First Federal Bank Texas, Securities

2012-12-31Rank
Total securities$16,789,0004,777
U.S. Government securities$15,510,0003,960
U.S. Treasury securities$01,135
U.S. Government agency obligations$15,510,0003,860
Securities issued by states & political subdivisions$779,0005,095
Other domestic debt securities$500,0002,317
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$500,0001,774
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$15,510,0002,735
Certificates of participation in pools of residential mortgages$13,764,0002,239
Issued or guaranteed by U.S.$13,764,0002,238
Privately issued$085
Collaterized mortgage obligations$1,746,0002,746
CMOs issued by government agencies or sponsored agencies$1,746,0002,629
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$7,615,0001,096
Available-for-sale securities (fair market value)$9,174,0005,261
Total debt securities$16,791,0004,746
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$18,001,0004,727
U.S. Government securities$16,721,0003,925
U.S. Treasury securities$01,086
U.S. Government agency obligations$16,721,0003,843
Securities issued by states & political subdivisions$780,0005,105
Other domestic debt securities$500,0002,387
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$500,0001,842
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$16,721,0002,757
Certificates of participation in pools of residential mortgages$14,793,0002,265
Issued or guaranteed by U.S.$14,793,0002,264
Privately issued$088
Collaterized mortgage obligations$1,928,0002,774
CMOs issued by government agencies or sponsored agencies$1,928,0002,656
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$8,162,0001,075
Available-for-sale securities (fair market value)$9,839,0005,272
Total debt securities$18,001,0004,696
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$19,933,0004,584
U.S. Government securities$18,242,0003,822
U.S. Treasury securities$01,068
U.S. Government agency obligations$18,242,0003,746
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$1,691,0001,742
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$1,691,0001,303
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$18,242,0002,668
Certificates of participation in pools of residential mortgages$16,043,0002,185
Issued or guaranteed by U.S.$16,043,0002,184
Privately issued$094
Collaterized mortgage obligations$2,199,0002,721
CMOs issued by government agencies or sponsored agencies$2,199,0002,593
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$9,352,0001,010
Available-for-sale securities (fair market value)$10,581,0005,233
Total debt securities$19,933,0004,558
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$21,149,0004,506
U.S. Government securities$19,456,0003,777
U.S. Treasury securities$01,157
U.S. Government agency obligations$19,456,0003,691
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$1,693,0001,722
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$1,693,0001,281
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$19,456,0002,591
Certificates of participation in pools of residential mortgages$17,013,0002,112
Issued or guaranteed by U.S.$17,013,0002,109
Privately issued$094
Collaterized mortgage obligations$2,443,0002,676
CMOs issued by government agencies or sponsored agencies$2,443,0002,551
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$9,810,000999
Available-for-sale securities (fair market value)$11,339,0005,168
Total debt securities$21,149,0004,481
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$22,932,0004,286
U.S. Government securities$21,237,0003,513
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,237,0003,432
Securities issued by states & political subdivisions$1,195,0004,837
Other domestic debt securities$500,0002,329
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,729
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,737,0002,422
Certificates of participation in pools of residential mortgages$18,097,0001,924
Issued or guaranteed by U.S.$18,097,0001,923
Privately issued$0121
Collaterized mortgage obligations$2,640,0002,586
CMOs issued by government agencies or sponsored agencies$2,640,0002,389
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,862,000964
Available-for-sale securities (fair market value)$12,070,0005,054
Total debt securities$22,932,0004,257
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$23,796,0004,128
U.S. Government securities$22,099,0003,360
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,099,0003,278
Securities issued by states & political subdivisions$1,197,0004,810
Other domestic debt securities$500,0002,325
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,701
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,099,0002,264
Certificates of participation in pools of residential mortgages$19,230,0001,779
Issued or guaranteed by U.S.$19,230,0001,775
Privately issued$0132
Collaterized mortgage obligations$2,869,0002,514
CMOs issued by government agencies or sponsored agencies$2,869,0002,314
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,075,000962
Available-for-sale securities (fair market value)$12,721,0004,923
Total debt securities$23,796,0004,097
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$24,016,0004,148
U.S. Government securities$22,317,0003,414
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,317,0003,323
Securities issued by states & political subdivisions$1,199,0004,793
Other domestic debt securities$500,0002,262
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,626
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,317,0002,208
Certificates of participation in pools of residential mortgages$18,889,0001,746
Issued or guaranteed by U.S.$18,889,0001,743
Privately issued$0125
Collaterized mortgage obligations$3,428,0002,346
CMOs issued by government agencies or sponsored agencies$3,428,0002,145
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,880,000932
Available-for-sale securities (fair market value)$12,136,0005,074
Total debt securities$24,016,0004,115
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$24,095,0004,111
U.S. Government securities$22,394,0003,408
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,394,0003,310
Securities issued by states & political subdivisions$1,201,0004,787
Other domestic debt securities$500,0002,325
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,671
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,394,0002,154
Certificates of participation in pools of residential mortgages$18,650,0001,726
Issued or guaranteed by U.S.$18,650,0001,722
Privately issued$0136
Collaterized mortgage obligations$3,744,0002,214
CMOs issued by government agencies or sponsored agencies$3,744,0002,013
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,406,000928
Available-for-sale securities (fair market value)$11,689,0005,127
Total debt securities$24,095,0004,081
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$25,227,0003,900
U.S. Government securities$23,025,0003,180
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,025,0003,080
Securities issued by states & political subdivisions$1,203,0004,801
Other domestic debt securities$999,0002,134
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$999,0001,409
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,025,0002,050
Certificates of participation in pools of residential mortgages$19,530,0001,583
Issued or guaranteed by U.S.$19,530,0001,577
Privately issued$0141
Collaterized mortgage obligations$3,495,0002,245
CMOs issued by government agencies or sponsored agencies$3,495,0002,018
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,622,000870
Available-for-sale securities (fair market value)$11,605,0005,045
Total debt securities$25,227,0003,868
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$26,751,0003,726
U.S. Government securities$24,548,0003,017
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,548,0002,921
Securities issued by states & political subdivisions$1,206,0004,724
Other domestic debt securities$997,0002,213
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$997,0001,425
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,548,0001,963
Certificates of participation in pools of residential mortgages$20,535,0001,513
Issued or guaranteed by U.S.$20,535,0001,508
Privately issued$0141
Collaterized mortgage obligations$4,013,0002,133
CMOs issued by government agencies or sponsored agencies$4,013,0001,898
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,735,000851
Available-for-sale securities (fair market value)$12,016,0004,929
Total debt securities$26,751,0003,688
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$23,890,0003,990
U.S. Government securities$21,036,0003,384
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,036,0003,298
Securities issued by states & political subdivisions$1,358,0004,616
Other domestic debt securities$1,496,0001,902
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,496,0001,135
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$21,036,0002,129
Certificates of participation in pools of residential mortgages$16,366,0001,792
Issued or guaranteed by U.S.$16,366,0001,786
Privately issued$0148
Collaterized mortgage obligations$4,670,0001,955
CMOs issued by government agencies or sponsored agencies$4,670,0001,711
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,058,000930
Available-for-sale securities (fair market value)$10,832,0005,133
Total debt securities$23,890,0003,955
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$31,047,0003,432
U.S. Government securities$28,192,0002,831
U.S. Treasury securitiesNANA
U.S. Government agency obligations$28,192,0002,762
Securities issued by states & political subdivisions$1,361,0004,617
Other domestic debt securities$1,494,0001,958
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,494,0001,158
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$28,192,0001,794
Certificates of participation in pools of residential mortgages$21,716,0001,528
Issued or guaranteed by U.S.$21,716,0001,524
Privately issued$0145
Collaterized mortgage obligations$6,476,0001,686
CMOs issued by government agencies or sponsored agencies$6,476,0001,444
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,193,000758
Available-for-sale securities (fair market value)$12,854,0004,879
Total debt securities$31,047,0003,400
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$33,994,0003,204
U.S. Government securities$31,138,0002,607
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,138,0002,532
Securities issued by states & political subdivisions$1,363,0004,645
Other domestic debt securities$1,493,0002,010
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,493,0001,189
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$31,138,0001,681
Certificates of participation in pools of residential mortgages$22,674,0001,532
Issued or guaranteed by U.S.$22,674,0001,525
Privately issued$0157
Collaterized mortgage obligations$8,464,0001,473
CMOs issued by government agencies or sponsored agencies$8,464,0001,236
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,374,000764
Available-for-sale securities (fair market value)$15,620,0004,492
Total debt securities$33,994,0003,170
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$38,477,0002,945
U.S. Government securities$33,823,0002,441
U.S. Treasury securitiesNANA
U.S. Government agency obligations$33,823,0002,380
Securities issued by states & political subdivisions$610,0005,210
Other domestic debt securities$4,044,0001,425
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,044,000745
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$33,823,0001,637
Certificates of participation in pools of residential mortgages$24,198,0001,505
Issued or guaranteed by U.S.$24,198,0001,498
Privately issued$0171
Collaterized mortgage obligations$9,625,0001,394
CMOs issued by government agencies or sponsored agencies$9,625,0001,142
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,683,000786
Available-for-sale securities (fair market value)$19,794,0004,041
Total debt securities$38,477,0002,915
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$47,926,0002,406
U.S. Government securities$42,724,0001,925
U.S. Treasury securitiesNANA
U.S. Government agency obligations$42,724,0001,880
Securities issued by states & political subdivisions$611,0005,218
Other domestic debt securities$4,591,0001,393
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,591,000714
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$42,724,0001,367
Certificates of participation in pools of residential mortgages$31,442,0001,244
Issued or guaranteed by U.S.$31,442,0001,234
Privately issued$0181
Collaterized mortgage obligations$11,282,0001,279
CMOs issued by government agencies or sponsored agencies$11,282,0001,027
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,436,000770
Available-for-sale securities (fair market value)$28,490,0003,200
Total debt securities$47,926,0002,372
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$54,508,0002,160
U.S. Government securities$48,734,0001,718
U.S. Treasury securitiesNANA
U.S. Government agency obligations$48,734,0001,680
Securities issued by states & political subdivisions$612,0005,153
Other domestic debt securities$5,162,0001,221
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,162,000640
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$48,734,0001,249
Certificates of participation in pools of residential mortgages$35,949,0001,155
Issued or guaranteed by U.S.$35,949,0001,143
Privately issued$0191
Collaterized mortgage obligations$12,785,0001,194
CMOs issued by government agencies or sponsored agencies$12,785,000933
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,771,000688
Available-for-sale securities (fair market value)$31,737,0002,958
Total debt securities$54,508,0002,139
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$58,977,0001,999
U.S. Government securities$51,687,0001,648
U.S. Treasury securitiesNANA
U.S. Government agency obligations$51,687,0001,626
Securities issued by states & political subdivisions$364,0005,383
Other domestic debt securities$6,926,0001,035
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,926,000513
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$51,687,0001,152
Certificates of participation in pools of residential mortgages$37,382,0001,071
Issued or guaranteed by U.S.$37,382,0001,060
Privately issued$0188
Collaterized mortgage obligations$14,305,0001,071
CMOs issued by government agencies or sponsored agencies$14,305,000842
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,352,000645
Available-for-sale securities (fair market value)$34,625,0002,758
Total debt securities$58,977,0001,974
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$60,617,0001,918
U.S. Government securities$52,659,0001,566
U.S. Treasury securitiesNANA
U.S. Government agency obligations$52,659,0001,542
Securities issued by states & political subdivisions$365,0005,380
Other domestic debt securities$7,593,000956
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,593,000458
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$52,659,0001,093
Certificates of participation in pools of residential mortgages$37,844,0001,017
Issued or guaranteed by U.S.$37,844,0001,006
Privately issued$0192
Collaterized mortgage obligations$14,815,0001,006
CMOs issued by government agencies or sponsored agencies$14,815,000773
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,824,000654
Available-for-sale securities (fair market value)$36,793,0002,583
Total debt securities$60,617,0001,899
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$66,039,0001,802
U.S. Government securities$51,447,0001,626
U.S. Treasury securitiesNANA
U.S. Government agency obligations$51,447,0001,601
Securities issued by states & political subdivisions$366,0005,444
Other domestic debt securities$14,226,000696
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,226,000326
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$50,940,0001,111
Certificates of participation in pools of residential mortgages$39,908,000969
Issued or guaranteed by U.S.$39,908,000957
Privately issued$0202
Collaterized mortgage obligations$11,032,0001,193
CMOs issued by government agencies or sponsored agencies$11,032,000933
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$32,143,000511
Available-for-sale securities (fair market value)$33,896,0002,818
Total debt securities$66,039,0001,778
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$66,051,0001,789
U.S. Government securities$50,227,0001,654
U.S. Treasury securitiesNANA
U.S. Government agency obligations$50,227,0001,623
Securities issued by states & political subdivisions$367,0005,450
Other domestic debt securities$15,457,000642
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,457,000309
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$49,715,0001,097
Certificates of participation in pools of residential mortgages$37,768,000964
Issued or guaranteed by U.S.$37,768,000954
Privately issued$0205
Collaterized mortgage obligations$11,947,0001,119
CMOs issued by government agencies or sponsored agencies$11,947,000874
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,805,000447
Available-for-sale securities (fair market value)$30,246,0003,038
Total debt securities$66,051,0001,753
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$65,527,0001,788
U.S. Government securities$53,600,0001,553
U.S. Treasury securitiesNANA
U.S. Government agency obligations$53,600,0001,524
Securities issued by states & political subdivisions$368,0005,473
Other domestic debt securities$11,559,000726
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,559,000384
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$53,095,000935
Certificates of participation in pools of residential mortgages$40,663,000808
Issued or guaranteed by U.S.$40,663,000799
Privately issued$0191
Collaterized mortgage obligations$12,432,0001,009
CMOs issued by government agencies or sponsored agencies$12,432,000789
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$37,994,000456
Available-for-sale securities (fair market value)$27,533,0003,228
Total debt securities$65,527,0001,747
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$61,809,0001,877
U.S. Government securities$49,837,0001,692
U.S. Treasury securitiesNANA
U.S. Government agency obligations$49,837,0001,655
Securities issued by states & political subdivisions$376,0005,497
Other domestic debt securities$11,596,000682
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,596,000370
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$47,836,000956
Certificates of participation in pools of residential mortgages$38,653,000797
Issued or guaranteed by U.S.$38,653,000789
Privately issued$0194
Collaterized mortgage obligations$9,183,0001,161
CMOs issued by government agencies or sponsored agencies$9,183,000931
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,644,000470
Available-for-sale securities (fair market value)$23,165,0003,615
Total debt securities$61,809,0001,834
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$64,660,0001,794
U.S. Government securities$53,183,0001,601
U.S. Treasury securitiesNANA
U.S. Government agency obligations$53,183,0001,560
Securities issued by states & political subdivisions$370,0005,529
Other domestic debt securities$11,107,000662
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,107,000357
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$51,195,000896
Certificates of participation in pools of residential mortgages$42,569,000744
Issued or guaranteed by U.S.$42,569,000735
Privately issued$0207
Collaterized mortgage obligations$8,626,0001,163
CMOs issued by government agencies or sponsored agencies$8,626,000934
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,346,000461
Available-for-sale securities (fair market value)$24,314,0003,474
Total debt securities$64,660,0001,760
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$69,495,0001,695
U.S. Government securities$57,423,0001,484
U.S. Treasury securitiesNANA
U.S. Government agency obligations$57,423,0001,452
Securities issued by states & political subdivisions$371,0005,571
Other domestic debt securities$11,701,000667
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,701,000361
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$55,429,000842
Certificates of participation in pools of residential mortgages$48,156,000675
Issued or guaranteed by U.S.$48,156,000667
Privately issued$0218
Collaterized mortgage obligations$7,273,0001,256
CMOs issued by government agencies or sponsored agencies$7,273,0001,045
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$45,245,000428
Available-for-sale securities (fair market value)$24,250,0003,489
Total debt securities$69,495,0001,660
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$73,645,0001,630
U.S. Government securities$61,538,0001,421
U.S. Treasury securitiesNANA
U.S. Government agency obligations$61,538,0001,388
Securities issued by states & political subdivisions$372,0005,612
Other domestic debt securities$11,735,000644
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,735,000364
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$59,547,000810
Certificates of participation in pools of residential mortgages$52,020,000641
Issued or guaranteed by U.S.$52,020,000633
Privately issued$0208
Collaterized mortgage obligations$7,527,0001,230
CMOs issued by government agencies or sponsored agencies$7,527,0001,026
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,670,000423
Available-for-sale securities (fair market value)$25,975,0003,353
Total debt securities$73,645,0001,595
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$73,155,0001,652
U.S. Government securities$62,907,0001,420
U.S. Treasury securitiesNANA
U.S. Government agency obligations$62,907,0001,384
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$10,248,000698
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,248,000403
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$60,917,000801
Certificates of participation in pools of residential mortgages$55,833,000615
Issued or guaranteed by U.S.$55,833,000606
Privately issued$0214
Collaterized mortgage obligations$5,084,0001,471
CMOs issued by government agencies or sponsored agencies$5,084,0001,249
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,899,000431
Available-for-sale securities (fair market value)$23,256,0003,628
Total debt securities$73,155,0001,621
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$75,766,0001,591
U.S. Government securities$66,013,0001,357
U.S. Treasury securitiesNANA
U.S. Government agency obligations$66,013,0001,321
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$9,753,000722
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,753,000421
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$64,050,000773
Certificates of participation in pools of residential mortgages$60,848,000576
Issued or guaranteed by U.S.$60,848,000569
Privately issued$0211
Collaterized mortgage obligations$3,202,0001,773
CMOs issued by government agencies or sponsored agencies$3,202,0001,540
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$57,854,000384
Available-for-sale securities (fair market value)$17,912,0004,235
Total debt securities$75,766,0001,560
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$77,157,0001,597
U.S. Government securities$66,783,0001,365
U.S. Treasury securitiesNANA
U.S. Government agency obligations$66,783,0001,321
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$10,374,000712
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,374,000422
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$65,292,000764
Certificates of participation in pools of residential mortgages$65,278,000554
Issued or guaranteed by U.S.$65,278,000545
Privately issued$0205
Collaterized mortgage obligations$14,0003,569
CMOs issued by government agencies or sponsored agencies$14,0003,222
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$62,375,000358
Available-for-sale securities (fair market value)$14,782,0004,746
Total debt securities$77,157,0001,557
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$80,115,0001,521
U.S. Government securities$69,525,0001,303
U.S. Treasury securitiesNANA
U.S. Government agency obligations$69,525,0001,259
Securities issued by states & political subdivisions$150,0006,146
Other domestic debt securities$10,440,000709
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,440,000432
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$68,026,000744
Certificates of participation in pools of residential mortgages$68,004,000547
Issued or guaranteed by U.S.$68,004,000540
Privately issued$0216
Collaterized mortgage obligations$22,0003,556
CMOs issued by government agencies or sponsored agencies$22,0003,212
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$66,306,000346
Available-for-sale securities (fair market value)$13,809,0004,909
Total debt securities$80,115,0001,493
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$85,015,0001,431
U.S. Government securities$74,386,0001,196
U.S. Treasury securitiesNANA
U.S. Government agency obligations$74,386,0001,155
Securities issued by states & political subdivisions$151,0006,176
Other domestic debt securities$10,478,000726
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,478,000449
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$74,386,000704
Certificates of participation in pools of residential mortgages$74,358,000511
Issued or guaranteed by U.S.$74,358,000504
Privately issued$0225
Collaterized mortgage obligations$28,0003,541
CMOs issued by government agencies or sponsored agencies$28,0003,203
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$69,372,000337
Available-for-sale securities (fair market value)$15,643,0004,602
Total debt securities$85,015,0001,404
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$93,808,0001,310
U.S. Government securities$82,640,0001,092
U.S. Treasury securitiesNANA
U.S. Government agency obligations$82,640,0001,052
Securities issued by states & political subdivisions$152,0006,181
Other domestic debt securities$11,016,000711
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,016,000449
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$82,640,000657
Certificates of participation in pools of residential mortgages$82,600,000482
Issued or guaranteed by U.S.$82,600,000471
Privately issued$0223
Collaterized mortgage obligations$40,0003,532
CMOs issued by government agencies or sponsored agencies$40,0003,206
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$75,761,000313
Available-for-sale securities (fair market value)$18,047,0004,284
Total debt securities$93,808,0001,286
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$99,691,0001,268
U.S. Government securities$87,981,0001,059
U.S. Treasury securitiesNANA
U.S. Government agency obligations$87,981,0001,017
Securities issued by states & political subdivisions$154,0006,214
Other domestic debt securities$11,556,000710
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,556,000452
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$87,981,000648
Certificates of participation in pools of residential mortgages$87,924,000473
Issued or guaranteed by U.S.$87,924,000468
Privately issued$0207
Collaterized mortgage obligations$57,0003,525
CMOs issued by government agencies or sponsored agencies$57,0003,213
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$82,181,000291
Available-for-sale securities (fair market value)$17,510,0004,419
Total debt securities$99,691,0001,238
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$100,638,0001,283
U.S. Government securities$88,282,0001,075
U.S. Treasury securitiesNANA
U.S. Government agency obligations$88,282,0001,031
Securities issued by states & political subdivisions$260,0006,034
Other domestic debt securities$12,096,000719
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,096,000467
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$88,282,000672
Certificates of participation in pools of residential mortgages$88,209,000488
Issued or guaranteed by U.S.$88,209,000484
Privately issued$0203
Collaterized mortgage obligations$73,0003,529
CMOs issued by government agencies or sponsored agencies$73,0003,214
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$87,120,000273
Available-for-sale securities (fair market value)$13,518,0005,059
Total debt securities$100,638,0001,242
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$97,359,0001,312
U.S. Government securities$84,963,0001,108
U.S. Treasury securitiesNANA
U.S. Government agency obligations$84,963,0001,059
Securities issued by states & political subdivisions$259,0006,092
Other domestic debt securities$12,137,000722
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,137,000480
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$84,963,000695
Certificates of participation in pools of residential mortgages$84,861,000512
Issued or guaranteed by U.S.$84,861,000509
Privately issued$0225
Collaterized mortgage obligations$102,0003,491
CMOs issued by government agencies or sponsored agencies$102,0003,185
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$87,268,000264
Available-for-sale securities (fair market value)$10,091,0005,731
Total debt securities$97,359,0001,277
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$90,715,0001,440
U.S. Government securities$79,930,0001,187
U.S. Treasury securitiesNANA
U.S. Government agency obligations$79,930,0001,139
Securities issued by states & political subdivisions$263,0006,123
Other domestic debt securities$10,522,000790
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,522,000544
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$79,930,000738
Certificates of participation in pools of residential mortgages$79,801,000549
Issued or guaranteed by U.S.$79,801,000544
Privately issued$0225
Collaterized mortgage obligations$129,0003,510
CMOs issued by government agencies or sponsored agencies$129,0003,211
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$79,577,000288
Available-for-sale securities (fair market value)$11,138,0005,580
Total debt securities$90,715,0001,399
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$91,208,0001,437
U.S. Government securities$80,390,0001,173
U.S. Treasury securitiesNANA
U.S. Government agency obligations$80,390,0001,127
Securities issued by states & political subdivisions$264,0006,120
Other domestic debt securities$10,554,000837
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,554,000584
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$79,891,000755
Certificates of participation in pools of residential mortgages$79,725,000555
Issued or guaranteed by U.S.$79,725,000548
Privately issued$0230
Collaterized mortgage obligations$166,0003,526
CMOs issued by government agencies or sponsored agencies$166,0003,214
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$78,616,000280
Available-for-sale securities (fair market value)$12,592,0005,285
Total debt securities$91,208,0001,393
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$91,013,0001,474
U.S. Government securities$78,546,0001,268
U.S. Treasury securitiesNANA
U.S. Government agency obligations$78,546,0001,213
Securities issued by states & political subdivisions$363,0006,005
Other domestic debt securities$12,104,000761
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,104,000564
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$78,049,000778
Certificates of participation in pools of residential mortgages$77,851,000576
Issued or guaranteed by U.S.$77,851,000568
Privately issued$0248
Collaterized mortgage obligations$198,0003,535
CMOs issued by government agencies or sponsored agencies$198,0003,362
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$84,665,000261
Available-for-sale securities (fair market value)$6,348,0006,662
Total debt securities$91,013,0001,428
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$75,604,0001,739
U.S. Government securities$65,912,0001,440
U.S. Treasury securitiesNANA
U.S. Government agency obligations$65,912,0001,385
Securities issued by states & political subdivisions$370,0006,027
Other domestic debt securities$9,322,000918
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,322,000712
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$65,417,000865
Certificates of participation in pools of residential mortgages$65,001,000632
Issued or guaranteed by U.S.$65,001,000628
Privately issued$0253
Collaterized mortgage obligations$416,0003,337
CMOs issued by government agencies or sponsored agencies$416,0003,174
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$75,254,000279
Available-for-sale securities (fair market value)$350,0008,216
Total debt securities$75,604,0001,683
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$76,945,0001,630
U.S. Government securities$70,365,0001,300
U.S. Treasury securitiesNANA
U.S. Government agency obligations$70,365,0001,255
Securities issued by states & political subdivisions$376,0006,029
Other domestic debt securities$6,204,0001,221
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,204,000969
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$69,872,000836
Certificates of participation in pools of residential mortgages$54,142,000716
Issued or guaranteed by U.S.$54,142,000714
Privately issued$0256
Collaterized mortgage obligations$15,730,000934
CMOs issued by government agencies or sponsored agencies$15,730,000867
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,595,000279
Available-for-sale securities (fair market value)$350,0008,240
Total debt securities$76,945,0001,576
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$68,909,0001,776
U.S. Government securities$62,281,0001,456
U.S. Treasury securitiesNANA
U.S. Government agency obligations$62,281,0001,397
Securities issued by states & political subdivisions$415,0005,939
Other domestic debt securities$6,213,0001,233
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,213,000995
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$60,791,000914
Certificates of participation in pools of residential mortgages$30,269,0001,103
Issued or guaranteed by U.S.$30,269,0001,098
Privately issued$0257
Collaterized mortgage obligations$30,522,000643
CMOs issued by government agencies or sponsored agencies$30,522,000594
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$66,644,000307
Available-for-sale securities (fair market value)$2,265,0007,714
Total debt securities$68,909,0001,718
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$55,734,0002,129
U.S. Government securities$48,986,0001,775
U.S. Treasury securitiesNANA
U.S. Government agency obligations$48,986,0001,702
Securities issued by states & political subdivisions$523,0005,769
Other domestic debt securities$6,225,0001,240
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,225,0001,000
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$47,498,0001,067
Certificates of participation in pools of residential mortgages$4,275,0003,631
Issued or guaranteed by U.S.$4,275,0003,619
Privately issued$0252
Collaterized mortgage obligations$43,223,000516
CMOs issued by government agencies or sponsored agencies$43,223,000470
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$53,192,000392
Available-for-sale securities (fair market value)$2,542,0007,662
Total debt securities$55,734,0002,045
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$66,888,0001,677
U.S. Government securities$60,053,0001,358
U.S. Treasury securitiesNANA
U.S. Government agency obligations$60,053,0001,288
Securities issued by states & political subdivisions$560,0005,826
Other domestic debt securities$6,275,0001,238
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,275,000987
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$56,573,000860
Certificates of participation in pools of residential mortgages$5,610,0002,977
Issued or guaranteed by U.S.$5,610,0002,961
Privately issued$0260
Collaterized mortgage obligations$50,963,000453
CMOs issued by government agencies or sponsored agencies$50,963,000404
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,834,0001,239
Available-for-sale securities (fair market value)$53,054,0001,742
Total debt securities$66,888,0001,631
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$82,422,0001,359
U.S. Government securities$72,556,0001,120
U.S. Treasury securitiesNANA
U.S. Government agency obligations$72,556,0001,052
Securities issued by states & political subdivisions$2,396,0004,102
Other domestic debt securities$7,470,000958
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$7,470,000785
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$46,943,000813
Certificates of participation in pools of residential mortgages$12,269,0001,519
Issued or guaranteed by U.S.$12,269,0001,506
Privately issued$0308
Collaterized mortgage obligations$34,674,000481
CMOs issued by government agencies or sponsored agencies$34,674,000415
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,460,000706
Available-for-sale securities (fair market value)$46,962,0001,852
Total debt securities$82,422,0001,295
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$77,489,0001,477
U.S. Government securities$71,087,0001,213
U.S. Treasury securitiesNANA
U.S. Government agency obligations$71,087,0001,107
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$6,402,0001,054
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$6,402,000852
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$42,599,000976
Certificates of participation in pools of residential mortgages$8,062,0002,132
Issued or guaranteed by U.S.$8,062,0002,120
Privately issued$0307
Collaterized mortgage obligations$34,537,000520
CMOs issued by government agencies or sponsored agencies$34,537,000454
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,759,000787
Available-for-sale securities (fair market value)$43,730,0001,990
Total debt securities$77,489,0001,416
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$53,382,0002,173
U.S. Government securities$53,382,0001,627
U.S. Treasury securitiesNANA
U.S. Government agency obligations$53,382,0001,393
Securities issued by states & political subdivisions$07,833
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$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$28,853,0001,341
Certificates of participation in pools of residential mortgages$13,483,0001,605
Issued or guaranteed by U.S.$13,483,0001,594
Privately issued$0349
Collaterized mortgage obligations$15,370,000902
CMOs issued by government agencies or sponsored agencies$15,370,000820
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$34,001,000845
Available-for-sale securities (fair market value)$19,381,0003,882
Total debt securities$53,382,0002,095
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$48,410,0002,363
U.S. Government securities$48,410,0001,886
U.S. Treasury securitiesNANA
U.S. Government agency obligations$48,410,0001,482
Securities issued by states & political subdivisions$08,162
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$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,333,0001,566
Certificates of participation in pools of residential mortgages$22,333,0001,135
Issued or guaranteed by U.S.$22,333,0001,122
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,381,000826
Available-for-sale securities (fair market value)$6,029,0007,056
Total debt securities$48,410,0002,295
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$51,422,0002,382
U.S. Government securities$51,340,0001,908
U.S. Treasury securitiesNANA
U.S. Government agency obligations$51,340,0001,427
Securities issued by states & political subdivisions$08,624
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$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-82,0001,008
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,229,0001,661
Certificates of participation in pools of residential mortgages$23,229,0001,188
Issued or guaranteed by U.S.$23,229,0001,168
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,422,000791
Available-for-sale securities (fair market value)$010,545
Total debt securities$51,340,0002,309
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$63,103,0001,975
U.S. Government securities$62,965,0001,602
U.S. Treasury securities$1,996,0007,205
U.S. Government agency obligations$60,969,0001,205
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
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$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-138,0001,133
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$31,109,0001,378
Certificates of participation in pools of residential mortgages$31,109,000971
Issued or guaranteed by U.S.$31,109,000946
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,103,000666
Available-for-sale securities (fair market value)$011,064
Total debt securities$62,965,0001,920
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$64,588,0002,028
U.S. Government securities$64,317,0001,653
U.S. Treasury securities$3,042,0007,022
U.S. Government agency obligations$61,275,0001,171
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-271,0001,303
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,468,0001,517
Certificates of participation in pools of residential mortgages$29,468,0001,031
Issued or guaranteed by U.S.$29,468,0001,011
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,120,0002,105
Available-for-sale securities (fair market value)$29,468,0001,954
Total debt securities$64,317,0001,989
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$69,761,0001,972
U.S. Government securities$61,242,0001,797
U.S. Treasury securities$11,538,0003,108
U.S. Government agency obligations$49,704,0001,442
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$8,036,000487
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$-483,0001,491
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$40,163,0001,332
Certificates of participation in pools of residential mortgages$40,163,000867
Issued or guaranteed by U.S.$40,163,000842
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
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$61,242,0002,167
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$50,736,0002,699
U.S. Government securities$47,168,0002,271
U.S. Treasury securities$9,080,0003,772
U.S. Government agency obligations$38,088,0001,788
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$3,115,0002,271
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$3,115,0001,597
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-453,0001,735
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$34,620,0001,515
Certificates of participation in pools of residential mortgages$34,620,000998
Issued or guaranteed by U.S.$34,620,000966
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
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$50,283,0002,653
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