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Fremont Bank, Securities

2021-12-31Rank
Total securities$735,387,000341
U.S. Government securities$260,720,000556
U.S. Treasury securities$499,0002,115
U.S. Government agency obligations$260,221,000492
Securities issued by states & political subdivisions$97,377,000585
Other domestic debt securities$363,146,000101
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$95,184,00067
Structured financial products - Total$90,217,00049
Other domestic debt securities - All other$122,232,00096
Foreign debt securities$2,679,000119
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$264,938,000305
Mortgage-backed securities$311,131,000388
Certificates of participation in pools of residential mortgages$207,516,000328
Issued or guaranteed by U.S.$207,516,000327
Privately issued$0246
Collaterized mortgage obligations$27,986,000670
CMOs issued by government agencies or sponsored agencies$27,986,000620
Privately issued$0500
Commercial mortgage-backed securities$75,629,000276
Commercial mortgage pass-through securities$22,454,000302
Other commercial mortgage-backed securities$53,175,000246
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$723,922,000305
Total debt securities$723,921,000342
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$712,960,000339
U.S. Government securities$253,800,000523
U.S. Treasury securities$500,0001,908
U.S. Government agency obligations$253,300,000482
Securities issued by states & political subdivisions$105,325,000517
Other domestic debt securities$339,566,000100
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$79,920,00078
Structured financial products - Total$77,379,00047
Other domestic debt securities - All other$129,371,00087
Foreign debt securities$2,724,000113
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$291,002,000276
Mortgage-backed securities$300,861,000389
Certificates of participation in pools of residential mortgages$196,231,000332
Issued or guaranteed by U.S.$196,231,000331
Privately issued$0234
Collaterized mortgage obligations$29,820,000625
CMOs issued by government agencies or sponsored agencies$29,820,000591
Privately issued$0491
Commercial mortgage-backed securities$74,810,000277
Commercial mortgage pass-through securities$25,643,000261
Other commercial mortgage-backed securities$49,167,000256
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$701,415,000303
Total debt securities$701,414,000339
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$614,609,000359
U.S. Government securities$186,897,000638
U.S. Treasury securities$500,0001,806
U.S. Government agency obligations$186,397,000591
Securities issued by states & political subdivisions$105,880,000491
Other domestic debt securities$307,530,00098
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$62,324,00091
Structured financial products - Total$72,652,00046
Other domestic debt securities - All other$133,162,00085
Foreign debt securities$2,735,000110
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$268,101,000287
Mortgage-backed securities$219,349,000448
Certificates of participation in pools of residential mortgages$132,848,000423
Issued or guaranteed by U.S.$132,848,000419
Privately issued$0247
Collaterized mortgage obligations$26,202,000642
CMOs issued by government agencies or sponsored agencies$26,202,000607
Privately issued$0478
Commercial mortgage-backed securities$60,299,000307
Commercial mortgage pass-through securities$19,707,000297
Other commercial mortgage-backed securities$40,592,000271
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$603,042,000325
Total debt securities$603,042,000362
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$533,613,000378
U.S. Government securities$147,979,000715
U.S. Treasury securities$500,0001,524
U.S. Government agency obligations$147,479,000669
Securities issued by states & political subdivisions$107,346,000441
Other domestic debt securities$264,082,00097
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$59,710,00094
Structured financial products - Total$53,600,00041
Other domestic debt securities - All other$121,396,00085
Foreign debt securities$2,704,000113
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$253,124,000292
Mortgage-backed securities$170,446,000500
Certificates of participation in pools of residential mortgages$91,767,000534
Issued or guaranteed by U.S.$91,767,000523
Privately issued$0261
Collaterized mortgage obligations$27,283,000608
CMOs issued by government agencies or sponsored agencies$27,283,000573
Privately issued$0475
Commercial mortgage-backed securities$51,396,000318
Commercial mortgage pass-through securities$9,647,000462
Other commercial mortgage-backed securities$41,749,000249
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$522,111,000340
Total debt securities$522,111,000378
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 contractsNANA
2020-12-31Rank
Total securities$479,069,000381
U.S. Government securities$110,071,000812
U.S. Treasury securities$500,0001,120
U.S. Government agency obligations$109,571,000776
Securities issued by states & political subdivisions$104,102,000437
Other domestic debt securities$250,470,00096
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$52,032,00099
Structured financial products - Total$49,695,00040
Other domestic debt securities - All other$120,100,00080
Foreign debt securities$2,760,000110
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,851,000483
Mortgage-backed securities$131,700,000571
Certificates of participation in pools of residential mortgages$53,340,000742
Issued or guaranteed by U.S.$53,340,000730
Privately issued$0245
Collaterized mortgage obligations$27,955,000601
CMOs issued by government agencies or sponsored agencies$27,955,000570
Privately issued$0474
Commercial mortgage-backed securities$50,405,000304
Commercial mortgage pass-through securities$9,731,000434
Other commercial mortgage-backed securities$40,674,000238
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$467,403,000350
Total debt securities$467,403,000383
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 contractsNANA
2020-09-30Rank
Total securities$379,719,000428
U.S. Government securities$90,901,000892
U.S. Treasury securities$300,0001,159
U.S. Government agency obligations$90,601,000845
Securities issued by states & political subdivisions$88,641,000477
Other domestic debt securities$187,981,000111
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$50,993,00095
Structured financial products - Total$33,241,00045
Other domestic debt securities - All other$84,592,00099
Foreign debt securities$541,000212
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,075,000518
Mortgage-backed securities$103,138,000656
Certificates of participation in pools of residential mortgages$31,185,0001,054
Issued or guaranteed by U.S.$31,185,0001,026
Privately issued$0251
Collaterized mortgage obligations$29,082,000592
CMOs issued by government agencies or sponsored agencies$29,082,000560
Privately issued$0464
Commercial mortgage-backed securities$42,871,000319
Commercial mortgage pass-through securities$6,326,000552
Other commercial mortgage-backed securities$36,545,000236
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$368,064,000390
Total debt securities$368,065,000431
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 contractsNANA
2020-06-30Rank
Total securities$384,708,000413
U.S. Government securities$62,227,0001,213
U.S. Treasury securities$300,0001,207
U.S. Government agency obligations$61,927,0001,143
Securities issued by states & political subdivisions$91,108,000413
Other domestic debt securities$219,243,000103
Privately issued residential mortgage-backed securities$32,672,00097
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$51,195,00082
Structured financial products - Total$30,644,00046
Other domestic debt securities - All other$87,765,00095
Foreign debt securities$523,000214
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,246,000485
Mortgage-backed securities$104,844,000640
Certificates of participation in pools of residential mortgages$33,961,000937
Issued or guaranteed by U.S.$1,289,0003,334
Privately issued$32,672,00026
Collaterized mortgage obligations$29,776,000598
CMOs issued by government agencies or sponsored agencies$29,776,000560
Privately issued$0454
Commercial mortgage-backed securities$41,107,000315
Commercial mortgage pass-through securities$7,696,000493
Other commercial mortgage-backed securities$33,411,000241
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$373,101,000376
Total debt securities$373,101,000419
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 contractsNANA
2020-03-31Rank
Total securities$387,241,000401
U.S. Government securities$67,195,0001,137
U.S. Treasury securities$610,0001,145
U.S. Government agency obligations$66,585,0001,086
Securities issued by states & political subdivisions$89,344,000377
Other domestic debt securities$218,735,00095
Privately issued residential mortgage-backed securities$35,256,00090
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$50,566,00079
Structured financial products - Total$29,570,00047
Other domestic debt securities - All other$86,602,00089
Foreign debt securities$510,000219
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,121,000442
Mortgage-backed securities$109,537,000635
Certificates of participation in pools of residential mortgages$36,630,000890
Issued or guaranteed by U.S.$1,374,0003,307
Privately issued$35,256,00026
Collaterized mortgage obligations$29,742,000628
CMOs issued by government agencies or sponsored agencies$29,742,000593
Privately issued$0460
Commercial mortgage-backed securities$43,165,000301
Commercial mortgage pass-through securities$8,747,000456
Other commercial mortgage-backed securities$34,418,000244
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$375,784,000366
Total debt securities$375,783,000400
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 contractsNANA
2019-12-31Rank
Total securities$397,838,000380
U.S. Government securities$107,530,000799
U.S. Treasury securities$610,0001,199
U.S. Government agency obligations$106,920,000769
Securities issued by states & political subdivisions$87,166,000367
Other domestic debt securities$191,396,000111
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$17,402,00069
Asset backed securities$53,603,00078
Structured financial products - Total$36,281,00044
Other domestic debt securities - All other$84,110,00085
Foreign debt securities$528,000200
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,608,000477
Mortgage-backed securities$113,846,000599
Certificates of participation in pools of residential mortgages$38,574,000834
Issued or guaranteed by U.S.$38,574,000816
Privately issued$0249
Collaterized mortgage obligations$30,804,000606
CMOs issued by government agencies or sponsored agencies$30,804,000571
Privately issued$0457
Commercial mortgage-backed securities$44,468,000294
Commercial mortgage pass-through securities$9,238,000427
Other commercial mortgage-backed securities$35,230,000230
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$386,620,000343
Total debt securities$386,620,000382
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$403,540,000372
U.S. Government securities$109,412,000787
U.S. Treasury securities$607,0001,246
U.S. Government agency obligations$108,805,000745
Securities issued by states & political subdivisions$85,269,000361
Other domestic debt securities$197,131,000104
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$17,731,00070
Asset backed securities$55,040,00075
Structured financial products - Total$39,259,00041
Other domestic debt securities - All other$85,101,00080
Foreign debt securities$519,000210
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,082,000460
Mortgage-backed securities$114,345,000579
Certificates of participation in pools of residential mortgages$41,581,000757
Issued or guaranteed by U.S.$41,581,000734
Privately issued$0287
Collaterized mortgage obligations$31,247,000595
CMOs issued by government agencies or sponsored agencies$31,247,000562
Privately issued$0463
Commercial mortgage-backed securities$41,517,000307
Commercial mortgage pass-through securities$9,550,000418
Other commercial mortgage-backed securities$31,967,000245
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$392,331,000335
Total debt securities$392,331,000369
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$419,503,000362
U.S. Government securities$122,142,000722
U.S. Treasury securities$807,0001,263
U.S. Government agency obligations$121,335,000689
Securities issued by states & political subdivisions$90,965,000337
Other domestic debt securities$194,831,000105
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$16,487,00070
Asset backed securities$54,206,00073
Structured financial products - Total$39,282,00041
Other domestic debt securities - All other$84,856,00080
Foreign debt securities$506,000229
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,885,000460
Mortgage-backed securities$120,488,000551
Certificates of participation in pools of residential mortgages$45,230,000708
Issued or guaranteed by U.S.$45,230,000702
Privately issued$0244
Collaterized mortgage obligations$31,667,000570
CMOs issued by government agencies or sponsored agencies$31,667,000542
Privately issued$0476
Commercial mortgage-backed securities$43,591,000296
Commercial mortgage pass-through securities$10,473,000408
Other commercial mortgage-backed securities$33,118,000232
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$408,444,000322
Total debt securities$408,443,000362
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$432,096,000361
U.S. Government securities$128,253,000698
U.S. Treasury securities$802,0001,311
U.S. Government agency obligations$127,451,000666
Securities issued by states & political subdivisions$95,858,000334
Other domestic debt securities$193,641,000100
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$17,979,00063
Asset backed securities$55,039,00071
Structured financial products - Total$36,178,00042
Other domestic debt securities - All other$84,445,00076
Foreign debt securities$3,506,000104
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,772,000490
Mortgage-backed securities$127,524,000523
Certificates of participation in pools of residential mortgages$47,845,000687
Issued or guaranteed by U.S.$47,845,000682
Privately issued$0248
Collaterized mortgage obligations$32,000,000553
CMOs issued by government agencies or sponsored agencies$32,000,000525
Privately issued$0499
Commercial mortgage-backed securities$47,679,000266
Commercial mortgage pass-through securities$11,884,000366
Other commercial mortgage-backed securities$35,795,000205
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$421,258,000324
Total debt securities$421,257,000361
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$436,043,000354
U.S. Government securities$134,850,000676
U.S. Treasury securities$803,0001,319
U.S. Government agency obligations$134,047,000646
Securities issued by states & political subdivisions$93,600,000347
Other domestic debt securities$193,565,000101
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$17,903,00060
Asset backed securities$60,127,00066
Structured financial products - Total$30,805,00041
Other domestic debt securities - All other$84,730,00075
Foreign debt securities$3,388,000110
Equity securities$10,640,00056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,218,000490
Mortgage-backed securities$131,986,000513
Certificates of participation in pools of residential mortgages$50,485,000674
Issued or guaranteed by U.S.$50,485,000671
Privately issued$0211
Collaterized mortgage obligations$32,419,000541
CMOs issued by government agencies or sponsored agencies$32,419,000511
Privately issued$0498
Commercial mortgage-backed securities$49,082,000256
Commercial mortgage pass-through securities$11,195,000365
Other commercial mortgage-backed securities$37,887,000194
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$436,043,000312
Total debt securities$425,403,000356
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$459,304,000339
U.S. Government securities$142,371,000644
U.S. Treasury securities$798,0001,308
U.S. Government agency obligations$141,573,000608
Securities issued by states & political subdivisions$93,452,000352
Other domestic debt securities$209,635,00095
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$24,809,00050
Asset backed securities$59,195,00063
Structured financial products - Total$39,117,00041
Other domestic debt securities - All other$86,514,00077
Foreign debt securities$3,373,000110
Equity securities$10,473,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,426,000459
Mortgage-backed securities$143,777,000470
Certificates of participation in pools of residential mortgages$53,230,000643
Issued or guaranteed by U.S.$53,230,000640
Privately issued$0145
Collaterized mortgage obligations$32,637,000526
CMOs issued by government agencies or sponsored agencies$32,637,000503
Privately issued$0515
Commercial mortgage-backed securities$57,910,000229
Commercial mortgage pass-through securities$9,297,000400
Other commercial mortgage-backed securities$48,613,000172
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$459,304,000298
Total debt securities$448,832,000341
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$507,368,000319
U.S. Government securities$150,137,000611
U.S. Treasury securities$802,0001,267
U.S. Government agency obligations$149,335,000573
Securities issued by states & political subdivisions$94,823,000362
Other domestic debt securities$244,974,00080
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$25,891,00046
Asset backed securities$62,228,00060
Structured financial products - Total$43,206,00038
Other domestic debt securities - All other$113,649,00058
Foreign debt securities$6,941,00074
Equity securities$10,493,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,006,000444
Mortgage-backed securities$152,406,000447
Certificates of participation in pools of residential mortgages$57,351,000631
Issued or guaranteed by U.S.$57,351,000623
Privately issued$0453
Collaterized mortgage obligations$33,128,000524
CMOs issued by government agencies or sponsored agencies$33,128,000499
Privately issued$0544
Commercial mortgage-backed securities$61,927,000212
Commercial mortgage pass-through securities$9,562,000383
Other commercial mortgage-backed securities$52,365,000152
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$507,368,000282
Total debt securities$496,875,000317
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$584,778,000283
U.S. Government securities$195,062,000494
U.S. Treasury securities$800,0001,228
U.S. Government agency obligations$194,262,000466
Securities issued by states & political subdivisions$103,293,000336
Other domestic debt securities$269,007,00074
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$29,039,00045
Asset backed securities$68,172,00061
Structured financial products - Total$50,742,00036
Other domestic debt securities - All other$121,054,00054
Foreign debt securities$6,901,00075
Equity securities$10,515,00075
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$165,440,000389
Mortgage-backed securities$186,745,000392
Certificates of participation in pools of residential mortgages$67,880,000565
Issued or guaranteed by U.S.$67,880,000565
Privately issued$067
Collaterized mortgage obligations$33,536,000537
CMOs issued by government agencies or sponsored agencies$33,536,000506
Privately issued$0557
Commercial mortgage-backed securities$85,329,000167
Commercial mortgage pass-through securities$11,798,000262
Other commercial mortgage-backed securities$73,531,000137
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$584,778,000247
Total debt securities$574,263,000282
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$613,117,000272
U.S. Government securities$205,535,000477
U.S. Treasury securities$800,0001,149
U.S. Government agency obligations$204,735,000452
Securities issued by states & political subdivisions$106,833,000331
Other domestic debt securities$272,882,00067
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$28,279,00046
Asset backed securities$69,847,00062
Structured financial products - Total$53,877,00037
Other domestic debt securities - All other$120,879,00053
Foreign debt securities$7,088,00075
Equity securities$20,779,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,177,000368
Mortgage-backed securities$196,137,000381
Certificates of participation in pools of residential mortgages$75,250,000520
Issued or guaranteed by U.S.$75,250,000519
Privately issued$064
Collaterized mortgage obligations$33,747,000531
CMOs issued by government agencies or sponsored agencies$33,747,000505
Privately issued$0573
Commercial mortgage-backed securities$87,140,000160
Commercial mortgage pass-through securities$11,970,000262
Other commercial mortgage-backed securities$75,170,000128
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$613,117,000240
Total debt securities$592,338,000269
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$620,689,000264
U.S. Government securities$215,969,000448
U.S. Treasury securities$558,0001,154
U.S. Government agency obligations$215,411,000429
Securities issued by states & political subdivisions$103,553,000341
Other domestic debt securities$272,529,00072
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$24,073,00047
Asset backed securities$67,513,00059
Structured financial products - Total$59,565,00034
Other domestic debt securities - All other$121,378,00056
Foreign debt securities$7,960,00074
Equity securities$20,678,00076
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$183,014,000359
Mortgage-backed securities$202,159,000373
Certificates of participation in pools of residential mortgages$81,764,000488
Issued or guaranteed by U.S.$81,764,000487
Privately issued$069
Collaterized mortgage obligations$34,309,000523
CMOs issued by government agencies or sponsored agencies$34,309,000491
Privately issued$0584
Commercial mortgage-backed securities$86,086,000158
Commercial mortgage pass-through securities$12,111,000258
Other commercial mortgage-backed securities$73,975,000118
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$620,689,000231
Total debt securities$600,010,000266
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$583,830,000278
U.S. Government securities$206,154,000474
U.S. Treasury securities$558,0001,178
U.S. Government agency obligations$205,596,000456
Securities issued by states & political subdivisions$89,267,000409
Other domestic debt securities$260,120,00078
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$22,086,00047
Asset backed securities$65,870,00057
Structured financial products - Total$62,054,00037
Other domestic debt securities - All other$110,110,00063
Foreign debt securities$7,716,00084
Equity securities$20,573,00078
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$187,160,000360
Mortgage-backed securities$194,990,000385
Certificates of participation in pools of residential mortgages$83,226,000501
Issued or guaranteed by U.S.$83,226,000500
Privately issued$067
Collaterized mortgage obligations$30,036,000576
CMOs issued by government agencies or sponsored agencies$30,036,000544
Privately issued$0606
Commercial mortgage-backed securities$81,728,000164
Commercial mortgage pass-through securities$12,317,000251
Other commercial mortgage-backed securities$69,411,000117
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$583,830,000246
Total debt securities$563,259,000283
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$526,120,000313
U.S. Government securities$179,925,000545
U.S. Treasury securities$557,0001,218
U.S. Government agency obligations$179,368,000513
Securities issued by states & political subdivisions$61,517,000636
Other domestic debt securities$260,199,00080
Privately issued residential mortgage-backed securities$2,000,000247
Commercial mortgage-backed securities - Total$18,531,00051
Asset backed securities$62,526,00058
Structured financial products - Total$65,157,00032
Other domestic debt securities - All other$111,985,00066
Foreign debt securities$7,372,00086
Equity securities$17,107,00091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,251,000382
Mortgage-backed securities$176,101,000412
Certificates of participation in pools of residential mortgages$93,338,000460
Issued or guaranteed by U.S.$91,338,000468
Privately issued$2,000,00022
Collaterized mortgage obligations$9,998,0001,145
CMOs issued by government agencies or sponsored agencies$9,998,0001,094
Privately issued$0642
Commercial mortgage-backed securities$72,765,000170
Commercial mortgage pass-through securities$12,392,000244
Other commercial mortgage-backed securities$60,373,000126
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$526,120,000269
Total debt securities$509,011,000318
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$423,152,000365
U.S. Government securities$135,902,000692
U.S. Treasury securities$557,0001,196
U.S. Government agency obligations$135,345,000653
Securities issued by states & political subdivisions$53,536,000745
Other domestic debt securities$213,912,00088
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$17,434,00052
Asset backed securities$52,978,00062
Structured financial products - Total$56,491,00036
Other domestic debt securities - All other$87,009,00084
Foreign debt securities$4,649,00098
Equity securities$15,153,000105
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$175,766,000373
Mortgage-backed securities$133,651,000507
Certificates of participation in pools of residential mortgages$76,024,000537
Issued or guaranteed by U.S.$76,024,000537
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$57,627,000186
Commercial mortgage pass-through securities$12,510,000238
Other commercial mortgage-backed securities$45,117,000136
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$423,152,000313
Total debt securities$408,000,000369
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$365,868,000418
U.S. Government securities$100,402,000890
U.S. Treasury securities$814,0001,023
U.S. Government agency obligations$99,588,000854
Securities issued by states & political subdivisions$50,474,000804
Other domestic debt securities$194,770,00093
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$18,300,00051
Asset backed securities$49,725,00067
Structured financial products - Total$59,358,00034
Other domestic debt securities - All other$67,387,000104
Foreign debt securities$4,801,00096
Equity securities$15,421,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,892,000481
Mortgage-backed securities$117,888,000576
Certificates of participation in pools of residential mortgages$77,856,000522
Issued or guaranteed by U.S.$77,856,000521
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$40,032,000218
Commercial mortgage pass-through securities$12,982,000214
Other commercial mortgage-backed securities$27,050,000173
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$365,868,000356
Total debt securities$350,446,000429
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$374,800,000421
U.S. Government securities$106,917,000858
U.S. Treasury securities$816,0001,057
U.S. Government agency obligations$106,101,000827
Securities issued by states & political subdivisions$47,785,000857
Other domestic debt securities$199,895,00093
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$18,954,00053
Asset backed securities$51,131,00066
Structured financial products - Total$60,508,00034
Other domestic debt securities - All other$69,302,000101
Foreign debt securities$4,790,00096
Equity securities$15,413,000103
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,877,000479
Mortgage-backed securities$125,055,000546
Certificates of participation in pools of residential mortgages$83,169,000489
Issued or guaranteed by U.S.$83,169,000489
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$41,886,000199
Commercial mortgage pass-through securities$13,100,000207
Other commercial mortgage-backed securities$28,786,000153
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$374,800,000351
Total debt securities$359,388,000427
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$387,341,000410
U.S. Government securities$114,087,000832
U.S. Treasury securities$1,113,000945
U.S. Government agency obligations$112,974,000797
Securities issued by states & political subdivisions$47,106,000853
Other domestic debt securities$205,626,00092
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$22,114,00047
Asset backed securities$51,389,00064
Structured financial products - Total$61,058,00035
Other domestic debt securities - All other$71,065,00098
Foreign debt securities$5,233,00089
Equity securities$15,289,000105
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$144,595,000476
Mortgage-backed securities$135,088,000514
Certificates of participation in pools of residential mortgages$87,149,000472
Issued or guaranteed by U.S.$87,149,000472
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$47,939,000171
Commercial mortgage pass-through securities$15,843,000178
Other commercial mortgage-backed securities$32,096,000132
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$387,341,000340
Total debt securities$372,052,000420
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$382,352,000417
U.S. Government securities$120,453,000806
U.S. Treasury securities$1,104,000994
U.S. Government agency obligations$119,349,000776
Securities issued by states & political subdivisions$46,402,000871
Other domestic debt securities$201,532,00091
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$22,087,00047
Asset backed securities$64,622,00058
Structured financial products - Total$46,846,00039
Other domestic debt securities - All other$67,977,000102
Foreign debt securities$3,626,000104
Equity securities$10,339,000149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,411,000448
Mortgage-backed securities$141,436,000490
Certificates of participation in pools of residential mortgages$91,414,000450
Issued or guaranteed by U.S.$91,414,000450
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$50,022,000148
Commercial mortgage pass-through securities$18,019,000148
Other commercial mortgage-backed securities$32,003,000131
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$382,352,000345
Total debt securities$372,014,000420
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$246,672,000616
U.S. Government securities$54,343,0001,592
U.S. Treasury securities$1,111,000939
U.S. Government agency obligations$53,232,0001,547
Securities issued by states & political subdivisions$31,199,0001,262
Other domestic debt securities$146,839,000111
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$12,001,00059
Asset backed securities$53,332,00063
Structured financial products - Total$17,596,00057
Other domestic debt securities - All other$63,910,000109
Foreign debt securities$3,647,000107
Equity securities$10,644,000145
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,790,000668
Mortgage-backed securities$65,233,000903
Certificates of participation in pools of residential mortgages$34,849,0001,040
Issued or guaranteed by U.S.$34,849,0001,039
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$30,384,000190
Commercial mortgage pass-through securities$18,383,000142
Other commercial mortgage-backed securities$12,001,000198
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$246,672,000527
Total debt securities$236,028,000634
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$230,595,000665
U.S. Government securities$61,240,0001,478
U.S. Treasury securities$1,107,000967
U.S. Government agency obligations$60,133,0001,443
Securities issued by states & political subdivisions$23,518,0001,617
Other domestic debt securities$131,629,000117
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$9,903,00058
Asset backed securities$50,371,00062
Structured financial products - Total$11,292,00065
Other domestic debt securities - All other$60,063,000112
Foreign debt securities$3,869,000106
Equity securities$10,339,000148
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,342,000638
Mortgage-backed securities$70,036,000865
Certificates of participation in pools of residential mortgages$39,745,000982
Issued or guaranteed by U.S.$39,745,000981
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$30,291,000174
Commercial mortgage pass-through securities$20,388,000124
Other commercial mortgage-backed securities$9,903,000207
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$230,595,000575
Total debt securities$220,254,000680
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$186,390,000808
U.S. Government securities$61,515,0001,497
U.S. Treasury securities$800,0001,098
U.S. Government agency obligations$60,715,0001,443
Securities issued by states & political subdivisions$17,796,0001,995
Other domestic debt securities$99,241,000134
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$9,867,00056
Asset backed securities$44,236,00063
Structured financial products - Total$0236
Other domestic debt securities - All other$45,138,000146
Foreign debt securities$2,473,000126
Equity securities$5,365,000230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,225,000644
Mortgage-backed securities$70,582,000871
Certificates of participation in pools of residential mortgages$41,668,000959
Issued or guaranteed by U.S.$41,668,000959
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$28,914,000178
Commercial mortgage pass-through securities$19,047,000120
Other commercial mortgage-backed securities$9,867,000200
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$186,390,000700
Total debt securities$181,025,000825
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$186,027,000803
U.S. Government securities$63,819,0001,465
U.S. Treasury securities$798,0001,131
U.S. Government agency obligations$63,021,0001,422
Securities issued by states & political subdivisions$17,714,0002,004
Other domestic debt securities$96,747,000136
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$9,244,00060
Asset backed securities$42,476,00060
Structured financial products - Total$0236
Other domestic debt securities - All other$45,027,000143
Foreign debt securities$2,458,000118
Equity securities$5,289,000231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,339,000630
Mortgage-backed securities$72,265,000874
Certificates of participation in pools of residential mortgages$43,456,000937
Issued or guaranteed by U.S.$43,456,000934
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$28,809,000177
Commercial mortgage pass-through securities$19,565,000120
Other commercial mortgage-backed securities$9,244,000201
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$186,027,000689
Total debt securities$180,738,000815
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$201,450,000750
U.S. Government securities$80,408,0001,218
U.S. Treasury securities$1,301,000947
U.S. Government agency obligations$79,107,0001,164
Securities issued by states & political subdivisions$17,793,0002,018
Other domestic debt securities$95,546,000135
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$9,607,00059
Asset backed securities$42,882,00061
Structured financial products - Total$0253
Other domestic debt securities - All other$43,057,000152
Foreign debt securities$2,487,000116
Equity securities$5,216,000238
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,288,000558
Mortgage-backed securities$88,714,000758
Certificates of participation in pools of residential mortgages$47,060,000890
Issued or guaranteed by U.S.$47,060,000890
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$41,654,000138
Commercial mortgage pass-through securities$32,047,00078
Other commercial mortgage-backed securities$9,607,000185
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$201,450,000641
Total debt securities$196,233,000760
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$200,766,000766
U.S. Government securities$81,628,0001,229
U.S. Treasury securities$1,001,000974
U.S. Government agency obligations$80,627,0001,183
Securities issued by states & political subdivisions$16,922,0002,103
Other domestic debt securities$94,504,000140
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$9,453,00060
Asset backed securities$42,059,00063
Structured financial products - Total$0259
Other domestic debt securities - All other$42,992,000159
Foreign debt securities$2,509,000114
Equity securities$5,203,000244
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,662,000553
Mortgage-backed securities$90,080,000764
Certificates of participation in pools of residential mortgages$47,602,000893
Issued or guaranteed by U.S.$47,602,000892
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$42,478,000129
Commercial mortgage pass-through securities$33,025,00077
Other commercial mortgage-backed securities$9,453,000184
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$200,766,000654
Total debt securities$195,563,000773
Structured notes
Amortized cost$400,0002,081
Fair value$401,0002,080
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$204,866,000751
U.S. Government securities$87,607,0001,162
U.S. Treasury securities$1,301,000810
U.S. Government agency obligations$86,306,0001,123
Securities issued by states & political subdivisions$16,682,0002,130
Other domestic debt securities$92,994,000145
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$10,152,00061
Asset backed securities$39,020,00071
Structured financial products - Total$0268
Other domestic debt securities - All other$43,822,000161
Foreign debt securities$2,473,000121
Equity securities$5,110,000255
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,473,000578
Mortgage-backed securities$96,458,000712
Certificates of participation in pools of residential mortgages$49,624,000858
Issued or guaranteed by U.S.$49,624,000857
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$46,834,000120
Commercial mortgage pass-through securities$36,682,00071
Other commercial mortgage-backed securities$10,152,000167
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$204,866,000655
Total debt securities$199,756,000768
Structured notes
Amortized cost$400,0002,128
Fair value$401,0002,127
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$200,378,000761
U.S. Government securities$96,188,0001,053
U.S. Treasury securities$1,301,000775
U.S. Government agency obligations$94,887,0001,019
Securities issued by states & political subdivisions$16,447,0002,147
Other domestic debt securities$80,234,000162
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$9,746,00058
Asset backed securities$34,739,00078
Structured financial products - Total$0292
Other domestic debt securities - All other$35,749,000191
Foreign debt securities$2,454,000118
Equity securities$5,055,000257
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,188,000660
Mortgage-backed securities$104,633,000649
Certificates of participation in pools of residential mortgages$50,609,000845
Issued or guaranteed by U.S.$50,609,000844
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$54,024,000108
Commercial mortgage pass-through securities$54,024,00050
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$200,378,000667
Total debt securities$195,323,000770
Structured notes
Amortized cost$900,0001,785
Fair value$908,0001,760
Trading account assets$7,406,00084
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$172,207,000897
U.S. Government securities$102,488,000996
U.S. Treasury securities$1,301,000753
U.S. Government agency obligations$101,187,000974
Securities issued by states & political subdivisions$8,266,0003,177
Other domestic debt securities$54,888,000225
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$7,357,00067
Asset backed securities$13,771,000131
Structured financial products - Total$0318
Other domestic debt securities - All other$33,760,000199
Foreign debt securities$1,471,000155
Equity securities$5,094,000263
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,489,000612
Mortgage-backed securities$108,544,000626
Certificates of participation in pools of residential mortgages$53,418,000800
Issued or guaranteed by U.S.$53,418,000800
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$55,126,000103
Commercial mortgage pass-through securities$47,769,00057
Other commercial mortgage-backed securities$7,357,000186
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$172,207,000783
Total debt securities$167,113,000917
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$157,751,000974
U.S. Government securities$111,936,000913
U.S. Treasury securities$1,301,000769
U.S. Government agency obligations$110,635,000894
Securities issued by states & political subdivisions$4,735,0003,830
Other domestic debt securities$35,990,000309
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$3,091,00094
Asset backed securities$2,373,000261
Structured financial products - Total$0318
Other domestic debt securities - All other$30,526,000210
Foreign debt securities$0316
Equity securities$5,090,000260
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,436,000555
Mortgage-backed securities$113,726,000613
Certificates of participation in pools of residential mortgages$57,036,000758
Issued or guaranteed by U.S.$57,036,000757
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$56,690,00096
Commercial mortgage pass-through securities$53,599,00049
Other commercial mortgage-backed securities$3,091,000258
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$157,751,000863
Total debt securities$152,660,000995
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$154,031,0001,011
U.S. Government securities$124,405,000843
U.S. Treasury securities$1,301,000785
U.S. Government agency obligations$123,104,000819
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$24,394,000399
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$24,394,000256
Foreign debt securities$0322
Equity securities$5,232,000261
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,726,000564
Mortgage-backed securities$123,104,000583
Certificates of participation in pools of residential mortgages$61,153,000725
Issued or guaranteed by U.S.$61,153,000724
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$61,951,00082
Commercial mortgage pass-through securities$61,951,00043
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$154,031,000905
Total debt securities$148,799,0001,030
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$135,724,0001,118
U.S. Government securities$110,922,000909
U.S. Treasury securities$1,300,000766
U.S. Government agency obligations$109,622,000887
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$19,561,000448
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$19,561,000289
Foreign debt securities$0317
Equity securities$5,241,000247
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,943,000623
Mortgage-backed securities$109,622,000646
Certificates of participation in pools of residential mortgages$44,203,000944
Issued or guaranteed by U.S.$44,203,000943
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$65,419,00071
Commercial mortgage pass-through securities$65,419,00033
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$135,724,0001,001
Total debt securities$130,483,0001,147
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$16,382,00072
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$112,653,0001,349
U.S. Government securities$92,772,0001,106
U.S. Treasury securities$300,000983
U.S. Government agency obligations$92,472,0001,072
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$14,639,000571
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$14,639,000369
Foreign debt securities$0302
Equity securities$5,242,000245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,772,000653
Mortgage-backed securities$92,472,000787
Certificates of participation in pools of residential mortgages$14,028,0002,339
Issued or guaranteed by U.S.$14,028,0002,338
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$78,444,00062
Commercial mortgage pass-through securities$78,444,00027
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$112,653,0001,212
Total debt securities$107,411,0001,385
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$117,193,0001,312
U.S. Government securities$112,022,000937
U.S. Treasury securities$300,000964
U.S. Government agency obligations$111,722,000907
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$5,171,000239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,022,000578
Mortgage-backed securities$111,722,000691
Certificates of participation in pools of residential mortgages$13,983,0002,378
Issued or guaranteed by U.S.$13,983,0002,377
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$97,739,00053
Commercial mortgage pass-through securities$97,739,00022
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$117,193,0001,183
Total debt securities$112,022,0001,342
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$121,280,0001,267
U.S. Government securities$116,203,000935
U.S. Treasury securities$300,0001,038
U.S. Government agency obligations$115,903,000914
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$5,077,000234
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,203,000563
Mortgage-backed securities$115,903,000682
Certificates of participation in pools of residential mortgages$14,139,0002,352
Issued or guaranteed by U.S.$14,139,0002,348
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$101,764,00047
Commercial mortgage pass-through securities$101,764,00020
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$121,280,0001,148
Total debt securities$116,203,0001,312
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$122,988,0001,217
U.S. Government securities$122,900,000852
U.S. Treasury securities$300,000966
U.S. Government agency obligations$122,600,000824
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$88,000965
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,900,000484
Mortgage-backed securities$122,600,000633
Certificates of participation in pools of residential mortgages$14,089,0002,264
Issued or guaranteed by U.S.$14,089,0002,260
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$108,511,00037
Commercial mortgage pass-through securities$108,511,00013
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$122,988,0001,082
Total debt securities$122,900,0001,207
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$128,924,0001,131
U.S. Government securities$128,836,000799
U.S. Treasury securities$300,0001,019
U.S. Government agency obligations$128,536,000775
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$88,0001,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,836,000468
Mortgage-backed securities$128,536,000604
Certificates of participation in pools of residential mortgages$14,091,0002,196
Issued or guaranteed by U.S.$14,091,0002,189
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$114,445,00032
Commercial mortgage pass-through securities$114,445,00013
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$128,924,0001,007
Total debt securities$128,836,0001,119
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$138,512,0001,041
U.S. Government securities$138,424,000771
U.S. Treasury securities$300,0001,114
U.S. Government agency obligations$138,124,000747
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$88,0001,028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,362,000473
Mortgage-backed securities$138,124,000543
Certificates of participation in pools of residential mortgages$22,910,0001,514
Issued or guaranteed by U.S.$22,910,0001,511
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$115,214,00030
Commercial mortgage pass-through securities$115,214,00013
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$138,512,000926
Total debt securities$138,424,0001,028
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$195,244,000752
U.S. Government securities$195,155,000534
U.S. Treasury securities$300,0001,157
U.S. Government agency obligations$194,855,000515
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$89,0001,041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,918,000404
Mortgage-backed securities$194,855,000386
Certificates of participation in pools of residential mortgages$74,847,000555
Issued or guaranteed by U.S.$74,847,000552
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$120,008,00026
Commercial mortgage pass-through securities$120,008,00010
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$195,244,000663
Total debt securities$195,155,000741
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$207,928,000677
U.S. Government securities$86,253,0001,093
U.S. Treasury securities$300,0001,152
U.S. Government agency obligations$85,953,0001,052
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$121,586,000147
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$121,586,00022
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$89,0001,022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$207,839,000290
Mortgage-backed securities$199,018,000375
Certificates of participation in pools of residential mortgages$77,432,000516
Issued or guaranteed by U.S.$77,432,000512
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$121,586,00022
Commercial mortgage pass-through securities$121,586,00010
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$207,928,000597
Total debt securities$207,839,000665
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$199,985,000680
U.S. Government securities$75,950,0001,208
U.S. Treasury securities$300,0001,065
U.S. Government agency obligations$75,650,0001,157
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$123,946,000144
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$123,946,00020
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$89,0001,066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,896,000291
Mortgage-backed securities$191,050,000365
Certificates of participation in pools of residential mortgages$67,104,000559
Issued or guaranteed by U.S.$67,104,000553
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$123,946,00020
Commercial mortgage pass-through securities$123,946,00010
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$199,985,000601
Total debt securities$199,896,000664
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$241,566,000550
U.S. Government securities$108,228,000885
U.S. Treasury securities$250,0001,031
U.S. Government agency obligations$107,978,000848
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$133,231,000132
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$133,231,00020
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$107,0001,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$241,459,000249
Mortgage-backed securities$230,147,000311
Certificates of participation in pools of residential mortgages$96,916,000410
Issued or guaranteed by U.S.$96,916,000407
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$133,231,00020
Commercial mortgage pass-through securities$133,231,0009
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$241,566,000481
Total debt securities$241,459,000543
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$252,497,000519
U.S. Government securities$118,658,000794
U.S. Treasury securities$250,0001,044
U.S. Government agency obligations$118,408,000761
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$133,732,000139
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$133,732,00019
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$107,0001,121
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$252,390,000248
Mortgage-backed securities$236,177,000316
Certificates of participation in pools of residential mortgages$102,445,000415
Issued or guaranteed by U.S.$102,445,000412
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$133,732,00019
Commercial mortgage pass-through securities$133,732,0009
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$252,497,000455
Total debt securities$252,390,000513
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$236,448,000548
U.S. Government securities$101,214,000896
U.S. Treasury securities$250,000991
U.S. Government agency obligations$100,964,000862
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$135,127,000144
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$135,127,00022
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$107,0001,148
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$236,341,000273
Mortgage-backed securities$236,091,000312
Certificates of participation in pools of residential mortgages$100,964,000422
Issued or guaranteed by U.S.$100,964,000419
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$135,127,00022
Commercial mortgage pass-through securities$135,127,00010
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$236,448,000474
Total debt securities$236,340,000543
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$216,323,000600
U.S. Government securities$79,140,0001,121
U.S. Treasury securities$250,000950
U.S. Government agency obligations$78,890,0001,088
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$137,076,000149
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$137,076,00023
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$107,0001,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$216,216,000297
Mortgage-backed securities$215,966,000348
Certificates of participation in pools of residential mortgages$78,890,000534
Issued or guaranteed by U.S.$78,890,000530
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$137,076,00023
Commercial mortgage pass-through securities$137,076,0009
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$216,323,000514
Total debt securities$216,215,000585
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$232,998,000550
U.S. Government securities$232,892,000386
U.S. Treasury securities$361,000891
U.S. Government agency obligations$232,531,000376
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$106,0001,239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$232,892,000273
Mortgage-backed securities$232,531,000328
Certificates of participation in pools of residential mortgages$232,531,000205
Issued or guaranteed by U.S.$232,531,000202
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$232,998,000477
Total debt securities$232,892,000534
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$234,676,000530
U.S. Government securities$234,570,000393
U.S. Treasury securities$664,000721
U.S. Government agency obligations$233,906,000386
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$106,0001,243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$234,570,000278
Mortgage-backed securities$233,906,000331
Certificates of participation in pools of residential mortgages$233,906,000218
Issued or guaranteed by U.S.$233,906,000215
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$234,676,000463
Total debt securities$234,570,000520
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$243,314,000505
U.S. Government securities$243,206,000370
U.S. Treasury securities$1,167,000557
U.S. Government agency obligations$242,039,000365
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$108,0001,227
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$231,113,000287
Mortgage-backed securities$242,039,000310
Certificates of participation in pools of residential mortgages$242,039,000205
Issued or guaranteed by U.S.$242,039,000201
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$243,314,000435
Total debt securities$243,207,000495
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$246,999,000489
U.S. Government securities$246,299,000349
U.S. Treasury securities$864,000703
U.S. Government agency obligations$245,435,000341
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$700,000845
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$246,299,000265
Mortgage-backed securities$245,435,000292
Certificates of participation in pools of residential mortgages$245,435,000191
Issued or guaranteed by U.S.$245,435,000186
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$246,999,000415
Total debt securities$246,299,000482
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$244,089,000511
U.S. Government securities$243,373,000346
U.S. Treasury securities$365,000839
U.S. Government agency obligations$243,008,000339
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$716,0001,142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,373,000259
Mortgage-backed securities$243,008,000297
Certificates of participation in pools of residential mortgages$243,008,000190
Issued or guaranteed by U.S.$243,008,000185
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$244,089,000442
Total debt securities$243,373,000495
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$223,885,000565
U.S. Government securities$223,165,000393
U.S. Treasury securities$719,000743
U.S. Government agency obligations$222,446,000388
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$720,0001,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$223,165,000284
Mortgage-backed securities$222,446,000323
Certificates of participation in pools of residential mortgages$222,446,000208
Issued or guaranteed by U.S.$222,446,000199
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$223,885,000484
Total debt securities$223,165,000549
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$312,777,000403
U.S. Government securities$312,050,000289
U.S. Treasury securities$712,000840
U.S. Government agency obligations$311,338,000283
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$727,0001,105
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$312,050,000213
Mortgage-backed securities$311,338,000239
Certificates of participation in pools of residential mortgages$311,338,000154
Issued or guaranteed by U.S.$311,338,000146
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$312,777,000348
Total debt securities$312,050,000391
Structured notes
Amortized cost$02,424
Fair value$02,424
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$308,481,000414
U.S. Government securities$307,759,000302
U.S. Treasury securities$1,152,000715
U.S. Government agency obligations$306,607,000295
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$722,0001,084
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$307,760,000212
Mortgage-backed securities$306,607,000238
Certificates of participation in pools of residential mortgages$306,607,000149
Issued or guaranteed by U.S.$306,607,000142
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$308,481,000354
Total debt securities$307,759,000399
Structured notes
Amortized cost$02,643
Fair value$02,645
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$142,971,000826
U.S. Government securities$142,260,000613
U.S. Treasury securities$1,142,000814
U.S. Government agency obligations$141,118,000604
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$711,0001,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,260,000385
Mortgage-backed securities$141,118,000420
Certificates of participation in pools of residential mortgages$141,118,000281
Issued or guaranteed by U.S.$141,118,000274
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$142,971,000695
Total debt securities$142,260,000816
Structured notes
Amortized cost$02,714
Fair value$02,715
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$111,707,0001,090
U.S. Government securities$111,002,000760
U.S. Treasury securities$1,129,000872
U.S. Government agency obligations$109,873,000740
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$705,0001,115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,002,000478
Mortgage-backed securities$109,873,000506
Certificates of participation in pools of residential mortgages$109,873,000351
Issued or guaranteed by U.S.$109,873,000345
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$111,707,000932
Total debt securities$111,002,0001,071
Structured notes
Amortized cost$02,791
Fair value$02,792
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$102,637,0001,210
U.S. Government securities$101,912,000867
U.S. Treasury securities$1,121,000912
U.S. Government agency obligations$100,791,000850
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$725,0001,160
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,912,000535
Mortgage-backed securities$91,808,000583
Certificates of participation in pools of residential mortgages$91,808,000402
Issued or guaranteed by U.S.$91,808,000398
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$102,637,0001,037
Total debt securities$101,912,0001,181
Structured notes
Amortized cost$5,000,000716
Fair value$4,992,000717
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$102,208,0001,229
U.S. Government securities$101,475,000894
U.S. Treasury securities$1,123,000964
U.S. Government agency obligations$100,352,000880
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$733,0001,181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,475,000537
Mortgage-backed securities$91,386,000593
Certificates of participation in pools of residential mortgages$91,386,000416
Issued or guaranteed by U.S.$91,386,000411
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$102,208,0001,056
Total debt securities$101,475,0001,210
Structured notes
Amortized cost$5,000,000772
Fair value$4,985,000772
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$107,711,0001,156
U.S. Government securities$106,956,000842
U.S. Treasury securities$1,111,0001,000
U.S. Government agency obligations$105,845,000827
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$755,0001,176
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$106,957,000501
Mortgage-backed securities$96,899,000563
Certificates of participation in pools of residential mortgages$96,899,000408
Issued or guaranteed by U.S.$96,899,000405
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$107,711,000982
Total debt securities$106,956,0001,132
Structured notes
Amortized cost$5,000,000837
Fair value$4,969,000828
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$87,718,0001,414
U.S. Government securities$86,961,0001,057
U.S. Treasury securities$1,102,0001,067
U.S. Government agency obligations$85,859,0001,028
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$757,0001,201
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,714,000611
Mortgage-backed securities$76,907,000681
Certificates of participation in pools of residential mortgages$76,907,000481
Issued or guaranteed by U.S.$76,907,000475
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$87,718,0001,216
Total debt securities$86,957,0001,389
Structured notes
Amortized cost$03,063
Fair value$03,063
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$77,243,0001,585
U.S. Government securities$76,471,0001,173
U.S. Treasury securities$1,101,0001,080
U.S. Government agency obligations$75,370,0001,147
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$772,0001,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,446,000676
Mortgage-backed securities$66,410,000766
Certificates of participation in pools of residential mortgages$66,410,000560
Issued or guaranteed by U.S.$66,410,000554
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$77,243,0001,354
Total debt securities$76,470,0001,562
Structured notes
Amortized cost$03,054
Fair value$03,056
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$75,597,0001,609
U.S. Government securities$74,802,0001,184
U.S. Treasury securities$1,711,000964
U.S. Government agency obligations$73,091,0001,185
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$795,0001,224
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,777,000683
Mortgage-backed securities$64,118,000778
Certificates of participation in pools of residential mortgages$64,118,000578
Issued or guaranteed by U.S.$64,118,000571
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$75,597,0001,367
Total debt securities$74,802,0001,575
Structured notes
Amortized cost$03,005
Fair value$03,005
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$75,459,0001,632
U.S. Government securities$74,628,0001,204
U.S. Treasury securities$1,723,000998
U.S. Government agency obligations$72,905,0001,190
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$831,0001,223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,603,000674
Mortgage-backed securities$59,107,000842
Certificates of participation in pools of residential mortgages$59,107,000620
Issued or guaranteed by U.S.$59,107,000613
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$75,459,0001,375
Total debt securities$74,628,0001,614
Structured notes
Amortized cost$02,983
Fair value$02,982
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$108,542,0001,172
U.S. Government securities$107,642,000871
U.S. Treasury securities$1,700,0001,082
U.S. Government agency obligations$105,942,000857
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$900,0001,236
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,643,000477
Mortgage-backed securities$95,158,000617
Certificates of participation in pools of residential mortgages$95,158,000448
Issued or guaranteed by U.S.$95,158,000443
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$108,542,000995
Total debt securities$107,643,0001,140
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$123,332,0001,035
U.S. Government securities$122,394,000786
U.S. Treasury securities$21,683,000213
U.S. Government agency obligations$100,711,000909
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$938,0001,264
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,394,000437
Mortgage-backed securities$98,708,000617
Certificates of participation in pools of residential mortgages$98,708,000448
Issued or guaranteed by U.S.$98,708,000444
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$123,332,000882
Total debt securities$122,394,0001,013
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$77,918,0001,614
U.S. Government securities$76,734,0001,207
U.S. Treasury securities$31,617,000158
U.S. Government agency obligations$45,117,0001,915
Securities issued by states & political subdivisions$225,0006,157
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$959,0001,276
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,835,0001,339
Mortgage-backed securities$41,107,0001,195
Certificates of participation in pools of residential mortgages$41,107,000877
Issued or guaranteed by U.S.$41,107,000872
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$77,918,0001,372
Total debt securities$76,959,0001,589
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$47,925,0002,541
U.S. Government securities$46,695,0001,967
U.S. Treasury securities$1,740,0001,156
U.S. Government agency obligations$44,955,0001,969
Securities issued by states & political subdivisions$220,0006,199
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$1,010,0001,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,915,000970
Mortgage-backed securities$30,990,0001,473
Certificates of participation in pools of residential mortgages$30,990,0001,100
Issued or guaranteed by U.S.$30,990,0001,093
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$47,925,0002,152
Total debt securities$46,915,0002,528
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$30,106,0003,640
U.S. Government securities$29,876,0002,825
U.S. Treasury securities$1,789,0001,113
U.S. Government agency obligations$28,087,0002,868
Securities issued by states & political subdivisions$230,0006,185
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,106,0001,423
Mortgage-backed securities$15,022,0002,418
Certificates of participation in pools of residential mortgages$15,022,0001,879
Issued or guaranteed by U.S.$15,022,0001,871
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$30,106,0003,150
Total debt securities$30,107,0003,570
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$36,246,0003,223
U.S. Government securities$36,019,0002,510
U.S. Treasury securities$1,780,0001,193
U.S. Government agency obligations$34,239,0002,527
Securities issued by states & political subdivisions$227,0006,258
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,246,0001,191
Mortgage-backed securities$34,239,0001,402
Certificates of participation in pools of residential mortgages$34,239,0001,056
Issued or guaranteed by U.S.$34,239,0001,047
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$36,246,0002,775
Total debt securities$36,246,0003,163
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$81,753,0001,601
U.S. Government securities$81,210,0001,217
U.S. Treasury securities$1,802,0001,198
U.S. Government agency obligations$79,408,0001,197
Securities issued by states & political subdivisions$226,0006,292
Other domestic debt securities$317,0003,410
Privately issued residential mortgage-backed securities$317,000870
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,116,0001,255
Mortgage-backed securities$79,725,000756
Certificates of participation in pools of residential mortgages$79,408,000559
Issued or guaranteed by U.S.$79,408,000552
Privately issued$0253
Collaterized mortgage obligations$317,0003,450
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$317,000759
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$81,753,0001,364
Total debt securities$81,753,0001,550
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$49,532,0002,413
U.S. Government securities$48,759,0001,828
U.S. Treasury securities$2,354,0001,035
U.S. Government agency obligations$46,405,0001,828
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$773,0002,963
Privately issued residential mortgage-backed securities$773,000727
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$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,759,000853
Mortgage-backed securities$47,178,0001,104
Certificates of participation in pools of residential mortgages$46,405,000810
Issued or guaranteed by U.S.$46,405,000806
Privately issued$0256
Collaterized mortgage obligations$773,0003,210
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$773,000647
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$49,532,0002,052
Total debt securities$49,532,0002,346
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$51,541,0002,315
U.S. Government securities$50,097,0001,768
U.S. Treasury securities$2,362,0001,065
U.S. Government agency obligations$47,735,0001,771
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$1,209,0002,627
Privately issued residential mortgage-backed securities$1,209,000651
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$235,0001,891
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,478,0001,185
Mortgage-backed securities$48,944,0001,062
Certificates of participation in pools of residential mortgages$47,735,000764
Issued or guaranteed by U.S.$47,735,000759
Privately issued$0257
Collaterized mortgage obligations$1,209,0002,978
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$1,209,000578
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$51,541,0001,950
Total debt securities$51,306,0002,243
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$60,585,0001,986
U.S. Government securities$58,864,0001,502
U.S. Treasury securities$2,374,0001,124
U.S. Government agency obligations$56,490,0001,486
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$1,671,0002,356
Privately issued residential mortgage-backed securities$1,671,000575
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$50,000251
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,634,000941
Mortgage-backed securities$58,161,000908
Certificates of participation in pools of residential mortgages$56,490,000653
Issued or guaranteed by U.S.$56,490,000648
Privately issued$0252
Collaterized mortgage obligations$1,671,0002,786
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$1,671,000512
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,0004,686
Available-for-sale securities (fair market value)$60,535,0001,670
Total debt securities$60,585,0001,918
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$41,146,0002,595
U.S. Government securities$36,291,0002,153
U.S. Treasury securities$1,276,0001,714
U.S. Government agency obligations$35,015,0002,099
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$4,311,0001,561
Privately issued residential mortgage-backed securities$4,311,000444
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$50,000256
Equity securities$494,0001,611
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,148,0001,527
Mortgage-backed securities$29,555,0001,399
Certificates of participation in pools of residential mortgages$25,244,0001,087
Issued or guaranteed by U.S.$25,244,0001,080
Privately issued$0260
Collaterized mortgage obligations$4,311,0002,011
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$4,311,000397
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,0004,931
Available-for-sale securities (fair market value)$41,096,0002,167
Total debt securities$40,652,0002,542
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$71,420,0001,526
U.S. Government securities$60,962,0001,299
U.S. Treasury securities$1,198,0002,462
U.S. Government agency obligations$59,764,0001,232
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$5,752,0001,117
Privately issued residential mortgage-backed securities$5,752,000363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$50,000247
Equity securities$4,656,000899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,143,0001,484
Mortgage-backed securities$26,183,0001,237
Certificates of participation in pools of residential mortgages$20,431,0001,056
Issued or guaranteed by U.S.$20,431,0001,047
Privately issued$0308
Collaterized mortgage obligations$5,752,0001,402
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$5,752,000323
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$61,763,000414
Available-for-sale securities (fair market value)$9,657,0005,815
Total debt securities$66,764,0001,555
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$50,985,0002,220
U.S. Government securities$40,379,0002,078
U.S. Treasury securities$1,180,0003,403
U.S. Government agency obligations$39,199,0001,912
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$6,628,0001,035
Privately issued residential mortgage-backed securities$6,628,000362
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$50,000270
Equity securities$3,928,000985
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,095,0001,477
Mortgage-backed securities$6,628,0003,151
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$6,628,0001,395
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$6,628,000317
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,090,000658
Available-for-sale securities (fair market value)$8,895,0006,184
Total debt securities$47,057,0002,318
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$32,553,0003,393
U.S. Government securities$29,566,0002,851
U.S. Treasury securities$1,199,0004,724
U.S. Government agency obligations$28,367,0002,480
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 securities$50,000284
Equity securities$2,937,0001,183
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,630,0001,482
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
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)$29,616,000974
Available-for-sale securities (fair market value)$2,937,0008,123
Total debt securities$29,616,0003,571
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$20,732,0004,781
U.S. Government securities$17,884,0004,447
U.S. Treasury securities$07,921
U.S. Government agency obligations$17,884,0003,516
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$210,0002,884
Privately issued residential mortgage-backed securities$210,0001,034
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$50,000300
Equity securities$2,588,0001,237
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,858,0001,773
Mortgage-backed securities$210,0007,570
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$210,0004,510
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$210,000837
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,144,0001,785
Available-for-sale securities (fair market value)$2,588,0008,483
Total debt securities$18,144,0005,160
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$19,414,0005,414
U.S. Government securities$16,824,0005,036
U.S. Treasury securities$1,797,0006,257
U.S. Government agency obligations$15,027,0004,197
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$306,0003,059
Privately issued residential mortgage-backed securities$306,0001,160
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$50,000341
Equity securities$2,234,0001,371
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,824,0001,883
Mortgage-backed securities$306,0007,906
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$306,0004,783
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$306,000927
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,180,0002,137
Available-for-sale securities (fair market value)$2,234,0008,914
Total debt securities$17,180,0005,777
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$17,658,0006,064
U.S. Government securities$14,987,0005,715
U.S. Treasury securities$010,180
U.S. Government agency obligations$14,987,0004,205
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$509,0003,139
Privately issued residential mortgage-backed securities$509,0001,164
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$50,000404
Equity securities$2,112,0001,376
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,987,0002,068
Mortgage-backed securities$509,0007,983
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$509,0004,862
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$509,000910
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,546,0002,456
Available-for-sale securities (fair market value)$2,112,0009,351
Total debt securities$15,546,0006,432
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$11,174,0008,338
U.S. Government securities$8,479,0008,439
U.S. Treasury securities$2,477,0007,679
U.S. Government agency obligations$6,002,0007,155
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$659,0003,212
Privately issued residential mortgage-backed securities$659,0001,115
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$50,000420
Equity securities$1,986,0001,301
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,479,0003,345
Mortgage-backed securities$659,0008,265
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$659,0005,003
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$659,000890
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,188,0006,002
Available-for-sale securities (fair market value)$1,986,0008,883
Total debt securities$9,188,0008,952
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$17,588,0006,689
U.S. Government securities$14,434,0006,419
U.S. Treasury securities$14,434,0002,543
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$1,207,0003,055
Privately issued residential mortgage-backed securities$1,207,0001,108
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$50,000447
Equity securities$1,897,0001,474
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,483,0004,926
Mortgage-backed securities$1,207,0008,141
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$1,207,0004,720
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$1,207,000834
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$15,691,0007,042
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$11,100,000116
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$8,124,0009,966
U.S. Government securities$2,187,00012,595
U.S. Treasury securities$648,00011,036
U.S. Government agency obligations$1,539,00010,967
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$4,041,0001,945
Privately issued residential mortgage-backed securities$4,041,000760
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$50,000470
Equity securities$1,846,0001,345
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$648,0009,427
Mortgage-backed securities$5,580,0005,188
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$5,580,0002,474
CMOs issued by government agencies or sponsored agencies$1,539,0004,063
Privately issued$4,041,000541
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$6,278,00010,784
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