Foreign debt securities$0699
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$41,937,0001,299
Certificates of participation in pools of residential mortgages$6,650,0003,335
Issued or guaranteed by U.S.$6,650,0003,286
Privately issued$0831
Collaterized mortgage obligations$35,287,000660
CMOs issued by government agencies or sponsored agencies$23,944,000790
Privately issued$11,343,000240
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$55,838,0002,373
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