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Centennial Bank, Securities

2022-09-30Rank
Total securities$5,328,007,00089
U.S. Government securities$2,571,251,000105
U.S. Treasury securities$275,776,000127
U.S. Government agency obligations$2,295,475,00097
Securities issued by states & political subdivisions$2,011,686,00025
Other domestic debt securities$747,075,00070
Privately issued residential mortgage-backed securities$91,666,00075
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$108,441,00062
Structured financial products - Total$259,375,00060
Other domestic debt securities - All other$190,867,00065
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,265,289,00072
Mortgage-backed securities$2,037,206,000107
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$642,049,000138
Privately issued$307,000190
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$810,926,00077
Privately issued$91,359,00070
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$157,858,00095
Other commercial mortgage-backed securities$334,707,00082
Held to maturity securities (book value)$1,253,011,00082
Available-for-sale securities (fair market value)$4,077,001,00083
Total debt securities$5,330,012,00087
Structured notes
Amortized cost$20,850,00099
Fair value$18,256,000106
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$5,150,194,00091
U.S. Government securities$2,539,282,000109
U.S. Treasury securities$278,684,000126
U.S. Government agency obligations$2,260,598,000107
Securities issued by states & political subdivisions$2,025,629,00028
Other domestic debt securities$587,288,00074
Privately issued residential mortgage-backed securities$86,213,00086
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$89,566,00068
Structured financial products - Total$139,618,00052
Other domestic debt securities - All other$192,551,00063
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,765,072,00059
Mortgage-backed securities$1,978,238,000112
Certificates of participation in pools of residential mortgages$648,980,000146
Issued or guaranteed by U.S.$648,621,000145
Privately issued$359,000190
Collaterized mortgage obligations$899,855,00082
CMOs issued by government agencies or sponsored agencies$814,001,00077
Privately issued$85,854,00077
Commercial mortgage-backed securities$429,403,000114
Commercial mortgage pass-through securities$139,309,000103
Other commercial mortgage-backed securities$290,094,000100
Held to maturity securities (book value)$1,368,786,00075
Available-for-sale securities (fair market value)$3,783,413,00090
Total debt securities$5,152,199,00090
Structured notes
Amortized cost$20,850,00096
Fair value$18,930,00099
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$3,454,340,000120
U.S. Government securities$2,305,685,000124
U.S. Treasury securities$500,270,00079
U.S. Government agency obligations$1,805,415,000129
Securities issued by states & political subdivisions$928,936,00048
Other domestic debt securities$219,719,000144
Privately issued residential mortgage-backed securities$14,845,000209
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$38,561,000111
Structured financial products - Total$50,272,00059
Other domestic debt securities - All other$116,041,000101
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$1,201,741,00098
Mortgage-backed securities$1,410,489,000136
Certificates of participation in pools of residential mortgages$624,181,000156
Issued or guaranteed by U.S.$623,798,000155
Privately issued$383,000191
Collaterized mortgage obligations$450,913,000124
CMOs issued by government agencies or sponsored agencies$436,451,000116
Privately issued$14,462,000168
Commercial mortgage-backed securities$335,395,000120
Commercial mortgage pass-through securities$150,681,00097
Other commercial mortgage-backed securities$184,714,000118
Held to maturity securities (book value)$499,265,000130
Available-for-sale securities (fair market value)$2,955,075,000112
Total debt securities$3,454,340,000118
Structured notes
Amortized cost$20,850,00085
Fair value$19,654,00085
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$3,117,557,000128
U.S. Government securities$1,970,575,000138
U.S. Treasury securities$1,017,0001,945
U.S. Government agency obligations$1,969,558,000125
Securities issued by states & political subdivisions$996,979,00046
Other domestic debt securities$150,003,000180
Privately issued residential mortgage-backed securities$425,000525
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$41,546,000114
Structured financial products - Total$7,498,00089
Other domestic debt securities - All other$100,534,000109
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$1,153,261,000102
Mortgage-backed securities$1,538,021,000137
Certificates of participation in pools of residential mortgages$690,140,000143
Issued or guaranteed by U.S.$689,715,000141
Privately issued$425,000197
Collaterized mortgage obligations$470,626,000123
CMOs issued by government agencies or sponsored agencies$470,626,000109
Privately issued$0500
Commercial mortgage-backed securities$377,255,000117
Commercial mortgage pass-through securities$169,851,00090
Other commercial mortgage-backed securities$207,404,000114
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$3,117,557,000116
Total debt securities$3,117,556,000127
Structured notes
Amortized cost$15,850,00088
Fair value$15,735,00088
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$3,148,358,000127
U.S. Government securities$2,049,044,000135
U.S. Treasury securities$1,026,0001,734
U.S. Government agency obligations$2,048,018,000123
Securities issued by states & political subdivisions$991,145,00044
Other domestic debt securities$108,169,000217
Privately issued residential mortgage-backed securities$456,000495
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$17,592,000195
Structured financial products - Total$7,498,00085
Other domestic debt securities - All other$82,623,000123
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$1,173,919,000100
Mortgage-backed securities$1,609,337,000134
Certificates of participation in pools of residential mortgages$735,839,000132
Issued or guaranteed by U.S.$735,383,000131
Privately issued$456,000182
Collaterized mortgage obligations$459,925,000118
CMOs issued by government agencies or sponsored agencies$459,925,000110
Privately issued$0491
Commercial mortgage-backed securities$413,573,000112
Commercial mortgage pass-through securities$184,141,00091
Other commercial mortgage-backed securities$229,432,000103
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$3,148,358,000112
Total debt securities$3,148,358,000126
Structured notes
Amortized cost$15,850,00077
Fair value$15,854,00077
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$3,051,463,000126
U.S. Government securities$1,994,325,000127
U.S. Treasury securities$1,029,0001,627
U.S. Government agency obligations$1,993,296,000119
Securities issued by states & political subdivisions$974,023,00044
Other domestic debt securities$83,115,000253
Privately issued residential mortgage-backed securities$496,000499
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,779,000240
Structured financial products - Total$7,500,00080
Other domestic debt securities - All other$63,340,000143
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$1,128,546,000103
Mortgage-backed securities$1,571,828,000131
Certificates of participation in pools of residential mortgages$732,776,000124
Issued or guaranteed by U.S.$732,280,000123
Privately issued$496,000197
Collaterized mortgage obligations$395,335,000133
CMOs issued by government agencies or sponsored agencies$395,335,000125
Privately issued$0478
Commercial mortgage-backed securities$443,717,000105
Commercial mortgage pass-through securities$194,811,00084
Other commercial mortgage-backed securities$248,906,00098
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$3,051,463,000111
Total debt securities$3,051,461,000125
Structured notes
Amortized cost$6,500,000143
Fair value$6,498,000144
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$2,536,874,000131
U.S. Government securities$1,532,288,000142
U.S. Treasury securities$1,035,0001,317
U.S. Government agency obligations$1,531,253,000130
Securities issued by states & political subdivisions$963,803,00042
Other domestic debt securities$40,783,000366
Privately issued residential mortgage-backed securities$534,000493
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,873,000446
Structured financial products - Total$0158
Other domestic debt securities - All other$38,376,000211
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$1,083,654,000101
Mortgage-backed securities$1,199,847,000143
Certificates of participation in pools of residential mortgages$526,524,000147
Issued or guaranteed by U.S.$525,990,000147
Privately issued$534,000204
Collaterized mortgage obligations$225,486,000163
CMOs issued by government agencies or sponsored agencies$225,486,000150
Privately issued$0475
Commercial mortgage-backed securities$447,837,000102
Commercial mortgage pass-through securities$197,193,00076
Other commercial mortgage-backed securities$250,644,00096
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$2,536,874,000117
Total debt securities$2,536,873,000130
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$2,471,783,000131
U.S. Government securities$1,504,356,000136
U.S. Treasury securities$1,039,000922
U.S. Government agency obligations$1,503,317,000128
Securities issued by states & political subdivisions$927,894,00043
Other domestic debt securities$39,533,000363
Privately issued residential mortgage-backed securities$579,000458
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,762,000301
Structured financial products - Total$0156
Other domestic debt securities - All other$32,192,000233
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$1,075,243,000103
Mortgage-backed securities$1,177,944,000142
Certificates of participation in pools of residential mortgages$456,670,000154
Issued or guaranteed by U.S.$456,091,000152
Privately issued$579,000184
Collaterized mortgage obligations$256,388,000149
CMOs issued by government agencies or sponsored agencies$256,388,000138
Privately issued$0474
Commercial mortgage-backed securities$464,886,00094
Commercial mortgage pass-through securities$199,786,00068
Other commercial mortgage-backed securities$265,100,00094
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$2,471,783,000116
Total debt securities$2,471,780,000130
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$2,359,900,000129
U.S. Government securities$1,457,155,000131
U.S. Treasury securities$1,044,000926
U.S. Government agency obligations$1,456,111,000123
Securities issued by states & political subdivisions$866,384,00044
Other domestic debt securities$36,361,000357
Privately issued residential mortgage-backed securities$608,000456
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,703,000292
Structured financial products - Total$0152
Other domestic debt securities - All other$29,050,000234
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$1,177,642,00095
Mortgage-backed securities$1,153,428,000135
Certificates of participation in pools of residential mortgages$393,900,000159
Issued or guaranteed by U.S.$393,292,000156
Privately issued$608,000192
Collaterized mortgage obligations$267,352,000144
CMOs issued by government agencies or sponsored agencies$267,352,000134
Privately issued$0464
Commercial mortgage-backed securities$492,176,00088
Commercial mortgage pass-through securities$222,238,00058
Other commercial mortgage-backed securities$269,938,00092
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$2,359,900,000114
Total debt securities$2,359,900,000127
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$2,236,004,000132
U.S. Government securities$1,547,721,000124
U.S. Treasury securities$1,047,000965
U.S. Government agency obligations$1,546,674,000113
Securities issued by states & political subdivisions$654,667,00049
Other domestic debt securities$33,616,000362
Privately issued residential mortgage-backed securities$646,000429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,996,000256
Structured financial products - Total$0154
Other domestic debt securities - All other$25,974,000250
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$1,118,477,00097
Mortgage-backed securities$1,215,023,000129
Certificates of participation in pools of residential mortgages$380,567,000153
Issued or guaranteed by U.S.$379,921,000150
Privately issued$646,000186
Collaterized mortgage obligations$311,552,000131
CMOs issued by government agencies or sponsored agencies$311,552,000127
Privately issued$0454
Commercial mortgage-backed securities$522,904,00086
Commercial mortgage pass-through securities$235,138,00055
Other commercial mortgage-backed securities$287,766,00083
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$2,236,004,000115
Total debt securities$2,236,005,000130
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$2,086,558,000130
U.S. Government securities$1,599,768,000125
U.S. Treasury securities$1,042,0001,014
U.S. Government agency obligations$1,598,726,000115
Securities issued by states & political subdivisions$454,995,00066
Other domestic debt securities$31,795,000366
Privately issued residential mortgage-backed securities$635,000444
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,475,000226
Structured financial products - Total$0155
Other domestic debt securities - All other$23,685,000256
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$928,702,000108
Mortgage-backed securities$1,231,932,000126
Certificates of participation in pools of residential mortgages$343,493,000159
Issued or guaranteed by U.S.$342,858,000158
Privately issued$635,000193
Collaterized mortgage obligations$365,728,000125
CMOs issued by government agencies or sponsored agencies$365,728,000120
Privately issued$0460
Commercial mortgage-backed securities$522,711,00082
Commercial mortgage pass-through securities$246,996,00052
Other commercial mortgage-backed securities$275,715,00085
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$2,086,558,000117
Total debt securities$2,086,560,000129
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$2,081,595,000130
U.S. Government securities$1,609,889,000121
U.S. Treasury securities$1,012,0001,069
U.S. Government agency obligations$1,608,877,000112
Securities issued by states & political subdivisions$439,556,00065
Other domestic debt securities$32,150,000355
Privately issued residential mortgage-backed securities$660,000421
Commercial mortgage-backed securities - Total$0179
Asset backed securities$7,918,000204
Structured financial products - Total$0159
Other domestic debt securities - All other$23,572,000243
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$865,462,000107
Mortgage-backed securities$1,213,741,000127
Certificates of participation in pools of residential mortgages$317,032,000168
Issued or guaranteed by U.S.$316,372,000168
Privately issued$660,000177
Collaterized mortgage obligations$376,417,000125
CMOs issued by government agencies or sponsored agencies$376,417,000120
Privately issued$0457
Commercial mortgage-backed securities$520,292,00074
Commercial mortgage pass-through securities$244,776,00049
Other commercial mortgage-backed securities$275,516,00081
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$2,081,595,000118
Total debt securities$2,081,596,000129
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$2,085,024,000128
U.S. Government securities$1,623,229,000121
U.S. Treasury securities$1,013,0001,102
U.S. Government agency obligations$1,622,216,000111
Securities issued by states & political subdivisions$429,170,00062
Other domestic debt securities$32,625,000343
Privately issued residential mortgage-backed securities$710,000435
Commercial mortgage-backed securities - Total$0182
Asset backed securities$8,282,000197
Structured financial products - Total$0154
Other domestic debt securities - All other$23,633,000236
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$913,184,000101
Mortgage-backed securities$1,205,561,000130
Certificates of participation in pools of residential mortgages$268,737,000181
Issued or guaranteed by U.S.$268,027,000179
Privately issued$710,000203
Collaterized mortgage obligations$421,367,000116
CMOs issued by government agencies or sponsored agencies$421,367,000111
Privately issued$0463
Commercial mortgage-backed securities$515,457,00073
Commercial mortgage pass-through securities$239,899,00050
Other commercial mortgage-backed securities$275,558,00080
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$2,085,024,000116
Total debt securities$2,085,021,000127
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$2,051,939,000127
U.S. Government securities$1,581,299,000121
U.S. Treasury securities$1,010,0001,127
U.S. Government agency obligations$1,580,289,000109
Securities issued by states & political subdivisions$437,747,00060
Other domestic debt securities$32,893,000318
Privately issued residential mortgage-backed securities$723,000398
Commercial mortgage-backed securities - Total$0177
Asset backed securities$8,670,000177
Structured financial products - Total$0152
Other domestic debt securities - All other$23,500,000230
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$970,129,000100
Mortgage-backed securities$1,168,050,000129
Certificates of participation in pools of residential mortgages$257,557,000187
Issued or guaranteed by U.S.$256,834,000187
Privately issued$723,000157
Collaterized mortgage obligations$409,672,000115
CMOs issued by government agencies or sponsored agencies$409,672,000112
Privately issued$0476
Commercial mortgage-backed securities$500,821,00066
Commercial mortgage pass-through securities$227,651,00046
Other commercial mortgage-backed securities$273,170,00075
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$2,051,939,000113
Total debt securities$2,051,939,000126
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$2,011,123,000124
U.S. Government securities$1,536,921,000122
U.S. Treasury securities$987,0001,260
U.S. Government agency obligations$1,535,934,000110
Securities issued by states & political subdivisions$441,201,00059
Other domestic debt securities$33,001,000305
Privately issued residential mortgage-backed securities$734,000398
Commercial mortgage-backed securities - Total$0171
Asset backed securities$8,995,000163
Structured financial products - Total$0154
Other domestic debt securities - All other$23,272,000224
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$1,264,058,00082
Mortgage-backed securities$1,125,168,000130
Certificates of participation in pools of residential mortgages$243,402,000201
Issued or guaranteed by U.S.$242,668,000201
Privately issued$734,000157
Collaterized mortgage obligations$407,069,000115
CMOs issued by government agencies or sponsored agencies$407,069,000112
Privately issued$0499
Commercial mortgage-backed securities$474,697,00064
Commercial mortgage pass-through securities$230,466,00048
Other commercial mortgage-backed securities$244,231,00075
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$2,011,123,000112
Total debt securities$2,011,123,000123
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$1,976,636,000127
U.S. Government securities$1,499,487,000127
U.S. Treasury securities$980,0001,265
U.S. Government agency obligations$1,498,507,000111
Securities issued by states & political subdivisions$443,510,00063
Other domestic debt securities$33,639,000291
Privately issued residential mortgage-backed securities$746,000374
Commercial mortgage-backed securities - Total$0160
Asset backed securities$9,362,000158
Structured financial products - Total$0154
Other domestic debt securities - All other$23,531,000221
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$1,322,811,00080
Mortgage-backed securities$1,086,074,000133
Certificates of participation in pools of residential mortgages$218,474,000207
Issued or guaranteed by U.S.$217,728,000206
Privately issued$746,000127
Collaterized mortgage obligations$394,135,000115
CMOs issued by government agencies or sponsored agencies$394,135,000111
Privately issued$0498
Commercial mortgage-backed securities$473,465,00062
Commercial mortgage pass-through securities$224,548,00047
Other commercial mortgage-backed securities$248,917,00069
Held to maturity securities (book value)$192,775,000162
Available-for-sale securities (fair market value)$1,783,861,000122
Total debt securities$1,976,637,000126
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$1,939,988,000128
U.S. Government securities$1,461,341,000122
U.S. Treasury securities$961,0001,270
U.S. Government agency obligations$1,460,380,000110
Securities issued by states & political subdivisions$444,123,00065
Other domestic debt securities$34,524,000280
Privately issued residential mortgage-backed securities$1,201,000274
Commercial mortgage-backed securities - Total$0150
Asset backed securities$9,711,000148
Structured financial products - Total$0171
Other domestic debt securities - All other$23,612,000216
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$1,168,444,00086
Mortgage-backed securities$1,042,271,000133
Certificates of participation in pools of residential mortgages$199,721,000226
Issued or guaranteed by U.S.$198,975,000224
Privately issued$746,00069
Collaterized mortgage obligations$365,985,000123
CMOs issued by government agencies or sponsored agencies$365,530,000117
Privately issued$455,000300
Commercial mortgage-backed securities$476,565,00060
Commercial mortgage pass-through securities$225,239,00042
Other commercial mortgage-backed securities$251,326,00065
Held to maturity securities (book value)$199,267,000156
Available-for-sale securities (fair market value)$1,740,721,000123
Total debt securities$1,939,987,000127
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$1,917,953,000126
U.S. Government securities$1,432,456,000119
U.S. Treasury securities$967,0001,224
U.S. Government agency obligations$1,431,489,000109
Securities issued by states & political subdivisions$449,561,00068
Other domestic debt securities$35,936,000286
Privately issued residential mortgage-backed securities$808,000527
Commercial mortgage-backed securities - Total$0147
Asset backed securities$11,477,000137
Structured financial products - Total$0186
Other domestic debt securities - All other$23,651,000216
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$1,138,567,00090
Mortgage-backed securities$1,036,619,000134
Certificates of participation in pools of residential mortgages$208,338,000223
Issued or guaranteed by U.S.$207,530,000221
Privately issued$808,000283
Collaterized mortgage obligations$339,289,000127
CMOs issued by government agencies or sponsored agencies$339,289,000124
Privately issued$0544
Commercial mortgage-backed securities$488,992,00054
Commercial mortgage pass-through securities$238,481,00040
Other commercial mortgage-backed securities$250,511,00063
Held to maturity securities (book value)$204,402,000154
Available-for-sale securities (fair market value)$1,713,551,000122
Total debt securities$1,917,953,000125
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$1,904,105,000126
U.S. Government securities$1,471,212,000115
U.S. Treasury securities$971,0001,184
U.S. Government agency obligations$1,470,241,000106
Securities issued by states & political subdivisions$395,230,00077
Other domestic debt securities$35,663,000266
Privately issued residential mortgage-backed securities$845,000292
Commercial mortgage-backed securities - Total$0147
Asset backed securities$12,253,000126
Structured financial products - Total$0193
Other domestic debt securities - All other$22,565,000236
Foreign debt securities$0319
Equity securities$2,000,000210
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,186,983,00087
Mortgage-backed securities$1,079,147,000133
Certificates of participation in pools of residential mortgages$218,426,000221
Issued or guaranteed by U.S.$217,585,000220
Privately issued$841,00031
Collaterized mortgage obligations$340,011,000125
CMOs issued by government agencies or sponsored agencies$340,007,000121
Privately issued$4,000531
Commercial mortgage-backed securities$520,710,00051
Commercial mortgage pass-through securities$266,387,00036
Other commercial mortgage-backed securities$254,323,00065
Held to maturity securities (book value)$213,732,000149
Available-for-sale securities (fair market value)$1,690,373,000121
Total debt securities$1,902,107,000125
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$1,885,444,000123
U.S. Government securities$1,456,576,000111
U.S. Treasury securities$990,0001,097
U.S. Government agency obligations$1,455,586,000102
Securities issued by states & political subdivisions$395,659,00080
Other domestic debt securities$31,209,000285
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$12,607,000125
Structured financial products - Total$0204
Other domestic debt securities - All other$18,602,000270
Foreign debt securities$0316
Equity securities$2,000,000366
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,178,090,00086
Mortgage-backed securities$1,048,362,000129
Certificates of participation in pools of residential mortgages$201,828,000232
Issued or guaranteed by U.S.$201,828,000231
Privately issued$064
Collaterized mortgage obligations$336,136,000122
CMOs issued by government agencies or sponsored agencies$336,136,000117
Privately issued$0573
Commercial mortgage-backed securities$510,398,00050
Commercial mortgage pass-through securities$267,572,00034
Other commercial mortgage-backed securities$242,826,00066
Held to maturity securities (book value)$224,757,000148
Available-for-sale securities (fair market value)$1,660,687,000118
Total debt securities$1,883,443,000122
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$1,804,613,000125
U.S. Government securities$1,373,349,000115
U.S. Treasury securities$1,005,0001,017
U.S. Government agency obligations$1,372,344,000108
Securities issued by states & political subdivisions$399,350,00076
Other domestic debt securities$30,914,000280
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$12,611,000118
Structured financial products - Total$0214
Other domestic debt securities - All other$18,303,000285
Foreign debt securities$0334
Equity securities$1,000,000509
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,128,780,00092
Mortgage-backed securities$972,729,000134
Certificates of participation in pools of residential mortgages$213,189,000227
Issued or guaranteed by U.S.$213,189,000226
Privately issued$069
Collaterized mortgage obligations$295,482,000128
CMOs issued by government agencies or sponsored agencies$295,482,000122
Privately issued$0584
Commercial mortgage-backed securities$464,058,00051
Commercial mortgage pass-through securities$242,572,00033
Other commercial mortgage-backed securities$221,486,00066
Held to maturity securities (book value)$234,945,000140
Available-for-sale securities (fair market value)$1,569,668,000118
Total debt securities$1,803,611,000123
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$1,648,159,000129
U.S. Government securities$1,211,356,000128
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,211,356,000120
Securities issued by states & political subdivisions$403,764,00075
Other domestic debt securities$30,034,000301
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$12,678,000110
Structured financial products - Total$0219
Other domestic debt securities - All other$17,356,000303
Foreign debt securities$2,005,000145
Equity securities$1,000,000518
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,056,627,00090
Mortgage-backed securities$851,258,000148
Certificates of participation in pools of residential mortgages$133,057,000336
Issued or guaranteed by U.S.$133,057,000335
Privately issued$067
Collaterized mortgage obligations$269,502,000138
CMOs issued by government agencies or sponsored agencies$269,502,000128
Privately issued$0606
Commercial mortgage-backed securities$448,699,00049
Commercial mortgage pass-through securities$232,957,00030
Other commercial mortgage-backed securities$215,742,00064
Held to maturity securities (book value)$254,160,000134
Available-for-sale securities (fair market value)$1,393,999,000123
Total debt securities$1,647,161,000127
Structured notes
Amortized cost$5,000,000234
Fair value$5,011,000234
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$1,519,834,000137
U.S. Government securities$1,093,457,000137
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,093,457,000128
Securities issued by states & political subdivisions$393,408,00077
Other domestic debt securities$29,959,000310
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$12,761,000115
Structured financial products - Total$0221
Other domestic debt securities - All other$17,198,000315
Foreign debt securities$2,010,000146
Equity securities$1,000,000498
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,011,112,00098
Mortgage-backed securities$771,961,000155
Certificates of participation in pools of residential mortgages$150,000,000304
Issued or guaranteed by U.S.$150,000,000303
Privately issued$066
Collaterized mortgage obligations$217,431,000156
CMOs issued by government agencies or sponsored agencies$217,431,000144
Privately issued$0642
Commercial mortgage-backed securities$404,530,00054
Commercial mortgage pass-through securities$209,970,00034
Other commercial mortgage-backed securities$194,560,00065
Held to maturity securities (book value)$276,599,000134
Available-for-sale securities (fair market value)$1,243,235,000135
Total debt securities$1,518,838,000136
Structured notes
Amortized cost$14,998,000106
Fair value$15,178,000101
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$1,349,224,000146
U.S. Government securities$930,172,000150
U.S. Treasury securities$01,367
U.S. Government agency obligations$930,172,000143
Securities issued by states & political subdivisions$386,219,00076
Other domestic debt securities$29,817,000308
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$12,740,000110
Structured financial products - Total$0226
Other domestic debt securities - All other$17,077,000300
Foreign debt securities$2,016,000148
Equity securities$1,000,000506
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,070,627,00089
Mortgage-backed securities$688,594,000159
Certificates of participation in pools of residential mortgages$138,042,000314
Issued or guaranteed by U.S.$138,042,000313
Privately issued$071
Collaterized mortgage obligations$193,869,000167
CMOs issued by government agencies or sponsored agencies$193,869,000156
Privately issued$0666
Commercial mortgage-backed securities$356,683,00056
Commercial mortgage pass-through securities$190,544,00035
Other commercial mortgage-backed securities$166,139,00071
Held to maturity securities (book value)$284,177,000130
Available-for-sale securities (fair market value)$1,065,047,000146
Total debt securities$1,348,222,000143
Structured notes
Amortized cost$9,998,000139
Fair value$10,063,000133
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$1,501,463,000133
U.S. Government securities$1,085,326,000129
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,085,326,000121
Securities issued by states & political subdivisions$371,521,00078
Other domestic debt securities$41,596,000251
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$20,165,00089
Structured financial products - Total$954,000160
Other domestic debt securities - All other$20,477,000266
Foreign debt securities$2,020,000142
Equity securities$1,000,000533
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,295,705,00079
Mortgage-backed securities$774,133,000149
Certificates of participation in pools of residential mortgages$147,627,000296
Issued or guaranteed by U.S.$147,627,000295
Privately issued$067
Collaterized mortgage obligations$214,094,000152
CMOs issued by government agencies or sponsored agencies$214,094,000142
Privately issued$0671
Commercial mortgage-backed securities$412,412,00053
Commercial mortgage pass-through securities$229,678,00023
Other commercial mortgage-backed securities$182,734,00065
Held to maturity securities (book value)$275,545,000128
Available-for-sale securities (fair market value)$1,225,918,000133
Total debt securities$1,500,462,000133
Structured notes
Amortized cost$11,478,000118
Fair value$11,642,000118
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$1,502,064,000130
U.S. Government securities$1,078,842,000133
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,078,842,000125
Securities issued by states & political subdivisions$374,865,00079
Other domestic debt securities$45,334,000241
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$5,022,00075
Asset backed securities$20,986,00087
Structured financial products - Total$957,000165
Other domestic debt securities - All other$18,369,000296
Foreign debt securities$2,023,000138
Equity securities$1,000,000545
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,268,267,00080
Mortgage-backed securities$766,774,000151
Certificates of participation in pools of residential mortgages$161,108,000283
Issued or guaranteed by U.S.$161,108,000282
Privately issued$071
Collaterized mortgage obligations$209,206,000164
CMOs issued by government agencies or sponsored agencies$209,206,000152
Privately issued$0687
Commercial mortgage-backed securities$396,460,00053
Commercial mortgage pass-through securities$225,286,00025
Other commercial mortgage-backed securities$171,174,00068
Held to maturity securities (book value)$287,726,000126
Available-for-sale securities (fair market value)$1,214,338,000130
Total debt securities$1,501,062,000129
Structured notes
Amortized cost$5,579,000253
Fair value$5,639,000252
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$1,499,608,000132
U.S. Government securities$1,075,476,000135
U.S. Treasury securities$01,296
U.S. Government agency obligations$1,075,476,000127
Securities issued by states & political subdivisions$379,693,00075
Other domestic debt securities$41,412,000248
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$21,900,00087
Structured financial products - Total$971,000161
Other domestic debt securities - All other$18,541,000292
Foreign debt securities$2,027,000136
Equity securities$1,000,000539
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,194,576,00083
Mortgage-backed securities$728,683,000155
Certificates of participation in pools of residential mortgages$139,305,000315
Issued or guaranteed by U.S.$139,305,000314
Privately issued$066
Collaterized mortgage obligations$210,750,000170
CMOs issued by government agencies or sponsored agencies$210,750,000159
Privately issued$0699
Commercial mortgage-backed securities$378,628,00053
Commercial mortgage pass-through securities$222,967,00026
Other commercial mortgage-backed securities$155,661,00065
Held to maturity securities (book value)$299,050,000126
Available-for-sale securities (fair market value)$1,200,558,000132
Total debt securities$1,498,608,000132
Structured notes
Amortized cost$5,660,000299
Fair value$5,715,000296
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$1,508,732,000132
U.S. Government securities$1,074,913,000131
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,074,913,000124
Securities issued by states & political subdivisions$386,601,00072
Other domestic debt securities$44,194,000234
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$22,996,00088
Structured financial products - Total$990,000164
Other domestic debt securities - All other$20,208,000262
Foreign debt securities$2,024,000128
Equity securities$1,000,000547
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,253,034,00086
Mortgage-backed securities$700,367,000153
Certificates of participation in pools of residential mortgages$134,241,000324
Issued or guaranteed by U.S.$134,241,000323
Privately issued$066
Collaterized mortgage obligations$213,986,000173
CMOs issued by government agencies or sponsored agencies$213,986,000161
Privately issued$0704
Commercial mortgage-backed securities$352,140,00053
Commercial mortgage pass-through securities$218,896,00024
Other commercial mortgage-backed securities$133,244,00069
Held to maturity securities (book value)$309,034,000123
Available-for-sale securities (fair market value)$1,199,698,000128
Total debt securities$1,507,734,000132
Structured notes
Amortized cost$10,748,000198
Fair value$10,795,000196
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$1,459,646,000132
U.S. Government securities$1,045,900,000131
U.S. Treasury securities$01,303
U.S. Government agency obligations$1,045,900,000125
Securities issued by states & political subdivisions$367,837,00074
Other domestic debt securities$42,877,000237
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$23,804,00087
Structured financial products - Total$1,002,000161
Other domestic debt securities - All other$18,071,000283
Foreign debt securities$2,032,000131
Equity securities$1,000,000557
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,175,186,00088
Mortgage-backed securities$629,057,000165
Certificates of participation in pools of residential mortgages$97,098,000443
Issued or guaranteed by U.S.$97,098,000443
Privately issued$065
Collaterized mortgage obligations$177,857,000192
CMOs issued by government agencies or sponsored agencies$177,857,000179
Privately issued$0721
Commercial mortgage-backed securities$354,102,00050
Commercial mortgage pass-through securities$237,082,00021
Other commercial mortgage-backed securities$117,020,00071
Held to maturity securities (book value)$324,942,000121
Available-for-sale securities (fair market value)$1,134,704,000130
Total debt securities$1,458,647,000132
Structured notes
Amortized cost$25,517,000103
Fair value$25,628,000103
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$1,416,994,000140
U.S. Government securities$1,005,591,000132
U.S. Treasury securities$01,348
U.S. Government agency obligations$1,005,591,000129
Securities issued by states & political subdivisions$363,667,00071
Other domestic debt securities$44,702,000229
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$25,311,00081
Structured financial products - Total$1,006,000167
Other domestic debt securities - All other$18,385,000282
Foreign debt securities$2,034,000134
Equity securities$1,000,000561
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,194,946,00087
Mortgage-backed securities$641,252,000162
Certificates of participation in pools of residential mortgages$108,682,000390
Issued or guaranteed by U.S.$108,682,000389
Privately issued$067
Collaterized mortgage obligations$188,311,000187
CMOs issued by government agencies or sponsored agencies$188,311,000176
Privately issued$0741
Commercial mortgage-backed securities$344,259,00048
Commercial mortgage pass-through securities$225,081,00021
Other commercial mortgage-backed securities$119,178,00067
Held to maturity securities (book value)$336,993,000114
Available-for-sale securities (fair market value)$1,080,001,000135
Total debt securities$1,415,990,000139
Structured notes
Amortized cost$23,149,000135
Fair value$23,251,000135
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$1,414,263,000134
U.S. Government securities$1,001,037,000131
U.S. Treasury securities$01,327
U.S. Government agency obligations$1,001,037,000128
Securities issued by states & political subdivisions$364,545,00072
Other domestic debt securities$45,641,000227
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$26,105,00079
Structured financial products - Total$1,000,000154
Other domestic debt securities - All other$18,536,000284
Foreign debt securities$2,040,000146
Equity securities$1,000,000573
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,239,950,00087
Mortgage-backed securities$643,286,000163
Certificates of participation in pools of residential mortgages$105,512,000408
Issued or guaranteed by U.S.$105,512,000407
Privately issued$070
Collaterized mortgage obligations$192,525,000188
CMOs issued by government agencies or sponsored agencies$192,525,000177
Privately issued$0776
Commercial mortgage-backed securities$345,249,00045
Commercial mortgage pass-through securities$225,840,00022
Other commercial mortgage-backed securities$119,409,00065
Held to maturity securities (book value)$344,516,000112
Available-for-sale securities (fair market value)$1,069,747,000139
Total debt securities$1,413,271,000134
Structured notes
Amortized cost$21,522,000161
Fair value$21,644,000160
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$1,424,078,000136
U.S. Government securities$1,004,435,000129
U.S. Treasury securities$01,361
U.S. Government agency obligations$1,004,435,000124
Securities issued by states & political subdivisions$367,656,00067
Other domestic debt securities$48,935,000216
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$26,918,00073
Structured financial products - Total$1,000,000157
Other domestic debt securities - All other$21,017,000245
Foreign debt securities$2,052,000128
Equity securities$1,000,000567
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,225,299,00086
Mortgage-backed securities$664,141,000154
Certificates of participation in pools of residential mortgages$105,418,000417
Issued or guaranteed by U.S.$105,418,000416
Privately issued$075
Collaterized mortgage obligations$200,626,000183
CMOs issued by government agencies or sponsored agencies$200,626,000172
Privately issued$0785
Commercial mortgage-backed securities$358,097,00043
Commercial mortgage pass-through securities$237,773,00022
Other commercial mortgage-backed securities$120,324,00065
Held to maturity securities (book value)$356,789,000110
Available-for-sale securities (fair market value)$1,067,289,000136
Total debt securities$1,423,077,000134
Structured notes
Amortized cost$13,793,000245
Fair value$14,007,000237
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$1,363,658,000140
U.S. Government securities$955,972,000133
U.S. Treasury securities$01,381
U.S. Government agency obligations$955,972,000128
Securities issued by states & political subdivisions$354,893,00067
Other domestic debt securities$49,735,000206
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$27,675,00072
Structured financial products - Total$1,000,000157
Other domestic debt securities - All other$21,060,000247
Foreign debt securities$2,058,000125
Equity securities$1,000,000571
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,140,884,00095
Mortgage-backed securities$613,063,000162
Certificates of participation in pools of residential mortgages$75,189,000598
Issued or guaranteed by U.S.$75,189,000598
Privately issued$073
Collaterized mortgage obligations$189,721,000196
CMOs issued by government agencies or sponsored agencies$189,721,000186
Privately issued$0821
Commercial mortgage-backed securities$348,153,00041
Commercial mortgage pass-through securities$246,309,00021
Other commercial mortgage-backed securities$101,844,00066
Held to maturity securities (book value)$296,041,000113
Available-for-sale securities (fair market value)$1,067,617,000134
Total debt securities$1,362,660,000140
Structured notes
Amortized cost$18,851,000206
Fair value$19,045,000197
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$1,328,370,000141
U.S. Government securities$957,943,000132
U.S. Treasury securities$01,342
U.S. Government agency obligations$957,943,000129
Securities issued by states & political subdivisions$314,126,00073
Other domestic debt securities$53,274,000207
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$31,226,00075
Structured financial products - Total$1,000,000156
Other domestic debt securities - All other$21,048,000259
Foreign debt securities$2,027,000137
Equity securities$1,000,000585
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,104,198,00097
Mortgage-backed securities$565,147,000177
Certificates of participation in pools of residential mortgages$66,304,000674
Issued or guaranteed by U.S.$66,304,000673
Privately issued$075
Collaterized mortgage obligations$155,405,000218
CMOs issued by government agencies or sponsored agencies$155,405,000206
Privately issued$0840
Commercial mortgage-backed securities$343,438,00039
Commercial mortgage pass-through securities$243,507,00022
Other commercial mortgage-backed securities$99,931,00064
Held to maturity securities (book value)$205,566,000155
Available-for-sale securities (fair market value)$1,122,804,000131
Total debt securities$1,327,369,000141
Structured notes
Amortized cost$61,928,00061
Fair value$61,885,00059
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$1,308,191,000143
U.S. Government securities$949,007,000135
U.S. Treasury securities$01,198
U.S. Government agency obligations$949,007,000132
Securities issued by states & political subdivisions$304,098,00071
Other domestic debt securities$52,053,000219
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$31,442,00077
Structured financial products - Total$0268
Other domestic debt securities - All other$20,611,000275
Foreign debt securities$2,033,000139
Equity securities$1,000,000586
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,123,431,00093
Mortgage-backed securities$522,387,000184
Certificates of participation in pools of residential mortgages$59,775,000742
Issued or guaranteed by U.S.$59,775,000741
Privately issued$076
Collaterized mortgage obligations$139,717,000235
CMOs issued by government agencies or sponsored agencies$139,717,000221
Privately issued$0874
Commercial mortgage-backed securities$322,895,00041
Commercial mortgage pass-through securities$222,409,00022
Other commercial mortgage-backed securities$100,486,00062
Held to maturity securities (book value)$132,364,000215
Available-for-sale securities (fair market value)$1,175,827,000128
Total debt securities$1,307,189,000143
Structured notes
Amortized cost$75,279,00050
Fair value$74,640,00049
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$1,290,107,000140
U.S. Government securities$924,564,000137
U.S. Treasury securities$01,131
U.S. Government agency obligations$924,564,000135
Securities issued by states & political subdivisions$310,199,00068
Other domestic debt securities$52,323,000231
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$31,893,00081
Structured financial products - Total$0292
Other domestic debt securities - All other$20,430,000286
Foreign debt securities$2,021,000139
Equity securities$1,000,000594
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,130,477,00091
Mortgage-backed securities$461,589,000200
Certificates of participation in pools of residential mortgages$62,636,000704
Issued or guaranteed by U.S.$62,636,000702
Privately issued$081
Collaterized mortgage obligations$100,849,000294
CMOs issued by government agencies or sponsored agencies$100,849,000274
Privately issued$0906
Commercial mortgage-backed securities$298,104,00041
Commercial mortgage pass-through securities$210,919,00023
Other commercial mortgage-backed securities$87,185,00063
Held to maturity securities (book value)$114,621,000234
Available-for-sale securities (fair market value)$1,175,486,000120
Total debt securities$1,289,106,000140
Structured notes
Amortized cost$80,582,00044
Fair value$78,771,00044
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$849,089,000186
U.S. Government securities$586,987,000193
U.S. Treasury securities$01,131
U.S. Government agency obligations$586,987,000189
Securities issued by states & political subdivisions$210,474,000102
Other domestic debt securities$48,610,000250
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$31,986,00083
Structured financial products - Total$0318
Other domestic debt securities - All other$16,624,000328
Foreign debt securities$2,018,000138
Equity securities$1,000,000616
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$538,940,000136
Mortgage-backed securities$404,274,000226
Certificates of participation in pools of residential mortgages$55,590,000778
Issued or guaranteed by U.S.$55,590,000778
Privately issued$080
Collaterized mortgage obligations$73,635,000360
CMOs issued by government agencies or sponsored agencies$73,635,000334
Privately issued$0947
Commercial mortgage-backed securities$275,049,00045
Commercial mortgage pass-through securities$202,300,00023
Other commercial mortgage-backed securities$72,749,00062
Held to maturity securities (book value)$9,528,0001,078
Available-for-sale securities (fair market value)$839,561,000163
Total debt securities$848,087,000184
Structured notes
Amortized cost$76,287,00043
Fair value$75,023,00043
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$736,406,000215
U.S. Government securities$502,237,000225
U.S. Treasury securities$01,152
U.S. Government agency obligations$502,237,000220
Securities issued by states & political subdivisions$196,067,000110
Other domestic debt securities$35,100,000315
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$24,047,00099
Structured financial products - Total$0318
Other domestic debt securities - All other$11,053,000438
Foreign debt securities$2,002,000139
Equity securities$1,000,000609
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$538,355,000136
Mortgage-backed securities$306,568,000270
Certificates of participation in pools of residential mortgages$54,786,000780
Issued or guaranteed by U.S.$54,786,000779
Privately issued$083
Collaterized mortgage obligations$25,422,000812
CMOs issued by government agencies or sponsored agencies$25,422,000761
Privately issued$0969
Commercial mortgage-backed securities$226,360,00049
Commercial mortgage pass-through securities$191,023,00024
Other commercial mortgage-backed securities$35,337,00085
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$736,406,000190
Total debt securities$735,406,000210
Structured notes
Amortized cost$82,283,00035
Fair value$81,698,00035
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$724,927,000216
U.S. Government securities$514,941,000228
U.S. Treasury securities$01,161
U.S. Government agency obligations$514,941,000224
Securities issued by states & political subdivisions$186,296,000120
Other domestic debt securities$20,550,000453
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$16,516,000104
Structured financial products - Total$0323
Other domestic debt securities - All other$4,034,000836
Foreign debt securities$2,024,000137
Equity securities$1,116,000589
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$543,016,000133
Mortgage-backed securities$323,728,000269
Certificates of participation in pools of residential mortgages$58,711,000763
Issued or guaranteed by U.S.$58,711,000762
Privately issued$083
Collaterized mortgage obligations$30,609,000749
CMOs issued by government agencies or sponsored agencies$30,609,000696
Privately issued$01,005
Commercial mortgage-backed securities$234,408,00046
Commercial mortgage pass-through securities$197,811,00020
Other commercial mortgage-backed securities$36,597,00078
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$724,927,000194
Total debt securities$723,814,000211
Structured notes
Amortized cost$55,452,00059
Fair value$55,560,00059
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$726,224,000211
U.S. Government securities$515,587,000223
U.S. Treasury securities$01,135
U.S. Government agency obligations$515,587,000221
Securities issued by states & political subdivisions$190,638,000111
Other domestic debt securities$16,913,000497
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$12,925,000107
Structured financial products - Total$0329
Other domestic debt securities - All other$3,988,000809
Foreign debt securities$2,028,000138
Equity securities$1,058,000591
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$532,837,000139
Mortgage-backed securities$325,350,000269
Certificates of participation in pools of residential mortgages$63,511,000693
Issued or guaranteed by U.S.$63,511,000692
Privately issued$085
Collaterized mortgage obligations$37,574,000637
CMOs issued by government agencies or sponsored agencies$37,574,000590
Privately issued$01,025
Commercial mortgage-backed securities$224,265,00045
Commercial mortgage pass-through securities$187,579,00019
Other commercial mortgage-backed securities$36,686,00073
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$726,224,000186
Total debt securities$725,163,000208
Structured notes
Amortized cost$33,100,000122
Fair value$33,285,000120
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$755,176,000207
U.S. Government securities$553,226,000212
U.S. Treasury securities$01,086
U.S. Government agency obligations$553,226,000210
Securities issued by states & political subdivisions$185,063,000113
Other domestic debt securities$13,921,000594
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$9,880,000124
Structured financial products - Total$0340
Other domestic debt securities - All other$4,041,000838
Foreign debt securities$1,966,000139
Equity securities$1,000,000613
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$520,295,000139
Mortgage-backed securities$319,756,000287
Certificates of participation in pools of residential mortgages$72,688,000634
Issued or guaranteed by U.S.$72,688,000633
Privately issued$088
Collaterized mortgage obligations$41,659,000631
CMOs issued by government agencies or sponsored agencies$41,659,000582
Privately issued$01,068
Commercial mortgage-backed securities$205,409,00046
Commercial mortgage pass-through securities$168,908,00019
Other commercial mortgage-backed securities$36,501,00067
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$755,176,000179
Total debt securities$754,176,000203
Structured notes
Amortized cost$46,100,00081
Fair value$46,249,00080
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$712,820,000217
U.S. Government securities$519,107,000222
U.S. Treasury securities$01,068
U.S. Government agency obligations$519,107,000218
Securities issued by states & political subdivisions$175,921,000115
Other domestic debt securities$14,935,000566
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$1,187,00097
Asset backed securities$9,900,000115
Structured financial products - Total$0339
Other domestic debt securities - All other$3,848,000870
Foreign debt securities$1,957,000131
Equity securities$900,000629
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$506,402,000146
Mortgage-backed securities$248,135,000361
Certificates of participation in pools of residential mortgages$74,703,000631
Issued or guaranteed by U.S.$74,703,000631
Privately issued$094
Collaterized mortgage obligations$63,719,000466
CMOs issued by government agencies or sponsored agencies$63,719,000437
Privately issued$01,117
Commercial mortgage-backed securities$109,713,00051
Commercial mortgage pass-through securities$94,145,00023
Other commercial mortgage-backed securities$15,568,00084
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$712,820,000189
Total debt securities$711,920,000214
Structured notes
Amortized cost$77,950,00039
Fair value$78,222,00039
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$759,960,000211
U.S. Government securities$573,429,000211
U.S. Treasury securities$01,157
U.S. Government agency obligations$573,429,000209
Securities issued by states & political subdivisions$168,645,000121
Other domestic debt securities$16,986,000516
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$1,197,00099
Asset backed securities$9,865,00098
Structured financial products - Total$0346
Other domestic debt securities - All other$5,924,000667
Foreign debt securities$0227
Equity securities$900,000616
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$499,899,000153
Mortgage-backed securities$180,809,000470
Certificates of participation in pools of residential mortgages$74,937,000644
Issued or guaranteed by U.S.$74,937,000644
Privately issued$094
Collaterized mortgage obligations$49,454,000579
CMOs issued by government agencies or sponsored agencies$49,454,000538
Privately issued$01,155
Commercial mortgage-backed securities$56,418,00059
Commercial mortgage pass-through securities$55,221,00021
Other commercial mortgage-backed securities$1,197,000192
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$759,960,000185
Total debt securities$759,057,000209
Structured notes
Amortized cost$99,201,00034
Fair value$99,343,00034
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$671,220,000232
U.S. Government securities$488,435,000231
U.S. Treasury securities$01,076
U.S. Government agency obligations$488,435,000229
Securities issued by states & political subdivisions$167,070,000115
Other domestic debt securities$14,815,000587
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$1,423,00082
Asset backed securities$7,682,00079
Structured financial products - Total$0321
Other domestic debt securities - All other$5,710,000631
Foreign debt securities$0182
Equity securities$900,000593
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$403,210,000161
Mortgage-backed securities$142,262,000555
Certificates of participation in pools of residential mortgages$70,415,000649
Issued or guaranteed by U.S.$70,415,000645
Privately issued$0121
Collaterized mortgage obligations$34,882,000763
CMOs issued by government agencies or sponsored agencies$34,882,000669
Privately issued$01,216
Commercial mortgage-backed securities$36,965,00059
Commercial mortgage pass-through securities$35,542,00022
Other commercial mortgage-backed securities$1,423,000145
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$671,220,000199
Total debt securities$670,321,000227
Structured notes
Amortized cost$87,579,00044
Fair value$88,177,00043
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$610,523,000245
U.S. Government securities$428,654,000257
U.S. Treasury securities$01,126
U.S. Government agency obligations$428,654,000254
Securities issued by states & political subdivisions$166,196,000111
Other domestic debt securities$15,173,000562
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$1,433,00068
Asset backed securities$7,656,00078
Structured financial products - Total$0323
Other domestic debt securities - All other$6,084,000582
Foreign debt securities$0176
Equity securities$500,000749
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$370,366,000175
Mortgage-backed securities$130,294,000592
Certificates of participation in pools of residential mortgages$73,635,000590
Issued or guaranteed by U.S.$73,635,000588
Privately issued$0132
Collaterized mortgage obligations$22,203,000991
CMOs issued by government agencies or sponsored agencies$22,203,000864
Privately issued$01,235
Commercial mortgage-backed securities$34,456,00054
Commercial mortgage pass-through securities$33,023,00021
Other commercial mortgage-backed securities$1,433,000121
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$610,523,000217
Total debt securities$610,021,000243
Structured notes
Amortized cost$93,433,00037
Fair value$94,279,00037
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$541,534,000277
U.S. Government securities$371,209,000296
U.S. Treasury securities$01,225
U.S. Government agency obligations$371,209,000287
Securities issued by states & political subdivisions$160,757,000111
Other domestic debt securities$9,068,000741
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$1,519,00057
Asset backed securities$4,855,00081
Structured financial products - Total$0330
Other domestic debt securities - All other$2,694,000882
Foreign debt securities$0168
Equity securities$500,000750
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$336,153,000184
Mortgage-backed securities$128,623,000575
Certificates of participation in pools of residential mortgages$77,435,000551
Issued or guaranteed by U.S.$77,435,000549
Privately issued$0125
Collaterized mortgage obligations$20,800,0001,029
CMOs issued by government agencies or sponsored agencies$20,800,000890
Privately issued$01,265
Commercial mortgage-backed securities$30,388,00046
Commercial mortgage pass-through securities$28,869,00021
Other commercial mortgage-backed securities$1,519,00098
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$541,534,000246
Total debt securities$541,033,000271
Structured notes
Amortized cost$57,409,00088
Fair value$57,902,00086
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$509,866,000294
U.S. Government securities$346,712,000309
U.S. Treasury securities$01,272
U.S. Government agency obligations$346,712,000297
Securities issued by states & political subdivisions$158,300,000104
Other domestic debt securities$4,354,0001,114
Privately issued residential mortgage-backed securities$147,0001,197
Commercial mortgage-backed securities - Total$1,520,00058
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$2,687,000896
Foreign debt securities$0165
Equity securities$500,000760
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$333,046,000191
Mortgage-backed securities$130,522,000548
Certificates of participation in pools of residential mortgages$91,540,000467
Issued or guaranteed by U.S.$91,540,000463
Privately issued$0136
Collaterized mortgage obligations$20,906,000992
CMOs issued by government agencies or sponsored agencies$20,759,000857
Privately issued$147,0001,141
Commercial mortgage-backed securities$18,076,00063
Commercial mortgage pass-through securities$16,410,00032
Other commercial mortgage-backed securities$1,666,00098
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$509,866,000261
Total debt securities$509,366,000286
Structured notes
Amortized cost$59,516,00094
Fair value$59,193,00091
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$469,866,000304
U.S. Government securities$307,980,000339
U.S. Treasury securities$01,275
U.S. Government agency obligations$307,980,000327
Securities issued by states & political subdivisions$153,707,000111
Other domestic debt securities$8,179,000853
Privately issued residential mortgage-backed securities$414,0001,118
Commercial mortgage-backed securities - Total$4,978,000107
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$2,787,000881
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$342,513,000180
Mortgage-backed securities$118,130,000581
Certificates of participation in pools of residential mortgages$89,084,000455
Issued or guaranteed by U.S.$89,084,000452
Privately issued$0141
Collaterized mortgage obligations$24,068,000899
CMOs issued by government agencies or sponsored agencies$23,654,000767
Privately issued$414,0001,065
Commercial mortgage-backed securities$4,978,000107
Commercial mortgage pass-through securities$2,417,000112
Other commercial mortgage-backed securities$2,561,00068
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$469,866,000268
Total debt securities$469,862,000298
Structured notes
Amortized cost$47,006,000109
Fair value$46,757,000107
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$380,689,000356
U.S. Government securities$214,001,000450
U.S. Treasury securities$01,180
U.S. Government agency obligations$214,001,000432
Securities issued by states & political subdivisions$153,624,000105
Other domestic debt securities$13,064,000638
Privately issued residential mortgage-backed securities$6,116,000510
Commercial mortgage-backed securities - Total$4,154,000105
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$2,794,000868
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$320,287,000191
Mortgage-backed securities$98,621,000657
Certificates of participation in pools of residential mortgages$65,562,000573
Issued or guaranteed by U.S.$65,562,000568
Privately issued$0141
Collaterized mortgage obligations$28,905,000802
CMOs issued by government agencies or sponsored agencies$22,789,000783
Privately issued$6,116,000488
Commercial mortgage-backed securities$4,154,000105
Commercial mortgage pass-through securities$2,540,00090
Other commercial mortgage-backed securities$1,614,00072
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$380,689,000314
Total debt securities$380,688,000350
Structured notes
Amortized cost$31,998,000159
Fair value$32,542,000159
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$343,721,000375
U.S. Government securities$176,513,000554
U.S. Treasury securities$01,121
U.S. Government agency obligations$176,513,000524
Securities issued by states & political subdivisions$153,680,00099
Other domestic debt securities$13,528,000639
Privately issued residential mortgage-backed securities$6,569,000520
Commercial mortgage-backed securities - Total$4,164,000104
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$2,795,000840
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$302,359,000204
Mortgage-backed securities$96,729,000660
Certificates of participation in pools of residential mortgages$70,413,000527
Issued or guaranteed by U.S.$70,413,000523
Privately issued$0148
Collaterized mortgage obligations$22,152,000903
CMOs issued by government agencies or sponsored agencies$15,583,000935
Privately issued$6,569,000502
Commercial mortgage-backed securities$4,164,000104
Commercial mortgage pass-through securities$2,472,00086
Other commercial mortgage-backed securities$1,692,00071
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$343,721,000331
Total debt securities$343,720,000369
Structured notes
Amortized cost$29,487,000196
Fair value$29,898,000194
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$359,810,000369
U.S. Government securities$197,477,000493
U.S. Treasury securities$01,130
U.S. Government agency obligations$197,477,000470
Securities issued by states & political subdivisions$149,084,000102
Other domestic debt securities$13,249,000673
Privately issued residential mortgage-backed securities$7,610,000520
Commercial mortgage-backed securities - Total$4,096,000108
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$1,543,0001,137
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$288,181,000224
Mortgage-backed securities$107,511,000620
Certificates of participation in pools of residential mortgages$78,230,000505
Issued or guaranteed by U.S.$78,230,000502
Privately issued$0145
Collaterized mortgage obligations$25,185,000821
CMOs issued by government agencies or sponsored agencies$17,575,000852
Privately issued$7,610,000498
Commercial mortgage-backed securities$4,096,000108
Commercial mortgage pass-through securities$2,411,00092
Other commercial mortgage-backed securities$1,685,00080
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$359,810,000322
Total debt securities$359,812,000363
Structured notes
Amortized cost$30,628,000138
Fair value$29,192,000150
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$319,216,000408
U.S. Government securities$160,980,000576
U.S. Treasury securities$01,077
U.S. Government agency obligations$160,980,000556
Securities issued by states & political subdivisions$145,935,000102
Other domestic debt securities$12,301,000725
Privately issued residential mortgage-backed securities$6,627,000579
Commercial mortgage-backed securities - Total$4,087,000103
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$1,587,0001,157
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$293,257,000221
Mortgage-backed securities$115,588,000586
Certificates of participation in pools of residential mortgages$84,890,000485
Issued or guaranteed by U.S.$84,890,000482
Privately issued$0157
Collaterized mortgage obligations$26,611,000789
CMOs issued by government agencies or sponsored agencies$19,984,000768
Privately issued$6,627,000556
Commercial mortgage-backed securities$4,087,000103
Commercial mortgage pass-through securities$2,341,00089
Other commercial mortgage-backed securities$1,746,00079
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$319,216,000357
Total debt securities$319,215,000404
Structured notes
Amortized cost$23,883,000139
Fair value$22,406,000149
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$312,370,000422
U.S. Government securities$152,378,000599
U.S. Treasury securities$01,047
U.S. Government agency obligations$152,378,000575
Securities issued by states & political subdivisions$149,154,000107
Other domestic debt securities$10,838,000846
Privately issued residential mortgage-backed securities$7,481,000588
Commercial mortgage-backed securities - Total$1,744,000191
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,613,0001,229
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$256,134,000247
Mortgage-backed securities$131,703,000539
Certificates of participation in pools of residential mortgages$93,131,000465
Issued or guaranteed by U.S.$93,131,000462
Privately issued$0171
Collaterized mortgage obligations$36,828,000632
CMOs issued by government agencies or sponsored agencies$29,347,000574
Privately issued$7,481,000564
Commercial mortgage-backed securities$1,744,000191
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$1,744,00092
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$312,370,000365
Total debt securities$312,367,000411
Structured notes
Amortized cost$16,042,000144
Fair value$14,752,000170
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$307,090,000423
U.S. Government securities$156,814,000565
U.S. Treasury securities$01,036
U.S. Government agency obligations$156,814,000546
Securities issued by states & political subdivisions$138,332,000110
Other domestic debt securities$11,944,000819
Privately issued residential mortgage-backed securities$10,238,000511
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,706,0001,227
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$248,514,000258
Mortgage-backed securities$143,446,000496
Certificates of participation in pools of residential mortgages$101,329,000443
Issued or guaranteed by U.S.$101,329,000438
Privately issued$0181
Collaterized mortgage obligations$42,117,000555
CMOs issued by government agencies or sponsored agencies$31,879,000504
Privately issued$10,238,000486
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)$307,090,000369
Total debt securities$307,091,000413
Structured notes
Amortized cost$3,238,000518
Fair value$2,015,000738
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$193,096,000642
U.S. Government securities$81,408,0001,066
U.S. Treasury securities$0981
U.S. Government agency obligations$81,408,0001,032
Securities issued by states & political subdivisions$99,988,000165
Other domestic debt securities$11,700,000782
Privately issued residential mortgage-backed securities$9,071,000555
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,629,000983
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$154,910,000383
Mortgage-backed securities$77,027,000838
Certificates of participation in pools of residential mortgages$63,060,000684
Issued or guaranteed by U.S.$63,060,000670
Privately issued$0191
Collaterized mortgage obligations$13,967,0001,134
CMOs issued by government agencies or sponsored agencies$4,896,0001,538
Privately issued$9,071,000529
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)$193,096,000549
Total debt securities$193,097,000626
Structured notes
Amortized cost$4,183,000306
Fair value$3,051,000402
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$108,120,0001,127
U.S. Government securities$56,166,0001,530
U.S. Treasury securities$0973
U.S. Government agency obligations$56,166,0001,508
Securities issued by states & political subdivisions$40,411,000478
Other domestic debt securities$11,543,000766
Privately issued residential mortgage-backed securities$9,807,000510
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,736,0001,207
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$88,119,000670
Mortgage-backed securities$50,810,0001,168
Certificates of participation in pools of residential mortgages$36,427,0001,097
Issued or guaranteed by U.S.$36,427,0001,087
Privately issued$0188
Collaterized mortgage obligations$14,383,0001,069
CMOs issued by government agencies or sponsored agencies$4,576,0001,559
Privately issued$9,807,000484
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)$108,120,000970
Total debt securities$108,119,0001,107
Structured notes
Amortized cost$1,431,000824
Fair value$1,458,000818
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$92,634,0001,286
U.S. Government securities$45,934,0001,789
U.S. Treasury securities$01,019
U.S. Government agency obligations$45,934,0001,757
Securities issued by states & political subdivisions$32,737,000602
Other domestic debt securities$13,963,000665
Privately issued residential mortgage-backed securities$9,865,000509
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,098,000721
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$80,802,000710
Mortgage-backed securities$36,769,0001,422
Certificates of participation in pools of residential mortgages$24,741,0001,431
Issued or guaranteed by U.S.$24,741,0001,420
Privately issued$0192
Collaterized mortgage obligations$12,028,0001,142
CMOs issued by government agencies or sponsored agencies$2,163,0001,957
Privately issued$9,865,000485
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)$92,634,0001,108
Total debt securities$92,636,0001,262
Structured notes
Amortized cost$1,454,000803
Fair value$1,448,000798
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$89,204,0001,361
U.S. Government securities$41,461,0001,991
U.S. Treasury securities$01,021
U.S. Government agency obligations$41,461,0001,948
Securities issued by states & political subdivisions$32,260,000638
Other domestic debt securities$15,483,000663
Privately issued residential mortgage-backed securities$11,200,000484
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,283,000770
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$80,535,000682
Mortgage-backed securities$39,348,0001,347
Certificates of participation in pools of residential mortgages$25,789,0001,377
Issued or guaranteed by U.S.$25,789,0001,366
Privately issued$0202
Collaterized mortgage obligations$13,559,0001,049
CMOs issued by government agencies or sponsored agencies$2,359,0001,919
Privately issued$11,200,000458
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)$89,204,0001,179
Total debt securities$89,203,0001,328
Structured notes
Amortized cost$1,487,000836
Fair value$1,477,000819
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$91,959,0001,315
U.S. Government securities$41,916,0001,961
U.S. Treasury securities$01,044
U.S. Government agency obligations$41,916,0001,921
Securities issued by states & political subdivisions$33,348,000602
Other domestic debt securities$16,695,000605
Privately issued residential mortgage-backed securities$12,085,000449
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,610,000743
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$82,209,000668
Mortgage-backed securities$42,116,0001,231
Certificates of participation in pools of residential mortgages$27,390,0001,253
Issued or guaranteed by U.S.$27,390,0001,243
Privately issued$0205
Collaterized mortgage obligations$14,726,000968
CMOs issued by government agencies or sponsored agencies$2,641,0001,819
Privately issued$12,085,000424
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)$91,959,0001,149
Total debt securities$91,959,0001,275
Structured notes
Amortized cost$1,536,000862
Fair value$1,589,000855
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$94,771,0001,267
U.S. Government securities$43,274,0001,901
U.S. Treasury securities$01,146
U.S. Government agency obligations$43,274,0001,860
Securities issued by states & political subdivisions$34,056,000575
Other domestic debt securities$17,441,000557
Privately issued residential mortgage-backed securities$12,611,000400
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,830,000682
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$75,560,000710
Mortgage-backed securities$44,217,0001,075
Certificates of participation in pools of residential mortgages$28,810,0001,075
Issued or guaranteed by U.S.$28,810,0001,067
Privately issued$0191
Collaterized mortgage obligations$15,407,000872
CMOs issued by government agencies or sponsored agencies$2,796,0001,719
Privately issued$12,611,000373
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)$94,771,0001,109
Total debt securities$94,770,0001,234
Structured notes
Amortized cost$1,593,0001,242
Fair value$1,571,0001,249
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$93,188,0001,286
U.S. Government securities$49,768,0001,698
U.S. Treasury securities$01,235
U.S. Government agency obligations$49,768,0001,659
Securities issued by states & political subdivisions$25,636,000782
Other domestic debt securities$17,784,000529
Privately issued residential mortgage-backed securities$12,920,000373
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,864,000663
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$82,865,000646
Mortgage-backed securities$44,365,0001,016
Certificates of participation in pools of residential mortgages$28,446,0001,020
Issued or guaranteed by U.S.$28,446,0001,014
Privately issued$0194
Collaterized mortgage obligations$15,919,000820
CMOs issued by government agencies or sponsored agencies$2,999,0001,620
Privately issued$12,920,000349
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)$93,188,0001,119
Total debt securities$93,189,0001,258
Structured notes
Amortized cost$4,376,000693
Fair value$4,326,000692
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$93,643,0001,281
U.S. Government securities$51,317,0001,649
U.S. Treasury securities$01,362
U.S. Government agency obligations$51,317,0001,608
Securities issued by states & political subdivisions$21,259,000965
Other domestic debt securities$21,067,000457
Privately issued residential mortgage-backed securities$14,172,000349
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,895,000514
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$81,574,000642
Mortgage-backed securities$47,306,000953
Certificates of participation in pools of residential mortgages$29,947,000955
Issued or guaranteed by U.S.$29,947,000950
Privately issued$0207
Collaterized mortgage obligations$17,359,000758
CMOs issued by government agencies or sponsored agencies$3,187,0001,571
Privately issued$14,172,000330
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)$93,643,0001,117
Total debt securities$93,643,0001,253
Structured notes
Amortized cost$8,442,000376
Fair value$8,347,000371
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$96,397,0001,253
U.S. Government securities$57,560,0001,478
U.S. Treasury securities$01,448
U.S. Government agency obligations$57,560,0001,446
Securities issued by states & political subdivisions$17,097,0001,205
Other domestic debt securities$21,740,000460
Privately issued residential mortgage-backed securities$14,844,000332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,896,000531
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$81,682,000642
Mortgage-backed securities$48,978,000928
Certificates of participation in pools of residential mortgages$30,662,000926
Issued or guaranteed by U.S.$30,662,000921
Privately issued$0218
Collaterized mortgage obligations$18,316,000720
CMOs issued by government agencies or sponsored agencies$3,472,0001,507
Privately issued$14,844,000312
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)$96,397,0001,089
Total debt securities$96,397,0001,217
Structured notes
Amortized cost$8,533,000396
Fair value$8,451,000401
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$110,345,0001,126
U.S. Government securities$72,096,0001,238
U.S. Treasury securities$01,498
U.S. Government agency obligations$72,096,0001,205
Securities issued by states & political subdivisions$15,511,0001,347
Other domestic debt securities$22,738,000444
Privately issued residential mortgage-backed securities$15,755,000310
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,983,000524
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$88,051,000614
Mortgage-backed securities$51,370,000905
Certificates of participation in pools of residential mortgages$31,918,000916
Issued or guaranteed by U.S.$31,918,000908
Privately issued$0208
Collaterized mortgage obligations$19,452,000707
CMOs issued by government agencies or sponsored agencies$3,697,0001,491
Privately issued$15,755,000296
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)$110,345,000967
Total debt securities$110,343,0001,090
Structured notes
Amortized cost$8,619,000429
Fair value$8,519,000430
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$94,642,0001,298
U.S. Government securities$58,313,0001,537
U.S. Treasury securities$01,574
U.S. Government agency obligations$58,313,0001,502
Securities issued by states & political subdivisions$13,505,0001,524
Other domestic debt securities$22,824,000454
Privately issued residential mortgage-backed securities$15,902,000321
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,922,000530
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$86,432,000621
Mortgage-backed securities$51,678,000910
Certificates of participation in pools of residential mortgages$31,842,000934
Issued or guaranteed by U.S.$31,842,000924
Privately issued$0214
Collaterized mortgage obligations$19,836,000687
CMOs issued by government agencies or sponsored agencies$3,934,0001,423
Privately issued$15,902,000303
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)$94,642,0001,122
Total debt securities$94,641,0001,265
Structured notes
Amortized cost$8,686,000466
Fair value$8,555,000467
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$96,610,0001,278
U.S. Government securities$59,725,0001,503
U.S. Treasury securities$01,634
U.S. Government agency obligations$59,725,0001,463
Securities issued by states & political subdivisions$13,393,0001,517
Other domestic debt securities$23,492,000450
Privately issued residential mortgage-backed securities$16,653,000313
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,839,000557
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$86,353,000624
Mortgage-backed securities$53,951,000886
Certificates of participation in pools of residential mortgages$33,124,000922
Issued or guaranteed by U.S.$33,124,000914
Privately issued$0211
Collaterized mortgage obligations$20,827,000667
CMOs issued by government agencies or sponsored agencies$4,174,0001,370
Privately issued$16,653,000297
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)$96,610,0001,098
Total debt securities$96,611,0001,249
Structured notes
Amortized cost$8,779,000497
Fair value$8,541,000499
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$95,529,0001,304
U.S. Government securities$56,709,0001,603
U.S. Treasury securities$01,715
U.S. Government agency obligations$56,709,0001,547
Securities issued by states & political subdivisions$13,473,0001,504
Other domestic debt securities$24,588,000439
Privately issued residential mortgage-backed securities$17,806,000305
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,782,000575
Foreign debt securities$0226
Equity securities$759,0001,200
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,933,000649
Mortgage-backed securities$52,854,000907
Certificates of participation in pools of residential mortgages$30,475,000977
Issued or guaranteed by U.S.$30,475,000968
Privately issued$0205
Collaterized mortgage obligations$22,379,000638
CMOs issued by government agencies or sponsored agencies$4,573,0001,321
Privately issued$17,806,000289
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)$95,529,0001,127
Total debt securities$94,770,0001,282
Structured notes
Amortized cost$9,894,000459
Fair value$9,698,000456
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$93,308,0001,331
U.S. Government securities$52,934,0001,730
U.S. Treasury securities$01,737
U.S. Government agency obligations$52,934,0001,670
Securities issued by states & political subdivisions$13,493,0001,484
Other domestic debt securities$26,172,000432
Privately issued residential mortgage-backed securities$19,527,000290
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,645,000600
Foreign debt securities$0223
Equity securities$709,0001,248
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,411,000684
Mortgage-backed securities$56,720,000852
Certificates of participation in pools of residential mortgages$32,273,000962
Issued or guaranteed by U.S.$32,273,000956
Privately issued$0216
Collaterized mortgage obligations$24,447,000608
CMOs issued by government agencies or sponsored agencies$4,920,0001,278
Privately issued$19,527,000273
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)$93,308,0001,128
Total debt securities$92,599,0001,305
Structured notes
Amortized cost$9,987,000452
Fair value$9,782,000454
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$96,123,0001,279
U.S. Government securities$53,421,0001,679
U.S. Treasury securities$01,786
U.S. Government agency obligations$53,421,0001,616
Securities issued by states & political subdivisions$13,729,0001,459
Other domestic debt securities$28,260,000408
Privately issued residential mortgage-backed securities$21,369,000268
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,891,000600
Foreign debt securities$0234
Equity securities$713,0001,265
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,468,000662
Mortgage-backed securities$61,776,000804
Certificates of participation in pools of residential mortgages$35,003,000918
Issued or guaranteed by U.S.$35,003,000912
Privately issued$0225
Collaterized mortgage obligations$26,773,000570
CMOs issued by government agencies or sponsored agencies$5,404,0001,225
Privately issued$21,369,000255
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)$96,123,0001,087
Total debt securities$95,400,0001,255
Structured notes
Amortized cost$10,144,000432
Fair value$10,028,000432
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$103,431,0001,208
U.S. Government securities$58,449,0001,556
U.S. Treasury securities$01,839
U.S. Government agency obligations$58,449,0001,498
Securities issued by states & political subdivisions$13,214,0001,503
Other domestic debt securities$31,054,000396
Privately issued residential mortgage-backed securities$24,140,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,914,000606
Foreign debt securities$0234
Equity securities$714,0001,273
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,950,000648
Mortgage-backed securities$59,782,000838
Certificates of participation in pools of residential mortgages$29,699,0001,077
Issued or guaranteed by U.S.$29,699,0001,068
Privately issued$0223
Collaterized mortgage obligations$30,083,000547
CMOs issued by government agencies or sponsored agencies$5,943,0001,207
Privately issued$24,140,000249
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)$103,431,0001,035
Total debt securities$102,720,0001,182
Structured notes
Amortized cost$10,350,000423
Fair value$10,319,000422
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$101,497,0001,244
U.S. Government securities$54,819,0001,691
U.S. Treasury securities$01,963
U.S. Government agency obligations$54,819,0001,624
Securities issued by states & political subdivisions$13,706,0001,443
Other domestic debt securities$32,213,000388
Privately issued residential mortgage-backed securities$25,348,000250
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,865,000660
Foreign debt securities$0247
Equity securities$759,0001,296
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,188,000733
Mortgage-backed securities$63,500,000829
Certificates of participation in pools of residential mortgages$31,834,0001,056
Issued or guaranteed by U.S.$31,834,0001,048
Privately issued$0207
Collaterized mortgage obligations$31,666,000537
CMOs issued by government agencies or sponsored agencies$6,318,0001,202
Privately issued$25,348,000233
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)$101,497,0001,063
Total debt securities$100,738,0001,219
Structured notes
Amortized cost$10,567,000399
Fair value$10,337,000402
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$105,314,0001,217
U.S. Government securities$54,783,0001,694
U.S. Treasury securities$01,963
U.S. Government agency obligations$54,783,0001,629
Securities issued by states & political subdivisions$15,053,0001,311
Other domestic debt securities$34,689,000381
Privately issued residential mortgage-backed securities$27,493,000236
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,196,000669
Foreign debt securities$0244
Equity securities$789,0001,320
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,216,000714
Mortgage-backed securities$70,697,000791
Certificates of participation in pools of residential mortgages$36,406,000971
Issued or guaranteed by U.S.$36,406,000963
Privately issued$0203
Collaterized mortgage obligations$34,291,000521
CMOs issued by government agencies or sponsored agencies$6,798,0001,169
Privately issued$27,493,000220
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,0004,161
Available-for-sale securities (fair market value)$105,214,0001,042
Total debt securities$104,525,0001,198
Structured notes
Amortized cost$7,745,000541
Fair value$7,682,000539
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$96,233,0001,328
U.S. Government securities$59,156,0001,572
U.S. Treasury securities$01,990
U.S. Government agency obligations$59,156,0001,519
Securities issued by states & political subdivisions$13,587,0001,454
Other domestic debt securities$22,570,000507
Privately issued residential mortgage-backed securities$9,103,000358
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,467,000440
Foreign debt securities$0248
Equity securities$920,0001,286
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,749,000724
Mortgage-backed securities$53,615,000968
Certificates of participation in pools of residential mortgages$37,309,000951
Issued or guaranteed by U.S.$37,309,000945
Privately issued$0225
Collaterized mortgage obligations$16,306,000831
CMOs issued by government agencies or sponsored agencies$7,203,0001,146
Privately issued$9,103,000327
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,0004,209
Available-for-sale securities (fair market value)$96,133,0001,120
Total debt securities$95,313,0001,304
Structured notes
Amortized cost$9,745,000452
Fair value$9,702,000451
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$91,537,0001,429
U.S. Government securities$61,583,0001,537
U.S. Treasury securities$02,098
U.S. Government agency obligations$61,583,0001,477
Securities issued by states & political subdivisions$12,499,0001,567
Other domestic debt securities$16,626,000620
Privately issued residential mortgage-backed securities$9,328,000344
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,298,000691
Foreign debt securities$0251
Equity securities$829,0001,337
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,627,000803
Mortgage-backed securities$56,532,000937
Certificates of participation in pools of residential mortgages$39,174,000928
Issued or guaranteed by U.S.$39,174,000922
Privately issued$0225
Collaterized mortgage obligations$17,358,000810
CMOs issued by government agencies or sponsored agencies$8,030,0001,092
Privately issued$9,328,000321
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,0004,266
Available-for-sale securities (fair market value)$91,437,0001,214
Total debt securities$90,707,0001,400
Structured notes
Amortized cost$9,744,000430
Fair value$9,516,000429
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$70,422,0001,802
U.S. Government securities$57,628,0001,615
U.S. Treasury securities$02,082
U.S. Government agency obligations$57,628,0001,559
Securities issued by states & political subdivisions$6,544,0002,633
Other domestic debt securities$5,282,0001,240
Privately issued residential mortgage-backed securities$987,000729
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,295,0001,049
Foreign debt securities$0264
Equity securities$968,0001,355
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,570,000898
Mortgage-backed securities$42,802,0001,204
Certificates of participation in pools of residential mortgages$36,961,000988
Issued or guaranteed by U.S.$36,961,000980
Privately issued$0230
Collaterized mortgage obligations$5,841,0001,505
CMOs issued by government agencies or sponsored agencies$4,854,0001,424
Privately issued$987,000679
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,0004,320
Available-for-sale securities (fair market value)$70,322,0001,540
Total debt securities$69,452,0001,759
Structured notes
Amortized cost$9,744,000367
Fair value$9,775,000367
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$58,757,0002,176
U.S. Government securities$47,607,0001,991
U.S. Treasury securities$02,227
U.S. Government agency obligations$47,607,0001,920
Securities issued by states & political subdivisions$4,914,0003,125
Other domestic debt securities$5,280,0001,226
Privately issued residential mortgage-backed securities$1,005,000606
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,275,0001,130
Foreign debt securities$0283
Equity securities$956,0001,368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,572,0001,125
Mortgage-backed securities$32,434,0001,456
Certificates of participation in pools of residential mortgages$26,928,0001,243
Issued or guaranteed by U.S.$26,928,0001,234
Privately issued$0248
Collaterized mortgage obligations$5,506,0001,525
CMOs issued by government agencies or sponsored agencies$4,501,0001,584
Privately issued$1,005,000532
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,0004,376
Available-for-sale securities (fair market value)$58,657,0001,838
Total debt securities$57,801,0002,148
Structured notes
Amortized cost$11,744,000254
Fair value$11,640,000254
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$48,753,0002,502
U.S. Government securities$41,604,0002,172
U.S. Treasury securities$02,287
U.S. Government agency obligations$41,604,0002,100
Securities issued by states & political subdivisions$1,935,0004,454
Other domestic debt securities$4,197,0001,481
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,197,0001,219
Foreign debt securities$0291
Equity securities$1,017,0001,345
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,400,0001,053
Mortgage-backed securities$18,807,0002,087
Certificates of participation in pools of residential mortgages$14,559,0001,926
Issued or guaranteed by U.S.$14,559,0001,918
Privately issued$0253
Collaterized mortgage obligations$4,248,0001,742
CMOs issued by government agencies or sponsored agencies$4,248,0001,616
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)$115,0004,385
Available-for-sale securities (fair market value)$48,638,0002,134
Total debt securities$47,737,0002,475
Structured notes
Amortized cost$6,743,000380
Fair value$6,737,000381
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$41,921,0002,770
U.S. Government securities$38,936,0002,214
U.S. Treasury securities$02,322
U.S. Government agency obligations$38,936,0002,133
Securities issued by states & political subdivisions$1,963,0004,403
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$1,022,0001,368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,692,0001,043
Mortgage-backed securities$23,080,0001,858
Certificates of participation in pools of residential mortgages$16,903,0001,698
Issued or guaranteed by U.S.$16,903,0001,690
Privately issued$0256
Collaterized mortgage obligations$6,177,0001,575
CMOs issued by government agencies or sponsored agencies$6,177,0001,469
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)$140,0004,371
Available-for-sale securities (fair market value)$41,781,0002,389
Total debt securities$40,899,0002,742
Structured notes
Amortized cost$2,743,000695
Fair value$2,750,000691
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$39,071,0002,887
U.S. Government securities$36,089,0002,354
U.S. Treasury securities$2,848,000984
U.S. Government agency obligations$33,241,0002,401
Securities issued by states & political subdivisions$1,958,0004,322
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$1,024,0001,365
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,110,0001,164
Mortgage-backed securities$31,190,0001,485
Certificates of participation in pools of residential mortgages$17,949,0001,612
Issued or guaranteed by U.S.$17,949,0001,606
Privately issued$0257
Collaterized mortgage obligations$13,241,0001,074
CMOs issued by government agencies or sponsored agencies$13,241,000990
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)$140,0004,441
Available-for-sale securities (fair market value)$38,931,0002,484
Total debt securities$38,047,0002,859
Structured notes
Amortized cost$1,000,000910
Fair value$999,0001,102
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$44,313,0002,578
U.S. Government securities$36,022,0002,336
U.S. Treasury securities$4,247,000786
U.S. Government agency obligations$31,775,0002,472
Securities issued by states & political subdivisions$2,114,0004,223
Other domestic debt securities$5,149,0001,359
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$5,149,0001,115
Foreign debt securities$0302
Equity securities$1,028,0001,367
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,632,0001,152
Mortgage-backed securities$23,247,0001,797
Certificates of participation in pools of residential mortgages$13,586,0001,919
Issued or guaranteed by U.S.$13,586,0001,909
Privately issued$0252
Collaterized mortgage obligations$9,661,0001,298
CMOs issued by government agencies or sponsored agencies$9,661,0001,201
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)$285,0004,281
Available-for-sale securities (fair market value)$44,028,0002,195
Total debt securities$43,285,0002,550
Structured notes
Amortized cost$2,000,000482
Fair value$2,004,000534
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$55,285,0002,015
U.S. Government securities$51,609,0001,568
U.S. Treasury securities$5,628,000711
U.S. Government agency obligations$45,981,0001,652
Securities issued by states & political subdivisions$693,0005,648
Other domestic debt securities$2,983,0001,911
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$2,983,0001,597
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$37,769,0001,001
Mortgage-backed securities$2,443,0005,013
Certificates of participation in pools of residential mortgages$2,443,0004,200
Issued or guaranteed by U.S.$2,443,0004,184
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$3,591,0002,606
Available-for-sale securities (fair market value)$51,694,0001,768
Total debt securities$55,285,0001,945
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$25,736,0003,862
U.S. Government securities$23,646,0003,223
U.S. Treasury securities$1,491,0002,325
U.S. Government agency obligations$22,155,0003,127
Securities issued by states & political subdivisions$1,131,0005,167
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$959,0002,602
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,318,0001,687
Mortgage-backed securities$37,0007,169
Certificates of participation in pools of residential mortgages$37,0006,728
Issued or guaranteed by U.S.$37,0006,706
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,859,0001,247
Available-for-sale securities (fair market value)$7,877,0006,297
Total debt securities$24,777,0003,854
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 contractsNANA
1999-12-31Rank
Total securities$15,592,0005,674
U.S. Government securities$13,841,0005,024
U.S. Treasury securities$1,484,0003,223
U.S. Government agency obligations$12,357,0004,927
Securities issued by states & political subdivisions$1,411,0005,147
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$340,0004,571
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,728,0003,211
Mortgage-backed securities$48,0007,495
Certificates of participation in pools of residential mortgages$48,0007,009
Issued or guaranteed by U.S.$48,0006,992
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,742,0001,707
Available-for-sale securities (fair market value)$1,850,0008,477
Total debt securities$15,252,0005,641
Structured notes
Amortized cost$150,0001,247
Fair value$149,0001,253
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$9,972,0007,116
U.S. Government securities$8,430,0006,594
U.S. Treasury securities$400,0006,269
U.S. Government agency obligations$8,030,0005,903
Securities issued by states & political subdivisions$1,540,0005,138
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$2,0008,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,996,0005,407
Mortgage-backed securities$68,0007,645
Certificates of participation in pools of residential mortgages$68,0007,158
Issued or guaranteed by U.S.$68,0007,140
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,902,0002,337
Available-for-sale securities (fair market value)$70,0009,564
Total debt securities$9,970,0006,976
Structured notes
Amortized cost$200,0001,454
Fair value$200,0001,464
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$12,071,0006,783
U.S. Government securities$10,090,0006,456
U.S. Treasury securities$949,0006,627
U.S. Government agency obligations$9,141,0005,529
Securities issued by states & political subdivisions$1,764,0004,836
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$217,0005,249
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,581,0004,697
Mortgage-backed securities$86,0007,974
Certificates of participation in pools of residential mortgages$86,0007,378
Issued or guaranteed by U.S.$86,0007,352
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,768,0002,500
Available-for-sale securities (fair market value)$303,0009,628
Total debt securities$11,854,0006,712
Structured notes
Amortized cost$499,0002,115
Fair value$500,0001,821
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$10,386,0007,805
U.S. Government securities$8,316,0007,685
U.S. Treasury securities$300,0008,384
U.S. Government agency obligations$8,016,0006,247
Securities issued by states & political subdivisions$1,855,0004,950
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$215,0005,152
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,722,0005,329
Mortgage-backed securities$102,0008,481
Certificates of participation in pools of residential mortgages$102,0007,856
Issued or guaranteed by U.S.$102,0007,835
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,069,0003,166
Available-for-sale securities (fair market value)$317,0009,953
Total debt securities$10,171,0007,746
Structured notes
Amortized cost$1,350,0001,469
Fair value$1,333,0001,468
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$8,005,0008,992
U.S. Government securities$5,864,0009,132
U.S. Treasury securities$615,0009,132
U.S. Government agency obligations$5,249,0007,568
Securities issued by states & political subdivisions$1,870,0005,056
Other domestic debt securities$50,0004,764
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$50,0003,681
Foreign debt securitiesNANA
Equity securities$221,0004,866
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,971,0004,717
Mortgage-backed securities$126,0008,915
Certificates of participation in pools of residential mortgages$126,0008,151
Issued or guaranteed by U.S.$126,0008,120
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$7,658,0004,013
Available-for-sale securities (fair market value)$347,00010,382
Total debt securities$7,784,0008,977
Structured notes
Amortized cost$2,448,0001,449
Fair value$2,404,0001,440
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$10,977,0008,409
U.S. Government securities$9,035,0008,168
U.S. Treasury securities$993,0009,680
U.S. Government agency obligations$8,042,0006,153
Securities issued by states & political subdivisions$1,511,0005,827
Other domestic debt securities$227,0004,461
Privately issued residential mortgage-backed securities$77,0002,283
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$150,0003,835
Foreign debt securitiesNANA
Equity securities$204,0004,753
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,092,0004,682
Mortgage-backed securities$225,0009,153
Certificates of participation in pools of residential mortgages$148,0008,585
Issued or guaranteed by U.S.$148,0008,556
Privately issued$0564
Collaterized mortgage obligations$77,0006,279
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$77,0001,973
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,625,0005,459
Available-for-sale securities (fair market value)$352,00010,304
Total debt securities$10,773,0008,357
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$9,849,0009,148
U.S. Government securities$8,068,0008,847
U.S. Treasury securities$1,698,0008,913
U.S. Government agency obligations$6,370,0007,139
Securities issued by states & political subdivisions$1,200,0006,449
Other domestic debt securities$349,0004,695
Privately issued residential mortgage-backed securities$99,0002,721
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$232,0004,302
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,071,0004,576
Mortgage-backed securities$290,0009,698
Certificates of participation in pools of residential mortgages$191,0009,055
Issued or guaranteed by U.S.$191,0009,001
Privately issued$0731
Collaterized mortgage obligations$99,0006,655
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$99,0002,304
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$9,617,0009,093
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$11,031,0008,737
U.S. Government securities$9,457,0008,311
U.S. Treasury securities$2,597,0007,971
U.S. Government agency obligations$6,860,0006,898
Securities issued by states & political subdivisions$1,091,0006,409
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$233,0003,722
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,276,0004,347
Mortgage-backed securities$443,0009,923
Certificates of participation in pools of residential mortgages$344,0009,012
Issued or guaranteed by U.S.$344,0008,945
Privately issued$0831
Collaterized mortgage obligations$99,0006,969
CMOs issued by government agencies or sponsored agencies$99,0006,405
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$10,798,0008,690
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