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Great Southern Bank, Securities

2022-06-30Rank
Total securities$734,826,000343
U.S. Government securities$663,217,000277
U.S. Treasury securities$02,920
U.S. Government agency obligations$663,217,000242
Securities issued by states & political subdivisions$71,609,000734
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,123,000413
Mortgage-backed securities$596,575,000242
Certificates of participation in pools of residential mortgages$228,164,000302
Issued or guaranteed by U.S.$228,164,000300
Privately issued$0231
Collaterized mortgage obligations$44,396,000513
CMOs issued by government agencies or sponsored agencies$44,396,000461
Privately issued$0553
Commercial mortgage-backed securities$324,015,000127
Commercial mortgage pass-through securities$167,944,00093
Other commercial mortgage-backed securities$156,071,000131
Held to maturity securities (book value)$215,354,000242
Available-for-sale securities (fair market value)$519,472,000381
Total debt securities$734,827,000340
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$688,816,000370
U.S. Government securities$641,562,000280
U.S. Treasury securities$02,666
U.S. Government agency obligations$641,562,000248
Securities issued by states & political subdivisions$47,254,0001,085
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$188,270,000410
Mortgage-backed securities$591,670,000243
Certificates of participation in pools of residential mortgages$209,575,000328
Issued or guaranteed by U.S.$209,575,000327
Privately issued$0238
Collaterized mortgage obligations$46,307,000491
CMOs issued by government agencies or sponsored agencies$46,307,000449
Privately issued$0536
Commercial mortgage-backed securities$335,788,000119
Commercial mortgage pass-through securities$180,868,00088
Other commercial mortgage-backed securities$154,920,000130
Held to maturity securities (book value)$227,441,000215
Available-for-sale securities (fair market value)$461,375,000444
Total debt securities$688,818,000364
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$501,032,000459
U.S. Government securities$461,017,000339
U.S. Treasury securities$02,212
U.S. Government agency obligations$461,017,000312
Securities issued by states & political subdivisions$40,015,0001,312
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,602,000486
Mortgage-backed securities$433,718,000295
Certificates of participation in pools of residential mortgages$89,057,000634
Issued or guaranteed by U.S.$89,057,000624
Privately issued$0246
Collaterized mortgage obligations$50,553,000453
CMOs issued by government agencies or sponsored agencies$50,553,000421
Privately issued$0500
Commercial mortgage-backed securities$294,108,000134
Commercial mortgage pass-through securities$140,384,00099
Other commercial mortgage-backed securities$153,724,000132
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$501,032,000401
Total debt securities$501,032,000449
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 contracts$0137
2021-09-30Rank
Total securities$432,938,000493
U.S. Government securities$392,901,000368
U.S. Treasury securities$02,008
U.S. Government agency obligations$392,901,000346
Securities issued by states & political subdivisions$40,037,0001,275
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$196,535,000377
Mortgage-backed securities$374,551,000331
Certificates of participation in pools of residential mortgages$15,398,0001,902
Issued or guaranteed by U.S.$15,398,0001,851
Privately issued$0234
Collaterized mortgage obligations$55,106,000428
CMOs issued by government agencies or sponsored agencies$55,106,000400
Privately issued$0491
Commercial mortgage-backed securities$304,047,000133
Commercial mortgage pass-through securities$153,421,00097
Other commercial mortgage-backed securities$150,626,000129
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$432,938,000440
Total debt securities$432,937,000485
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 contracts$0137
2021-06-30Rank
Total securities$450,840,000457
U.S. Government securities$409,844,000339
U.S. Treasury securities$01,913
U.S. Government agency obligations$409,844,000324
Securities issued by states & political subdivisions$40,996,0001,218
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$198,943,000361
Mortgage-backed securities$390,224,000300
Certificates of participation in pools of residential mortgages$16,322,0001,816
Issued or guaranteed by U.S.$16,322,0001,770
Privately issued$0247
Collaterized mortgage obligations$58,090,000399
CMOs issued by government agencies or sponsored agencies$58,090,000371
Privately issued$0478
Commercial mortgage-backed securities$315,812,000127
Commercial mortgage pass-through securities$155,528,00095
Other commercial mortgage-backed securities$160,284,000119
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$450,840,000406
Total debt securities$450,839,000447
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 contracts$0139
2021-03-31Rank
Total securities$457,668,000420
U.S. Government securities$416,438,000312
U.S. Treasury securities$01,631
U.S. Government agency obligations$416,438,000294
Securities issued by states & political subdivisions$41,230,0001,155
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$187,002,000362
Mortgage-backed securities$396,850,000277
Certificates of participation in pools of residential mortgages$17,637,0001,667
Issued or guaranteed by U.S.$17,637,0001,614
Privately issued$0261
Collaterized mortgage obligations$61,689,000368
CMOs issued by government agencies or sponsored agencies$61,689,000342
Privately issued$0475
Commercial mortgage-backed securities$317,524,000118
Commercial mortgage pass-through securities$152,131,00087
Other commercial mortgage-backed securities$165,393,000113
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$457,668,000378
Total debt securities$457,669,000414
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$414,933,000419
U.S. Government securities$367,608,000317
U.S. Treasury securities$01,194
U.S. Government agency obligations$367,608,000299
Securities issued by states & political subdivisions$47,325,000978
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,599,000323
Mortgage-backed securities$346,561,000284
Certificates of participation in pools of residential mortgages$8,640,0002,220
Issued or guaranteed by U.S.$8,640,0002,160
Privately issued$0245
Collaterized mortgage obligations$52,091,000397
CMOs issued by government agencies or sponsored agencies$52,091,000369
Privately issued$0474
Commercial mortgage-backed securities$285,830,000122
Commercial mortgage pass-through securities$161,301,00076
Other commercial mortgage-backed securities$124,529,000129
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$414,933,000379
Total debt securities$414,934,000414
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$445,940,000375
U.S. Government securities$378,257,000289
U.S. Treasury securities$01,216
U.S. Government agency obligations$378,257,000276
Securities issued by states & political subdivisions$67,683,000639
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$222,803,000314
Mortgage-backed securities$356,549,000265
Certificates of participation in pools of residential mortgages$9,391,0002,125
Issued or guaranteed by U.S.$9,391,0002,061
Privately issued$0251
Collaterized mortgage obligations$52,650,000407
CMOs issued by government agencies or sponsored agencies$52,650,000377
Privately issued$0464
Commercial mortgage-backed securities$294,508,000116
Commercial mortgage pass-through securities$162,066,00073
Other commercial mortgage-backed securities$132,442,000121
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$445,940,000338
Total debt securities$445,940,000369
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$446,935,000368
U.S. Government securities$375,733,000294
U.S. Treasury securities$01,251
U.S. Government agency obligations$375,733,000279
Securities issued by states & political subdivisions$71,202,000547
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$227,424,000304
Mortgage-backed securities$353,856,000259
Certificates of participation in pools of residential mortgages$10,553,0001,988
Issued or guaranteed by U.S.$10,553,0001,936
Privately issued$0251
Collaterized mortgage obligations$40,012,000501
CMOs issued by government agencies or sponsored agencies$40,012,000461
Privately issued$0454
Commercial mortgage-backed securities$303,291,000107
Commercial mortgage pass-through securities$163,469,00071
Other commercial mortgage-backed securities$139,822,000119
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$446,935,000324
Total debt securities$446,936,000362
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$395,799,000392
U.S. Government securities$362,607,000303
U.S. Treasury securities$01,297
U.S. Government agency obligations$362,607,000288
Securities issued by states & political subdivisions$33,192,0001,046
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,000,000418
Mortgage-backed securities$340,763,000267
Certificates of participation in pools of residential mortgages$31,376,000998
Issued or guaranteed by U.S.$31,376,000971
Privately issued$0267
Collaterized mortgage obligations$39,173,000502
CMOs issued by government agencies or sponsored agencies$39,173,000471
Privately issued$0460
Commercial mortgage-backed securities$270,214,000119
Commercial mortgage pass-through securities$149,152,00077
Other commercial mortgage-backed securities$121,062,000129
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$395,799,000354
Total debt securities$395,798,000386
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$374,175,000401
U.S. Government securities$339,050,000307
U.S. Treasury securities$01,363
U.S. Government agency obligations$339,050,000295
Securities issued by states & political subdivisions$35,125,000946
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$145,663,000409
Mortgage-backed securities$316,992,000281
Certificates of participation in pools of residential mortgages$31,957,000958
Issued or guaranteed by U.S.$31,957,000935
Privately issued$0249
Collaterized mortgage obligations$37,519,000516
CMOs issued by government agencies or sponsored agencies$37,519,000482
Privately issued$0457
Commercial mortgage-backed securities$247,516,000122
Commercial mortgage pass-through securities$133,085,00078
Other commercial mortgage-backed securities$114,431,000133
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$374,175,000356
Total debt securities$374,175,000393
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$349,020,000422
U.S. Government securities$312,269,000325
U.S. Treasury securities$01,429
U.S. Government agency obligations$312,269,000312
Securities issued by states & political subdivisions$36,751,000896
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,441,000369
Mortgage-backed securities$312,269,000276
Certificates of participation in pools of residential mortgages$61,730,000570
Issued or guaranteed by U.S.$61,730,000556
Privately issued$0287
Collaterized mortgage obligations$38,059,000506
CMOs issued by government agencies or sponsored agencies$38,059,000478
Privately issued$0463
Commercial mortgage-backed securities$212,480,000124
Commercial mortgage pass-through securities$136,103,00071
Other commercial mortgage-backed securities$76,377,000155
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$349,020,000374
Total debt securities$349,019,000413
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$305,649,000464
U.S. Government securities$263,384,000383
U.S. Treasury securities$01,467
U.S. Government agency obligations$263,384,000365
Securities issued by states & political subdivisions$42,265,000791
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$164,445,000366
Mortgage-backed securities$263,384,000308
Certificates of participation in pools of residential mortgages$66,660,000537
Issued or guaranteed by U.S.$66,660,000533
Privately issued$0244
Collaterized mortgage obligations$5,362,0001,541
CMOs issued by government agencies or sponsored agencies$5,362,0001,497
Privately issued$0476
Commercial mortgage-backed securities$191,362,000132
Commercial mortgage pass-through securities$124,917,00069
Other commercial mortgage-backed securities$66,445,000172
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$305,649,000413
Total debt securities$305,648,000457
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$277,750,000513
U.S. Government securities$233,202,000429
U.S. Treasury securities$01,516
U.S. Government agency obligations$233,202,000410
Securities issued by states & political subdivisions$44,548,000778
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$161,150,000383
Mortgage-backed securities$233,202,000335
Certificates of participation in pools of residential mortgages$69,781,000532
Issued or guaranteed by U.S.$69,781,000529
Privately issued$0248
Collaterized mortgage obligations$5,207,0001,560
CMOs issued by government agencies or sponsored agencies$5,207,0001,514
Privately issued$0499
Commercial mortgage-backed securities$158,214,000136
Commercial mortgage pass-through securities$110,415,00071
Other commercial mortgage-backed securities$47,799,000180
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$277,750,000452
Total debt securities$277,752,000503
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$243,968,000574
U.S. Government securities$192,518,000500
U.S. Treasury securities$01,513
U.S. Government agency obligations$192,518,000473
Securities issued by states & political subdivisions$51,450,000689
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,900,000392
Mortgage-backed securities$192,518,000378
Certificates of participation in pools of residential mortgages$96,922,000417
Issued or guaranteed by U.S.$96,922,000414
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$95,596,000175
Commercial mortgage pass-through securities$56,336,000115
Other commercial mortgage-backed securities$39,260,000191
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$243,968,000505
Total debt securities$243,968,000567
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$191,251,000712
U.S. Government securities$138,909,000656
U.S. Treasury securities$01,500
U.S. Government agency obligations$138,909,000619
Securities issued by states & political subdivisions$52,342,000668
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,824,000413
Mortgage-backed securities$138,909,000486
Certificates of participation in pools of residential mortgages$99,296,000413
Issued or guaranteed by U.S.$99,296,000412
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$39,613,000279
Commercial mortgage pass-through securities$22,229,000220
Other commercial mortgage-backed securities$17,384,000286
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$191,251,000624
Total debt securities$191,252,000703
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$169,971,000823
U.S. Government securities$116,365,000749
U.S. Treasury securities$01,475
U.S. Government agency obligations$116,365,000709
Securities issued by states & political subdivisions$53,606,000675
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,043,000479
Mortgage-backed securities$116,365,000562
Certificates of participation in pools of residential mortgages$106,250,000396
Issued or guaranteed by U.S.$106,250,000394
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$10,115,000602
Commercial mortgage pass-through securities$10,115,000371
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$169,971,000720
Total debt securities$169,971,000814
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$171,751,000823
U.S. Government securities$117,798,000753
U.S. Treasury securities$01,426
U.S. Government agency obligations$117,798,000715
Securities issued by states & political subdivisions$53,953,000687
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,954,000492
Mortgage-backed securities$117,798,000562
Certificates of participation in pools of residential mortgages$112,416,000388
Issued or guaranteed by U.S.$112,416,000386
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$5,382,000711
Commercial mortgage pass-through securities$5,382,000426
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$130,0001,894
Available-for-sale securities (fair market value)$171,621,000714
Total debt securities$171,752,000812
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$179,308,000780
U.S. Government securities$122,532,000740
U.S. Treasury securities$01,328
U.S. Government agency obligations$122,532,000703
Securities issued by states & political subdivisions$56,776,000691
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$132,867,000468
Mortgage-backed securities$122,532,000541
Certificates of participation in pools of residential mortgages$117,063,000365
Issued or guaranteed by U.S.$117,063,000364
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$5,469,000697
Commercial mortgage pass-through securities$5,469,000425
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$130,0001,925
Available-for-sale securities (fair market value)$179,178,000680
Total debt securities$179,308,000771
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$184,098,000771
U.S. Government securities$125,810,000734
U.S. Treasury securities$01,313
U.S. Government agency obligations$125,810,000697
Securities issued by states & political subdivisions$58,288,000682
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,784,000458
Mortgage-backed securities$125,810,000522
Certificates of participation in pools of residential mortgages$120,250,000353
Issued or guaranteed by U.S.$120,250,000352
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$5,560,000678
Commercial mortgage pass-through securities$5,560,000423
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$130,0001,983
Available-for-sale securities (fair market value)$183,968,000668
Total debt securities$184,098,000762
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$195,274,000750
U.S. Government securities$133,558,000712
U.S. Treasury securities$01,351
U.S. Government agency obligations$133,558,000671
Securities issued by states & political subdivisions$61,716,000638
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,050,000450
Mortgage-backed securities$133,558,000508
Certificates of participation in pools of residential mortgages$127,967,000341
Issued or guaranteed by U.S.$127,967,000340
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$5,591,000656
Commercial mortgage pass-through securities$5,591,000410
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$130,0002,009
Available-for-sale securities (fair market value)$195,144,000653
Total debt securities$195,273,000740
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$203,933,000720
U.S. Government securities$141,142,000686
U.S. Treasury securities$01,390
U.S. Government agency obligations$141,142,000642
Securities issued by states & political subdivisions$62,791,000618
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$152,036,000437
Mortgage-backed securities$141,142,000483
Certificates of participation in pools of residential mortgages$135,556,000327
Issued or guaranteed by U.S.$135,556,000326
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$5,586,000647
Commercial mortgage pass-through securities$5,586,000394
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$247,0001,980
Available-for-sale securities (fair market value)$203,686,000637
Total debt securities$203,933,000710
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$214,119,000670
U.S. Government securities$146,034,000648
U.S. Treasury securities$01,367
U.S. Government agency obligations$146,034,000610
Securities issued by states & political subdivisions$68,085,000567
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$163,393,000399
Mortgage-backed securities$146,034,000471
Certificates of participation in pools of residential mortgages$140,482,000307
Issued or guaranteed by U.S.$140,482,000306
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$5,552,000626
Commercial mortgage pass-through securities$5,552,000380
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$247,0002,003
Available-for-sale securities (fair market value)$213,872,000589
Total debt securities$214,120,000661
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$204,868,000704
U.S. Government securities$134,719,000691
U.S. Treasury securities$01,214
U.S. Government agency obligations$134,719,000662
Securities issued by states & political subdivisions$70,149,000547
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$152,342,000430
Mortgage-backed securities$134,719,000503
Certificates of participation in pools of residential mortgages$128,890,000342
Issued or guaranteed by U.S.$128,890,000341
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$5,829,000580
Commercial mortgage pass-through securities$5,829,000335
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$247,0002,028
Available-for-sale securities (fair market value)$204,621,000623
Total debt securities$204,869,000696
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$238,447,000621
U.S. Government securities$166,372,000586
U.S. Treasury securities$01,253
U.S. Government agency obligations$166,372,000554
Securities issued by states & political subdivisions$72,075,000523
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$183,670,000370
Mortgage-backed securities$146,353,000485
Certificates of participation in pools of residential mortgages$140,496,000318
Issued or guaranteed by U.S.$140,496,000317
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$5,857,000557
Commercial mortgage pass-through securities$5,857,000308
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$247,0002,071
Available-for-sale securities (fair market value)$238,200,000548
Total debt securities$238,446,000614
Structured notes
Amortized cost$20,000,00078
Fair value$20,019,00081
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$246,688,000613
U.S. Government securities$174,630,000572
U.S. Treasury securities$01,296
U.S. Government agency obligations$174,630,000547
Securities issued by states & political subdivisions$72,058,000515
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$183,747,000376
Mortgage-backed securities$154,611,000461
Certificates of participation in pools of residential mortgages$148,775,000302
Issued or guaranteed by U.S.$148,775,000301
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$5,836,000544
Commercial mortgage pass-through securities$5,836,000299
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$353,0002,053
Available-for-sale securities (fair market value)$246,335,000541
Total debt securities$246,689,000604
Structured notes
Amortized cost$20,000,00086
Fair value$20,019,00086
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$259,380,000595
U.S. Government securities$180,995,000548
U.S. Treasury securities$01,367
U.S. Government agency obligations$180,995,000522
Securities issued by states & political subdivisions$78,385,000449
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,568,000345
Mortgage-backed securities$161,214,000443
Certificates of participation in pools of residential mortgages$155,556,000284
Issued or guaranteed by U.S.$155,556,000283
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$5,658,000513
Commercial mortgage pass-through securities$5,658,000287
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$353,0002,095
Available-for-sale securities (fair market value)$259,027,000512
Total debt securities$259,379,000584
Structured notes
Amortized cost$20,000,000109
Fair value$19,781,000111
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$270,119,000573
U.S. Government securities$191,913,000533
U.S. Treasury securities$01,303
U.S. Government agency obligations$191,913,000510
Securities issued by states & political subdivisions$78,206,000444
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$208,925,000338
Mortgage-backed securities$171,930,000426
Certificates of participation in pools of residential mortgages$166,112,000267
Issued or guaranteed by U.S.$166,112,000266
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$5,818,000491
Commercial mortgage pass-through securities$5,818,000286
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$353,0002,108
Available-for-sale securities (fair market value)$269,766,000486
Total debt securities$270,118,000560
Structured notes
Amortized cost$20,000,000127
Fair value$19,983,000129
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$323,384,000485
U.S. Government securities$244,664,000433
U.S. Treasury securities$01,348
U.S. Government agency obligations$244,664,000414
Securities issued by states & political subdivisions$78,720,000427
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$263,703,000273
Mortgage-backed securities$224,861,000350
Certificates of participation in pools of residential mortgages$219,119,000207
Issued or guaranteed by U.S.$219,119,000205
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$5,742,000471
Commercial mortgage pass-through securities$5,742,000265
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$353,0002,154
Available-for-sale securities (fair market value)$323,031,000407
Total debt securities$323,385,000480
Structured notes
Amortized cost$20,000,000156
Fair value$19,803,000161
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$341,325,000461
U.S. Government securities$260,577,000422
U.S. Treasury securities$01,327
U.S. Government agency obligations$260,577,000404
Securities issued by states & political subdivisions$80,748,000397
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$277,373,000264
Mortgage-backed securities$240,991,000333
Certificates of participation in pools of residential mortgages$235,140,000195
Issued or guaranteed by U.S.$235,140,000194
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$5,851,000451
Commercial mortgage pass-through securities$5,851,000257
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$450,0002,113
Available-for-sale securities (fair market value)$340,875,000385
Total debt securities$341,325,000456
Structured notes
Amortized cost$20,000,000168
Fair value$19,586,000173
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$362,802,000437
U.S. Government securities$277,312,000403
U.S. Treasury securities$01,361
U.S. Government agency obligations$277,312,000386
Securities issued by states & political subdivisions$85,490,000374
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$299,138,000246
Mortgage-backed securities$257,798,000320
Certificates of participation in pools of residential mortgages$252,006,000180
Issued or guaranteed by U.S.$252,006,000179
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$5,792,000441
Commercial mortgage pass-through securities$5,792,000254
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$450,0002,139
Available-for-sale securities (fair market value)$362,352,000354
Total debt securities$362,803,000428
Structured notes
Amortized cost$20,000,000160
Fair value$19,514,000163
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$422,560,000372
U.S. Government securities$295,564,000382
U.S. Treasury securities$01,381
U.S. Government agency obligations$295,564,000366
Securities issued by states & political subdivisions$126,996,000216
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$338,037,000210
Mortgage-backed securities$276,627,000305
Certificates of participation in pools of residential mortgages$270,933,000174
Issued or guaranteed by U.S.$270,933,000173
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$5,694,000439
Commercial mortgage pass-through securities$5,694,000261
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$450,0002,175
Available-for-sale securities (fair market value)$422,110,000309
Total debt securities$422,562,000366
Structured notes
Amortized cost$20,000,000188
Fair value$18,937,000199
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$566,511,000268
U.S. Government securities$436,414,000265
U.S. Treasury securities$01,342
U.S. Government agency obligations$436,414,000257
Securities issued by states & political subdivisions$130,097,000212
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$406,718,000166
Mortgage-backed securities$417,593,000222
Certificates of participation in pools of residential mortgages$372,075,000139
Issued or guaranteed by U.S.$372,075,000137
Privately issued$075
Collaterized mortgage obligations$37,552,000596
CMOs issued by government agencies or sponsored agencies$37,552,000555
Privately issued$0840
Commercial mortgage-backed securities$7,966,000358
Commercial mortgage pass-through securities$5,767,000253
Other commercial mortgage-backed securities$2,199,000365
Held to maturity securities (book value)$450,0002,193
Available-for-sale securities (fair market value)$566,061,000232
Total debt securities$566,512,000263
Structured notes
Amortized cost$20,000,000210
Fair value$18,821,000221
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$529,950,000283
U.S. Government securities$402,277,000284
U.S. Treasury securities$01,198
U.S. Government agency obligations$402,277,000277
Securities issued by states & political subdivisions$127,673,000215
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$458,912,000160
Mortgage-backed securities$343,313,000255
Certificates of participation in pools of residential mortgages$337,668,000150
Issued or guaranteed by U.S.$337,668,000149
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$5,645,000397
Commercial mortgage pass-through securities$5,645,000237
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$805,0002,046
Available-for-sale securities (fair market value)$529,145,000245
Total debt securities$529,949,000274
Structured notes
Amortized cost$20,000,000225
Fair value$17,974,000244
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$553,217,000272
U.S. Government securities$429,689,000259
U.S. Treasury securities$01,131
U.S. Government agency obligations$429,689,000252
Securities issued by states & political subdivisions$123,528,000217
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$461,594,000155
Mortgage-backed securities$367,579,000241
Certificates of participation in pools of residential mortgages$362,037,000142
Issued or guaranteed by U.S.$362,037,000141
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$5,542,000385
Commercial mortgage pass-through securities$5,542,000229
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$805,0002,049
Available-for-sale securities (fair market value)$552,412,000235
Total debt securities$553,215,000266
Structured notes
Amortized cost$20,000,000227
Fair value$17,255,000245
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$579,213,000266
U.S. Government securities$458,850,000246
U.S. Treasury securities$01,131
U.S. Government agency obligations$458,850,000241
Securities issued by states & political subdivisions$120,363,000223
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$477,687,000153
Mortgage-backed securities$393,892,000230
Certificates of participation in pools of residential mortgages$388,283,000128
Issued or guaranteed by U.S.$388,283,000127
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$5,609,000373
Commercial mortgage pass-through securities$5,609,000213
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$805,0002,036
Available-for-sale securities (fair market value)$578,408,000230
Total debt securities$579,212,000260
Structured notes
Amortized cost$20,000,000220
Fair value$17,830,000235
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$742,770,000213
U.S. Government securities$626,483,000177
U.S. Treasury securities$01,152
U.S. Government agency obligations$626,483,000174
Securities issued by states & political subdivisions$116,287,000234
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$676,793,000120
Mortgage-backed securities$557,790,000174
Certificates of participation in pools of residential mortgages$552,105,000103
Issued or guaranteed by U.S.$552,105,000102
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$5,685,000349
Commercial mortgage pass-through securities$5,685,000208
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$805,0001,979
Available-for-sale securities (fair market value)$741,965,000189
Total debt securities$742,770,000208
Structured notes
Amortized cost$20,000,000214
Fair value$19,145,000220
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$813,382,000194
U.S. Government securities$689,140,000169
U.S. Treasury securities$01,161
U.S. Government agency obligations$689,140,000166
Securities issued by states & political subdivisions$119,918,000218
Other domestic debt securities$4,324,0001,131
Privately issued residential mortgage-backed securities$4,324,000293
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$740,344,000112
Mortgage-backed securities$613,238,000160
Certificates of participation in pools of residential mortgages$608,907,00098
Issued or guaranteed by U.S.$608,907,00097
Privately issued$083
Collaterized mortgage obligations$4,324,0002,081
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$4,324,000281
Commercial mortgage-backed securities$7,000826
Commercial mortgage pass-through securities$7,000616
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$920,0001,930
Available-for-sale securities (fair market value)$812,462,000174
Total debt securities$813,384,000191
Structured notes
Amortized cost$30,000,000130
Fair value$30,016,000131
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$805,925,000191
U.S. Government securities$677,620,000169
U.S. Treasury securities$01,135
U.S. Government agency obligations$677,620,000167
Securities issued by states & political subdivisions$123,798,000203
Other domestic debt securities$4,507,0001,076
Privately issued residential mortgage-backed securities$4,507,000298
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$734,013,000112
Mortgage-backed securities$600,593,000162
Certificates of participation in pools of residential mortgages$596,078,000100
Issued or guaranteed by U.S.$596,078,00099
Privately issued$085
Collaterized mortgage obligations$4,507,0002,112
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$4,507,000289
Commercial mortgage-backed securities$8,000716
Commercial mortgage pass-through securities$8,000546
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$920,0001,956
Available-for-sale securities (fair market value)$805,005,000169
Total debt securities$805,925,000188
Structured notes
Amortized cost$30,000,000142
Fair value$30,041,000142
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$786,055,000194
U.S. Government securities$655,918,000174
U.S. Treasury securities$01,086
U.S. Government agency obligations$655,918,000170
Securities issued by states & political subdivisions$124,936,000191
Other domestic debt securities$5,201,0001,030
Privately issued residential mortgage-backed securities$4,879,000317
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$322,000259
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$717,140,000111
Mortgage-backed securities$577,893,000168
Certificates of participation in pools of residential mortgages$573,006,000105
Issued or guaranteed by U.S.$573,006,000104
Privately issued$088
Collaterized mortgage obligations$4,879,0002,135
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$4,879,000307
Commercial mortgage-backed securities$8,000689
Commercial mortgage pass-through securities$8,000516
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$920,0001,986
Available-for-sale securities (fair market value)$785,135,000172
Total debt securities$786,055,000191
Structured notes
Amortized cost$30,000,000145
Fair value$30,060,000147
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$817,685,000191
U.S. Government securities$683,914,000166
U.S. Treasury securities$01,068
U.S. Government agency obligations$683,914,000161
Securities issued by states & political subdivisions$128,705,000170
Other domestic debt securities$5,066,0001,061
Privately issued residential mortgage-backed securities$4,772,000343
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$294,000259
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$733,551,000109
Mortgage-backed securities$604,928,000164
Certificates of participation in pools of residential mortgages$600,147,000103
Issued or guaranteed by U.S.$600,147,000102
Privately issued$094
Collaterized mortgage obligations$4,772,0002,161
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$4,772,000334
Commercial mortgage-backed securities$9,000648
Commercial mortgage pass-through securities$9,000477
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$920,0002,002
Available-for-sale securities (fair market value)$816,765,000165
Total debt securities$817,684,000190
Structured notes
Amortized cost$30,000,000154
Fair value$30,018,000155
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$872,973,000188
U.S. Government securities$722,763,000166
U.S. Treasury securities$01,157
U.S. Government agency obligations$722,763,000163
Securities issued by states & political subdivisions$144,830,000148
Other domestic debt securities$5,380,0001,027
Privately issued residential mortgage-backed securities$5,085,000346
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$295,000258
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$749,488,000114
Mortgage-backed securities$652,989,000156
Certificates of participation in pools of residential mortgages$647,894,00099
Issued or guaranteed by U.S.$647,894,00098
Privately issued$094
Collaterized mortgage obligations$5,085,0002,134
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$5,085,000335
Commercial mortgage-backed securities$10,000614
Commercial mortgage pass-through securities$10,000450
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,025,0001,995
Available-for-sale securities (fair market value)$871,948,000167
Total debt securities$872,972,000187
Structured notes
Amortized cost$20,000,000289
Fair value$20,021,000289
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$874,605,000185
U.S. Government securities$718,207,000159
U.S. Treasury securities$01,076
U.S. Government agency obligations$718,207,000156
Securities issued by states & political subdivisions$151,263,000133
Other domestic debt securities$5,135,0001,023
Privately issued residential mortgage-backed securities$4,840,000425
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$295,000241
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,374,00099
Mortgage-backed securities$646,495,000156
Certificates of participation in pools of residential mortgages$641,644,00098
Issued or guaranteed by U.S.$641,644,00098
Privately issued$0121
Collaterized mortgage obligations$4,840,0002,142
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$4,840,000408
Commercial mortgage-backed securities$11,000534
Commercial mortgage pass-through securities$11,000390
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$1,025,0002,083
Available-for-sale securities (fair market value)$873,580,000159
Total debt securities$874,606,000182
Structured notes
Amortized cost$20,000,000272
Fair value$20,060,000272
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$794,683,000198
U.S. Government securities$688,272,000171
U.S. Treasury securities$01,126
U.S. Government agency obligations$688,272,000165
Securities issued by states & political subdivisions$104,597,000201
Other domestic debt securities$1,814,0001,675
Privately issued residential mortgage-backed securities$1,392,000730
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$422,000228
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$715,277,000108
Mortgage-backed securities$607,704,000157
Certificates of participation in pools of residential mortgages$606,312,000101
Issued or guaranteed by U.S.$606,312,00098
Privately issued$0132
Collaterized mortgage obligations$1,392,0002,972
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$1,392,000691
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$1,025,0002,110
Available-for-sale securities (fair market value)$793,658,000168
Total debt securities$794,683,000198
Structured notes
Amortized cost$19,953,000268
Fair value$20,044,000262
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$829,841,000188
U.S. Government securities$723,184,000164
U.S. Treasury securities$01,225
U.S. Government agency obligations$723,184,000158
Securities issued by states & political subdivisions$101,440,000197
Other domestic debt securities$5,217,0001,000
Privately issued residential mortgage-backed securities$4,847,000455
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$370,000248
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$727,669,000109
Mortgage-backed securities$644,755,000148
Certificates of participation in pools of residential mortgages$639,841,00099
Issued or guaranteed by U.S.$639,841,00097
Privately issued$0125
Collaterized mortgage obligations$4,914,0002,067
CMOs issued by government agencies or sponsored agencies$67,0003,400
Privately issued$4,847,000434
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$1,025,0002,130
Available-for-sale securities (fair market value)$828,816,000165
Total debt securities$829,842,000187
Structured notes
Amortized cost$19,948,000318
Fair value$20,044,000315
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$836,913,000190
U.S. Government securities$739,091,000162
U.S. Treasury securities$01,272
U.S. Government agency obligations$739,091,000158
Securities issued by states & political subdivisions$92,550,000213
Other domestic debt securities$5,272,0001,024
Privately issued residential mortgage-backed securities$5,102,000472
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$170,000281
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$747,562,000105
Mortgage-backed securities$660,039,000139
Certificates of participation in pools of residential mortgages$654,229,00094
Issued or guaranteed by U.S.$654,229,00091
Privately issued$0136
Collaterized mortgage obligations$5,810,0001,901
CMOs issued by government agencies or sponsored agencies$708,0002,894
Privately issued$5,102,000456
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$1,125,0002,104
Available-for-sale securities (fair market value)$835,788,000165
Total debt securities$836,913,000190
Structured notes
Amortized cost$19,943,000370
Fair value$19,894,000359
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$768,549,000197
U.S. Government securities$666,143,000171
U.S. Treasury securities$01,275
U.S. Government agency obligations$666,143,000165
Securities issued by states & political subdivisions$96,742,000196
Other domestic debt securities$5,664,0001,049
Privately issued residential mortgage-backed securities$5,643,000487
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$21,000325
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$731,534,000108
Mortgage-backed securities$606,892,000146
Certificates of participation in pools of residential mortgages$599,213,00099
Issued or guaranteed by U.S.$599,213,00097
Privately issued$0141
Collaterized mortgage obligations$7,679,0001,682
CMOs issued by government agencies or sponsored agencies$2,036,0002,362
Privately issued$5,643,000467
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$1,125,0002,127
Available-for-sale securities (fair market value)$767,424,000171
Total debt securities$768,547,000195
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$695,165,000205
U.S. Government securities$615,736,000175
U.S. Treasury securities$01,180
U.S. Government agency obligations$615,736,000167
Securities issued by states & political subdivisions$73,268,000282
Other domestic debt securities$6,161,0001,029
Privately issued residential mortgage-backed securities$6,113,000512
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$48,000321
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$687,130,000110
Mortgage-backed securities$556,320,000155
Certificates of participation in pools of residential mortgages$545,818,000101
Issued or guaranteed by U.S.$545,818,00099
Privately issued$0141
Collaterized mortgage obligations$10,502,0001,432
CMOs issued by government agencies or sponsored agencies$4,389,0001,836
Privately issued$6,113,000490
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$1,125,0002,160
Available-for-sale securities (fair market value)$694,040,000177
Total debt securities$695,165,000201
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$752,752,000184
U.S. Government securities$678,110,000163
U.S. Treasury securities$01,121
U.S. Government agency obligations$678,110,000156
Securities issued by states & political subdivisions$68,099,000288
Other domestic debt securities$6,543,000992
Privately issued residential mortgage-backed securities$6,496,000526
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$47,000323
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$677,764,000112
Mortgage-backed securities$592,661,000145
Certificates of participation in pools of residential mortgages$550,301,00094
Issued or guaranteed by U.S.$550,301,00093
Privately issued$0148
Collaterized mortgage obligations$42,360,000594
CMOs issued by government agencies or sponsored agencies$35,864,000547
Privately issued$6,496,000507
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$16,125,000821
Available-for-sale securities (fair market value)$736,627,000170
Total debt securities$752,750,000184
Structured notes
Amortized cost$25,808,000227
Fair value$26,072,000226
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$744,908,000184
U.S. Government securities$675,861,000161
U.S. Treasury securities$01,130
U.S. Government agency obligations$675,861,000155
Securities issued by states & political subdivisions$62,046,000324
Other domestic debt securities$7,001,000994
Privately issued residential mortgage-backed securities$6,954,000535
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$47,000332
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$670,402,000108
Mortgage-backed securities$652,097,000142
Certificates of participation in pools of residential mortgages$605,465,00094
Issued or guaranteed by U.S.$605,465,00092
Privately issued$0145
Collaterized mortgage obligations$46,632,000556
CMOs issued by government agencies or sponsored agencies$39,678,000503
Privately issued$6,954,000515
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$16,290,000820
Available-for-sale securities (fair market value)$728,618,000170
Total debt securities$744,903,000183
Structured notes
Amortized cost$26,510,000176
Fair value$26,658,000175
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$778,703,000180
U.S. Government securities$706,996,000158
U.S. Treasury securities$01,077
U.S. Government agency obligations$706,996,000154
Securities issued by states & political subdivisions$63,777,000300
Other domestic debt securities$7,930,000968
Privately issued residential mortgage-backed securities$7,872,000537
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$58,000335
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$724,843,000104
Mortgage-backed securities$683,910,000139
Certificates of participation in pools of residential mortgages$632,173,00097
Issued or guaranteed by U.S.$632,173,00095
Privately issued$0157
Collaterized mortgage obligations$51,737,000510
CMOs issued by government agencies or sponsored agencies$43,865,000457
Privately issued$7,872,000516
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$16,290,000829
Available-for-sale securities (fair market value)$762,413,000166
Total debt securities$778,702,000176
Structured notes
Amortized cost$26,930,000115
Fair value$26,572,000117
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$742,871,000184
U.S. Government securities$669,769,000159
U.S. Treasury securities$01,047
U.S. Government agency obligations$669,769,000156
Securities issued by states & political subdivisions$65,268,000297
Other domestic debt securities$7,834,0001,039
Privately issued residential mortgage-backed securities$7,785,000581
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$49,000359
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$676,988,000112
Mortgage-backed securities$645,714,000144
Certificates of participation in pools of residential mortgages$590,621,000100
Issued or guaranteed by U.S.$590,621,00098
Privately issued$0171
Collaterized mortgage obligations$55,093,000481
CMOs issued by government agencies or sponsored agencies$47,308,000405
Privately issued$7,785,000556
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$16,290,000842
Available-for-sale securities (fair market value)$726,581,000163
Total debt securities$742,870,000179
Structured notes
Amortized cost$12,809,000199
Fair value$12,809,000195
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$745,799,000186
U.S. Government securities$663,963,000158
U.S. Treasury securities$01,036
U.S. Government agency obligations$663,963,000153
Securities issued by states & political subdivisions$69,919,000259
Other domestic debt securities$11,768,000823
Privately issued residential mortgage-backed securities$9,140,000541
Commercial mortgage-backed securities - Total$0346
Asset backed securities$411,000206
Structured financial products - Total$0397
Other domestic debt securities - All other$2,217,0001,072
Foreign debt securities$0183
Equity securities$149,0001,189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$660,177,000120
Mortgage-backed securities$648,103,000142
Certificates of participation in pools of residential mortgages$566,408,000109
Issued or guaranteed by U.S.$566,408,000106
Privately issued$0181
Collaterized mortgage obligations$81,695,000343
CMOs issued by government agencies or sponsored agencies$72,555,000273
Privately issued$9,140,000516
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$26,290,000617
Available-for-sale securities (fair market value)$719,509,000170
Total debt securities$745,650,000180
Structured notes
Amortized cost$25,000,00049
Fair value$25,000,00048
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$768,406,000191
U.S. Government securities$678,780,000165
U.S. Treasury securities$0981
U.S. Government agency obligations$678,780,000158
Securities issued by states & political subdivisions$77,298,000220
Other domestic debt securities$12,145,000769
Privately issued residential mortgage-backed securities$10,601,000514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$306,000274
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,238,0001,427
Foreign debt securities$0181
Equity securities$183,0001,177
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$632,577,000119
Mortgage-backed securities$663,649,000147
Certificates of participation in pools of residential mortgages$561,285,000110
Issued or guaranteed by U.S.$561,285,000107
Privately issued$0191
Collaterized mortgage obligations$102,364,000295
CMOs issued by government agencies or sponsored agencies$91,763,000232
Privately issued$10,601,000490
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,360,0002,376
Available-for-sale securities (fair market value)$767,046,000164
Total debt securities$768,223,000184
Structured notes
Amortized cost$10,000,000104
Fair value$10,000,000105
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$647,680,000220
U.S. Government securities$581,931,000184
U.S. Treasury securities$0973
U.S. Government agency obligations$581,931,000182
Securities issued by states & political subdivisions$54,463,000320
Other domestic debt securities$11,141,000775
Privately issued residential mortgage-backed securities$9,935,000503
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$446,000241
Structured financial products - TotalNANA
Other domestic debt securities - All other$760,0001,688
Foreign debt securities$0172
Equity securities$145,0001,178
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$424,685,000165
Mortgage-backed securities$557,110,000162
Certificates of participation in pools of residential mortgages$485,196,000117
Issued or guaranteed by U.S.$485,196,000114
Privately issued$0188
Collaterized mortgage obligations$71,914,000383
CMOs issued by government agencies or sponsored agencies$61,979,000296
Privately issued$9,935,000478
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,360,0002,391
Available-for-sale securities (fair market value)$646,320,000184
Total debt securities$647,535,000212
Structured notes
Amortized cost$34,968,00032
Fair value$34,756,00031
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$505,496,000254
U.S. Government securities$440,973,000206
U.S. Treasury securities$01,019
U.S. Government agency obligations$440,973,000202
Securities issued by states & political subdivisions$52,966,000321
Other domestic debt securities$11,074,000779
Privately issued residential mortgage-backed securities$10,036,000504
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$384,000250
Structured financial products - TotalNANA
Other domestic debt securities - All other$654,0001,742
Foreign debt securities$0181
Equity securities$483,000979
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$410,158,000162
Mortgage-backed securities$417,421,000199
Certificates of participation in pools of residential mortgages$343,639,000146
Issued or guaranteed by U.S.$343,639,000140
Privately issued$0192
Collaterized mortgage obligations$73,782,000347
CMOs issued by government agencies or sponsored agencies$63,746,000267
Privately issued$10,036,000481
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,360,0002,403
Available-for-sale securities (fair market value)$504,136,000217
Total debt securities$505,014,000253
Structured notes
Amortized cost$34,967,00028
Fair value$33,588,00027
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$460,153,000283
U.S. Government securities$385,742,000234
U.S. Treasury securities$01,021
U.S. Government agency obligations$385,742,000231
Securities issued by states & political subdivisions$55,651,000304
Other domestic debt securities$13,279,000736
Privately issued residential mortgage-backed securities$11,965,000468
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$444,000230
Structured financial products - TotalNANA
Other domestic debt securities - All other$870,0001,651
Foreign debt securities$0189
Equity securities$5,481,000437
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$449,429,000150
Mortgage-backed securities$340,138,000238
Certificates of participation in pools of residential mortgages$314,880,000156
Issued or guaranteed by U.S.$314,880,000149
Privately issued$0202
Collaterized mortgage obligations$25,258,000702
CMOs issued by government agencies or sponsored agencies$13,293,000828
Privately issued$11,965,000443
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,360,0002,411
Available-for-sale securities (fair market value)$458,793,000240
Total debt securities$454,671,000278
Structured notes
Amortized cost$37,918,00028
Fair value$36,808,00027
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$463,384,000284
U.S. Government securities$386,844,000233
U.S. Treasury securities$01,044
U.S. Government agency obligations$386,844,000229
Securities issued by states & political subdivisions$56,298,000303
Other domestic debt securities$14,700,000667
Privately issued residential mortgage-backed securities$13,284,000432
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$469,000229
Structured financial products - TotalNANA
Other domestic debt securities - All other$947,0001,572
Foreign debt securities$0199
Equity securities$5,542,000481
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$448,733,000152
Mortgage-backed securities$287,985,000266
Certificates of participation in pools of residential mortgages$260,023,000180
Issued or guaranteed by U.S.$260,023,000172
Privately issued$0205
Collaterized mortgage obligations$27,962,000640
CMOs issued by government agencies or sponsored agencies$14,678,000752
Privately issued$13,284,000407
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,420,0002,440
Available-for-sale securities (fair market value)$461,964,000244
Total debt securities$457,842,000279
Structured notes
Amortized cost$63,030,00017
Fair value$62,580,00017
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$424,113,000307
U.S. Government securities$333,606,000272
U.S. Treasury securities$01,146
U.S. Government agency obligations$333,606,000264
Securities issued by states & political subdivisions$64,072,000256
Other domestic debt securities$16,131,000587
Privately issued residential mortgage-backed securities$14,655,000373
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$487,000212
Structured financial products - TotalNANA
Other domestic debt securities - All other$989,0001,423
Foreign debt securities$0202
Equity securities$10,304,000279
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$410,110,000167
Mortgage-backed securities$222,466,000295
Certificates of participation in pools of residential mortgages$183,137,000221
Issued or guaranteed by U.S.$183,137,000216
Privately issued$0191
Collaterized mortgage obligations$39,329,000495
CMOs issued by government agencies or sponsored agencies$24,674,000488
Privately issued$14,655,000348
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,420,0002,493
Available-for-sale securities (fair market value)$422,693,000265
Total debt securities$413,813,000307
Structured notes
Amortized cost$73,124,00020
Fair value$72,873,00020
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$399,855,000337
U.S. Government securities$312,123,000298
U.S. Treasury securities$01,235
U.S. Government agency obligations$312,123,000291
Securities issued by states & political subdivisions$64,851,000248
Other domestic debt securities$16,739,000553
Privately issued residential mortgage-backed securities$15,250,000348
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$488,000206
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,001,0001,345
Foreign debt securities$0200
Equity securities$6,142,000396
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$387,942,000174
Mortgage-backed securities$225,895,000288
Certificates of participation in pools of residential mortgages$185,281,000214
Issued or guaranteed by U.S.$185,281,000209
Privately issued$0194
Collaterized mortgage obligations$40,614,000464
CMOs issued by government agencies or sponsored agencies$25,364,000461
Privately issued$15,250,000324
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,420,0002,548
Available-for-sale securities (fair market value)$398,435,000278
Total debt securities$393,711,000328
Structured notes
Amortized cost$73,203,00023
Fair value$71,070,00023
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$447,424,000301
U.S. Government securities$359,509,000266
U.S. Treasury securities$01,362
U.S. Government agency obligations$359,509,000255
Securities issued by states & political subdivisions$64,076,000247
Other domestic debt securities$17,626,000515
Privately issued residential mortgage-backed securities$15,962,000334
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$505,000194
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,159,0001,249
Foreign debt securities$0201
Equity securities$6,213,000390
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$435,511,000165
Mortgage-backed securities$238,440,000280
Certificates of participation in pools of residential mortgages$201,431,000204
Issued or guaranteed by U.S.$201,431,000197
Privately issued$0207
Collaterized mortgage obligations$37,009,000480
CMOs issued by government agencies or sponsored agencies$21,047,000523
Privately issued$15,962,000316
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,420,0002,593
Available-for-sale securities (fair market value)$446,004,000255
Total debt securities$441,213,000295
Structured notes
Amortized cost$73,317,00025
Fair value$71,967,00025
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$384,291,000357
U.S. Government securities$297,490,000325
U.S. Treasury securities$01,448
U.S. Government agency obligations$297,490,000315
Securities issued by states & political subdivisions$59,837,000271
Other domestic debt securities$20,579,000476
Privately issued residential mortgage-backed securities$17,449,000310
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$505,000204
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,625,000885
Foreign debt securities$0207
Equity securities$6,385,000387
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$371,312,000187
Mortgage-backed securities$231,491,000286
Certificates of participation in pools of residential mortgages$197,684,000209
Issued or guaranteed by U.S.$197,684,000201
Privately issued$0218
Collaterized mortgage obligations$33,807,000516
CMOs issued by government agencies or sponsored agencies$16,358,000609
Privately issued$17,449,000289
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,470,0002,605
Available-for-sale securities (fair market value)$382,821,000298
Total debt securities$377,906,000349
Structured notes
Amortized cost$18,439,000150
Fair value$17,794,000155
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$345,111,000382
U.S. Government securities$258,938,000368
U.S. Treasury securities$01,498
U.S. Government agency obligations$258,938,000358
Securities issued by states & political subdivisions$53,437,000320
Other domestic debt securities$21,774,000455
Privately issued residential mortgage-backed securities$18,318,000292
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$507,000196
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,949,000875
Foreign debt securities$0210
Equity securities$10,962,000259
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$316,959,000223
Mortgage-backed securities$218,560,000303
Certificates of participation in pools of residential mortgages$188,476,000228
Issued or guaranteed by U.S.$188,476,000218
Privately issued$0208
Collaterized mortgage obligations$30,084,000552
CMOs issued by government agencies or sponsored agencies$11,766,000774
Privately issued$18,318,000277
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,470,0002,665
Available-for-sale securities (fair market value)$343,641,000320
Total debt securities$334,149,000381
Structured notes
Amortized cost$8,562,000432
Fair value$8,093,000460
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$348,814,000387
U.S. Government securities$263,272,000373
U.S. Treasury securities$01,574
U.S. Government agency obligations$263,272,000363
Securities issued by states & political subdivisions$50,224,000339
Other domestic debt securities$23,395,000445
Privately issued residential mortgage-backed securities$19,203,000294
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$507,000207
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,685,000767
Foreign debt securities$0214
Equity securities$11,923,000239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$326,875,000217
Mortgage-backed securities$242,175,000281
Certificates of participation in pools of residential mortgages$210,881,000211
Issued or guaranteed by U.S.$210,881,000201
Privately issued$0214
Collaterized mortgage obligations$31,294,000540
CMOs issued by government agencies or sponsored agencies$12,091,000749
Privately issued$19,203,000275
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,470,0002,724
Available-for-sale securities (fair market value)$347,344,000328
Total debt securities$336,890,000386
Structured notes
Amortized cost$21,712,000143
Fair value$21,038,000146
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$368,634,000375
U.S. Government securities$279,225,000359
U.S. Treasury securities$01,634
U.S. Government agency obligations$279,225,000348
Securities issued by states & political subdivisions$51,662,000317
Other domestic debt securities$25,417,000424
Privately issued residential mortgage-backed securities$19,937,000285
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$511,000207
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,969,000667
Foreign debt securities$0223
Equity securities$12,330,000233
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$346,751,000202
Mortgage-backed securities$263,776,000274
Certificates of participation in pools of residential mortgages$231,641,000207
Issued or guaranteed by U.S.$231,641,000200
Privately issued$0211
Collaterized mortgage obligations$32,135,000533
CMOs issued by government agencies or sponsored agencies$12,198,000747
Privately issued$19,937,000267
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,470,0002,748
Available-for-sale securities (fair market value)$367,164,000316
Total debt securities$356,305,000377
Structured notes
Amortized cost$21,869,000159
Fair value$20,469,000164
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$385,489,000365
U.S. Government securities$296,746,000350
U.S. Treasury securities$01,715
U.S. Government agency obligations$296,746,000337
Securities issued by states & political subdivisions$50,812,000325
Other domestic debt securities$24,249,000447
Privately issued residential mortgage-backed securities$18,189,000301
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$511,000214
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,549,000655
Foreign debt securities$0226
Equity securities$13,682,000212
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$361,235,000199
Mortgage-backed securities$263,700,000279
Certificates of participation in pools of residential mortgages$232,815,000207
Issued or guaranteed by U.S.$232,815,000199
Privately issued$0205
Collaterized mortgage obligations$30,885,000535
CMOs issued by government agencies or sponsored agencies$12,696,000739
Privately issued$18,189,000284
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,510,0002,778
Available-for-sale securities (fair market value)$383,979,000310
Total debt securities$371,807,000363
Structured notes
Amortized cost$22,060,000160
Fair value$21,701,000160
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$370,826,000381
U.S. Government securities$285,648,000369
U.S. Treasury securities$01,737
U.S. Government agency obligations$285,648,000355
Securities issued by states & political subdivisions$47,125,000358
Other domestic debt securities$24,976,000446
Privately issued residential mortgage-backed securities$18,955,000295
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$512,000212
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,509,000681
Foreign debt securities$0223
Equity securities$13,077,000233
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$347,741,000208
Mortgage-backed securities$268,071,000279
Certificates of participation in pools of residential mortgages$236,028,000215
Issued or guaranteed by U.S.$236,028,000208
Privately issued$0216
Collaterized mortgage obligations$32,043,000520
CMOs issued by government agencies or sponsored agencies$13,088,000722
Privately issued$18,955,000278
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,510,0002,844
Available-for-sale securities (fair market value)$369,316,000325
Total debt securities$357,747,000384
Structured notes
Amortized cost$22,223,000158
Fair value$21,309,000168
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$373,088,000379
U.S. Government securities$290,808,000356
U.S. Treasury securities$01,786
U.S. Government agency obligations$290,808,000340
Securities issued by states & political subdivisions$51,142,000324
Other domestic debt securities$18,223,000541
Privately issued residential mortgage-backed securities$12,130,000348
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$511,000218
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,582,000685
Foreign debt securities$0234
Equity securities$12,915,000240
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$350,145,000201
Mortgage-backed securities$265,511,000280
Certificates of participation in pools of residential mortgages$241,557,000213
Issued or guaranteed by U.S.$241,557,000207
Privately issued$0225
Collaterized mortgage obligations$23,954,000617
CMOs issued by government agencies or sponsored agencies$11,824,000791
Privately issued$12,130,000328
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,510,0002,865
Available-for-sale securities (fair market value)$371,578,000321
Total debt securities$360,172,000388
Structured notes
Amortized cost$22,487,000150
Fair value$21,917,000150
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$393,582,000362
U.S. Government securities$308,765,000343
U.S. Treasury securities$01,839
U.S. Government agency obligations$308,765,000326
Securities issued by states & political subdivisions$50,728,000330
Other domestic debt securities$20,855,000508
Privately issued residential mortgage-backed securities$13,128,000343
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$512,000224
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,215,000590
Foreign debt securities$0234
Equity securities$13,234,000237
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$370,429,000193
Mortgage-backed securities$283,904,000267
Certificates of participation in pools of residential mortgages$254,731,000202
Issued or guaranteed by U.S.$254,731,000198
Privately issued$0223
Collaterized mortgage obligations$29,173,000563
CMOs issued by government agencies or sponsored agencies$16,045,000662
Privately issued$13,128,000323
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,510,0002,922
Available-for-sale securities (fair market value)$392,072,000315
Total debt securities$380,348,000365
Structured notes
Amortized cost$22,821,000150
Fair value$22,380,000150
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$400,687,000360
U.S. Government securities$303,191,000353
U.S. Treasury securities$01,963
U.S. Government agency obligations$303,191,000338
Securities issued by states & political subdivisions$45,153,000356
Other domestic debt securities$41,794,000329
Privately issued residential mortgage-backed securities$34,099,000207
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$512,000215
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,183,000638
Foreign debt securities$0247
Equity securities$10,549,000293
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$375,232,000189
Mortgage-backed securities$304,945,000265
Certificates of participation in pools of residential mortgages$270,846,000199
Issued or guaranteed by U.S.$270,846,000194
Privately issued$0207
Collaterized mortgage obligations$34,099,000513
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$34,099,000193
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,545,0002,937
Available-for-sale securities (fair market value)$399,142,000310
Total debt securities$390,139,000364
Structured notes
Amortized cost$17,942,000214
Fair value$16,872,000225
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$355,722,000400
U.S. Government securities$265,259,000393
U.S. Treasury securities$01,963
U.S. Government agency obligations$265,259,000377
Securities issued by states & political subdivisions$35,504,000490
Other domestic debt securities$44,874,000322
Privately issued residential mortgage-backed securities$36,753,000200
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$513,000229
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,608,000641
Foreign debt securities$0244
Equity securities$10,085,000328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$328,242,000200
Mortgage-backed securities$279,182,000290
Certificates of participation in pools of residential mortgages$242,429,000225
Issued or guaranteed by U.S.$242,429,000218
Privately issued$0203
Collaterized mortgage obligations$36,753,000498
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$36,753,000186
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,545,0002,966
Available-for-sale securities (fair market value)$354,177,000344
Total debt securities$345,637,000400
Structured notes
Amortized cost$17,941,000213
Fair value$17,214,000225
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$343,246,000414
U.S. Government securities$255,255,000417
U.S. Treasury securities$01,990
U.S. Government agency obligations$255,255,000396
Securities issued by states & political subdivisions$29,303,000617
Other domestic debt securities$48,371,000301
Privately issued residential mortgage-backed securities$39,395,000182
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$513,000243
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,463,000609
Foreign debt securities$0248
Equity securities$10,317,000327
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$317,991,000209
Mortgage-backed securities$260,615,000303
Certificates of participation in pools of residential mortgages$221,220,000240
Issued or guaranteed by U.S.$221,220,000232
Privately issued$0225
Collaterized mortgage obligations$39,395,000474
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$39,395,000168
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,545,0003,015
Available-for-sale securities (fair market value)$341,701,000364
Total debt securities$332,930,000415
Structured notes
Amortized cost$28,940,000108
Fair value$28,395,000110
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$336,393,000429
U.S. Government securities$276,804,000391
U.S. Treasury securities$02,098
U.S. Government agency obligations$276,804,000372
Securities issued by states & political subdivisions$14,218,0001,370
Other domestic debt securities$34,266,000379
Privately issued residential mortgage-backed securities$25,478,000220
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$499,000257
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,289,000646
Foreign debt securities$0251
Equity securities$11,105,000326
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$309,483,000219
Mortgage-backed securities$225,163,000349
Certificates of participation in pools of residential mortgages$199,685,000264
Issued or guaranteed by U.S.$199,685,000256
Privately issued$0225
Collaterized mortgage obligations$25,478,000635
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$25,478,000205
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,545,0003,024
Available-for-sale securities (fair market value)$334,848,000369
Total debt securities$325,288,000437
Structured notes
Amortized cost$69,488,00038
Fair value$66,802,00040
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$277,104,000529
U.S. Government securities$230,206,000479
U.S. Treasury securities$02,082
U.S. Government agency obligations$230,206,000460
Securities issued by states & political subdivisions$9,557,0002,034
Other domestic debt securities$26,503,000477
Privately issued residential mortgage-backed securities$17,398,000282
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$500,000270
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,605,000671
Foreign debt securities$0264
Equity securities$10,838,000372
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$246,801,000251
Mortgage-backed securities$187,797,000414
Certificates of participation in pools of residential mortgages$170,399,000300
Issued or guaranteed by U.S.$170,399,000295
Privately issued$0230
Collaterized mortgage obligations$17,398,000827
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$17,398,000263
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,570,0002,993
Available-for-sale securities (fair market value)$275,534,000456
Total debt securities$266,265,000527
Structured notes
Amortized cost$45,505,00047
Fair value$45,097,00049
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$261,170,000561
U.S. Government securities$222,471,000511
U.S. Treasury securities$02,227
U.S. Government agency obligations$222,471,000497
Securities issued by states & political subdivisions$8,955,0002,152
Other domestic debt securities$19,141,000576
Privately issued residential mortgage-backed securities$10,402,000274
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,739,000709
Foreign debt securities$0283
Equity securities$10,603,000360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$218,055,000268
Mortgage-backed securities$180,949,000432
Certificates of participation in pools of residential mortgages$171,503,000311
Issued or guaranteed by U.S.$170,547,000305
Privately issued$956,000127
Collaterized mortgage obligations$9,446,0001,170
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$9,446,000249
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,570,0003,039
Available-for-sale securities (fair market value)$259,600,000491
Total debt securities$250,568,000561
Structured notes
Amortized cost$53,084,00033
Fair value$51,924,00033
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$255,961,000554
U.S. Government securities$219,924,000512
U.S. Treasury securities$02,287
U.S. Government agency obligations$219,924,000495
Securities issued by states & political subdivisions$5,897,0002,806
Other domestic debt securities$19,532,000581
Privately issued residential mortgage-backed securities$10,829,000260
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,703,000744
Foreign debt securities$0291
Equity securities$10,608,000382
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$218,457,000262
Mortgage-backed securities$178,119,000438
Certificates of participation in pools of residential mortgages$168,251,000310
Issued or guaranteed by U.S.$167,290,000305
Privately issued$961,000127
Collaterized mortgage obligations$9,868,0001,144
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$9,868,000236
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,570,0003,081
Available-for-sale securities (fair market value)$254,391,000487
Total debt securities$245,353,000556
Structured notes
Amortized cost$53,081,00026
Fair value$52,634,00026
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$212,965,000644
U.S. Government securities$188,201,000567
U.S. Treasury securities$02,322
U.S. Government agency obligations$188,201,000549
Securities issued by states & political subdivisions$2,944,0003,848
Other domestic debt securities$11,263,000850
Privately issued residential mortgage-backed securities$986,000690
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,277,000675
Foreign debt securities$0294
Equity securities$10,557,000406
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$144,887,000356
Mortgage-backed securities$166,990,000465
Certificates of participation in pools of residential mortgages$166,990,000308
Issued or guaranteed by U.S.$166,004,000304
Privately issued$986,000126
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,570,0003,104
Available-for-sale securities (fair market value)$211,395,000562
Total debt securities$202,416,000650
Structured notes
Amortized cost$22,128,00061
Fair value$22,197,00061
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$218,447,000622
U.S. Government securities$195,515,000547
U.S. Treasury securities$02,382
U.S. Government agency obligations$195,515,000524
Securities issued by states & political subdivisions$1,590,0004,593
Other domestic debt securities$10,456,000883
Privately issued residential mortgage-backed securities$1,007,000693
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$501,000327
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,948,000767
Foreign debt securities$0294
Equity securities$10,886,000390
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,315,000356
Mortgage-backed securities$176,680,000432
Certificates of participation in pools of residential mortgages$175,770,000290
Issued or guaranteed by U.S.$174,763,000286
Privately issued$1,007,000127
Collaterized mortgage obligations$910,0003,214
CMOs issued by government agencies or sponsored agencies$910,0003,062
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,590,0003,139
Available-for-sale securities (fair market value)$216,857,000534
Total debt securities$207,560,000629
Structured notes
Amortized cost$20,000,00053
Fair value$19,842,00055
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$237,574,000557
U.S. Government securities$213,873,000484
U.S. Treasury securities$02,544
U.S. Government agency obligations$213,873,000463
Securities issued by states & political subdivisions$1,590,0004,604
Other domestic debt securities$11,214,000870
Privately issued residential mortgage-backed securities$1,159,000668
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$501,000342
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,554,000748
Foreign debt securities$0302
Equity securities$10,897,000385
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,997,000270
Mortgage-backed securities$204,034,000364
Certificates of participation in pools of residential mortgages$198,963,000246
Issued or guaranteed by U.S.$197,804,000240
Privately issued$1,159,000116
Collaterized mortgage obligations$5,071,0001,809
CMOs issued by government agencies or sponsored agencies$5,071,0001,711
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,590,0003,216
Available-for-sale securities (fair market value)$235,984,000477
Total debt securities$226,677,000563
Structured notes
Amortized cost$1,000,000765
Fair value$998,000970
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$226,209,000535
U.S. Government securities$207,612,000436
U.S. Treasury securities$03,182
U.S. Government agency obligations$207,612,000412
Securities issued by states & political subdivisions$1,600,0004,649
Other domestic debt securities$11,036,000900
Privately issued residential mortgage-backed securities$2,308,000585
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$506,000378
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,222,000822
Foreign debt securities$0319
Equity securities$5,961,000599
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$193,459,000262
Mortgage-backed securities$124,531,000485
Certificates of participation in pools of residential mortgages$119,414,000314
Issued or guaranteed by U.S.$117,106,000313
Privately issued$2,308,000101
Collaterized mortgage obligations$5,117,0001,844
CMOs issued by government agencies or sponsored agencies$5,117,0001,718
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,600,0003,425
Available-for-sale securities (fair market value)$224,609,000460
Total debt securities$220,249,000530
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$145,659,000783
U.S. Government securities$126,067,000678
U.S. Treasury securities$04,186
U.S. Government agency obligations$126,067,000628
Securities issued by states & political subdivisions$1,605,0004,722
Other domestic debt securities$2,805,0001,649
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,805,0001,394
Foreign debt securities$0313
Equity securities$15,182,000357
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,144,000420
Mortgage-backed securities$4,292,0003,639
Certificates of participation in pools of residential mortgages$853,0004,960
Issued or guaranteed by U.S.$853,0004,945
Privately issued$0308
Collaterized mortgage obligations$3,439,0001,828
CMOs issued by government agencies or sponsored agencies$3,439,0001,694
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,257,0001,672
Available-for-sale securities (fair market value)$133,402,000645
Total debt securities$130,477,000832
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$112,455,0001,019
U.S. Government securities$98,021,000896
U.S. Treasury securities$100,0005,289
U.S. Government agency obligations$97,921,000822
Securities issued by states & political subdivisions$1,510,0005,067
Other domestic debt securities$800,0002,538
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$800,0002,141
Foreign debt securities$0343
Equity securities$12,124,000436
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,003,000468
Mortgage-backed securities$1,034,0005,821
Certificates of participation in pools of residential mortgages$1,034,0004,999
Issued or guaranteed by U.S.$1,034,0004,986
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,686,000959
Available-for-sale securities (fair market value)$84,769,0001,028
Total debt securities$100,331,0001,089
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$59,802,0001,940
U.S. Government securities$47,568,0001,841
U.S. Treasury securities$602,0005,679
U.S. Government agency obligations$46,966,0001,590
Securities issued by states & political subdivisions$1,550,0005,130
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$0363
Equity securities$10,684,000471
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,739,000895
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)$49,118,000608
Available-for-sale securities (fair market value)$10,684,0005,582
Total debt securities$49,118,0002,258
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$49,920,0002,286
U.S. Government securities$49,919,0001,823
U.S. Treasury securitiesNANA
U.S. Government agency obligations$49,919,0001,440
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$1,0008,377
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,661,0005,682
Certificates of participation in pools of residential mortgages$1,661,0004,664
Issued or guaranteed by U.S.$1,661,0004,648
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,920,000706
Available-for-sale securities (fair market value)$010,178
Total debt securities$49,919,0002,222
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$52,245,0002,332
U.S. Government securities$50,918,0001,922
U.S. Treasury securitiesNANA
U.S. Government agency obligations$50,918,0001,443
Securities issued by states & political subdivisions$445,0007,201
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$882,0002,506
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$0312
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,934,0005,934
Certificates of participation in pools of residential mortgages$1,934,0004,802
Issued or guaranteed by U.S.$1,934,0004,780
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,245,000775
Available-for-sale securities (fair market value)$010,545
Total debt securities$51,363,0002,308
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$51,142,0002,450
U.S. Government securities$50,072,0002,012
U.S. Treasury securities$1,750,0007,459
U.S. Government agency obligations$48,322,0001,466
Securities issued by states & political subdivisions$453,0007,476
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$617,0002,905
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$0335
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,183,0006,108
Certificates of participation in pools of residential mortgages$2,183,0004,757
Issued or guaranteed by U.S.$2,183,0004,730
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,142,000812
Available-for-sale securities (fair market value)$011,064
Total debt securities$50,525,0002,411
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$51,228,0002,566
U.S. Government securities$50,767,0002,093
U.S. Treasury securities$3,998,0006,255
U.S. Government agency obligations$46,769,0001,478
Securities issued by states & political subdivisions$460,0007,810
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$1,0008,928
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$0406
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,486,0006,245
Certificates of participation in pools of residential mortgages$2,486,0004,768
Issued or guaranteed by U.S.$2,486,0004,741
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,228,0001,443
Available-for-sale securities (fair market value)$011,262
Total debt securities$51,227,0002,507
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$47,924,0002,916
U.S. Government securities$47,457,0002,313
U.S. Treasury securities$3,256,0007,092
U.S. Government agency obligations$44,201,0001,587
Securities issued by states & political subdivisions$466,0007,999
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$1,0009,081
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,105,0006,356
Certificates of participation in pools of residential mortgages$3,105,0004,816
Issued or guaranteed by U.S.$3,105,0004,776
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$47,923,0002,825
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$63,345,0002,126
U.S. Government securities$62,871,0001,720
U.S. Treasury securities$2,056,0008,615
U.S. Government agency obligations$60,815,0001,180
Securities issued by states & political subdivisions$473,0007,820
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$1,0009,084
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,994,0006,038
Certificates of participation in pools of residential mortgages$3,994,0004,452
Issued or guaranteed by U.S.$3,994,0004,398
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$63,344,0002,087
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