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Capital City Bank, Securities

2022-03-31Rank
Total securities$1,135,713,000255
U.S. Government securities$1,009,190,000208
U.S. Treasury securities$469,251,00081
U.S. Government agency obligations$539,939,000279
Securities issued by states & political subdivisions$43,350,0001,177
Other domestic debt securities$83,173,000275
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$28,617,000137
Structured financial products - Total$0169
Other domestic debt securities - All other$54,556,000190
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$453,276,000208
Mortgage-backed securities$370,562,000334
Certificates of participation in pools of residential mortgages$309,716,000252
Issued or guaranteed by U.S.$309,716,000252
Privately issued$0238
Collaterized mortgage obligations$5,788,0001,504
CMOs issued by government agencies or sponsored agencies$5,788,0001,439
Privately issued$0536
Commercial mortgage-backed securities$55,058,000346
Commercial mortgage pass-through securities$55,058,000175
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$518,677,000127
Available-for-sale securities (fair market value)$617,036,000342
Total debt securities$1,135,713,000253
Structured notes
Amortized cost$10,566,000145
Fair value$9,685,000158
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$987,118,000270
U.S. Government securities$853,915,000233
U.S. Treasury securities$303,367,00082
U.S. Government agency obligations$550,548,000285
Securities issued by states & political subdivisions$46,995,0001,143
Other domestic debt securities$86,208,000268
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$24,439,000154
Structured financial products - Total$0173
Other domestic debt securities - All other$61,769,000161
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$463,848,000200
Mortgage-backed securities$364,846,000349
Certificates of participation in pools of residential mortgages$306,518,000261
Issued or guaranteed by U.S.$306,518,000261
Privately issued$0246
Collaterized mortgage obligations$6,452,0001,429
CMOs issued by government agencies or sponsored agencies$6,452,0001,378
Privately issued$0500
Commercial mortgage-backed securities$51,876,000361
Commercial mortgage pass-through securities$51,876,000183
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$339,601,000136
Available-for-sale securities (fair market value)$647,517,000334
Total debt securities$987,119,000269
Structured notes
Amortized cost$10,597,000119
Fair value$10,361,000121
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$980,277,000263
U.S. Government securities$852,955,000225
U.S. Treasury securities$279,950,00071
U.S. Government agency obligations$573,005,000270
Securities issued by states & political subdivisions$43,547,0001,188
Other domestic debt securities$83,775,000261
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$24,792,000157
Structured financial products - Total$0173
Other domestic debt securities - All other$58,983,000156
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$312,287,000261
Mortgage-backed securities$378,932,000329
Certificates of participation in pools of residential mortgages$315,407,000248
Issued or guaranteed by U.S.$315,407,000248
Privately issued$0234
Collaterized mortgage obligations$7,126,0001,370
CMOs issued by government agencies or sponsored agencies$7,126,0001,325
Privately issued$0491
Commercial mortgage-backed securities$56,399,000337
Commercial mortgage pass-through securities$56,399,000166
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$341,228,000126
Available-for-sale securities (fair market value)$639,049,000328
Total debt securities$980,277,000262
Structured notes
Amortized cost$10,629,000102
Fair value$10,491,000103
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$799,654,000291
U.S. Government securities$771,688,000228
U.S. Treasury securities$271,804,00066
U.S. Government agency obligations$499,884,000280
Securities issued by states & political subdivisions$13,606,0002,388
Other domestic debt securities$14,360,000704
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$14,360,000458
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$314,463,000254
Mortgage-backed securities$325,577,000351
Certificates of participation in pools of residential mortgages$267,480,000260
Issued or guaranteed by U.S.$267,480,000259
Privately issued$0247
Collaterized mortgage obligations$4,103,0001,648
CMOs issued by government agencies or sponsored agencies$4,103,0001,608
Privately issued$0478
Commercial mortgage-backed securities$53,994,000324
Commercial mortgage pass-through securities$53,994,000161
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$325,559,000115
Available-for-sale securities (fair market value)$474,095,000388
Total debt securities$799,654,000287
Structured notes
Amortized cost$2,446,000345
Fair value$2,447,000343
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$598,559,000344
U.S. Government securities$594,251,000254
U.S. Treasury securities$173,116,00075
U.S. Government agency obligations$421,135,000289
Securities issued by states & political subdivisions$4,308,0003,291
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$351,088,000224
Mortgage-backed securities$254,675,000383
Certificates of participation in pools of residential mortgages$195,019,000300
Issued or guaranteed by U.S.$195,019,000298
Privately issued$0261
Collaterized mortgage obligations$4,586,0001,556
CMOs issued by government agencies or sponsored agencies$4,586,0001,514
Privately issued$0475
Commercial mortgage-backed securities$55,070,000308
Commercial mortgage pass-through securities$55,070,000156
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$199,109,000146
Available-for-sale securities (fair market value)$399,450,000427
Total debt securities$598,559,000339
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$487,136,000373
U.S. Government securities$483,503,000268
U.S. Treasury securities$109,520,00087
U.S. Government agency obligations$373,983,000294
Securities issued by states & political subdivisions$3,633,0003,381
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$308,210,000242
Mortgage-backed securities$224,655,000393
Certificates of participation in pools of residential mortgages$160,371,000306
Issued or guaranteed by U.S.$160,371,000303
Privately issued$0245
Collaterized mortgage obligations$5,082,0001,518
CMOs issued by government agencies or sponsored agencies$5,082,0001,474
Privately issued$0474
Commercial mortgage-backed securities$59,202,000278
Commercial mortgage pass-through securities$59,202,000140
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$169,939,000145
Available-for-sale securities (fair market value)$317,197,000479
Total debt securities$487,137,000368
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$523,068,000326
U.S. Government securities$518,238,000247
U.S. Treasury securities$135,123,00080
U.S. Government agency obligations$383,115,000273
Securities issued by states & political subdivisions$4,830,0003,135
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$288,574,000257
Mortgage-backed securities$242,608,000359
Certificates of participation in pools of residential mortgages$182,474,000265
Issued or guaranteed by U.S.$182,474,000264
Privately issued$0251
Collaterized mortgage obligations$5,647,0001,480
CMOs issued by government agencies or sponsored agencies$5,647,0001,440
Privately issued$0464
Commercial mortgage-backed securities$54,487,000276
Commercial mortgage pass-through securities$54,487,000133
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$202,593,000124
Available-for-sale securities (fair market value)$320,475,000448
Total debt securities$523,070,000322
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$565,580,000306
U.S. Government securities$560,007,000230
U.S. Treasury securities$180,784,00075
U.S. Government agency obligations$379,223,000277
Securities issued by states & political subdivisions$5,573,0002,979
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$261,988,000276
Mortgage-backed securities$261,589,000340
Certificates of participation in pools of residential mortgages$206,376,000243
Issued or guaranteed by U.S.$206,376,000241
Privately issued$0251
Collaterized mortgage obligations$6,330,0001,445
CMOs issued by government agencies or sponsored agencies$6,330,0001,406
Privately issued$0454
Commercial mortgage-backed securities$48,883,000289
Commercial mortgage pass-through securities$48,883,000136
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$232,178,000117
Available-for-sale securities (fair market value)$333,402,000413
Total debt securities$565,580,000302
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$626,528,000280
U.S. Government securities$619,516,000217
U.S. Treasury securities$221,541,00061
U.S. Government agency obligations$397,975,000264
Securities issued by states & political subdivisions$7,012,0002,678
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$295,537,000250
Mortgage-backed securities$283,098,000308
Certificates of participation in pools of residential mortgages$225,203,000230
Issued or guaranteed by U.S.$225,203,000227
Privately issued$0267
Collaterized mortgage obligations$6,878,0001,408
CMOs issued by government agencies or sponsored agencies$6,878,0001,371
Privately issued$0460
Commercial mortgage-backed securities$51,017,000275
Commercial mortgage pass-through securities$51,017,000129
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$251,792,000110
Available-for-sale securities (fair market value)$374,736,000367
Total debt securities$626,527,000272
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$635,487,000274
U.S. Government securities$627,792,000221
U.S. Treasury securities$252,814,00062
U.S. Government agency obligations$374,978,000283
Securities issued by states & political subdivisions$7,695,0002,586
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$353,760,000203
Mortgage-backed securities$260,234,000318
Certificates of participation in pools of residential mortgages$211,453,000234
Issued or guaranteed by U.S.$211,453,000230
Privately issued$0249
Collaterized mortgage obligations$7,447,0001,345
CMOs issued by government agencies or sponsored agencies$7,447,0001,309
Privately issued$0457
Commercial mortgage-backed securities$41,334,000306
Commercial mortgage pass-through securities$41,334,000155
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$239,539,000111
Available-for-sale securities (fair market value)$395,948,000337
Total debt securities$635,486,000267
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$609,437,000280
U.S. Government securities$593,038,000220
U.S. Treasury securities$242,314,00065
U.S. Government agency obligations$350,724,000291
Securities issued by states & political subdivisions$16,399,0001,754
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$262,816,000241
Mortgage-backed securities$235,401,000338
Certificates of participation in pools of residential mortgages$204,634,000225
Issued or guaranteed by U.S.$204,634,000224
Privately issued$0287
Collaterized mortgage obligations$8,051,0001,313
CMOs issued by government agencies or sponsored agencies$8,051,0001,276
Privately issued$0463
Commercial mortgage-backed securities$22,716,000448
Commercial mortgage pass-through securities$22,716,000226
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$240,303,000120
Available-for-sale securities (fair market value)$369,134,000352
Total debt securities$609,436,000274
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$632,520,000273
U.S. Government securities$605,620,000224
U.S. Treasury securities$277,084,00061
U.S. Government agency obligations$328,536,000305
Securities issued by states & political subdivisions$26,900,0001,228
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$309,277,000221
Mortgage-backed securities$197,572,000378
Certificates of participation in pools of residential mortgages$181,694,000241
Issued or guaranteed by U.S.$181,694,000241
Privately issued$0244
Collaterized mortgage obligations$8,715,0001,252
CMOs issued by government agencies or sponsored agencies$8,715,0001,214
Privately issued$0476
Commercial mortgage-backed securities$7,163,000807
Commercial mortgage pass-through securities$7,163,000508
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$229,516,000130
Available-for-sale securities (fair market value)$403,004,000327
Total debt securities$632,520,000269
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$647,348,000267
U.S. Government securities$607,532,000227
U.S. Treasury securities$288,017,00064
U.S. Government agency obligations$319,515,000312
Securities issued by states & political subdivisions$39,816,000864
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$368,094,000204
Mortgage-backed securities$186,642,000385
Certificates of participation in pools of residential mortgages$176,513,000251
Issued or guaranteed by U.S.$176,513,000250
Privately issued$0248
Collaterized mortgage obligations$9,409,0001,214
CMOs issued by government agencies or sponsored agencies$9,409,0001,173
Privately issued$0499
Commercial mortgage-backed securities$720,0001,561
Commercial mortgage pass-through securities$720,0001,172
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$226,179,000132
Available-for-sale securities (fair market value)$421,169,000325
Total debt securities$647,346,000264
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$655,683,000268
U.S. Government securities$606,806,000224
U.S. Treasury securities$296,938,00061
U.S. Government agency obligations$309,868,000323
Securities issued by states & political subdivisions$48,877,000727
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$319,579,000224
Mortgage-backed securities$177,404,000405
Certificates of participation in pools of residential mortgages$166,614,000268
Issued or guaranteed by U.S.$166,614,000268
Privately issued$0211
Collaterized mortgage obligations$10,048,0001,170
CMOs issued by government agencies or sponsored agencies$10,048,0001,135
Privately issued$0498
Commercial mortgage-backed securities$742,0001,519
Commercial mortgage pass-through securities$742,0001,155
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$217,320,000147
Available-for-sale securities (fair market value)$438,363,000309
Total debt securities$655,683,000261
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$703,938,000250
U.S. Government securities$643,533,000207
U.S. Treasury securities$303,215,00062
U.S. Government agency obligations$340,318,000304
Securities issued by states & political subdivisions$60,405,000585
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$234,536,000280
Mortgage-backed securities$187,993,000385
Certificates of participation in pools of residential mortgages$176,382,000250
Issued or guaranteed by U.S.$176,382,000249
Privately issued$0145
Collaterized mortgage obligations$10,845,0001,100
CMOs issued by government agencies or sponsored agencies$10,845,0001,064
Privately issued$0515
Commercial mortgage-backed securities$766,0001,499
Commercial mortgage pass-through securities$766,0001,130
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$227,923,000145
Available-for-sale securities (fair market value)$476,015,000288
Total debt securities$703,938,000243
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$722,540,000245
U.S. Government securities$649,788,000206
U.S. Treasury securities$308,862,00063
U.S. Government agency obligations$340,926,000304
Securities issued by states & political subdivisions$72,752,000494
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$247,133,000271
Mortgage-backed securities$181,805,000391
Certificates of participation in pools of residential mortgages$169,344,000273
Issued or guaranteed by U.S.$169,344,000272
Privately issued$0453
Collaterized mortgage obligations$11,673,0001,054
CMOs issued by government agencies or sponsored agencies$11,673,0001,016
Privately issued$0544
Commercial mortgage-backed securities$788,0001,466
Commercial mortgage pass-through securities$788,0001,102
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$236,764,000139
Available-for-sale securities (fair market value)$485,776,000288
Total debt securities$722,540,000240
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$689,502,000259
U.S. Government securities$606,418,000216
U.S. Treasury securities$315,761,00059
U.S. Government agency obligations$290,657,000348
Securities issued by states & political subdivisions$83,084,000410
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$328,257,000226
Mortgage-backed securities$141,585,000481
Certificates of participation in pools of residential mortgages$129,014,000343
Issued or guaranteed by U.S.$129,014,000342
Privately issued$067
Collaterized mortgage obligations$12,571,000998
CMOs issued by government agencies or sponsored agencies$12,571,000954
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$225,552,000144
Available-for-sale securities (fair market value)$463,950,000297
Total debt securities$689,502,000252
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$689,005,000256
U.S. Government securities$590,853,000213
U.S. Treasury securities$333,597,00055
U.S. Government agency obligations$257,256,000382
Securities issued by states & political subdivisions$98,152,000357
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$328,066,000225
Mortgage-backed securities$112,612,000589
Certificates of participation in pools of residential mortgages$99,180,000437
Issued or guaranteed by U.S.$99,180,000436
Privately issued$064
Collaterized mortgage obligations$13,432,000955
CMOs issued by government agencies or sponsored agencies$13,432,000917
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$216,679,000152
Available-for-sale securities (fair market value)$472,326,000294
Total debt securities$689,005,000250
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$686,371,000251
U.S. Government securities$583,330,000218
U.S. Treasury securities$350,106,00055
U.S. Government agency obligations$233,224,000410
Securities issued by states & political subdivisions$103,041,000344
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,285,000321
Mortgage-backed securities$85,235,000721
Certificates of participation in pools of residential mortgages$70,716,000553
Issued or guaranteed by U.S.$70,716,000553
Privately issued$069
Collaterized mortgage obligations$14,519,000914
CMOs issued by government agencies or sponsored agencies$14,519,000874
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$184,262,000169
Available-for-sale securities (fair market value)$502,109,000278
Total debt securities$686,371,000245
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$678,273,000254
U.S. Government securities$570,944,000225
U.S. Treasury securities$360,211,00054
U.S. Government agency obligations$210,733,000446
Securities issued by states & political subdivisions$107,329,000336
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,374,000288
Mortgage-backed securities$67,839,000875
Certificates of participation in pools of residential mortgages$52,069,000747
Issued or guaranteed by U.S.$52,069,000747
Privately issued$067
Collaterized mortgage obligations$15,770,000863
CMOs issued by government agencies or sponsored agencies$15,770,000816
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$157,074,000193
Available-for-sale securities (fair market value)$521,199,000275
Total debt securities$678,273,000248
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$691,030,000249
U.S. Government securities$583,720,000220
U.S. Treasury securities$381,325,00054
U.S. Government agency obligations$202,395,000461
Securities issued by states & political subdivisions$107,310,000340
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$332,446,000225
Mortgage-backed securities$58,962,0001,002
Certificates of participation in pools of residential mortgages$41,907,000899
Issued or guaranteed by U.S.$41,907,000899
Privately issued$066
Collaterized mortgage obligations$17,055,000819
CMOs issued by government agencies or sponsored agencies$17,055,000782
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$158,515,000191
Available-for-sale securities (fair market value)$532,515,000263
Total debt securities$691,030,000244
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$691,552,000245
U.S. Government securities$588,538,000216
U.S. Treasury securities$405,409,00052
U.S. Government agency obligations$183,129,000501
Securities issued by states & political subdivisions$103,014,000354
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$332,733,000223
Mortgage-backed securities$51,489,0001,107
Certificates of participation in pools of residential mortgages$33,048,0001,050
Issued or guaranteed by U.S.$33,048,0001,049
Privately issued$071
Collaterized mortgage obligations$18,441,000785
CMOs issued by government agencies or sponsored agencies$18,441,000741
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$177,365,000178
Available-for-sale securities (fair market value)$514,187,000267
Total debt securities$691,552,000239
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$681,244,000241
U.S. Government securities$584,627,000208
U.S. Treasury securities$403,009,00047
U.S. Government agency obligations$181,618,000506
Securities issued by states & political subdivisions$96,617,000371
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$222,909,000311
Mortgage-backed securities$50,199,0001,123
Certificates of participation in pools of residential mortgages$29,992,0001,148
Issued or guaranteed by U.S.$29,992,0001,147
Privately issued$067
Collaterized mortgage obligations$20,207,000751
CMOs issued by government agencies or sponsored agencies$20,207,000710
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$189,928,000160
Available-for-sale securities (fair market value)$491,316,000273
Total debt securities$681,244,000236
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$681,322,000243
U.S. Government securities$582,051,000210
U.S. Treasury securities$418,971,00043
U.S. Government agency obligations$163,080,000565
Securities issued by states & political subdivisions$99,271,000357
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$245,273,000286
Mortgage-backed securities$42,152,0001,270
Certificates of participation in pools of residential mortgages$19,789,0001,572
Issued or guaranteed by U.S.$19,789,0001,567
Privately issued$071
Collaterized mortgage obligations$22,363,000716
CMOs issued by government agencies or sponsored agencies$22,363,000674
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$204,474,000155
Available-for-sale securities (fair market value)$476,848,000275
Total debt securities$681,322,000238
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$640,774,000255
U.S. Government securities$539,414,000220
U.S. Treasury securities$398,561,00045
U.S. Government agency obligations$140,853,000662
Securities issued by states & political subdivisions$101,360,000333
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$326,575,000226
Mortgage-backed securities$26,620,0001,740
Certificates of participation in pools of residential mortgages$1,563,0003,900
Issued or guaranteed by U.S.$1,563,0003,896
Privately issued$066
Collaterized mortgage obligations$25,057,000668
CMOs issued by government agencies or sponsored agencies$25,057,000632
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$187,079,000167
Available-for-sale securities (fair market value)$453,695,000292
Total debt securities$640,774,000250
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$630,326,000261
U.S. Government securities$526,271,000224
U.S. Treasury securities$384,900,00046
U.S. Government agency obligations$141,371,000667
Securities issued by states & political subdivisions$104,055,000322
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$370,597,000199
Mortgage-backed securities$29,503,0001,629
Certificates of participation in pools of residential mortgages$1,901,0003,818
Issued or guaranteed by U.S.$1,901,0003,814
Privately issued$066
Collaterized mortgage obligations$27,602,000633
CMOs issued by government agencies or sponsored agencies$27,602,000604
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$187,892,000172
Available-for-sale securities (fair market value)$442,434,000295
Total debt securities$630,326,000256
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$629,340,000260
U.S. Government securities$526,424,000225
U.S. Treasury securities$378,659,00045
U.S. Government agency obligations$147,765,000640
Securities issued by states & political subdivisions$102,916,000316
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,842,000289
Mortgage-backed securities$32,629,0001,547
Certificates of participation in pools of residential mortgages$2,071,0003,819
Issued or guaranteed by U.S.$2,071,0003,816
Privately issued$065
Collaterized mortgage obligations$30,558,000603
CMOs issued by government agencies or sponsored agencies$30,558,000573
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$193,964,000169
Available-for-sale securities (fair market value)$435,376,000296
Total debt securities$629,340,000253
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$626,798,000262
U.S. Government securities$528,042,000221
U.S. Treasury securities$378,776,00041
U.S. Government agency obligations$149,266,000652
Securities issued by states & political subdivisions$98,756,000316
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$286,565,000251
Mortgage-backed securities$36,191,0001,475
Certificates of participation in pools of residential mortgages$2,131,0003,875
Issued or guaranteed by U.S.$2,131,0003,871
Privately issued$067
Collaterized mortgage obligations$34,060,000573
CMOs issued by government agencies or sponsored agencies$34,060,000540
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$201,805,000162
Available-for-sale securities (fair market value)$424,993,000303
Total debt securities$626,798,000257
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$579,590,000274
U.S. Government securities$513,742,000230
U.S. Treasury securities$350,269,00043
U.S. Government agency obligations$163,473,000619
Securities issued by states & political subdivisions$65,848,000535
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$339,196,000216
Mortgage-backed securities$39,930,0001,405
Certificates of participation in pools of residential mortgages$2,238,0003,915
Issued or guaranteed by U.S.$2,238,0003,910
Privately issued$070
Collaterized mortgage obligations$37,692,000564
CMOs issued by government agencies or sponsored agencies$37,692,000528
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$183,488,000171
Available-for-sale securities (fair market value)$396,102,000328
Total debt securities$579,590,000268
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$496,383,000306
U.S. Government securities$421,278,000272
U.S. Treasury securities$262,210,00049
U.S. Government agency obligations$159,068,000620
Securities issued by states & political subdivisions$75,105,000440
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$337,861,000214
Mortgage-backed securities$43,165,0001,368
Certificates of participation in pools of residential mortgages$2,287,0003,975
Issued or guaranteed by U.S.$2,287,0003,969
Privately issued$075
Collaterized mortgage obligations$40,878,000536
CMOs issued by government agencies or sponsored agencies$40,878,000507
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$163,581,000190
Available-for-sale securities (fair market value)$332,802,000397
Total debt securities$496,383,000300
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$486,739,000316
U.S. Government securities$405,356,000280
U.S. Treasury securities$241,292,00045
U.S. Government agency obligations$164,064,000611
Securities issued by states & political subdivisions$81,383,000392
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$225,917,000317
Mortgage-backed securities$46,748,0001,308
Certificates of participation in pools of residential mortgages$2,361,0004,036
Issued or guaranteed by U.S.$2,361,0004,033
Privately issued$073
Collaterized mortgage obligations$44,387,000519
CMOs issued by government agencies or sponsored agencies$44,387,000492
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$173,188,000176
Available-for-sale securities (fair market value)$313,551,000413
Total debt securities$486,739,000306
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$446,730,000355
U.S. Government securities$353,802,000315
U.S. Treasury securities$186,024,00043
U.S. Government agency obligations$167,778,000605
Securities issued by states & political subdivisions$92,928,000330
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,876,000301
Mortgage-backed securities$50,938,0001,227
Certificates of participation in pools of residential mortgages$2,685,0004,008
Issued or guaranteed by U.S.$2,685,0004,006
Privately issued$075
Collaterized mortgage obligations$48,253,000498
CMOs issued by government agencies or sponsored agencies$48,253,000466
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$180,393,000170
Available-for-sale securities (fair market value)$266,337,000491
Total debt securities$446,730,000348
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$412,414,000388
U.S. Government securities$304,240,000370
U.S. Treasury securities$135,703,00048
U.S. Government agency obligations$168,537,000610
Securities issued by states & political subdivisions$108,174,000265
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$252,398,000288
Mortgage-backed securities$54,686,0001,167
Certificates of participation in pools of residential mortgages$2,722,0004,034
Issued or guaranteed by U.S.$2,722,0004,032
Privately issued$076
Collaterized mortgage obligations$51,964,000468
CMOs issued by government agencies or sponsored agencies$51,964,000439
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$191,645,000159
Available-for-sale securities (fair market value)$220,769,000605
Total debt securities$412,414,000381
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$389,738,000405
U.S. Government securities$264,769,000414
U.S. Treasury securities$115,366,00049
U.S. Government agency obligations$149,403,000671
Securities issued by states & political subdivisions$124,969,000215
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$258,514,000276
Mortgage-backed securities$58,463,0001,083
Certificates of participation in pools of residential mortgages$2,795,0004,032
Issued or guaranteed by U.S.$2,795,0004,027
Privately issued$081
Collaterized mortgage obligations$55,668,000438
CMOs issued by government agencies or sponsored agencies$55,668,000409
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$148,211,000197
Available-for-sale securities (fair market value)$241,527,000557
Total debt securities$389,738,000397
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$359,133,000427
U.S. Government securities$237,839,000464
U.S. Treasury securities$94,389,00059
U.S. Government agency obligations$143,450,000692
Securities issued by states & political subdivisions$121,294,000219
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$211,091,000315
Mortgage-backed securities$63,108,0001,030
Certificates of participation in pools of residential mortgages$2,904,0004,016
Issued or guaranteed by U.S.$2,904,0004,009
Privately issued$080
Collaterized mortgage obligations$60,204,000417
CMOs issued by government agencies or sponsored agencies$60,204,000390
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$97,309,000252
Available-for-sale securities (fair market value)$261,824,000518
Total debt securities$359,133,000422
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$340,500,000449
U.S. Government securities$220,932,000502
U.S. Treasury securities$91,972,00058
U.S. Government agency obligations$128,960,000764
Securities issued by states & political subdivisions$119,568,000224
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$173,729,000377
Mortgage-backed securities$68,008,000973
Certificates of participation in pools of residential mortgages$3,168,0003,937
Issued or guaranteed by U.S.$3,168,0003,931
Privately issued$083
Collaterized mortgage obligations$64,840,000401
CMOs issued by government agencies or sponsored agencies$64,840,000369
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$340,500,000393
Total debt securities$340,500,000441
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$297,288,000529
U.S. Government securities$214,294,000516
U.S. Treasury securities$94,905,00056
U.S. Government agency obligations$119,389,000847
Securities issued by states & political subdivisions$82,994,000366
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,194,000352
Mortgage-backed securities$67,018,0001,005
Certificates of participation in pools of residential mortgages$3,565,0003,878
Issued or guaranteed by U.S.$3,565,0003,874
Privately issued$083
Collaterized mortgage obligations$63,453,000422
CMOs issued by government agencies or sponsored agencies$63,453,000391
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$297,288,000468
Total debt securities$297,288,000522
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$285,774,000532
U.S. Government securities$205,895,000522
U.S. Treasury securities$97,249,00063
U.S. Government agency obligations$108,646,000895
Securities issued by states & political subdivisions$79,879,000374
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$152,281,000433
Mortgage-backed securities$56,981,0001,164
Certificates of participation in pools of residential mortgages$4,033,0003,760
Issued or guaranteed by U.S.$4,033,0003,757
Privately issued$085
Collaterized mortgage obligations$52,948,000496
CMOs issued by government agencies or sponsored agencies$52,948,000466
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$285,774,000474
Total debt securities$285,774,000525
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$277,333,000561
U.S. Government securities$206,772,000538
U.S. Treasury securities$108,718,00052
U.S. Government agency obligations$98,054,0001,007
Securities issued by states & political subdivisions$70,561,000424
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,376,000459
Mortgage-backed securities$56,251,0001,240
Certificates of participation in pools of residential mortgages$4,275,0003,835
Issued or guaranteed by U.S.$4,275,0003,833
Privately issued$088
Collaterized mortgage obligations$51,976,000526
CMOs issued by government agencies or sponsored agencies$51,976,000491
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$277,333,000504
Total debt securities$277,333,000550
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$269,782,000576
U.S. Government securities$204,210,000538
U.S. Treasury securities$123,002,00053
U.S. Government agency obligations$81,208,0001,240
Securities issued by states & political subdivisions$65,572,000445
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$149,855,000438
Mortgage-backed securities$49,699,0001,394
Certificates of participation in pools of residential mortgages$4,706,0003,771
Issued or guaranteed by U.S.$4,706,0003,769
Privately issued$094
Collaterized mortgage obligations$44,993,000591
CMOs issued by government agencies or sponsored agencies$44,993,000541
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$269,782,000517
Total debt securities$269,782,000566
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$273,134,000585
U.S. Government securities$214,675,000523
U.S. Treasury securities$144,819,00044
U.S. Government agency obligations$69,856,0001,459
Securities issued by states & political subdivisions$58,459,000491
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,754,000431
Mortgage-backed securities$47,130,0001,446
Certificates of participation in pools of residential mortgages$4,837,0003,738
Issued or guaranteed by U.S.$4,837,0003,734
Privately issued$094
Collaterized mortgage obligations$42,293,000655
CMOs issued by government agencies or sponsored agencies$42,293,000602
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$273,134,000524
Total debt securities$273,134,000578
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$295,792,000517
U.S. Government securities$236,699,000463
U.S. Treasury securities$169,465,00039
U.S. Government agency obligations$67,234,0001,445
Securities issued by states & political subdivisions$59,093,000472
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,093,000579
Mortgage-backed securities$52,497,0001,263
Certificates of participation in pools of residential mortgages$5,257,0003,544
Issued or guaranteed by U.S.$5,257,0003,541
Privately issued$0121
Collaterized mortgage obligations$47,240,000595
CMOs issued by government agencies or sponsored agencies$47,240,000520
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$295,792,000463
Total debt securities$295,792,000507
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$294,339,000500
U.S. Government securities$235,511,000458
U.S. Treasury securities$169,971,00042
U.S. Government agency obligations$65,540,0001,420
Securities issued by states & political subdivisions$58,828,000440
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,486,000470
Mortgage-backed securities$55,533,0001,191
Certificates of participation in pools of residential mortgages$5,551,0003,428
Issued or guaranteed by U.S.$5,551,0003,423
Privately issued$0132
Collaterized mortgage obligations$49,982,000586
CMOs issued by government agencies or sponsored agencies$49,982,000508
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$294,339,000446
Total debt securities$294,339,000494
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$292,463,000504
U.S. Government securities$235,645,000459
U.S. Treasury securities$170,207,00048
U.S. Government agency obligations$65,438,0001,454
Securities issued by states & political subdivisions$56,818,000439
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,788,000470
Mortgage-backed securities$55,075,0001,169
Certificates of participation in pools of residential mortgages$5,771,0003,353
Issued or guaranteed by U.S.$5,771,0003,345
Privately issued$0125
Collaterized mortgage obligations$49,304,000587
CMOs issued by government agencies or sponsored agencies$49,304,000510
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$292,463,000455
Total debt securities$292,463,000498
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$299,292,000483
U.S. Government securities$230,152,000462
U.S. Treasury securities$175,898,00048
U.S. Government agency obligations$54,254,0001,687
Securities issued by states & political subdivisions$69,140,000336
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$165,748,000373
Mortgage-backed securities$54,254,0001,154
Certificates of participation in pools of residential mortgages$6,039,0003,234
Issued or guaranteed by U.S.$6,039,0003,227
Privately issued$0136
Collaterized mortgage obligations$48,215,000582
CMOs issued by government agencies or sponsored agencies$48,215,000497
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$299,292,000430
Total debt securities$299,292,000477
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$297,668,000474
U.S. Government securities$218,368,000474
U.S. Treasury securities$162,151,00052
U.S. Government agency obligations$56,217,0001,542
Securities issued by states & political subdivisions$79,300,000266
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$131,622,000454
Mortgage-backed securities$56,217,0001,075
Certificates of participation in pools of residential mortgages$6,953,0002,942
Issued or guaranteed by U.S.$6,953,0002,933
Privately issued$0141
Collaterized mortgage obligations$49,264,000548
CMOs issued by government agencies or sponsored agencies$49,264,000463
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$297,668,000425
Total debt securities$297,668,000467
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$219,316,000619
U.S. Government securities$132,040,000742
U.S. Treasury securities$81,196,00075
U.S. Government agency obligations$50,844,0001,647
Securities issued by states & political subdivisions$87,276,000217
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,617,000855
Mortgage-backed securities$50,844,0001,133
Certificates of participation in pools of residential mortgages$7,593,0002,783
Issued or guaranteed by U.S.$7,593,0002,775
Privately issued$0141
Collaterized mortgage obligations$43,251,000608
CMOs issued by government agencies or sponsored agencies$43,251,000507
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$219,316,000545
Total debt securities$219,316,000609
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$206,248,000651
U.S. Government securities$112,554,000845
U.S. Treasury securities$80,908,00073
U.S. Government agency obligations$31,646,0002,490
Securities issued by states & political subdivisions$93,694,000178
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,340,000929
Mortgage-backed securities$31,646,0001,621
Certificates of participation in pools of residential mortgages$8,241,0002,700
Issued or guaranteed by U.S.$8,241,0002,692
Privately issued$0148
Collaterized mortgage obligations$23,405,000881
CMOs issued by government agencies or sponsored agencies$23,405,000739
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$206,248,000565
Total debt securities$206,248,000639
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$205,069,000639
U.S. Government securities$110,851,000843
U.S. Treasury securities$75,623,00079
U.S. Government agency obligations$35,228,0002,333
Securities issued by states & political subdivisions$94,218,000180
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,733,000856
Mortgage-backed securities$35,228,0001,538
Certificates of participation in pools of residential mortgages$8,972,0002,668
Issued or guaranteed by U.S.$8,972,0002,660
Privately issued$0145
Collaterized mortgage obligations$26,256,000801
CMOs issued by government agencies or sponsored agencies$26,256,000666
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$205,069,000557
Total debt securities$205,069,000629
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$164,137,000790
U.S. Government securities$56,587,0001,569
U.S. Treasury securities$22,446,000148
U.S. Government agency obligations$34,141,0002,354
Securities issued by states & political subdivisions$107,550,000146
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,887,000882
Mortgage-backed securities$34,141,0001,594
Certificates of participation in pools of residential mortgages$9,967,0002,586
Issued or guaranteed by U.S.$9,967,0002,579
Privately issued$0157
Collaterized mortgage obligations$24,174,000827
CMOs issued by government agencies or sponsored agencies$24,174,000667
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$164,137,000688
Total debt securities$164,137,000779
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$170,408,000760
U.S. Government securities$61,758,0001,432
U.S. Treasury securities$22,592,000149
U.S. Government agency obligations$39,166,0002,069
Securities issued by states & political subdivisions$108,650,000149
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,672,000831
Mortgage-backed securities$37,660,0001,516
Certificates of participation in pools of residential mortgages$10,856,0002,551
Issued or guaranteed by U.S.$10,856,0002,542
Privately issued$0171
Collaterized mortgage obligations$26,804,000769
CMOs issued by government agencies or sponsored agencies$26,804,000606
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$170,408,000648
Total debt securities$170,408,000744
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$181,283,000702
U.S. Government securities$74,006,0001,163
U.S. Treasury securities$28,196,000121
U.S. Government agency obligations$45,810,0001,769
Securities issued by states & political subdivisions$107,277,000150
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,946,000731
Mortgage-backed securities$40,151,0001,447
Certificates of participation in pools of residential mortgages$11,823,0002,484
Issued or guaranteed by U.S.$11,823,0002,474
Privately issued$0181
Collaterized mortgage obligations$28,328,000718
CMOs issued by government agencies or sponsored agencies$28,328,000540
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$181,283,000603
Total debt securities$181,283,000684
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$182,934,000679
U.S. Government securities$79,124,0001,103
U.S. Treasury securities$29,405,000104
U.S. Government agency obligations$49,719,0001,656
Securities issued by states & political subdivisions$103,810,000153
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,310,000667
Mortgage-backed securities$44,005,0001,351
Certificates of participation in pools of residential mortgages$12,676,0002,423
Issued or guaranteed by U.S.$12,676,0002,411
Privately issued$0191
Collaterized mortgage obligations$31,329,000678
CMOs issued by government agencies or sponsored agencies$31,329,000490
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$182,934,000576
Total debt securities$182,934,000664
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$178,580,000682
U.S. Government securities$77,018,0001,114
U.S. Treasury securities$29,672,00087
U.S. Government agency obligations$47,346,0001,757
Securities issued by states & political subdivisions$101,562,000155
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
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$83,468,000709
Mortgage-backed securities$40,076,0001,408
Certificates of participation in pools of residential mortgages$13,504,0002,309
Issued or guaranteed by U.S.$13,504,0002,298
Privately issued$0188
Collaterized mortgage obligations$26,572,000725
CMOs issued by government agencies or sponsored agencies$26,572,000538
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$178,580,000578
Total debt securities$178,580,000672
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$181,057,000667
U.S. Government securities$77,628,0001,065
U.S. Treasury securities$31,225,00079
U.S. Government agency obligations$46,403,0001,738
Securities issued by states & political subdivisions$103,429,000152
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,935,000778
Mortgage-backed securities$38,074,0001,387
Certificates of participation in pools of residential mortgages$12,643,0002,320
Issued or guaranteed by U.S.$12,643,0002,305
Privately issued$0192
Collaterized mortgage obligations$25,431,000707
CMOs issued by government agencies or sponsored agencies$25,431,000515
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$181,057,000562
Total debt securities$181,057,000656
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$173,345,000683
U.S. Government securities$78,369,0001,058
U.S. Treasury securities$24,910,00094
U.S. Government agency obligations$53,459,0001,533
Securities issued by states & political subdivisions$94,976,000166
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,372,000733
Mortgage-backed securities$33,740,0001,511
Certificates of participation in pools of residential mortgages$13,113,0002,243
Issued or guaranteed by U.S.$13,113,0002,230
Privately issued$0202
Collaterized mortgage obligations$20,627,000800
CMOs issued by government agencies or sponsored agencies$20,627,000595
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$173,345,000579
Total debt securities$173,345,000665
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$174,430,000679
U.S. Government securities$80,912,0001,032
U.S. Treasury securities$21,213,000112
U.S. Government agency obligations$59,699,0001,366
Securities issued by states & political subdivisions$93,518,000166
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,786,000768
Mortgage-backed securities$33,370,0001,480
Certificates of participation in pools of residential mortgages$15,063,0001,994
Issued or guaranteed by U.S.$15,063,0001,984
Privately issued$0205
Collaterized mortgage obligations$18,307,000842
CMOs issued by government agencies or sponsored agencies$18,307,000630
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$174,430,000583
Total debt securities$174,430,000663
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$178,351,000674
U.S. Government securities$88,350,000939
U.S. Treasury securities$16,313,000147
U.S. Government agency obligations$72,037,0001,137
Securities issued by states & political subdivisions$90,001,000168
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,230,000691
Mortgage-backed securities$26,288,0001,575
Certificates of participation in pools of residential mortgages$16,132,0001,666
Issued or guaranteed by U.S.$16,132,0001,656
Privately issued$0191
Collaterized mortgage obligations$10,156,0001,150
CMOs issued by government agencies or sponsored agencies$10,156,000918
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$178,351,000573
Total debt securities$178,351,000656
Structured notes
Amortized cost$1,980,0001,123
Fair value$2,000,0001,074
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$172,265,000694
U.S. Government securities$86,402,000976
U.S. Treasury securities$12,194,000187
U.S. Government agency obligations$74,208,0001,129
Securities issued by states & political subdivisions$85,863,000178
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,823,000727
Mortgage-backed securities$21,122,0001,735
Certificates of participation in pools of residential mortgages$12,770,0001,817
Issued or guaranteed by U.S.$12,770,0001,807
Privately issued$0194
Collaterized mortgage obligations$8,352,0001,229
CMOs issued by government agencies or sponsored agencies$8,352,000997
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$172,265,000591
Total debt securities$172,265,000674
Structured notes
Amortized cost$1,979,0001,308
Fair value$1,989,0001,274
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$176,721,000682
U.S. Government securities$91,432,000942
U.S. Treasury securities$12,081,000208
U.S. Government agency obligations$79,351,0001,072
Securities issued by states & political subdivisions$85,289,000175
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,991,000746
Mortgage-backed securities$22,605,0001,602
Certificates of participation in pools of residential mortgages$13,381,0001,719
Issued or guaranteed by U.S.$13,381,0001,713
Privately issued$0207
Collaterized mortgage obligations$9,224,0001,126
CMOs issued by government agencies or sponsored agencies$9,224,000903
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$176,721,000578
Total debt securities$176,721,000667
Structured notes
Amortized cost$1,978,0001,391
Fair value$1,955,0001,371
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$178,491,000691
U.S. Government securities$95,251,000906
U.S. Treasury securities$12,102,000232
U.S. Government agency obligations$83,149,0001,031
Securities issued by states & political subdivisions$83,240,000179
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,325,000696
Mortgage-backed securities$24,305,0001,521
Certificates of participation in pools of residential mortgages$14,554,0001,631
Issued or guaranteed by U.S.$14,554,0001,625
Privately issued$0218
Collaterized mortgage obligations$9,751,0001,078
CMOs issued by government agencies or sponsored agencies$9,751,000866
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$178,491,000570
Total debt securities$178,491,000674
Structured notes
Amortized cost$1,976,0001,451
Fair value$1,964,0001,445
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$179,245,000693
U.S. Government securities$96,023,000924
U.S. Treasury securities$12,065,000244
U.S. Government agency obligations$83,958,0001,041
Securities issued by states & political subdivisions$83,222,000177
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,623,000617
Mortgage-backed securities$22,895,0001,589
Certificates of participation in pools of residential mortgages$15,337,0001,582
Issued or guaranteed by U.S.$15,337,0001,574
Privately issued$0208
Collaterized mortgage obligations$7,558,0001,227
CMOs issued by government agencies or sponsored agencies$7,558,0001,023
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$179,245,000568
Total debt securities$179,245,000681
Structured notes
Amortized cost$1,975,0001,545
Fair value$1,952,0001,542
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$177,969,000715
U.S. Government securities$95,428,000951
U.S. Treasury securities$12,079,000258
U.S. Government agency obligations$83,349,0001,063
Securities issued by states & political subdivisions$82,541,000182
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,368,000711
Mortgage-backed securities$23,928,0001,542
Certificates of participation in pools of residential mortgages$16,172,0001,542
Issued or guaranteed by U.S.$16,172,0001,531
Privately issued$0214
Collaterized mortgage obligations$7,756,0001,173
CMOs issued by government agencies or sponsored agencies$7,756,000983
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$177,969,000589
Total debt securities$177,969,000702
Structured notes
Amortized cost$1,974,0001,636
Fair value$1,949,0001,629
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$176,798,000729
U.S. Government securities$95,569,000937
U.S. Treasury securities$10,942,000291
U.S. Government agency obligations$84,627,0001,039
Securities issued by states & political subdivisions$81,229,000180
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,299,000717
Mortgage-backed securities$25,043,0001,516
Certificates of participation in pools of residential mortgages$17,210,0001,488
Issued or guaranteed by U.S.$17,210,0001,481
Privately issued$0211
Collaterized mortgage obligations$7,833,0001,167
CMOs issued by government agencies or sponsored agencies$7,833,000970
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$176,798,000599
Total debt securities$176,798,000713
Structured notes
Amortized cost$1,972,0001,685
Fair value$1,923,0001,670
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$166,073,000768
U.S. Government securities$97,653,000939
U.S. Treasury securities$11,437,000301
U.S. Government agency obligations$86,216,0001,026
Securities issued by states & political subdivisions$68,420,000215
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,648,000651
Mortgage-backed securities$19,248,0001,840
Certificates of participation in pools of residential mortgages$19,071,0001,393
Issued or guaranteed by U.S.$19,071,0001,386
Privately issued$0205
Collaterized mortgage obligations$177,0003,199
CMOs issued by government agencies or sponsored agencies$177,0002,895
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$166,073,000641
Total debt securities$166,072,000752
Structured notes
Amortized cost$1,971,0001,686
Fair value$1,943,0001,667
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$156,905,000812
U.S. Government securities$103,762,000884
U.S. Treasury securities$9,015,000373
U.S. Government agency obligations$94,747,000938
Securities issued by states & political subdivisions$53,143,000305
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,472,000736
Mortgage-backed securities$20,531,0001,768
Certificates of participation in pools of residential mortgages$20,343,0001,360
Issued or guaranteed by U.S.$20,343,0001,351
Privately issued$0216
Collaterized mortgage obligations$188,0003,198
CMOs issued by government agencies or sponsored agencies$188,0002,900
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$156,905,000673
Total debt securities$156,905,000793
Structured notes
Amortized cost$1,970,0001,686
Fair value$1,948,0001,664
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$178,339,000717
U.S. Government securities$121,217,000759
U.S. Treasury securities$15,528,000250
U.S. Government agency obligations$105,689,000833
Securities issued by states & political subdivisions$57,122,000277
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,784,000696
Mortgage-backed securities$22,780,0001,672
Certificates of participation in pools of residential mortgages$22,581,0001,290
Issued or guaranteed by U.S.$22,581,0001,277
Privately issued$0225
Collaterized mortgage obligations$199,0003,200
CMOs issued by government agencies or sponsored agencies$199,0002,898
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$178,339,000597
Total debt securities$178,339,000701
Structured notes
Amortized cost$3,468,0001,153
Fair value$3,460,0001,128
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$182,362,000705
U.S. Government securities$130,686,000705
U.S. Treasury securities$23,066,000189
U.S. Government agency obligations$107,620,000816
Securities issued by states & political subdivisions$51,676,000324
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$97,359,000530
Mortgage-backed securities$22,061,0001,742
Certificates of participation in pools of residential mortgages$21,848,0001,344
Issued or guaranteed by U.S.$21,848,0001,332
Privately issued$0223
Collaterized mortgage obligations$213,0003,221
CMOs issued by government agencies or sponsored agencies$213,0002,927
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$182,362,000585
Total debt securities$182,362,000690
Structured notes
Amortized cost$3,467,0001,153
Fair value$3,470,0001,133
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$179,440,000714
U.S. Government securities$138,157,000690
U.S. Treasury securities$30,599,000154
U.S. Government agency obligations$107,558,000837
Securities issued by states & political subdivisions$41,283,000405
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,004,000438
Mortgage-backed securities$23,995,0001,702
Certificates of participation in pools of residential mortgages$23,748,0001,304
Issued or guaranteed by U.S.$23,748,0001,296
Privately issued$0207
Collaterized mortgage obligations$247,0003,221
CMOs issued by government agencies or sponsored agencies$247,0002,944
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$179,440,000598
Total debt securities$179,440,000699
Structured notes
Amortized cost$02,942
Fair value$02,942
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$198,725,000666
U.S. Government securities$148,520,000669
U.S. Treasury securities$30,783,000156
U.S. Government agency obligations$117,737,000778
Securities issued by states & political subdivisions$50,205,000317
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,773,000383
Mortgage-backed securities$26,400,0001,618
Certificates of participation in pools of residential mortgages$26,099,0001,236
Issued or guaranteed by U.S.$26,099,0001,229
Privately issued$0203
Collaterized mortgage obligations$301,0003,199
CMOs issued by government agencies or sponsored agencies$301,0002,917
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$198,725,000555
Total debt securities$198,725,000648
Structured notes
Amortized cost$02,874
Fair value$02,875
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$150,958,000851
U.S. Government securities$100,501,000932
U.S. Treasury securities$31,074,000160
U.S. Government agency obligations$69,427,0001,279
Securities issued by states & political subdivisions$50,457,000326
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,227,000676
Mortgage-backed securities$11,077,0002,789
Certificates of participation in pools of residential mortgages$10,717,0002,270
Issued or guaranteed by U.S.$10,717,0002,261
Privately issued$0225
Collaterized mortgage obligations$360,0003,160
CMOs issued by government agencies or sponsored agencies$360,0002,890
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$150,958,000728
Total debt securities$150,958,000831
Structured notes
Amortized cost$02,853
Fair value$02,854
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$178,015,000743
U.S. Government securities$125,020,000783
U.S. Treasury securities$46,146,000127
U.S. Government agency obligations$78,874,0001,156
Securities issued by states & political subdivisions$52,995,000287
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,758,000543
Mortgage-backed securities$13,907,0002,473
Certificates of participation in pools of residential mortgages$13,449,0002,002
Issued or guaranteed by U.S.$13,449,0001,994
Privately issued$0225
Collaterized mortgage obligations$458,0003,126
CMOs issued by government agencies or sponsored agencies$458,0002,874
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$178,015,000633
Total debt securities$178,015,000724
Structured notes
Amortized cost$02,808
Fair value$02,807
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$182,568,000736
U.S. Government securities$129,854,000765
U.S. Treasury securities$61,910,000100
U.S. Government agency obligations$67,944,0001,328
Securities issued by states & political subdivisions$52,211,000298
Other domestic debt securities$503,0003,010
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$503,0002,594
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$94,939,000517
Mortgage-backed securities$16,187,0002,300
Certificates of participation in pools of residential mortgages$15,581,0001,830
Issued or guaranteed by U.S.$15,581,0001,821
Privately issued$0230
Collaterized mortgage obligations$606,0003,037
CMOs issued by government agencies or sponsored agencies$606,0002,776
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$182,568,000628
Total debt securities$182,568,000720
Structured notes
Amortized cost$02,579
Fair value$02,579
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$175,809,000768
U.S. Government securities$117,642,000869
U.S. Treasury securities$78,602,00086
U.S. Government agency obligations$39,040,0002,260
Securities issued by states & political subdivisions$57,151,000268
Other domestic debt securities$1,016,0002,563
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,016,0002,259
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$73,913,000611
Mortgage-backed securities$12,045,0002,728
Certificates of participation in pools of residential mortgages$11,325,0002,259
Issued or guaranteed by U.S.$11,325,0002,245
Privately issued$0248
Collaterized mortgage obligations$720,0002,991
CMOs issued by government agencies or sponsored agencies$720,0002,846
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$175,809,000659
Total debt securities$175,809,000747
Structured notes
Amortized cost$02,453
Fair value$02,455
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$156,809,000858
U.S. Government securities$91,577,0001,073
U.S. Treasury securities$33,514,000160
U.S. Government agency obligations$58,063,0001,569
Securities issued by states & political subdivisions$59,168,000254
Other domestic debt securities$6,064,0001,209
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,064,000979
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$119,421,000406
Mortgage-backed securities$14,760,0002,437
Certificates of participation in pools of residential mortgages$13,795,0001,984
Issued or guaranteed by U.S.$13,795,0001,975
Privately issued$0253
Collaterized mortgage obligations$965,0002,871
CMOs issued by government agencies or sponsored agencies$965,0002,720
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$156,809,000734
Total debt securities$156,809,000829
Structured notes
Amortized cost$02,200
Fair value$02,203
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$164,971,000801
U.S. Government securities$96,927,000970
U.S. Treasury securities$41,147,000134
U.S. Government agency obligations$55,780,0001,558
Securities issued by states & political subdivisions$61,281,000237
Other domestic debt securities$6,763,0001,161
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,763,000915
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$120,878,000403
Mortgage-backed securities$19,888,0002,059
Certificates of participation in pools of residential mortgages$17,275,0001,676
Issued or guaranteed by U.S.$17,275,0001,668
Privately issued$0256
Collaterized mortgage obligations$2,613,0002,276
CMOs issued by government agencies or sponsored agencies$2,613,0002,149
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$164,971,000691
Total debt securities$164,971,000779
Structured notes
Amortized cost$01,992
Fair value$01,994
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$184,096,000713
U.S. Government securities$113,207,000843
U.S. Treasury securities$41,269,000141
U.S. Government agency obligations$71,938,0001,221
Securities issued by states & political subdivisions$64,056,000210
Other domestic debt securities$6,833,0001,170
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,833,000934
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$159,100,000320
Mortgage-backed securities$27,842,0001,610
Certificates of participation in pools of residential mortgages$20,655,0001,462
Issued or guaranteed by U.S.$20,655,0001,458
Privately issued$0257
Collaterized mortgage obligations$7,187,0001,508
CMOs issued by government agencies or sponsored agencies$7,187,0001,414
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$184,096,000615
Total debt securities$184,096,000694
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$173,692,000729
U.S. Government securities$98,332,000935
U.S. Treasury securities$10,443,000432
U.S. Government agency obligations$87,889,000987
Securities issued by states & political subdivisions$65,475,000196
Other domestic debt securities$9,885,000943
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,885,000728
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$119,466,000399
Mortgage-backed securities$35,930,0001,312
Certificates of participation in pools of residential mortgages$24,347,0001,261
Issued or guaranteed by U.S.$24,347,0001,255
Privately issued$0252
Collaterized mortgage obligations$11,583,0001,169
CMOs issued by government agencies or sponsored agencies$11,583,0001,069
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$173,692,000630
Total debt securities$173,692,000704
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$212,328,000570
U.S. Government securities$107,628,000764
U.S. Treasury securities$03,182
U.S. Government agency obligations$107,628,000733
Securities issued by states & political subdivisions$72,065,000164
Other domestic debt securities$32,635,000436
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,635,000287
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$152,367,000318
Mortgage-backed securities$65,248,000775
Certificates of participation in pools of residential mortgages$36,230,000819
Issued or guaranteed by U.S.$36,230,000812
Privately issued$0260
Collaterized mortgage obligations$29,018,000648
CMOs issued by government agencies or sponsored agencies$29,018,000591
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$212,328,000483
Total debt securities$212,219,000550
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$264,832,000453
U.S. Government securities$146,934,000581
U.S. Treasury securities$10,020,000645
U.S. Government agency obligations$136,914,000585
Securities issued by states & political subdivisions$81,302,000139
Other domestic debt securities$31,528,000391
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,528,000287
Foreign debt securities$0313
Equity securities$5,068,000842
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,253,000342
Mortgage-backed securities$70,680,000607
Certificates of participation in pools of residential mortgages$43,278,000597
Issued or guaranteed by U.S.$43,278,000591
Privately issued$0308
Collaterized mortgage obligations$27,402,000552
CMOs issued by government agencies or sponsored agencies$27,402,000485
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$264,832,000368
Total debt securities$259,764,000440
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$308,423,000429
U.S. Government securities$171,602,000540
U.S. Treasury securities$19,980,000482
U.S. Government agency obligations$151,622,000540
Securities issued by states & political subdivisions$98,735,000107
Other domestic debt securities$33,290,000397
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,290,000295
Foreign debt securities$0343
Equity securities$4,796,000852
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$134,496,000375
Mortgage-backed securities$78,860,000612
Certificates of participation in pools of residential mortgages$51,670,000588
Issued or guaranteed by U.S.$51,670,000578
Privately issued$0307
Collaterized mortgage obligations$27,190,000609
CMOs issued by government agencies or sponsored agencies$27,190,000536
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$308,423,000342
Total debt securities$303,627,000417
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$343,888,000402
U.S. Government securities$185,482,000527
U.S. Treasury securities$28,809,000483
U.S. Government agency obligations$156,673,000533
Securities issued by states & political subdivisions$92,703,000127
Other domestic debt securities$61,597,000226
Privately issued residential mortgage-backed securities$12,0001,580
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$61,585,000142
Foreign debt securities$0363
Equity securities$4,106,000955
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,660,000536
Mortgage-backed securities$89,901,000580
Certificates of participation in pools of residential mortgages$63,042,000536
Issued or guaranteed by U.S.$63,042,000528
Privately issued$0349
Collaterized mortgage obligations$26,859,000631
CMOs issued by government agencies or sponsored agencies$26,847,000560
Privately issued$12,0001,366
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$343,888,000316
Total debt securities$339,781,000395
Structured notes
Amortized cost$01,636
Fair value$01,636
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$148,514,000806
U.S. Government securities$79,142,0001,166
U.S. Treasury securities$24,384,000776
U.S. Government agency obligations$54,758,0001,330
Securities issued by states & political subdivisions$64,244,000152
Other domestic debt securities$1,172,0001,700
Privately issued residential mortgage-backed securities$173,0001,093
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$999,0001,477
Foreign debt securities$0390
Equity securities$3,956,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,610,000645
Mortgage-backed securities$22,900,0001,536
Certificates of participation in pools of residential mortgages$22,727,0001,121
Issued or guaranteed by U.S.$22,727,0001,108
Privately issued$0394
Collaterized mortgage obligations$173,0004,599
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$173,000886
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$148,514,000574
Total debt securities$144,558,000795
Structured notes
Amortized cost$200,0002,615
Fair value$199,0002,680
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$169,353,000739
U.S. Government securities$101,765,000966
U.S. Treasury securities$27,796,000843
U.S. Government agency obligations$73,969,0001,023
Securities issued by states & political subdivisions$62,018,000160
Other domestic debt securities$1,728,0001,637
Privately issued residential mortgage-backed securities$481,0001,007
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,247,0001,385
Foreign debt securities$0466
Equity securities$3,842,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,163,000855
Mortgage-backed securities$28,889,0001,395
Certificates of participation in pools of residential mortgages$27,880,0001,042
Issued or guaranteed by U.S.$27,880,0001,019
Privately issued$0472
Collaterized mortgage obligations$1,009,0003,790
CMOs issued by government agencies or sponsored agencies$528,0004,227
Privately issued$481,000791
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$169,353,000526
Total debt securities$165,511,000734
Structured notes
Amortized cost$351,0003,002
Fair value$347,0003,015
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$190,097,000704
U.S. Government securities$123,127,000852
U.S. Treasury securities$59,606,000466
U.S. Government agency obligations$63,521,0001,163
Securities issued by states & political subdivisions$63,210,000153
Other domestic debt securities$1,519,0002,047
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,519,0001,571
Foreign debt securities$0553
Equity securities$2,241,0001,328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,793,000678
Mortgage-backed securities$5,710,0004,213
Certificates of participation in pools of residential mortgages$3,748,0003,805
Issued or guaranteed by U.S.$3,748,0003,776
Privately issued$0558
Collaterized mortgage obligations$1,962,0003,473
CMOs issued by government agencies or sponsored agencies$1,962,0003,333
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$190,097,000504
Total debt securities$187,856,000695
Structured notes
Amortized cost$3,627,000999
Fair value$3,722,000961
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$9,038,0009,114
U.S. Government securities$5,814,0009,737
U.S. Treasury securities$4,316,0006,022
U.S. Government agency obligations$1,498,00010,409
Securities issued by states & political subdivisions$3,210,0004,006
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$14,0008,119
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,446,0007,779
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,762,0006,584
Available-for-sale securities (fair market value)$1,276,0009,444
Total debt securities$9,024,0009,014
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$9,666,0009,210
U.S. Government securities$6,330,0009,767
U.S. Treasury securities$5,832,0005,187
U.S. Government agency obligations$498,00011,727
Securities issued by states & political subdivisions$3,086,0004,205
Other domestic debt securities$250,0005,033
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0003,913
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,135,0008,295
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
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$9,666,0009,081
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$8,560,0009,769
U.S. Government securities$6,549,0009,839
U.S. Treasury securities$6,043,0005,132
U.S. Government agency obligations$506,00012,080
Securities issued by states & political subdivisions$1,761,0005,336
Other domestic debt securities$250,0005,938
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0004,519
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,008,0008,642
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
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$8,560,0009,643
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