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Horizon Bank, Securities

2021-12-31Rank
Total securities$2,712,580,000139
U.S. Government securities$927,593,000219
U.S. Treasury securities$02,212
U.S. Government agency obligations$927,593,000202
Securities issued by states & political subdivisions$1,485,561,00034
Other domestic debt securities$291,451,000115
Privately issued residential mortgage-backed securities$46,024,000103
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$234,357,00055
Foreign debt securities$7,975,00078
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$662,324,000156
Mortgage-backed securities$672,780,000221
Certificates of participation in pools of residential mortgages$353,072,000230
Issued or guaranteed by U.S.$347,495,000236
Privately issued$5,577,000105
Collaterized mortgage obligations$150,505,000237
CMOs issued by government agencies or sponsored agencies$110,058,000267
Privately issued$40,447,00087
Commercial mortgage-backed securities$169,203,000175
Commercial mortgage pass-through securities$130,548,000104
Other commercial mortgage-backed securities$38,655,000290
Held to maturity securities (book value)$1,550,532,00053
Available-for-sale securities (fair market value)$1,162,048,000214
Total debt securities$2,712,580,000138
Structured notes
Amortized cost$2,000,000475
Fair value$1,927,000545
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$2,437,849,000146
U.S. Government securities$783,407,000237
U.S. Treasury securities$02,008
U.S. Government agency obligations$783,407,000217
Securities issued by states & political subdivisions$1,402,983,00035
Other domestic debt securities$243,422,000118
Privately issued residential mortgage-backed securities$32,151,000111
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$211,271,00056
Foreign debt securities$8,037,00072
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$671,782,000149
Mortgage-backed securities$594,066,000236
Certificates of participation in pools of residential mortgages$295,850,000256
Issued or guaranteed by U.S.$295,850,000256
Privately issued$0234
Collaterized mortgage obligations$141,941,000243
CMOs issued by government agencies or sponsored agencies$109,790,000266
Privately issued$32,151,00086
Commercial mortgage-backed securities$156,275,000185
Commercial mortgage pass-through securities$86,857,000127
Other commercial mortgage-backed securities$69,418,000206
Held to maturity securities (book value)$769,239,00079
Available-for-sale securities (fair market value)$1,668,610,000163
Total debt securities$2,437,849,000145
Structured notes
Amortized cost$2,000,000418
Fair value$1,956,000477
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$1,843,526,000167
U.S. Government securities$499,656,000301
U.S. Treasury securities$01,913
U.S. Government agency obligations$499,656,000281
Securities issued by states & political subdivisions$1,257,923,00036
Other domestic debt securities$84,278,000252
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$84,278,000120
Foreign debt securities$1,669,000140
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$660,137,000143
Mortgage-backed securities$308,555,000370
Certificates of participation in pools of residential mortgages$171,243,000347
Issued or guaranteed by U.S.$171,243,000343
Privately issued$0247
Collaterized mortgage obligations$98,905,000288
CMOs issued by government agencies or sponsored agencies$98,905,000270
Privately issued$0478
Commercial mortgage-backed securities$38,407,000393
Commercial mortgage pass-through securities$37,683,000199
Other commercial mortgage-backed securities$724,0001,249
Held to maturity securities (book value)$153,285,000175
Available-for-sale securities (fair market value)$1,690,241,000155
Total debt securities$1,843,526,000166
Structured notes
Amortized cost$2,000,000366
Fair value$1,934,000440
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$1,422,920,000183
U.S. Government securities$255,313,000457
U.S. Treasury securities$01,631
U.S. Government agency obligations$255,313,000432
Securities issued by states & political subdivisions$1,156,524,00037
Other domestic debt securities$9,428,000861
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$9,428,000557
Foreign debt securities$1,655,000143
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$654,672,000137
Mortgage-backed securities$211,591,000438
Certificates of participation in pools of residential mortgages$84,533,000567
Issued or guaranteed by U.S.$84,533,000556
Privately issued$0261
Collaterized mortgage obligations$120,261,000246
CMOs issued by government agencies or sponsored agencies$120,261,000227
Privately issued$0475
Commercial mortgage-backed securities$6,797,000988
Commercial mortgage pass-through securities$6,011,000624
Other commercial mortgage-backed securities$786,0001,212
Held to maturity securities (book value)$161,843,000164
Available-for-sale securities (fair market value)$1,261,077,000177
Total debt securities$1,422,920,000180
Structured notes
Amortized cost$2,000,000247
Fair value$1,965,000276
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$1,302,701,000185
U.S. Government securities$297,223,000371
U.S. Treasury securities$01,194
U.S. Government agency obligations$297,223,000352
Securities issued by states & political subdivisions$995,263,00039
Other domestic debt securities$8,510,000853
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$8,510,000568
Foreign debt securities$1,705,000138
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$675,604,000135
Mortgage-backed securities$271,505,000337
Certificates of participation in pools of residential mortgages$115,284,000402
Issued or guaranteed by U.S.$115,284,000398
Privately issued$0245
Collaterized mortgage obligations$149,323,000214
CMOs issued by government agencies or sponsored agencies$149,323,000197
Privately issued$0474
Commercial mortgage-backed securities$6,898,000931
Commercial mortgage pass-through securities$6,107,000575
Other commercial mortgage-backed securities$791,0001,173
Held to maturity securities (book value)$168,871,000146
Available-for-sale securities (fair market value)$1,133,830,000188
Total debt securities$1,302,701,000181
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$1,195,613,000180
U.S. Government securities$338,972,000319
U.S. Treasury securities$01,216
U.S. Government agency obligations$338,972,000302
Securities issued by states & political subdivisions$844,316,00045
Other domestic debt securities$10,656,000728
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$10,656,000474
Foreign debt securities$1,669,000144
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$684,102,000135
Mortgage-backed securities$326,640,000279
Certificates of participation in pools of residential mortgages$131,760,000343
Issued or guaranteed by U.S.$131,760,000340
Privately issued$0251
Collaterized mortgage obligations$187,892,000178
CMOs issued by government agencies or sponsored agencies$187,892,000165
Privately issued$0464
Commercial mortgage-backed securities$6,988,000909
Commercial mortgage pass-through securities$6,192,000557
Other commercial mortgage-backed securities$796,0001,147
Held to maturity securities (book value)$180,468,000131
Available-for-sale securities (fair market value)$1,015,145,000196
Total debt securities$1,195,613,000178
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$1,126,075,000189
U.S. Government securities$389,574,000290
U.S. Treasury securities$01,251
U.S. Government agency obligations$389,574,000275
Securities issued by states & political subdivisions$724,184,00047
Other domestic debt securities$10,638,000693
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$10,638,000466
Foreign debt securities$1,679,000148
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$678,030,000134
Mortgage-backed securities$382,462,000246
Certificates of participation in pools of residential mortgages$147,427,000317
Issued or guaranteed by U.S.$147,427,000313
Privately issued$0251
Collaterized mortgage obligations$228,012,000161
CMOs issued by government agencies or sponsored agencies$228,012,000150
Privately issued$0454
Commercial mortgage-backed securities$7,023,000882
Commercial mortgage pass-through securities$6,223,000555
Other commercial mortgage-backed securities$800,0001,126
Held to maturity securities (book value)$191,136,000127
Available-for-sale securities (fair market value)$934,939,000195
Total debt securities$1,126,075,000187
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$1,099,943,000186
U.S. Government securities$433,852,000268
U.S. Treasury securities$01,297
U.S. Government agency obligations$433,852,000254
Securities issued by states & political subdivisions$654,681,00047
Other domestic debt securities$9,691,000701
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$9,691,000451
Foreign debt securities$1,527,000160
Equity securities$192,000130
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$366,078,000209
Mortgage-backed securities$426,741,000234
Certificates of participation in pools of residential mortgages$158,882,000299
Issued or guaranteed by U.S.$158,882,000292
Privately issued$0267
Collaterized mortgage obligations$260,032,000153
CMOs issued by government agencies or sponsored agencies$260,032,000145
Privately issued$0460
Commercial mortgage-backed securities$7,827,000828
Commercial mortgage pass-through securities$6,352,000541
Other commercial mortgage-backed securities$1,475,000944
Held to maturity securities (book value)$199,671,000124
Available-for-sale securities (fair market value)$900,272,000194
Total debt securities$1,099,751,000185
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$1,048,978,000192
U.S. Government securities$434,369,000270
U.S. Treasury securities$01,363
U.S. Government agency obligations$434,369,000252
Securities issued by states & political subdivisions$596,536,00046
Other domestic debt securities$9,866,000663
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$9,866,000428
Foreign debt securities$1,609,000144
Equity securities$6,598,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$244,869,000257
Mortgage-backed securities$425,036,000232
Certificates of participation in pools of residential mortgages$145,082,000304
Issued or guaranteed by U.S.$145,082,000297
Privately issued$0249
Collaterized mortgage obligations$271,503,000147
CMOs issued by government agencies or sponsored agencies$271,503,000141
Privately issued$0457
Commercial mortgage-backed securities$8,451,000778
Commercial mortgage pass-through securities$6,142,000536
Other commercial mortgage-backed securities$2,309,000804
Held to maturity securities (book value)$208,108,000127
Available-for-sale securities (fair market value)$840,870,000203
Total debt securities$1,042,380,000189
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$977,536,000202
U.S. Government securities$419,159,000277
U.S. Treasury securities$01,429
U.S. Government agency obligations$419,159,000263
Securities issued by states & political subdivisions$539,838,00051
Other domestic debt securities$9,864,000655
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$9,864,000420
Foreign debt securities$1,601,000147
Equity securities$7,074,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,851,000250
Mortgage-backed securities$401,187,000240
Certificates of participation in pools of residential mortgages$144,136,000295
Issued or guaranteed by U.S.$144,136,000288
Privately issued$0287
Collaterized mortgage obligations$248,311,000158
CMOs issued by government agencies or sponsored agencies$248,311,000152
Privately issued$0463
Commercial mortgage-backed securities$8,740,000762
Commercial mortgage pass-through securities$6,255,000540
Other commercial mortgage-backed securities$2,485,000765
Held to maturity securities (book value)$210,516,000133
Available-for-sale securities (fair market value)$767,020,000206
Total debt securities$970,462,000197
Structured notes
Amortized cost$2,000,000357
Fair value$2,001,000367
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$887,186,000214
U.S. Government securities$412,995,000284
U.S. Treasury securities$01,467
U.S. Government agency obligations$412,995,000267
Securities issued by states & political subdivisions$455,883,00056
Other domestic debt securities$9,698,000637
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$9,698,000431
Foreign debt securities$1,575,000153
Equity securities$7,035,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$234,698,000268
Mortgage-backed securities$394,185,000240
Certificates of participation in pools of residential mortgages$152,609,000286
Issued or guaranteed by U.S.$152,609,000286
Privately issued$0244
Collaterized mortgage obligations$233,875,000157
CMOs issued by government agencies or sponsored agencies$233,875,000153
Privately issued$0476
Commercial mortgage-backed securities$7,701,000785
Commercial mortgage pass-through securities$5,171,000607
Other commercial mortgage-backed securities$2,530,000731
Held to maturity securities (book value)$213,981,000136
Available-for-sale securities (fair market value)$673,205,000232
Total debt securities$880,151,000209
Structured notes
Amortized cost$2,000,000391
Fair value$2,000,000402
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$893,468,000212
U.S. Government securities$444,085,000273
U.S. Treasury securities$01,516
U.S. Government agency obligations$444,085,000257
Securities issued by states & political subdivisions$437,607,00060
Other domestic debt securities$9,486,000646
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$9,486,000440
Foreign debt securities$1,535,000156
Equity securities$755,000177
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$188,581,000327
Mortgage-backed securities$416,984,000233
Certificates of participation in pools of residential mortgages$187,312,000233
Issued or guaranteed by U.S.$187,312,000232
Privately issued$0248
Collaterized mortgage obligations$213,975,000166
CMOs issued by government agencies or sponsored agencies$213,975,000162
Privately issued$0499
Commercial mortgage-backed securities$15,697,000514
Commercial mortgage pass-through securities$11,610,000370
Other commercial mortgage-backed securities$4,087,000546
Held to maturity securities (book value)$206,544,000143
Available-for-sale securities (fair market value)$686,924,000228
Total debt securities$892,713,000208
Structured notes
Amortized cost$2,666,000369
Fair value$2,641,000368
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$810,462,000224
U.S. Government securities$399,191,000291
U.S. Treasury securities$01,513
U.S. Government agency obligations$399,191,000274
Securities issued by states & political subdivisions$400,572,00070
Other domestic debt securities$9,126,000640
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$9,126,000445
Foreign debt securities$1,460,000163
Equity securities$113,000403
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$172,730,000354
Mortgage-backed securities$373,371,000242
Certificates of participation in pools of residential mortgages$175,378,000252
Issued or guaranteed by U.S.$175,378,000251
Privately issued$0211
Collaterized mortgage obligations$185,835,000178
CMOs issued by government agencies or sponsored agencies$185,835,000172
Privately issued$0498
Commercial mortgage-backed securities$12,158,000566
Commercial mortgage pass-through securities$7,846,000454
Other commercial mortgage-backed securities$4,312,000519
Held to maturity securities (book value)$210,332,000149
Available-for-sale securities (fair market value)$600,130,000250
Total debt securities$810,349,000221
Structured notes
Amortized cost$2,000,000420
Fair value$1,968,000457
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$766,153,000233
U.S. Government securities$394,447,000289
U.S. Treasury securities$01,500
U.S. Government agency obligations$394,447,000270
Securities issued by states & political subdivisions$361,294,00076
Other domestic debt securities$8,811,000620
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$8,811,000448
Foreign debt securities$1,469,000164
Equity securities$132,000428
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$175,304,000360
Mortgage-backed securities$368,787,000243
Certificates of participation in pools of residential mortgages$182,571,000247
Issued or guaranteed by U.S.$182,571,000245
Privately issued$0145
Collaterized mortgage obligations$168,435,000190
CMOs issued by government agencies or sponsored agencies$168,435,000184
Privately issued$0515
Commercial mortgage-backed securities$17,781,000462
Commercial mortgage pass-through securities$8,282,000434
Other commercial mortgage-backed securities$9,499,000371
Held to maturity securities (book value)$224,071,000147
Available-for-sale securities (fair market value)$542,082,000267
Total debt securities$766,021,000228
Structured notes
Amortized cost$2,221,000409
Fair value$2,155,000408
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$735,961,000240
U.S. Government securities$405,036,000288
U.S. Treasury securities$01,475
U.S. Government agency obligations$405,036,000270
Securities issued by states & political subdivisions$325,059,00083
Other domestic debt securities$5,229,000915
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$5,229,000598
Foreign debt securities$475,000264
Equity securities$162,000440
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,147,000356
Mortgage-backed securities$371,112,000247
Certificates of participation in pools of residential mortgages$193,172,000239
Issued or guaranteed by U.S.$193,172,000237
Privately issued$0453
Collaterized mortgage obligations$159,908,000195
CMOs issued by government agencies or sponsored agencies$159,908,000188
Privately issued$0544
Commercial mortgage-backed securities$18,032,000442
Commercial mortgage pass-through securities$8,396,000415
Other commercial mortgage-backed securities$9,636,000357
Held to maturity securities (book value)$209,994,000150
Available-for-sale securities (fair market value)$525,967,000275
Total debt securities$735,799,000235
Structured notes
Amortized cost$2,233,000415
Fair value$2,178,000415
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$714,425,000251
U.S. Government securities$394,134,000294
U.S. Treasury securities$01,426
U.S. Government agency obligations$394,134,000279
Securities issued by states & political subdivisions$319,901,00089
Other domestic debt securities$228,0001,882
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$228,0001,533
Foreign debt securities$0319
Equity securities$162,000478
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,808,000365
Mortgage-backed securities$359,970,000249
Certificates of participation in pools of residential mortgages$206,896,000234
Issued or guaranteed by U.S.$206,896,000232
Privately issued$067
Collaterized mortgage obligations$132,346,000215
CMOs issued by government agencies or sponsored agencies$132,346,000207
Privately issued$0557
Commercial mortgage-backed securities$20,728,000354
Commercial mortgage pass-through securities$9,990,000295
Other commercial mortgage-backed securities$10,738,000331
Held to maturity securities (book value)$206,918,000154
Available-for-sale securities (fair market value)$507,507,000285
Total debt securities$714,263,000245
Structured notes
Amortized cost$2,247,000404
Fair value$2,199,000405
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$710,113,000248
U.S. Government securities$380,328,000302
U.S. Treasury securities$01,328
U.S. Government agency obligations$380,328,000286
Securities issued by states & political subdivisions$329,399,00087
Other domestic debt securities$240,0001,873
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$240,0001,538
Foreign debt securities$0316
Equity securities$146,000735
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$188,836,000345
Mortgage-backed securities$352,893,000247
Certificates of participation in pools of residential mortgages$209,502,000227
Issued or guaranteed by U.S.$209,502,000225
Privately issued$064
Collaterized mortgage obligations$129,432,000220
CMOs issued by government agencies or sponsored agencies$129,432,000210
Privately issued$0573
Commercial mortgage-backed securities$13,959,000436
Commercial mortgage pass-through securities$5,650,000415
Other commercial mortgage-backed securities$8,309,000358
Held to maturity securities (book value)$200,688,000157
Available-for-sale securities (fair market value)$509,425,000285
Total debt securities$709,967,000241
Structured notes
Amortized cost$2,260,000398
Fair value$2,235,000398
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$708,449,000242
U.S. Government securities$387,100,000301
U.S. Treasury securities$01,313
U.S. Government agency obligations$387,100,000287
Securities issued by states & political subdivisions$320,956,00091
Other domestic debt securities$243,0001,899
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$243,0001,573
Foreign debt securities$0334
Equity securities$150,000743
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,204,000344
Mortgage-backed securities$360,609,000245
Certificates of participation in pools of residential mortgages$212,911,000229
Issued or guaranteed by U.S.$212,911,000228
Privately issued$069
Collaterized mortgage obligations$133,560,000213
CMOs issued by government agencies or sponsored agencies$133,560,000202
Privately issued$0584
Commercial mortgage-backed securities$14,138,000426
Commercial mortgage pass-through securities$5,764,000411
Other commercial mortgage-backed securities$8,374,000352
Held to maturity securities (book value)$198,848,000158
Available-for-sale securities (fair market value)$509,601,000277
Total debt securities$708,299,000236
Structured notes
Amortized cost$2,278,000416
Fair value$2,268,000415
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$702,963,000249
U.S. Government securities$386,322,000302
U.S. Treasury securities$01,351
U.S. Government agency obligations$386,322,000289
Securities issued by states & political subdivisions$316,268,00094
Other domestic debt securities$245,0001,936
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$245,0001,605
Foreign debt securities$0346
Equity securities$128,000772
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$173,274,000390
Mortgage-backed securities$360,438,000245
Certificates of participation in pools of residential mortgages$214,734,000231
Issued or guaranteed by U.S.$214,734,000230
Privately issued$067
Collaterized mortgage obligations$131,405,000222
CMOs issued by government agencies or sponsored agencies$131,405,000208
Privately issued$0606
Commercial mortgage-backed securities$14,299,000425
Commercial mortgage pass-through securities$5,819,000396
Other commercial mortgage-backed securities$8,480,000340
Held to maturity securities (book value)$199,720,000165
Available-for-sale securities (fair market value)$503,243,000279
Total debt securities$702,835,000244
Structured notes
Amortized cost$3,798,000324
Fair value$3,794,000320
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$671,596,000256
U.S. Government securities$367,500,000307
U.S. Treasury securities$01,390
U.S. Government agency obligations$367,500,000292
Securities issued by states & political subdivisions$303,736,00098
Other domestic debt securities$360,0001,918
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$360,0001,588
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$175,944,000391
Mortgage-backed securities$354,020,000249
Certificates of participation in pools of residential mortgages$209,651,000238
Issued or guaranteed by U.S.$209,651,000237
Privately issued$066
Collaterized mortgage obligations$135,861,000218
CMOs issued by government agencies or sponsored agencies$135,861,000203
Privately issued$0642
Commercial mortgage-backed securities$8,508,000540
Commercial mortgage pass-through securities$8,508,000310
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$199,116,000164
Available-for-sale securities (fair market value)$472,480,000289
Total debt securities$671,596,000251
Structured notes
Amortized cost$1,500,000551
Fair value$1,499,000553
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$632,069,000261
U.S. Government securities$349,497,000314
U.S. Treasury securities$01,367
U.S. Government agency obligations$349,497,000303
Securities issued by states & political subdivisions$282,198,000103
Other domestic debt securities$374,0001,934
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$374,0001,595
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$181,133,000365
Mortgage-backed securities$341,508,000250
Certificates of participation in pools of residential mortgages$197,783,000244
Issued or guaranteed by U.S.$197,783,000243
Privately issued$071
Collaterized mortgage obligations$135,205,000214
CMOs issued by government agencies or sponsored agencies$135,205,000200
Privately issued$0666
Commercial mortgage-backed securities$8,520,000517
Commercial mortgage pass-through securities$8,520,000297
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$193,445,000165
Available-for-sale securities (fair market value)$438,624,000309
Total debt securities$632,069,000254
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$744,240,000227
U.S. Government securities$513,345,000228
U.S. Treasury securities$01,214
U.S. Government agency obligations$513,345,000217
Securities issued by states & political subdivisions$222,582,000132
Other domestic debt securities$8,313,000661
Privately issued residential mortgage-backed securities$8,218,000146
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$95,0001,723
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$292,307,000239
Mortgage-backed securities$494,142,000202
Certificates of participation in pools of residential mortgages$259,557,000182
Issued or guaranteed by U.S.$259,557,000181
Privately issued$067
Collaterized mortgage obligations$180,942,000177
CMOs issued by government agencies or sponsored agencies$172,724,000171
Privately issued$8,218,000141
Commercial mortgage-backed securities$53,643,000183
Commercial mortgage pass-through securities$53,643,00089
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$187,028,000164
Available-for-sale securities (fair market value)$557,212,000245
Total debt securities$744,240,000223
Structured notes
Amortized cost$9,375,000149
Fair value$9,378,000147
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$628,935,000261
U.S. Government securities$409,249,000274
U.S. Treasury securities$01,253
U.S. Government agency obligations$409,249,000260
Securities issued by states & political subdivisions$205,706,000140
Other domestic debt securities$13,980,000502
Privately issued residential mortgage-backed securities$13,908,000120
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$72,0001,744
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$287,014,000244
Mortgage-backed securities$404,687,000225
Certificates of participation in pools of residential mortgages$202,672,000231
Issued or guaranteed by U.S.$202,672,000230
Privately issued$071
Collaterized mortgage obligations$153,499,000211
CMOs issued by government agencies or sponsored agencies$139,591,000207
Privately issued$13,908,000111
Commercial mortgage-backed securities$48,516,000181
Commercial mortgage pass-through securities$46,473,00090
Other commercial mortgage-backed securities$2,043,000552
Held to maturity securities (book value)$173,697,000177
Available-for-sale securities (fair market value)$455,238,000287
Total debt securities$628,935,000253
Structured notes
Amortized cost$8,000,000187
Fair value$8,008,000188
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$642,767,000254
U.S. Government securities$411,945,000277
U.S. Treasury securities$01,296
U.S. Government agency obligations$411,945,000263
Securities issued by states & political subdivisions$216,563,000133
Other domestic debt securities$14,259,000499
Privately issued residential mortgage-backed securities$14,184,000119
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$75,0001,756
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$289,900,000253
Mortgage-backed securities$410,659,000223
Certificates of participation in pools of residential mortgages$203,487,000227
Issued or guaranteed by U.S.$203,487,000226
Privately issued$066
Collaterized mortgage obligations$156,748,000207
CMOs issued by government agencies or sponsored agencies$142,564,000209
Privately issued$14,184,000113
Commercial mortgage-backed securities$50,424,000163
Commercial mortgage pass-through securities$48,379,00081
Other commercial mortgage-backed securities$2,045,000533
Held to maturity securities (book value)$180,292,000173
Available-for-sale securities (fair market value)$462,475,000286
Total debt securities$642,767,000249
Structured notes
Amortized cost$8,000,000222
Fair value$8,000,000225
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$632,611,000260
U.S. Government securities$396,890,000285
U.S. Treasury securities$01,367
U.S. Government agency obligations$396,890,000275
Securities issued by states & political subdivisions$221,426,000120
Other domestic debt securities$14,295,000481
Privately issued residential mortgage-backed securities$14,241,000109
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$54,0001,756
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$282,332,000261
Mortgage-backed securities$399,346,000227
Certificates of participation in pools of residential mortgages$191,527,000237
Issued or guaranteed by U.S.$191,527,000236
Privately issued$066
Collaterized mortgage obligations$155,940,000206
CMOs issued by government agencies or sponsored agencies$141,699,000211
Privately issued$14,241,000103
Commercial mortgage-backed securities$51,879,000146
Commercial mortgage pass-through securities$49,833,00071
Other commercial mortgage-backed securities$2,046,000494
Held to maturity securities (book value)$187,629,000173
Available-for-sale securities (fair market value)$444,982,000294
Total debt securities$632,611,000255
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$617,860,000265
U.S. Government securities$397,794,000282
U.S. Treasury securities$01,303
U.S. Government agency obligations$397,794,000268
Securities issued by states & political subdivisions$202,543,000133
Other domestic debt securities$17,523,000429
Privately issued residential mortgage-backed securities$17,469,00095
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$54,0001,774
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$284,619,000254
Mortgage-backed securities$385,138,000231
Certificates of participation in pools of residential mortgages$196,025,000231
Issued or guaranteed by U.S.$196,025,000229
Privately issued$065
Collaterized mortgage obligations$140,484,000232
CMOs issued by government agencies or sponsored agencies$123,015,000230
Privately issued$17,469,00090
Commercial mortgage-backed securities$48,629,000147
Commercial mortgage pass-through securities$48,629,00070
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$182,187,000174
Available-for-sale securities (fair market value)$435,673,000295
Total debt securities$617,860,000258
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$493,631,000315
U.S. Government securities$315,340,000346
U.S. Treasury securities$01,348
U.S. Government agency obligations$315,340,000332
Securities issued by states & political subdivisions$178,235,000154
Other domestic debt securities$56,0002,247
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$56,0001,799
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$273,887,000263
Mortgage-backed securities$277,776,000295
Certificates of participation in pools of residential mortgages$140,223,000319
Issued or guaranteed by U.S.$140,223,000318
Privately issued$067
Collaterized mortgage obligations$116,206,000262
CMOs issued by government agencies or sponsored agencies$116,206,000245
Privately issued$0741
Commercial mortgage-backed securities$21,347,000224
Commercial mortgage pass-through securities$21,347,000119
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$162,661,000186
Available-for-sale securities (fair market value)$330,970,000395
Total debt securities$493,631,000306
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$495,314,000315
U.S. Government securities$315,131,000343
U.S. Treasury securities$01,327
U.S. Government agency obligations$315,131,000332
Securities issued by states & political subdivisions$180,133,000144
Other domestic debt securities$50,0002,312
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$50,0001,832
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$273,832,000267
Mortgage-backed securities$266,487,000308
Certificates of participation in pools of residential mortgages$140,331,000315
Issued or guaranteed by U.S.$140,331,000313
Privately issued$070
Collaterized mortgage obligations$121,157,000256
CMOs issued by government agencies or sponsored agencies$121,157,000240
Privately issued$0776
Commercial mortgage-backed securities$4,999,000487
Commercial mortgage pass-through securities$4,999,000282
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$164,281,000187
Available-for-sale securities (fair market value)$331,033,000401
Total debt securities$495,314,000304
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$489,531,000311
U.S. Government securities$311,251,000355
U.S. Treasury securities$01,361
U.S. Government agency obligations$311,251,000339
Securities issued by states & political subdivisions$177,546,000143
Other domestic debt securities$734,0001,836
Privately issued residential mortgage-backed securities$689,000445
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$45,0001,853
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$269,228,000275
Mortgage-backed securities$275,917,000301
Certificates of participation in pools of residential mortgages$147,725,000303
Issued or guaranteed by U.S.$147,725,000301
Privately issued$075
Collaterized mortgage obligations$128,192,000250
CMOs issued by government agencies or sponsored agencies$127,503,000236
Privately issued$689,000420
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$165,767,000186
Available-for-sale securities (fair market value)$323,764,000405
Total debt securities$489,531,000302
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$495,941,000306
U.S. Government securities$310,674,000359
U.S. Treasury securities$01,381
U.S. Government agency obligations$310,674,000345
Securities issued by states & political subdivisions$184,432,000127
Other domestic debt securities$835,0001,844
Privately issued residential mortgage-backed securities$786,000451
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$49,0001,881
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$270,802,000269
Mortgage-backed securities$275,497,000306
Certificates of participation in pools of residential mortgages$146,743,000305
Issued or guaranteed by U.S.$146,743,000303
Privately issued$073
Collaterized mortgage obligations$128,754,000256
CMOs issued by government agencies or sponsored agencies$127,968,000244
Privately issued$786,000431
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$172,449,000178
Available-for-sale securities (fair market value)$323,492,000404
Total debt securities$495,941,000299
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$536,913,000282
U.S. Government securities$350,430,000317
U.S. Treasury securities$01,342
U.S. Government agency obligations$350,430,000306
Securities issued by states & political subdivisions$185,512,000125
Other domestic debt securities$971,0001,847
Privately issued residential mortgage-backed securities$920,000439
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$51,0001,941
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$271,794,000267
Mortgage-backed securities$306,054,000280
Certificates of participation in pools of residential mortgages$185,532,000248
Issued or guaranteed by U.S.$185,532,000247
Privately issued$075
Collaterized mortgage obligations$120,522,000267
CMOs issued by government agencies or sponsored agencies$119,602,000255
Privately issued$920,000422
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$173,200,000176
Available-for-sale securities (fair market value)$363,713,000360
Total debt securities$536,913,000275
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$528,402,000285
U.S. Government securities$339,049,000337
U.S. Treasury securities$01,198
U.S. Government agency obligations$339,049,000322
Securities issued by states & political subdivisions$188,243,000123
Other domestic debt securities$1,110,0001,753
Privately issued residential mortgage-backed securities$1,056,000440
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$54,0001,990
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$272,886,000262
Mortgage-backed securities$297,464,000289
Certificates of participation in pools of residential mortgages$181,572,000262
Issued or guaranteed by U.S.$181,572,000261
Privately issued$076
Collaterized mortgage obligations$115,892,000263
CMOs issued by government agencies or sponsored agencies$114,836,000252
Privately issued$1,056,000421
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$9,910,0001,101
Available-for-sale securities (fair market value)$518,492,000251
Total debt securities$528,402,000275
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$517,826,000292
U.S. Government securities$328,735,000334
U.S. Treasury securities$01,131
U.S. Government agency obligations$328,735,000322
Securities issued by states & political subdivisions$187,808,000123
Other domestic debt securities$1,283,0001,743
Privately issued residential mortgage-backed securities$1,226,000445
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$57,0002,038
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$276,383,000258
Mortgage-backed securities$286,826,000290
Certificates of participation in pools of residential mortgages$170,894,000273
Issued or guaranteed by U.S.$170,894,000272
Privately issued$081
Collaterized mortgage obligations$115,932,000266
CMOs issued by government agencies or sponsored agencies$114,706,000247
Privately issued$1,226,000424
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$9,910,0001,092
Available-for-sale securities (fair market value)$507,916,000252
Total debt securities$517,826,000285
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$523,554,000292
U.S. Government securities$332,733,000324
U.S. Treasury securities$01,131
U.S. Government agency obligations$332,733,000315
Securities issued by states & political subdivisions$189,427,000115
Other domestic debt securities$1,394,0001,761
Privately issued residential mortgage-backed securities$1,334,000460
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$60,0002,084
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$272,602,000262
Mortgage-backed securities$291,309,000287
Certificates of participation in pools of residential mortgages$179,193,000258
Issued or guaranteed by U.S.$179,193,000256
Privately issued$080
Collaterized mortgage obligations$112,116,000271
CMOs issued by government agencies or sponsored agencies$110,782,000254
Privately issued$1,334,000439
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$9,910,0001,054
Available-for-sale securities (fair market value)$513,644,000252
Total debt securities$523,554,000287
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$492,363,000308
U.S. Government securities$300,487,000354
U.S. Treasury securities$01,152
U.S. Government agency obligations$300,487,000344
Securities issued by states & political subdivisions$190,277,000117
Other domestic debt securities$1,599,0001,721
Privately issued residential mortgage-backed securities$1,554,000454
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$45,0002,131
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$273,506,000250
Mortgage-backed securities$263,434,000307
Certificates of participation in pools of residential mortgages$153,077,000294
Issued or guaranteed by U.S.$153,077,000293
Privately issued$083
Collaterized mortgage obligations$110,357,000280
CMOs issued by government agencies or sponsored agencies$108,803,000260
Privately issued$1,554,000434
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$9,910,0001,002
Available-for-sale securities (fair market value)$482,453,000275
Total debt securities$492,363,000302
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$482,086,000318
U.S. Government securities$307,683,000352
U.S. Treasury securities$01,161
U.S. Government agency obligations$307,683,000341
Securities issued by states & political subdivisions$172,599,000140
Other domestic debt securities$1,804,0001,671
Privately issued residential mortgage-backed securities$1,755,000458
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$49,0002,100
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$272,266,000252
Mortgage-backed securities$263,221,000322
Certificates of participation in pools of residential mortgages$150,231,000313
Issued or guaranteed by U.S.$150,231,000311
Privately issued$083
Collaterized mortgage obligations$112,990,000284
CMOs issued by government agencies or sponsored agencies$111,235,000267
Privately issued$1,755,000443
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$2,110,0001,633
Available-for-sale securities (fair market value)$479,976,000280
Total debt securities$482,086,000310
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$482,801,000319
U.S. Government securities$307,815,000358
U.S. Treasury securities$01,135
U.S. Government agency obligations$307,815,000343
Securities issued by states & political subdivisions$172,905,000131
Other domestic debt securities$2,081,0001,548
Privately issued residential mortgage-backed securities$2,030,000446
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$51,0002,064
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$277,936,000255
Mortgage-backed securities$258,066,000329
Certificates of participation in pools of residential mortgages$159,205,000288
Issued or guaranteed by U.S.$159,205,000286
Privately issued$085
Collaterized mortgage obligations$98,861,000316
CMOs issued by government agencies or sponsored agencies$96,831,000296
Privately issued$2,030,000434
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$482,801,000280
Total debt securities$482,801,000312
Structured notes
Amortized cost$2,502,0001,113
Fair value$2,500,0001,137
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$503,804,000311
U.S. Government securities$320,555,000345
U.S. Treasury securities$01,086
U.S. Government agency obligations$320,555,000335
Securities issued by states & political subdivisions$180,921,000118
Other domestic debt securities$2,328,0001,516
Privately issued residential mortgage-backed securities$2,287,000463
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$41,0002,150
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$285,061,000247
Mortgage-backed securities$275,452,000326
Certificates of participation in pools of residential mortgages$174,123,000287
Issued or guaranteed by U.S.$174,123,000285
Privately issued$088
Collaterized mortgage obligations$101,329,000325
CMOs issued by government agencies or sponsored agencies$99,042,000304
Privately issued$2,287,000447
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$6,100,0001,224
Available-for-sale securities (fair market value)$497,704,000276
Total debt securities$503,804,000302
Structured notes
Amortized cost$4,007,000892
Fair value$4,015,000906
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$441,715,000347
U.S. Government securities$291,458,000382
U.S. Treasury securities$01,068
U.S. Government agency obligations$291,458,000367
Securities issued by states & political subdivisions$147,325,000150
Other domestic debt securities$2,932,0001,378
Privately issued residential mortgage-backed securities$2,892,000444
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$40,0002,153
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$269,887,000257
Mortgage-backed securities$277,116,000327
Certificates of participation in pools of residential mortgages$179,866,000278
Issued or guaranteed by U.S.$179,866,000276
Privately issued$094
Collaterized mortgage obligations$97,250,000351
CMOs issued by government agencies or sponsored agencies$94,358,000331
Privately issued$2,892,000426
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$6,100,0001,211
Available-for-sale securities (fair market value)$435,615,000316
Total debt securities$441,715,000340
Structured notes
Amortized cost$1,500,0001,729
Fair value$1,500,0001,785
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$440,601,000358
U.S. Government securities$286,330,000394
U.S. Treasury securities$01,157
U.S. Government agency obligations$286,330,000382
Securities issued by states & political subdivisions$150,874,000137
Other domestic debt securities$3,397,0001,263
Privately issued residential mortgage-backed securities$3,360,000430
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$37,0002,156
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$269,586,000255
Mortgage-backed securities$271,014,000338
Certificates of participation in pools of residential mortgages$180,963,000279
Issued or guaranteed by U.S.$180,963,000277
Privately issued$094
Collaterized mortgage obligations$90,051,000387
CMOs issued by government agencies or sponsored agencies$86,691,000369
Privately issued$3,360,000414
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$7,100,0001,168
Available-for-sale securities (fair market value)$433,501,000323
Total debt securities$440,601,000353
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$438,145,000350
U.S. Government securities$283,496,000385
U.S. Treasury securities$01,076
U.S. Government agency obligations$283,496,000372
Securities issued by states & political subdivisions$150,989,000134
Other domestic debt securities$3,660,0001,217
Privately issued residential mortgage-backed securities$3,636,000470
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$24,0002,107
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$276,713,000229
Mortgage-backed securities$274,087,000327
Certificates of participation in pools of residential mortgages$179,329,000273
Issued or guaranteed by U.S.$179,329,000270
Privately issued$0121
Collaterized mortgage obligations$94,758,000374
CMOs issued by government agencies or sponsored agencies$91,122,000333
Privately issued$3,636,000450
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$7,100,0001,180
Available-for-sale securities (fair market value)$431,045,000316
Total debt securities$438,145,000344
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$441,334,000338
U.S. Government securities$282,993,000374
U.S. Treasury securities$01,126
U.S. Government agency obligations$282,993,000363
Securities issued by states & political subdivisions$154,382,000120
Other domestic debt securities$3,959,0001,185
Privately issued residential mortgage-backed securities$3,933,000481
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$26,0002,074
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$270,224,000224
Mortgage-backed securities$275,725,000306
Certificates of participation in pools of residential mortgages$181,697,000258
Issued or guaranteed by U.S.$181,697,000255
Privately issued$0132
Collaterized mortgage obligations$94,028,000377
CMOs issued by government agencies or sponsored agencies$90,095,000335
Privately issued$3,933,000457
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$10,632,000981
Available-for-sale securities (fair market value)$430,702,000299
Total debt securities$441,334,000328
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$459,912,000319
U.S. Government securities$306,333,000355
U.S. Treasury securities$01,225
U.S. Government agency obligations$306,333,000344
Securities issued by states & political subdivisions$149,266,000116
Other domestic debt securities$4,313,0001,084
Privately issued residential mortgage-backed securities$4,283,000477
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$30,0002,007
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$265,899,000235
Mortgage-backed securities$290,818,000294
Certificates of participation in pools of residential mortgages$152,829,000304
Issued or guaranteed by U.S.$152,829,000302
Privately issued$0125
Collaterized mortgage obligations$137,989,000264
CMOs issued by government agencies or sponsored agencies$133,706,000229
Privately issued$4,283,000455
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$10,632,000989
Available-for-sale securities (fair market value)$449,280,000289
Total debt securities$459,912,000312
Structured notes
Amortized cost$1,000,0002,447
Fair value$1,021,0002,440
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$445,430,000331
U.S. Government securities$285,785,000374
U.S. Treasury securities$01,272
U.S. Government agency obligations$285,785,000361
Securities issued by states & political subdivisions$154,919,000107
Other domestic debt securities$4,726,0001,076
Privately issued residential mortgage-backed securities$4,698,000493
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$28,0002,053
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$269,543,000232
Mortgage-backed securities$273,224,000302
Certificates of participation in pools of residential mortgages$144,883,000314
Issued or guaranteed by U.S.$144,883,000313
Privately issued$0136
Collaterized mortgage obligations$128,341,000278
CMOs issued by government agencies or sponsored agencies$123,643,000241
Privately issued$4,698,000476
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$10,632,000993
Available-for-sale securities (fair market value)$434,798,000300
Total debt securities$445,430,000323
Structured notes
Amortized cost$1,000,0002,483
Fair value$1,023,0002,479
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$391,416,000361
U.S. Government securities$244,983,000418
U.S. Treasury securities$01,275
U.S. Government agency obligations$244,983,000397
Securities issued by states & political subdivisions$141,084,000121
Other domestic debt securities$5,349,0001,072
Privately issued residential mortgage-backed securities$5,323,000497
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$26,0002,061
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$270,166,000233
Mortgage-backed securities$225,022,000347
Certificates of participation in pools of residential mortgages$117,862,000353
Issued or guaranteed by U.S.$117,862,000351
Privately issued$0141
Collaterized mortgage obligations$107,160,000317
CMOs issued by government agencies or sponsored agencies$101,837,000274
Privately issued$5,323,000477
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$9,595,0001,039
Available-for-sale securities (fair market value)$381,821,000329
Total debt securities$391,416,000355
Structured notes
Amortized cost$2,000,0001,852
Fair value$2,026,0001,840
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$397,238,000336
U.S. Government securities$260,373,000374
U.S. Treasury securities$8,249,000346
U.S. Government agency obligations$252,124,000369
Securities issued by states & political subdivisions$130,903,000123
Other domestic debt securities$5,962,0001,043
Privately issued residential mortgage-backed securities$5,943,000520
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$19,0002,121
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$233,578,000251
Mortgage-backed securities$229,122,000318
Certificates of participation in pools of residential mortgages$113,754,000350
Issued or guaranteed by U.S.$113,754,000346
Privately issued$0141
Collaterized mortgage obligations$115,368,000300
CMOs issued by government agencies or sponsored agencies$109,425,000257
Privately issued$5,943,000498
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$13,490,000886
Available-for-sale securities (fair market value)$383,748,000311
Total debt securities$397,238,000330
Structured notes
Amortized cost$4,890,0001,175
Fair value$4,932,0001,172
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$409,796,000323
U.S. Government securities$271,277,000354
U.S. Treasury securities$15,999,000220
U.S. Government agency obligations$255,278,000366
Securities issued by states & political subdivisions$132,019,000116
Other domestic debt securities$6,500,000999
Privately issued residential mortgage-backed securities$6,476,000530
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$24,0002,082
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$251,548,000246
Mortgage-backed securities$232,203,000309
Certificates of participation in pools of residential mortgages$137,941,000285
Issued or guaranteed by U.S.$137,941,000282
Privately issued$0148
Collaterized mortgage obligations$94,262,000335
CMOs issued by government agencies or sponsored agencies$87,786,000279
Privately issued$6,476,000510
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$13,757,000902
Available-for-sale securities (fair market value)$396,039,000295
Total debt securities$409,796,000320
Structured notes
Amortized cost$7,888,000841
Fair value$7,951,000841
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$368,310,000359
U.S. Government securities$232,583,000418
U.S. Treasury securities$01,130
U.S. Government agency obligations$232,583,000402
Securities issued by states & political subdivisions$128,728,000120
Other domestic debt securities$6,999,000996
Privately issued residential mortgage-backed securities$6,979,000533
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$20,0002,107
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$272,368,000235
Mortgage-backed securities$213,016,000345
Certificates of participation in pools of residential mortgages$109,927,000386
Issued or guaranteed by U.S.$109,927,000383
Privately issued$0145
Collaterized mortgage obligations$103,089,000315
CMOs issued by government agencies or sponsored agencies$96,110,000267
Privately issued$6,979,000513
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$17,122,000795
Available-for-sale securities (fair market value)$351,188,000333
Total debt securities$368,310,000354
Structured notes
Amortized cost$4,998,0001,010
Fair value$4,989,0001,000
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$344,466,000376
U.S. Government securities$216,077,000433
U.S. Treasury securities$01,077
U.S. Government agency obligations$216,077,000418
Securities issued by states & political subdivisions$120,807,000126
Other domestic debt securities$7,582,000996
Privately issued residential mortgage-backed securities$7,569,000547
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$13,0002,167
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$262,430,000248
Mortgage-backed securities$203,500,000357
Certificates of participation in pools of residential mortgages$118,619,000368
Issued or guaranteed by U.S.$118,619,000366
Privately issued$0157
Collaterized mortgage obligations$84,881,000355
CMOs issued by government agencies or sponsored agencies$77,312,000296
Privately issued$7,569,000526
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$11,657,0001,003
Available-for-sale securities (fair market value)$332,809,000347
Total debt securities$344,466,000372
Structured notes
Amortized cost$6,559,000634
Fair value$6,630,000629
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$348,563,000381
U.S. Government securities$223,512,000405
U.S. Treasury securities$01,047
U.S. Government agency obligations$223,512,000392
Securities issued by states & political subdivisions$116,384,000140
Other domestic debt securities$8,667,000972
Privately issued residential mortgage-backed securities$8,342,000565
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$325,0001,961
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$260,671,000242
Mortgage-backed securities$211,518,000353
Certificates of participation in pools of residential mortgages$161,583,000284
Issued or guaranteed by U.S.$161,583,000281
Privately issued$0171
Collaterized mortgage obligations$49,935,000512
CMOs issued by government agencies or sponsored agencies$41,593,000453
Privately issued$8,342,000540
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$15,661,000866
Available-for-sale securities (fair market value)$332,902,000347
Total debt securities$348,563,000370
Structured notes
Amortized cost$6,444,000431
Fair value$6,534,000418
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$331,941,000402
U.S. Government securities$215,241,000411
U.S. Treasury securities$01,036
U.S. Government agency obligations$215,241,000396
Securities issued by states & political subdivisions$107,247,000151
Other domestic debt securities$9,453,000950
Privately issued residential mortgage-backed securities$9,071,000547
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$374,000330
Other domestic debt securities - All other$8,0002,380
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$257,809,000247
Mortgage-backed securities$204,121,000372
Certificates of participation in pools of residential mortgages$186,839,000251
Issued or guaranteed by U.S.$186,839,000248
Privately issued$0181
Collaterized mortgage obligations$17,282,0001,001
CMOs issued by government agencies or sponsored agencies$8,211,0001,216
Privately issued$9,071,000522
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$12,875,000984
Available-for-sale securities (fair market value)$319,066,000358
Total debt securities$331,941,000393
Structured notes
Amortized cost$5,471,000306
Fair value$5,584,000297
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$327,289,000411
U.S. Government securities$219,985,000414
U.S. Treasury securities$0981
U.S. Government agency obligations$219,985,000400
Securities issued by states & political subdivisions$97,118,000170
Other domestic debt securities$10,186,000860
Privately issued residential mortgage-backed securities$9,873,000529
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$313,0002,140
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$268,214,000242
Mortgage-backed securities$209,210,000373
Certificates of participation in pools of residential mortgages$190,744,000265
Issued or guaranteed by U.S.$190,744,000259
Privately issued$0191
Collaterized mortgage obligations$18,466,000948
CMOs issued by government agencies or sponsored agencies$8,593,0001,173
Privately issued$9,873,000503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,070,0002,149
Available-for-sale securities (fair market value)$325,219,000351
Total debt securities$327,289,000401
Structured notes
Amortized cost$4,106,000311
Fair value$4,161,000306
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$303,268,000418
U.S. Government securities$210,228,000410
U.S. Treasury securities$0973
U.S. Government agency obligations$210,228,000399
Securities issued by states & political subdivisions$88,615,000185
Other domestic debt securities$4,425,0001,286
Privately issued residential mortgage-backed securities$4,026,000754
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$399,0002,029
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$158,375,000379
Mortgage-backed securities$189,289,000383
Certificates of participation in pools of residential mortgages$176,338,000276
Issued or guaranteed by U.S.$176,338,000271
Privately issued$0188
Collaterized mortgage obligations$12,951,0001,140
CMOs issued by government agencies or sponsored agencies$8,925,0001,120
Privately issued$4,026,000722
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,630,0002,295
Available-for-sale securities (fair market value)$301,638,000358
Total debt securities$303,268,000410
Structured notes
Amortized cost$1,840,000717
Fair value$1,851,000709
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$230,837,000523
U.S. Government securities$143,827,000604
U.S. Treasury securities$1,004,000664
U.S. Government agency obligations$142,823,000591
Securities issued by states & political subdivisions$82,290,000186
Other domestic debt securities$4,720,0001,221
Privately issued residential mortgage-backed securities$4,306,000736
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$414,0001,994
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,369,000507
Mortgage-backed securities$119,072,000538
Certificates of participation in pools of residential mortgages$105,753,000417
Issued or guaranteed by U.S.$105,753,000413
Privately issued$0192
Collaterized mortgage obligations$13,319,0001,077
CMOs issued by government agencies or sponsored agencies$9,013,0001,045
Privately issued$4,306,000705
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$730,0002,705
Available-for-sale securities (fair market value)$230,107,000444
Total debt securities$230,837,000515
Structured notes
Amortized cost$7,696,000159
Fair value$7,715,000158
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$252,792,000491
U.S. Government securities$158,926,000536
U.S. Treasury securities$1,010,000638
U.S. Government agency obligations$157,916,000528
Securities issued by states & political subdivisions$88,955,000178
Other domestic debt securities$4,911,0001,249
Privately issued residential mortgage-backed securities$4,456,000730
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$455,0001,991
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,088,000576
Mortgage-backed securities$118,797,000537
Certificates of participation in pools of residential mortgages$105,147,000427
Issued or guaranteed by U.S.$105,147,000422
Privately issued$0202
Collaterized mortgage obligations$13,650,0001,047
CMOs issued by government agencies or sponsored agencies$9,194,0001,036
Privately issued$4,456,000695
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$815,0002,656
Available-for-sale securities (fair market value)$251,977,000427
Total debt securities$252,792,000475
Structured notes
Amortized cost$7,865,000166
Fair value$7,901,000160
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$238,993,000526
U.S. Government securities$143,622,000575
U.S. Treasury securities$1,022,000646
U.S. Government agency obligations$142,600,000568
Securities issued by states & political subdivisions$89,989,000176
Other domestic debt securities$5,382,0001,161
Privately issued residential mortgage-backed securities$4,809,000677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$573,0001,777
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,961,000480
Mortgage-backed securities$123,391,000500
Certificates of participation in pools of residential mortgages$110,155,000389
Issued or guaranteed by U.S.$110,155,000383
Privately issued$0205
Collaterized mortgage obligations$13,236,0001,059
CMOs issued by government agencies or sponsored agencies$8,427,0001,072
Privately issued$4,809,000641
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$238,993,000456
Total debt securities$238,993,000508
Structured notes
Amortized cost$10,519,000119
Fair value$10,589,000118
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$234,675,000524
U.S. Government securities$142,165,000592
U.S. Treasury securities$1,012,000721
U.S. Government agency obligations$141,153,000584
Securities issued by states & political subdivisions$86,914,000174
Other domestic debt securities$5,596,0001,071
Privately issued residential mortgage-backed securities$4,995,000620
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$601,0001,636
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,077,000468
Mortgage-backed securities$120,880,000465
Certificates of participation in pools of residential mortgages$107,328,000361
Issued or guaranteed by U.S.$107,328,000357
Privately issued$0191
Collaterized mortgage obligations$13,552,000956
CMOs issued by government agencies or sponsored agencies$8,557,0001,009
Privately issued$4,995,000583
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$234,675,000457
Total debt securities$234,675,000509
Structured notes
Amortized cost$7,717,000317
Fair value$7,716,000316
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$230,630,000547
U.S. Government securities$142,478,000599
U.S. Treasury securities$1,008,000739
U.S. Government agency obligations$141,470,000591
Securities issued by states & political subdivisions$82,382,000188
Other domestic debt securities$5,770,0001,006
Privately issued residential mortgage-backed securities$5,140,000585
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$630,0001,591
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,415,000448
Mortgage-backed securities$102,202,000520
Certificates of participation in pools of residential mortgages$91,137,000399
Issued or guaranteed by U.S.$91,137,000395
Privately issued$0194
Collaterized mortgage obligations$11,065,0001,041
CMOs issued by government agencies or sponsored agencies$5,925,0001,221
Privately issued$5,140,000554
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$230,630,000467
Total debt securities$230,630,000529
Structured notes
Amortized cost$8,028,000370
Fair value$7,956,000377
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$224,541,000556
U.S. Government securities$139,459,000622
U.S. Treasury securities$998,000854
U.S. Government agency obligations$138,461,000616
Securities issued by states & political subdivisions$79,195,000196
Other domestic debt securities$5,887,000944
Privately issued residential mortgage-backed securities$5,233,000539
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$654,0001,538
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,420,000451
Mortgage-backed securities$100,111,000537
Certificates of participation in pools of residential mortgages$89,882,000401
Issued or guaranteed by U.S.$89,882,000396
Privately issued$0207
Collaterized mortgage obligations$10,229,0001,053
CMOs issued by government agencies or sponsored agencies$4,996,0001,299
Privately issued$5,233,000507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$224,541,000465
Total debt securities$224,541,000542
Structured notes
Amortized cost$4,342,000730
Fair value$4,301,000730
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$234,823,000531
U.S. Government securities$146,766,000601
U.S. Treasury securities$1,004,000887
U.S. Government agency obligations$145,762,000592
Securities issued by states & political subdivisions$81,870,000182
Other domestic debt securities$6,187,000933
Privately issued residential mortgage-backed securities$5,538,000517
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$649,0001,573
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,128,000532
Mortgage-backed securities$105,644,000520
Certificates of participation in pools of residential mortgages$94,879,000392
Issued or guaranteed by U.S.$94,879,000387
Privately issued$0218
Collaterized mortgage obligations$10,765,0001,018
CMOs issued by government agencies or sponsored agencies$5,227,0001,251
Privately issued$5,538,000485
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$234,823,000453
Total debt securities$234,823,000517
Structured notes
Amortized cost$8,085,000430
Fair value$8,013,000431
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$231,055,000540
U.S. Government securities$142,905,000638
U.S. Treasury securities$1,002,000939
U.S. Government agency obligations$141,903,000632
Securities issued by states & political subdivisions$81,800,000185
Other domestic debt securities$6,350,000917
Privately issued residential mortgage-backed securities$5,701,000505
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$649,0001,612
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,729,000546
Mortgage-backed securities$102,112,000538
Certificates of participation in pools of residential mortgages$91,102,000404
Issued or guaranteed by U.S.$91,102,000400
Privately issued$0208
Collaterized mortgage obligations$11,010,0001,004
CMOs issued by government agencies or sponsored agencies$5,309,0001,250
Privately issued$5,701,000478
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$231,055,000456
Total debt securities$231,055,000522
Structured notes
Amortized cost$4,088,000868
Fair value$4,042,000871
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$239,869,000539
U.S. Government securities$151,592,000618
U.S. Treasury securities$997,0001,026
U.S. Government agency obligations$150,595,000606
Securities issued by states & political subdivisions$81,737,000183
Other domestic debt securities$6,540,000892
Privately issued residential mortgage-backed securities$5,882,000495
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$658,0001,629
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,417,000677
Mortgage-backed securities$105,973,000532
Certificates of participation in pools of residential mortgages$94,700,000406
Issued or guaranteed by U.S.$94,700,000401
Privately issued$0214
Collaterized mortgage obligations$11,273,000970
CMOs issued by government agencies or sponsored agencies$5,391,0001,215
Privately issued$5,882,000467
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$239,869,000452
Total debt securities$239,869,000521
Structured notes
Amortized cost$5,006,000771
Fair value$4,982,000778
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$242,262,000540
U.S. Government securities$155,320,000609
U.S. Treasury securities$990,0001,089
U.S. Government agency obligations$154,330,000597
Securities issued by states & political subdivisions$80,299,000185
Other domestic debt securities$6,643,000886
Privately issued residential mortgage-backed securities$5,989,000479
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$654,0001,677
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,918,000644
Mortgage-backed securities$110,882,000518
Certificates of participation in pools of residential mortgages$99,491,000400
Issued or guaranteed by U.S.$99,491,000397
Privately issued$0211
Collaterized mortgage obligations$11,391,000950
CMOs issued by government agencies or sponsored agencies$5,402,0001,209
Privately issued$5,989,000452
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$242,262,000454
Total debt securities$242,262,000525
Structured notes
Amortized cost$5,013,000836
Fair value$4,950,000829
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$250,103,000528
U.S. Government securities$171,218,000576
U.S. Treasury securities$986,0001,201
U.S. Government agency obligations$170,232,000561
Securities issued by states & political subdivisions$71,972,000205
Other domestic debt securities$6,913,000891
Privately issued residential mortgage-backed securities$6,248,000475
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$665,0001,743
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,668,000630
Mortgage-backed securities$126,072,000472
Certificates of participation in pools of residential mortgages$108,461,000384
Issued or guaranteed by U.S.$108,461,000379
Privately issued$0205
Collaterized mortgage obligations$17,611,000750
CMOs issued by government agencies or sponsored agencies$11,363,000781
Privately issued$6,248,000447
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$250,103,000449
Total debt securities$250,104,000515
Structured notes
Amortized cost$5,019,000850
Fair value$4,947,000851
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$275,177,000495
U.S. Government securities$202,036,000504
U.S. Treasury securities$2,933,000775
U.S. Government agency obligations$199,103,000485
Securities issued by states & political subdivisions$65,972,000221
Other domestic debt securities$7,169,000890
Privately issued residential mortgage-backed securities$6,504,000452
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$665,0001,848
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,958,0001,009
Mortgage-backed securities$137,957,000456
Certificates of participation in pools of residential mortgages$115,804,000376
Issued or guaranteed by U.S.$115,804,000370
Privately issued$0216
Collaterized mortgage obligations$22,153,000641
CMOs issued by government agencies or sponsored agencies$15,649,000640
Privately issued$6,504,000429
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$275,177,000421
Total debt securities$275,177,000483
Structured notes
Amortized cost$5,025,000860
Fair value$4,952,000864
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$282,885,000485
U.S. Government securities$208,266,000494
U.S. Treasury securities$2,960,000758
U.S. Government agency obligations$205,306,000477
Securities issued by states & political subdivisions$67,087,000220
Other domestic debt securities$7,532,000876
Privately issued residential mortgage-backed securities$6,852,000435
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$680,0001,912
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,426,0001,123
Mortgage-backed securities$146,918,000442
Certificates of participation in pools of residential mortgages$123,811,000363
Issued or guaranteed by U.S.$123,811,000359
Privately issued$0225
Collaterized mortgage obligations$23,107,000629
CMOs issued by government agencies or sponsored agencies$16,255,000636
Privately issued$6,852,000410
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$282,885,000413
Total debt securities$282,885,000476
Structured notes
Amortized cost$5,032,000840
Fair value$4,985,000844
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$301,185,000459
U.S. Government securities$224,708,000455
U.S. Treasury securities$2,978,000774
U.S. Government agency obligations$221,730,000448
Securities issued by states & political subdivisions$68,595,000210
Other domestic debt securities$7,198,000910
Privately issued residential mortgage-backed securities$7,198,000423
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$684,000105
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,314,0001,172
Mortgage-backed securities$153,472,000435
Certificates of participation in pools of residential mortgages$132,150,000353
Issued or guaranteed by U.S.$132,150,000345
Privately issued$0223
Collaterized mortgage obligations$21,322,000665
CMOs issued by government agencies or sponsored agencies$14,124,000719
Privately issued$7,198,000398
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$301,185,000389
Total debt securities$301,185,000449
Structured notes
Amortized cost$5,038,000817
Fair value$5,008,000817
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$296,905,000465
U.S. Government securities$225,341,000472
U.S. Treasury securities$982,0001,364
U.S. Government agency obligations$224,359,000452
Securities issued by states & political subdivisions$63,572,000228
Other domestic debt securities$7,992,000890
Privately issued residential mortgage-backed securities$7,330,000417
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$662,0002,100
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,568,0001,249
Mortgage-backed securities$152,247,000451
Certificates of participation in pools of residential mortgages$132,071,000359
Issued or guaranteed by U.S.$132,071,000353
Privately issued$0207
Collaterized mortgage obligations$20,176,000712
CMOs issued by government agencies or sponsored agencies$12,846,000800
Privately issued$7,330,000387
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$296,905,000397
Total debt securities$296,905,000455
Structured notes
Amortized cost$5,045,000826
Fair value$4,971,000830
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$281,282,000498
U.S. Government securities$223,271,000483
U.S. Treasury securities$993,0001,355
U.S. Government agency obligations$222,278,000459
Securities issued by states & political subdivisions$57,328,000265
Other domestic debt securities$683,0002,569
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$683,0002,150
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,658,0001,170
Mortgage-backed securities$137,251,000490
Certificates of participation in pools of residential mortgages$123,914,000388
Issued or guaranteed by U.S.$123,914,000385
Privately issued$0203
Collaterized mortgage obligations$13,337,000937
CMOs issued by government agencies or sponsored agencies$13,337,000786
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$281,282,000424
Total debt securities$281,282,000482
Structured notes
Amortized cost$5,051,000791
Fair value$5,032,000790
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$205,222,000656
U.S. Government securities$146,990,000671
U.S. Treasury securities$1,002,0001,301
U.S. Government agency obligations$145,988,000643
Securities issued by states & political subdivisions$57,580,000267
Other domestic debt securities$652,0002,613
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$652,0002,221
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,030,0001,396
Mortgage-backed securities$95,691,000643
Certificates of participation in pools of residential mortgages$83,223,000517
Issued or guaranteed by U.S.$83,223,000514
Privately issued$0225
Collaterized mortgage obligations$12,468,000973
CMOs issued by government agencies or sponsored agencies$12,468,000839
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$205,222,000545
Total debt securities$205,222,000640
Structured notes
Amortized cost$5,058,000806
Fair value$5,075,000803
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$219,399,000619
U.S. Government securities$160,370,000637
U.S. Treasury securities$991,0001,455
U.S. Government agency obligations$159,379,000615
Securities issued by states & political subdivisions$55,502,000266
Other domestic debt securities$3,527,0001,436
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,900,000143
Structured financial products - TotalNANA
Other domestic debt securities - All other$627,0002,337
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,267,0001,336
Mortgage-backed securities$99,047,000629
Certificates of participation in pools of residential mortgages$86,044,000517
Issued or guaranteed by U.S.$86,044,000514
Privately issued$0225
Collaterized mortgage obligations$13,003,000965
CMOs issued by government agencies or sponsored agencies$13,003,000826
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$219,399,000522
Total debt securities$219,399,000605
Structured notes
Amortized cost$8,067,000518
Fair value$7,941,000521
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$238,403,000591
U.S. Government securities$178,375,000600
U.S. Treasury securities$1,021,0001,325
U.S. Government agency obligations$177,354,000579
Securities issued by states & political subdivisions$59,363,000252
Other domestic debt securities$665,0002,807
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$665,0002,399
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,804,0001,217
Mortgage-backed securities$105,223,000625
Certificates of participation in pools of residential mortgages$91,239,000508
Issued or guaranteed by U.S.$91,239,000502
Privately issued$0230
Collaterized mortgage obligations$13,984,000949
CMOs issued by government agencies or sponsored agencies$13,984,000820
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$238,403,000510
Total debt securities$238,403,000571
Structured notes
Amortized cost$13,077,000254
Fair value$13,202,000254
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$215,695,000646
U.S. Government securities$154,806,000680
U.S. Treasury securities$1,009,0001,429
U.S. Government agency obligations$153,797,000660
Securities issued by states & political subdivisions$60,230,000250
Other domestic debt securities$659,0002,852
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$659,0002,526
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,670,0001,122
Mortgage-backed securities$87,649,000716
Certificates of participation in pools of residential mortgages$73,160,000597
Issued or guaranteed by U.S.$73,160,000588
Privately issued$0248
Collaterized mortgage obligations$14,489,000927
CMOs issued by government agencies or sponsored agencies$14,489,000859
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$215,695,000557
Total debt securities$215,695,000626
Structured notes
Amortized cost$8,009,000392
Fair value$8,048,000392
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$189,475,000713
U.S. Government securities$132,233,000779
U.S. Treasury securities$1,005,0001,531
U.S. Government agency obligations$131,228,000751
Securities issued by states & political subdivisions$56,596,000267
Other domestic debt securities$646,0002,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$646,0002,669
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,329,0001,154
Mortgage-backed securities$73,502,000811
Certificates of participation in pools of residential mortgages$57,478,000695
Issued or guaranteed by U.S.$57,478,000692
Privately issued$0253
Collaterized mortgage obligations$16,024,000887
CMOs issued by government agencies or sponsored agencies$16,024,000826
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$189,475,000617
Total debt securities$189,475,000691
Structured notes
Amortized cost$9,513,000264
Fair value$9,538,000262
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$154,560,000854
U.S. Government securities$96,575,000975
U.S. Treasury securities$1,014,0001,501
U.S. Government agency obligations$95,561,000943
Securities issued by states & political subdivisions$57,385,000259
Other domestic debt securities$600,0003,108
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$600,0002,755
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,071,000963
Mortgage-backed securities$53,067,0001,017
Certificates of participation in pools of residential mortgages$36,119,000980
Issued or guaranteed by U.S.$36,119,000975
Privately issued$0256
Collaterized mortgage obligations$16,948,000902
CMOs issued by government agencies or sponsored agencies$16,948,000838
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$154,560,000737
Total debt securities$154,560,000822
Structured notes
Amortized cost$6,504,000296
Fair value$6,561,000296
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$145,335,000891
U.S. Government securities$104,900,000915
U.S. Treasury securities$1,020,0001,496
U.S. Government agency obligations$103,880,000873
Securities issued by states & political subdivisions$40,146,000374
Other domestic debt securities$289,0003,545
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$39,000426
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0003,207
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,159,000950
Mortgage-backed securities$81,654,000742
Certificates of participation in pools of residential mortgages$41,717,000846
Issued or guaranteed by U.S.$41,717,000841
Privately issued$0257
Collaterized mortgage obligations$39,937,000548
CMOs issued by government agencies or sponsored agencies$39,937,000498
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$145,335,000760
Total debt securities$145,335,000860
Structured notes
Amortized cost$4,508,000312
Fair value$4,508,000321
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$109,453,0001,139
U.S. Government securities$72,045,0001,249
U.S. Treasury securities$1,027,0001,572
U.S. Government agency obligations$71,018,0001,195
Securities issued by states & political subdivisions$37,115,000400
Other domestic debt securities$293,0003,597
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$293,000387
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,669,000901
Mortgage-backed securities$65,358,000836
Certificates of participation in pools of residential mortgages$46,126,000765
Issued or guaranteed by U.S.$46,126,000759
Privately issued$0252
Collaterized mortgage obligations$19,232,000854
CMOs issued by government agencies or sponsored agencies$19,232,000789
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$109,453,000962
Total debt securities$109,453,0001,094
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$67,338,0001,666
U.S. Government securities$51,518,0001,573
U.S. Treasury securities$1,024,0001,929
U.S. Government agency obligations$50,494,0001,521
Securities issued by states & political subdivisions$14,800,0001,145
Other domestic debt securities$1,020,0002,880
Privately issued residential mortgage-backed securities$1,020,000791
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,321,0005,742
Mortgage-backed securities$33,022,0001,300
Certificates of participation in pools of residential mortgages$15,429,0001,583
Issued or guaranteed by U.S.$15,429,0001,574
Privately issued$0260
Collaterized mortgage obligations$17,593,000900
CMOs issued by government agencies or sponsored agencies$16,573,000859
Privately issued$1,020,000712
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$67,338,0001,377
Total debt securities$67,338,0001,619
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$77,372,0001,428
U.S. Government securities$65,437,0001,215
U.S. Treasury securities$1,004,0002,684
U.S. Government agency obligations$64,433,0001,149
Securities issued by states & political subdivisions$5,697,0002,568
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$6,238,000734
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,382,0005,470
Mortgage-backed securities$39,436,000933
Certificates of participation in pools of residential mortgages$18,934,0001,112
Issued or guaranteed by U.S.$18,934,0001,104
Privately issued$0308
Collaterized mortgage obligations$20,502,000665
CMOs issued by government agencies or sponsored agencies$20,502,000593
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$77,372,0001,112
Total debt securities$71,134,0001,471
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$73,491,0001,557
U.S. Government securities$63,494,0001,333
U.S. Treasury securities$1,005,0003,522
U.S. Government agency obligations$62,489,0001,240
Securities issued by states & political subdivisions$4,100,0003,321
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$5,897,000734
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,423,0005,428
Mortgage-backed securities$33,915,0001,125
Certificates of participation in pools of residential mortgages$23,225,0001,023
Issued or guaranteed by U.S.$23,225,0001,014
Privately issued$0307
Collaterized mortgage obligations$10,690,0001,050
CMOs issued by government agencies or sponsored agencies$10,690,000932
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$73,491,0001,189
Total debt securities$67,594,0001,621
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$69,954,0001,698
U.S. Government securities$55,865,0001,564
U.S. Treasury securities$1,193,0004,730
U.S. Government agency obligations$54,672,0001,355
Securities issued by states & political subdivisions$10,116,0001,671
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$3,973,000977
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,796,0002,319
Mortgage-backed securities$41,591,0001,036
Certificates of participation in pools of residential mortgages$33,578,000839
Issued or guaranteed by U.S.$33,578,000827
Privately issued$0349
Collaterized mortgage obligations$8,013,0001,374
CMOs issued by government agencies or sponsored agencies$8,013,0001,271
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)$11,746,0002,096
Available-for-sale securities (fair market value)$58,208,0001,503
Total debt securities$65,981,0001,717
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$59,684,0001,941
U.S. Government securities$46,654,0001,946
U.S. Treasury securities$1,997,0005,240
U.S. Government agency obligations$44,657,0001,593
Securities issued by states & political subdivisions$9,407,0001,564
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 securities$0390
Equity securities$3,623,000995
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,806,0001,870
Mortgage-backed securities$40,599,0001,019
Certificates of participation in pools of residential mortgages$40,599,000747
Issued or guaranteed by U.S.$40,599,000734
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,447,0002,551
Available-for-sale securities (fair market value)$48,237,0001,672
Total debt securities$56,061,0001,990
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$70,446,0001,717
U.S. Government securities$56,682,0001,715
U.S. Treasury securities$1,991,0006,090
U.S. Government agency obligations$54,691,0001,335
Securities issued by states & political subdivisions$10,018,0001,458
Other domestic debt securities$1,014,0002,029
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$1,014,0001,529
Foreign debt securities$0466
Equity securities$2,732,0001,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,901,0001,618
Mortgage-backed securities$49,825,000938
Certificates of participation in pools of residential mortgages$49,825,000690
Issued or guaranteed by U.S.$49,825,000676
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,811,0002,680
Available-for-sale securities (fair market value)$57,635,0001,409
Total debt securities$67,714,0001,732
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$85,680,0001,466
U.S. Government securities$72,933,0001,400
U.S. Treasury securities$1,015,0008,386
U.S. Government agency obligations$71,918,0001,053
Securities issued by states & political subdivisions$9,003,0001,630
Other domestic debt securities$1,038,0002,424
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,038,0001,880
Foreign debt securities$0553
Equity securities$2,706,0001,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,901,000751
Mortgage-backed securities$63,605,000813
Certificates of participation in pools of residential mortgages$63,605,000576
Issued or guaranteed by U.S.$63,605,000561
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,316,0002,600
Available-for-sale securities (fair market value)$71,364,0001,183
Total debt securities$82,974,0001,477
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$98,245,0001,311
U.S. Government securities$81,594,0001,294
U.S. Treasury securities$1,004,0009,557
U.S. Government agency obligations$80,590,000914
Securities issued by states & political subdivisions$11,955,0001,212
Other domestic debt securities$1,986,0002,062
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$1,986,0001,618
Foreign debt securities$0600
Equity securities$2,710,0001,039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,605,000753
Mortgage-backed securities$60,328,000891
Certificates of participation in pools of residential mortgages$60,328,000606
Issued or guaranteed by U.S.$60,328,000586
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,476,0004,218
Available-for-sale securities (fair market value)$82,769,000682
Total debt securities$95,535,0001,317
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$98,553,0001,389
U.S. Government securities$81,786,0001,367
U.S. Treasury securities$15,671,0002,352
U.S. Government agency obligations$66,115,0001,126
Securities issued by states & political subdivisions$10,923,0001,367
Other domestic debt securities$3,134,0001,834
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$3,134,0001,386
Foreign debt securities$0649
Equity securities$2,710,0001,152
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,031,000652
Mortgage-backed securities$42,866,0001,263
Certificates of participation in pools of residential mortgages$42,866,000835
Issued or guaranteed by U.S.$42,866,000808
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$95,843,0001,378
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$98,412,0001,369
U.S. Government securities$88,519,0001,236
U.S. Treasury securities$37,293,000997
U.S. Government agency obligations$51,226,0001,359
Securities issued by states & political subdivisions$4,069,0003,282
Other domestic debt securities$3,114,0002,274
Privately issued residential mortgage-backed securities$78,0003,624
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,036,0001,629
Foreign debt securities$0699
Equity securities$2,710,0001,013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,815,000667
Mortgage-backed securities$22,261,0002,117
Certificates of participation in pools of residential mortgages$22,183,0001,389
Issued or guaranteed by U.S.$22,183,0001,355
Privately issued$0831
Collaterized mortgage obligations$78,0007,039
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$78,0003,115
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$95,702,0001,381
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