Lake Forest Bank & Trust Company, Securities

2020-09-30Rank
Total securities$379,742,000427
U.S. Government securities$339,730,000317
U.S. Treasury securities$01,216
U.S. Government agency obligations$339,730,000301
Securities issued by states & political subdivisions$31,414,0001,264
Other domestic debt securities$8,605,000825
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$8,605,000542
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$328,693,000232
Mortgage-backed securities$230,193,000367
Certificates of participation in pools of residential mortgages$230,193,000233
Issued or guaranteed by U.S.$230,193,000232
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$86,028,000207
Available-for-sale securities (fair market value)$293,721,000490
Total debt securities$379,749,000420
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$199,224,00044
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$199,182,00021
2020-06-30Rank
Total securities$432,973,000375
U.S. Government securities$395,419,000283
U.S. Treasury securities$01,251
U.S. Government agency obligations$395,419,000268
Securities issued by states & political subdivisions$29,067,0001,288
Other domestic debt securities$8,495,000783
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$8,495,000527
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$398,180,000206
Mortgage-backed securities$268,260,000329
Certificates of participation in pools of residential mortgages$268,109,000198
Issued or guaranteed by U.S.$268,109,000196
Privately issued$0251
Collaterized mortgage obligations$151,0002,733
CMOs issued by government agencies or sponsored agencies$151,0002,687
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$86,086,000212
Available-for-sale securities (fair market value)$346,895,000399
Total debt securities$432,981,000370
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$210,555,00044
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$209,141,00023
2020-03-31Rank
Total securities$506,428,000327
U.S. Government securities$467,823,000261
U.S. Treasury securities$01,297
U.S. Government agency obligations$467,823,000248
Securities issued by states & political subdivisions$28,740,0001,183
Other domestic debt securities$9,874,000693
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$9,874,000447
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$157,628,000392
Mortgage-backed securities$299,379,000297
Certificates of participation in pools of residential mortgages$295,919,000185
Issued or guaranteed by U.S.$295,919,000184
Privately issued$0267
Collaterized mortgage obligations$3,460,0001,819
CMOs issued by government agencies or sponsored agencies$3,460,0001,775
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$103,477,000192
Available-for-sale securities (fair market value)$402,960,000344
Total debt securities$506,437,000323
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$200,598,00045
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$200,308,00026
2019-12-31Rank
Total securities$535,241,000308
U.S. Government securities$495,347,000253
U.S. Treasury securities$01,363
U.S. Government agency obligations$495,347,000241
Securities issued by states & political subdivisions$31,241,0001,064
Other domestic debt securities$8,653,000701
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$8,653,000458
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$171,707,000352
Mortgage-backed securities$250,609,000326
Certificates of participation in pools of residential mortgages$243,263,000211
Issued or guaranteed by U.S.$243,263,000208
Privately issued$0249
Collaterized mortgage obligations$7,346,0001,356
CMOs issued by government agencies or sponsored agencies$7,346,0001,319
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$184,703,000137
Available-for-sale securities (fair market value)$350,538,000376
Total debt securities$535,240,000302
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$79,162,00049
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$79,156,00027
2019-09-30Rank
Total securities$434,255,000353
U.S. Government securities$394,859,000285
U.S. Treasury securities$9,996,000456
U.S. Government agency obligations$384,863,000272
Securities issued by states & political subdivisions$30,780,0001,067
Other domestic debt securities$8,616,000699
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$8,616,000457
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,690,000301
Mortgage-backed securities$177,652,000405
Certificates of participation in pools of residential mortgages$168,676,000258
Issued or guaranteed by U.S.$168,676,000254
Privately issued$0287
Collaterized mortgage obligations$8,976,0001,240
CMOs issued by government agencies or sponsored agencies$8,976,0001,204
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$181,027,000150
Available-for-sale securities (fair market value)$253,228,000494
Total debt securities$434,255,000347
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$106,454,00049
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$106,460,00026
2019-06-30Rank
Total securities$452,420,000343
U.S. Government securities$413,317,000283
U.S. Treasury securities$01,467
U.S. Government agency obligations$413,317,000266
Securities issued by states & political subdivisions$30,815,0001,086
Other domestic debt securities$8,288,000691
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$8,288,000472
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,424,000336
Mortgage-backed securities$183,781,000398
Certificates of participation in pools of residential mortgages$173,907,000248
Issued or guaranteed by U.S.$173,907,000248
Privately issued$0244
Collaterized mortgage obligations$9,874,0001,181
CMOs issued by government agencies or sponsored agencies$9,874,0001,146
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$211,092,000138
Available-for-sale securities (fair market value)$241,328,000514
Total debt securities$452,420,000337
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$82,753,00049
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$82,758,00026
2019-03-31Rank
Total securities$448,840,000348
U.S. Government securities$408,681,000286
U.S. Treasury securities$01,516
U.S. Government agency obligations$408,681,000269
Securities issued by states & political subdivisions$31,681,0001,091
Other domestic debt securities$8,478,000685
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$8,478,000468
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$149,753,000412
Mortgage-backed securities$188,746,000382
Certificates of participation in pools of residential mortgages$178,077,000245
Issued or guaranteed by U.S.$178,077,000244
Privately issued$0248
Collaterized mortgage obligations$10,669,0001,129
CMOs issued by government agencies or sponsored agencies$10,669,0001,092
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$203,087,000145
Available-for-sale securities (fair market value)$245,753,000500
Total debt securities$448,840,000343
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$54,577,00047
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$54,569,00032
2018-12-31Rank
Total securities$463,989,000338
U.S. Government securities$425,451,000279
U.S. Treasury securities$01,513
U.S. Government agency obligations$425,451,000259
Securities issued by states & political subdivisions$30,207,0001,167
Other domestic debt securities$8,331,000669
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$8,331,000467
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,000,000353
Mortgage-backed securities$205,776,000360
Certificates of participation in pools of residential mortgages$195,050,000226
Issued or guaranteed by U.S.$195,050,000225
Privately issued$0211
Collaterized mortgage obligations$10,726,0001,125
CMOs issued by government agencies or sponsored agencies$10,726,0001,088
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$203,379,000153
Available-for-sale securities (fair market value)$260,610,000475
Total debt securities$463,989,000333
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$52,235,00045
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$52,217,00034
2018-09-30Rank
Total securities$346,702,000428
U.S. Government securities$307,633,000339
U.S. Treasury securities$01,500
U.S. Government agency obligations$307,633,000321
Securities issued by states & political subdivisions$30,515,0001,169
Other domestic debt securities$8,554,000630
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$8,554,000459
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,395,000342
Mortgage-backed securities$180,773,000396
Certificates of participation in pools of residential mortgages$169,713,000263
Issued or guaranteed by U.S.$169,713,000262
Privately issued$0145
Collaterized mortgage obligations$11,060,0001,087
CMOs issued by government agencies or sponsored agencies$11,060,0001,049
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$151,960,000191
Available-for-sale securities (fair market value)$194,742,000612
Total debt securities$346,702,000421
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$63,188,00043
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$63,158,00039
2018-06-30Rank
Total securities$341,812,000432
U.S. Government securities$304,245,000340
U.S. Treasury securities$01,475
U.S. Government agency obligations$304,245,000327
Securities issued by states & political subdivisions$28,960,0001,262
Other domestic debt securities$8,607,000722
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$8,607,000459
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,799,000330
Mortgage-backed securities$187,385,000384
Certificates of participation in pools of residential mortgages$175,697,000260
Issued or guaranteed by U.S.$175,697,000259
Privately issued$0453
Collaterized mortgage obligations$11,688,0001,053
CMOs issued by government agencies or sponsored agencies$11,688,0001,015
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$140,388,000196
Available-for-sale securities (fair market value)$201,424,000592
Total debt securities$341,812,000425
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$59,429,00043
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$59,384,00037
2018-03-31Rank
Total securities$353,170,000428
U.S. Government securities$315,243,000334
U.S. Treasury securities$01,426
U.S. Government agency obligations$315,243,000320
Securities issued by states & political subdivisions$29,053,0001,286
Other domestic debt securities$8,874,000623
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$8,874,000461
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,973,000371
Mortgage-backed securities$173,393,000421
Certificates of participation in pools of residential mortgages$160,719,000288
Issued or guaranteed by U.S.$160,719,000287
Privately issued$067
Collaterized mortgage obligations$12,674,000990
CMOs issued by government agencies or sponsored agencies$12,674,000945
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$140,413,000198
Available-for-sale securities (fair market value)$212,757,000577
Total debt securities$353,170,000419
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$49,133,00043
Revaluation gains on off-balance sheet contracts$49,133,00034
Revaluation losses on off-balance sheet contracts$49,090,00037
2017-12-31Rank
Total securities$341,247,000439
U.S. Government securities$309,978,000341
U.S. Treasury securities$19,835,000264
U.S. Government agency obligations$290,143,000344
Securities issued by states & political subdivisions$29,266,0001,324
Other domestic debt securities$2,003,0001,201
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$2,003,000955
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,990,000324
Mortgage-backed securities$148,408,000464
Certificates of participation in pools of residential mortgages$134,288,000327
Issued or guaranteed by U.S.$134,288,000326
Privately issued$064
Collaterized mortgage obligations$14,120,000925
CMOs issued by government agencies or sponsored agencies$14,120,000881
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$140,436,000200
Available-for-sale securities (fair market value)$200,811,000616
Total debt securities$341,247,000432
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$33,360,00047
Revaluation gains on off-balance sheet contracts$33,360,00041
Revaluation losses on off-balance sheet contracts$33,329,00039
2017-09-30Rank
Total securities$306,598,000485
U.S. Government securities$269,815,000385
U.S. Treasury securities$19,864,000259
U.S. Government agency obligations$249,951,000390
Securities issued by states & political subdivisions$31,831,0001,232
Other domestic debt securities$3,980,000936
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$3,980,000728
Foreign debt securities$972,000213
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,946,000333
Mortgage-backed securities$105,215,000617
Certificates of participation in pools of residential mortgages$90,355,000459
Issued or guaranteed by U.S.$90,355,000458
Privately issued$069
Collaterized mortgage obligations$14,860,000896
CMOs issued by government agencies or sponsored agencies$14,860,000854
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$143,450,000200
Available-for-sale securities (fair market value)$163,148,000766
Total debt securities$306,598,000477
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$33,576,00049
Revaluation gains on off-balance sheet contracts$33,576,00040
Revaluation losses on off-balance sheet contracts$33,533,00035
2017-06-30Rank
Total securities$294,454,000515
U.S. Government securities$261,462,000398
U.S. Treasury securities$19,847,000263
U.S. Government agency obligations$241,615,000407
Securities issued by states & political subdivisions$28,036,0001,408
Other domestic debt securities$3,982,000952
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$3,982,000740
Foreign debt securities$974,000217
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,017,000363
Mortgage-backed securities$96,880,000656
Certificates of participation in pools of residential mortgages$90,630,000455
Issued or guaranteed by U.S.$90,630,000454
Privately issued$067
Collaterized mortgage obligations$6,250,0001,427
CMOs issued by government agencies or sponsored agencies$6,250,0001,374
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$139,569,000204
Available-for-sale securities (fair market value)$154,885,000808
Total debt securities$294,454,000508
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$35,301,00048
Revaluation gains on off-balance sheet contracts$35,301,00039
Revaluation losses on off-balance sheet contracts$35,248,00036
2017-03-31Rank
Total securities$328,400,000472
U.S. Government securities$294,937,000358
U.S. Treasury securities$19,859,000269
U.S. Government agency obligations$275,078,000365
Securities issued by states & political subdivisions$27,505,0001,453
Other domestic debt securities$4,985,000878
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$4,985,000672
Foreign debt securities$973,000220
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,595,000372
Mortgage-backed securities$120,336,000569
Certificates of participation in pools of residential mortgages$113,782,000386
Issued or guaranteed by U.S.$113,782,000385
Privately issued$066
Collaterized mortgage obligations$6,554,0001,401
CMOs issued by government agencies or sponsored agencies$6,554,0001,340
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$129,040,000226
Available-for-sale securities (fair market value)$199,360,000652
Total debt securities$328,400,000467
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$36,560,00046
Revaluation gains on off-balance sheet contracts$36,560,00038
Revaluation losses on off-balance sheet contracts$36,476,00036
2016-12-31Rank
Total securities$284,772,000529
U.S. Government securities$252,239,000405
U.S. Treasury securities$19,830,000271
U.S. Government agency obligations$232,409,000407
Securities issued by states & political subdivisions$26,577,0001,480
Other domestic debt securities$4,983,000873
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$4,983,000657
Foreign debt securities$973,000208
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,949,000358
Mortgage-backed securities$90,668,000707
Certificates of participation in pools of residential mortgages$90,668,000465
Issued or guaranteed by U.S.$90,668,000464
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$116,081,000237
Available-for-sale securities (fair market value)$168,691,000755
Total debt securities$284,772,000520
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$41,345,00047
Revaluation gains on off-balance sheet contracts$41,345,00039
Revaluation losses on off-balance sheet contracts$39,459,00038
2016-09-30Rank
Total securities$328,621,000468
U.S. Government securities$291,445,000363
U.S. Treasury securities$10,009,000358
U.S. Government agency obligations$281,436,000354
Securities issued by states & political subdivisions$28,205,0001,417
Other domestic debt securities$4,974,000879
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$4,974,000661
Foreign debt securities$972,000204
Equity securities$3,025,000320
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$198,235,000347
Mortgage-backed securities$104,378,000629
Certificates of participation in pools of residential mortgages$101,022,000419
Issued or guaranteed by U.S.$101,022,000418
Privately issued$067
Collaterized mortgage obligations$3,356,0001,857
CMOs issued by government agencies or sponsored agencies$3,356,0001,789
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$151,253,000190
Available-for-sale securities (fair market value)$177,368,000715
Total debt securities$325,596,000464
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$80,384,00046
Revaluation gains on off-balance sheet contracts$80,384,00039
Revaluation losses on off-balance sheet contracts$80,208,00036
2016-06-30Rank
Total securities$222,949,000656
U.S. Government securities$184,260,000534
U.S. Treasury securities$35,014,000161
U.S. Government agency obligations$149,246,000603
Securities issued by states & political subdivisions$27,761,0001,447
Other domestic debt securities$5,016,000874
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$5,016,000648
Foreign debt securities$972,000204
Equity securities$4,940,000239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$201,894,000342
Mortgage-backed securities$14,964,0002,382
Certificates of participation in pools of residential mortgages$11,564,0002,151
Issued or guaranteed by U.S.$11,564,0002,147
Privately issued$071
Collaterized mortgage obligations$3,400,0001,871
CMOs issued by government agencies or sponsored agencies$3,400,0001,801
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$133,126,000223
Available-for-sale securities (fair market value)$89,823,0001,358
Total debt securities$218,009,000662
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$89,468,00045
Revaluation gains on off-balance sheet contracts$89,468,00038
Revaluation losses on off-balance sheet contracts$89,425,00034
2016-03-31Rank
Total securities$204,498,000720
U.S. Government securities$165,439,000607
U.S. Treasury securities$35,022,000169
U.S. Government agency obligations$130,417,000708
Securities issued by states & political subdivisions$27,366,0001,433
Other domestic debt securities$5,005,000879
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$5,005,000655
Foreign debt securities$1,971,000149
Equity securities$4,717,000242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$192,807,000359
Mortgage-backed securities$12,779,0002,579
Certificates of participation in pools of residential mortgages$8,177,0002,550
Issued or guaranteed by U.S.$8,177,0002,548
Privately issued$066
Collaterized mortgage obligations$4,602,0001,680
CMOs issued by government agencies or sponsored agencies$4,602,0001,612
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$116,530,000250
Available-for-sale securities (fair market value)$87,968,0001,400
Total debt securities$199,781,000732
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$72,780,00046
Revaluation gains on off-balance sheet contracts$72,780,00039
Revaluation losses on off-balance sheet contracts$73,449,00035
2015-12-31Rank
Total securities$272,624,000571
U.S. Government securities$232,630,000455
U.S. Treasury securities$54,465,000135
U.S. Government agency obligations$178,165,000533
Securities issued by states & political subdivisions$28,067,0001,411
Other domestic debt securities$5,012,000866
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$5,012,000642
Foreign debt securities$1,972,000139
Equity securities$4,943,000240
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$182,691,000374
Mortgage-backed securities$77,997,000791
Certificates of participation in pools of residential mortgages$73,409,000560
Issued or guaranteed by U.S.$73,409,000559
Privately issued$066
Collaterized mortgage obligations$4,588,0001,692
CMOs issued by government agencies or sponsored agencies$4,588,0001,633
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$99,156,000286
Available-for-sale securities (fair market value)$173,468,000743
Total debt securities$267,681,000566
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$42,089,00049
Revaluation gains on off-balance sheet contracts$42,089,00040
Revaluation losses on off-balance sheet contracts$41,750,00037
2015-09-30Rank
Total securities$233,859,000644
U.S. Government securities$189,921,000541
U.S. Treasury securities$54,854,000125
U.S. Government agency obligations$135,067,000700
Securities issued by states & political subdivisions$31,132,0001,266
Other domestic debt securities$6,029,000798
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$6,029,000581
Foreign debt securities$1,969,000142
Equity securities$4,808,000248
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,436,000361
Mortgage-backed securities$54,683,0001,053
Certificates of participation in pools of residential mortgages$50,026,000785
Issued or guaranteed by U.S.$50,026,000785
Privately issued$065
Collaterized mortgage obligations$4,657,0001,709
CMOs issued by government agencies or sponsored agencies$4,657,0001,645
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$233,859,000560
Total debt securities$229,051,000646
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$56,374,00048
Revaluation gains on off-balance sheet contracts$56,374,00039
Revaluation losses on off-balance sheet contracts$56,239,00037
2015-06-30Rank
Total securities$215,246,000701
U.S. Government securities$171,415,000606
U.S. Treasury securities$54,383,000125
U.S. Government agency obligations$117,032,000817
Securities issued by states & political subdivisions$29,891,0001,308
Other domestic debt securities$7,138,000722
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$7,138,000517
Foreign debt securities$1,967,000147
Equity securities$4,835,000245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,421,000456
Mortgage-backed securities$57,744,0001,027
Certificates of participation in pools of residential mortgages$48,668,000835
Issued or guaranteed by U.S.$48,668,000835
Privately issued$067
Collaterized mortgage obligations$9,076,0001,322
CMOs issued by government agencies or sponsored agencies$9,076,0001,260
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$215,246,000607
Total debt securities$210,411,000713
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$35,585,00052
Revaluation gains on off-balance sheet contracts$35,585,00042
Revaluation losses on off-balance sheet contracts$35,275,00038
2015-03-31Rank
Total securities$179,132,000845
U.S. Government securities$136,598,000744
U.S. Treasury securities$54,922,000119
U.S. Government agency obligations$81,676,0001,120
Securities issued by states & political subdivisions$28,501,0001,351
Other domestic debt securities$7,141,000718
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$7,141,000517
Foreign debt securities$2,056,000138
Equity securities$4,836,000247
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$166,169,000418
Mortgage-backed securities$19,975,0002,201
Certificates of participation in pools of residential mortgages$10,134,0002,454
Issued or guaranteed by U.S.$10,134,0002,452
Privately issued$070
Collaterized mortgage obligations$9,841,0001,306
CMOs issued by government agencies or sponsored agencies$9,841,0001,246
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$179,132,000732
Total debt securities$174,296,000858
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$45,831,00049
Revaluation gains on off-balance sheet contracts$45,831,00041
Revaluation losses on off-balance sheet contracts$45,946,00040
2014-12-31Rank
Total securities$214,242,000708
U.S. Government securities$173,902,000592
U.S. Treasury securities$94,526,00080
U.S. Government agency obligations$79,376,0001,148
Securities issued by states & political subdivisions$26,490,0001,421
Other domestic debt securities$7,144,000710
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$7,144,000512
Foreign debt securities$2,056,000125
Equity securities$4,650,000254
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,799,000394
Mortgage-backed securities$19,227,0002,279
Certificates of participation in pools of residential mortgages$9,466,0002,581
Issued or guaranteed by U.S.$9,466,0002,576
Privately issued$075
Collaterized mortgage obligations$9,761,0001,339
CMOs issued by government agencies or sponsored agencies$9,761,0001,277
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$214,242,000599
Total debt securities$209,592,000716
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$35,052,00054
Revaluation gains on off-balance sheet contracts$35,052,00041
Revaluation losses on off-balance sheet contracts$34,970,00039
2014-09-30Rank
Total securities$227,402,000666
U.S. Government securities$190,402,000549
U.S. Treasury securities$94,297,00075
U.S. Government agency obligations$96,105,000989
Securities issued by states & political subdivisions$23,087,0001,628
Other domestic debt securities$7,154,000744
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$7,154,000523
Foreign debt securities$2,060,000122
Equity securities$4,699,000263
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$196,973,000356
Mortgage-backed securities$17,451,0002,452
Certificates of participation in pools of residential mortgages$7,678,0002,925
Issued or guaranteed by U.S.$7,678,0002,923
Privately issued$073
Collaterized mortgage obligations$9,773,0001,365
CMOs issued by government agencies or sponsored agencies$9,773,0001,292
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$227,402,000568
Total debt securities$222,703,000664
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$29,620,00054
Revaluation gains on off-balance sheet contracts$29,620,00042
Revaluation losses on off-balance sheet contracts$29,304,00037
2014-06-30Rank
Total securities$227,780,000662
U.S. Government securities$190,608,000555
U.S. Treasury securities$94,353,00068
U.S. Government agency obligations$96,255,0001,004
Securities issued by states & political subdivisions$23,126,0001,626
Other domestic debt securities$7,155,000761
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$7,155,000530
Foreign debt securities$2,154,000118
Equity securities$4,737,000265
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,533,000364
Mortgage-backed securities$17,776,0002,470
Certificates of participation in pools of residential mortgages$7,903,0002,943
Issued or guaranteed by U.S.$7,903,0002,943
Privately issued$075
Collaterized mortgage obligations$9,873,0001,370
CMOs issued by government agencies or sponsored agencies$9,873,0001,303
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$227,780,000565
Total debt securities$223,043,000676
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$34,278,00056
Revaluation gains on off-balance sheet contracts$34,278,00041
Revaluation losses on off-balance sheet contracts$34,033,00038
2014-03-31Rank
Total securities$226,808,000678
U.S. Government securities$189,869,000558
U.S. Treasury securities$58,989,00089
U.S. Government agency obligations$130,880,000767
Securities issued by states & political subdivisions$23,044,0001,627
Other domestic debt securities$7,148,000779
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$7,148,000549
Foreign debt securities$2,151,000125
Equity securities$4,596,000276
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,082,000389
Mortgage-backed securities$18,958,0002,405
Certificates of participation in pools of residential mortgages$9,118,0002,764
Issued or guaranteed by U.S.$9,118,0002,764
Privately issued$076
Collaterized mortgage obligations$9,840,0001,370
CMOs issued by government agencies or sponsored agencies$9,840,0001,304
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$226,808,000587
Total debt securities$222,212,000681
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$32,267,00056
Revaluation gains on off-balance sheet contracts$32,267,00041
Revaluation losses on off-balance sheet contracts$32,129,00038
2013-12-31Rank
Total securities$261,626,000592
U.S. Government securities$228,739,000477
U.S. Treasury securities$58,575,00086
U.S. Government agency obligations$170,164,000605
Securities issued by states & political subdivisions$19,225,0001,905
Other domestic debt securities$7,178,000805
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$7,178,000553
Foreign debt securities$2,139,000124
Equity securities$4,345,000290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,760,000336
Mortgage-backed securities$33,658,0001,707
Certificates of participation in pools of residential mortgages$23,811,0001,575
Issued or guaranteed by U.S.$23,811,0001,575
Privately issued$081
Collaterized mortgage obligations$9,847,0001,378
CMOs issued by government agencies or sponsored agencies$9,847,0001,307
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$261,626,000506
Total debt securities$257,281,000591
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$32,122,00057
Revaluation gains on off-balance sheet contracts$32,122,00041
Revaluation losses on off-balance sheet contracts$31,754,00039
2013-09-30Rank
Total securities$224,944,000688
U.S. Government securities$192,847,000550
U.S. Treasury securities$18,573,000188
U.S. Government agency obligations$174,274,000594
Securities issued by states & political subdivisions$18,429,0001,986
Other domestic debt securities$7,524,000807
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$7,524,000552
Foreign debt securities$2,138,000123
Equity securities$4,006,000310
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$201,286,000333
Mortgage-backed securities$19,113,0002,408
Certificates of participation in pools of residential mortgages$9,208,0002,758
Issued or guaranteed by U.S.$9,208,0002,755
Privately issued$080
Collaterized mortgage obligations$9,905,0001,381
CMOs issued by government agencies or sponsored agencies$9,905,0001,315
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$224,944,000605
Total debt securities$220,938,000689
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$35,590,00057
Revaluation gains on off-balance sheet contracts$35,590,00042
Revaluation losses on off-balance sheet contracts$35,428,00040
2013-06-30Rank
Total securities$248,851,000622
U.S. Government securities$214,748,000511
U.S. Treasury securities$18,583,000190
U.S. Government agency obligations$196,165,000527
Securities issued by states & political subdivisions$19,829,0001,849
Other domestic debt securities$7,731,000804
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$7,731,000559
Foreign debt securities$2,146,000125
Equity securities$4,397,000295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$169,317,000389
Mortgage-backed securities$20,349,0002,347
Certificates of participation in pools of residential mortgages$10,418,0002,587
Issued or guaranteed by U.S.$10,418,0002,585
Privately issued$083
Collaterized mortgage obligations$9,931,0001,403
CMOs issued by government agencies or sponsored agencies$9,931,0001,331
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$248,851,000548
Total debt securities$244,454,000621
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$29,670,00057
Revaluation gains on off-balance sheet contracts$29,670,00041
Revaluation losses on off-balance sheet contracts$29,488,00040
2013-03-31Rank
Total securities$256,731,000612
U.S. Government securities$223,159,000500
U.S. Treasury securities$19,742,000189
U.S. Government agency obligations$203,417,000525
Securities issued by states & political subdivisions$18,264,0001,964
Other domestic debt securities$8,185,000802
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$8,185,000539
Foreign debt securities$2,324,000121
Equity securities$4,799,000286
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$178,634,000375
Mortgage-backed securities$23,186,0002,213
Certificates of participation in pools of residential mortgages$12,886,0002,336
Issued or guaranteed by U.S.$12,886,0002,336
Privately issued$083
Collaterized mortgage obligations$10,300,0001,421
CMOs issued by government agencies or sponsored agencies$10,300,0001,345
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$256,731,000547
Total debt securities$251,932,000611
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$43,349,00056
Revaluation gains on off-balance sheet contracts$43,349,00042
Revaluation losses on off-balance sheet contracts$43,522,00041
2012-12-31Rank
Total securities$253,818,000603
U.S. Government securities$221,401,000489
U.S. Treasury securities$19,925,000190
U.S. Government agency obligations$201,476,000511
Securities issued by states & political subdivisions$17,257,0002,033
Other domestic debt securities$8,334,000773
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$8,334,000510
Foreign debt securities$2,480,000123
Equity securities$4,346,000288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,822,000334
Mortgage-backed securities$25,350,0002,095
Certificates of participation in pools of residential mortgages$14,981,0002,152
Issued or guaranteed by U.S.$14,981,0002,150
Privately issued$085
Collaterized mortgage obligations$10,369,0001,475
CMOs issued by government agencies or sponsored agencies$10,369,0001,386
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$253,818,000541
Total debt securities$249,472,000603
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$45,289,00056
Revaluation gains on off-balance sheet contracts$45,289,00042
Revaluation losses on off-balance sheet contracts$45,555,00041
2012-09-30Rank
Total securities$212,837,000731
U.S. Government securities$178,569,000604
U.S. Treasury securities$01,086
U.S. Government agency obligations$178,569,000582
Securities issued by states & political subdivisions$17,401,0001,972
Other domestic debt securities$9,987,000727
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$9,987,000488
Foreign debt securities$2,517,000120
Equity securities$4,363,000290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,034,000337
Mortgage-backed securities$27,679,0002,084
Certificates of participation in pools of residential mortgages$17,280,0002,061
Issued or guaranteed by U.S.$17,280,0002,059
Privately issued$088
Collaterized mortgage obligations$10,399,0001,552
CMOs issued by government agencies or sponsored agencies$10,399,0001,448
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$212,837,000656
Total debt securities$208,474,000729
Structured notes
Amortized cost$17,000,000265
Fair value$16,921,000271
Trading account assets$47,895,00054
Revaluation gains on off-balance sheet contracts$47,895,00042
Revaluation losses on off-balance sheet contracts$48,285,00042
2012-06-30Rank
Total securities$207,562,000733
U.S. Government securities$172,977,000630
U.S. Treasury securities$01,068
U.S. Government agency obligations$172,977,000612
Securities issued by states & political subdivisions$16,494,0002,002
Other domestic debt securities$11,330,000665
Privately issued residential mortgage-backed securities$1,368,000594
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$9,962,000479
Foreign debt securities$2,799,000108
Equity securities$3,962,000299
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$168,392,000398
Mortgage-backed securities$29,972,0001,999
Certificates of participation in pools of residential mortgages$18,302,0002,012
Issued or guaranteed by U.S.$18,302,0002,012
Privately issued$094
Collaterized mortgage obligations$11,670,0001,477
CMOs issued by government agencies or sponsored agencies$10,302,0001,475
Privately issued$1,368,000574
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$207,562,000655
Total debt securities$203,600,000731
Structured notes
Amortized cost$17,000,000288
Fair value$16,799,000298
Trading account assets$42,716,00057
Revaluation gains on off-balance sheet contracts$42,716,00042
Revaluation losses on off-balance sheet contracts$43,265,00043
2012-03-31Rank
Total securities$230,636,000691
U.S. Government securities$200,851,000564
U.S. Treasury securities$01,157
U.S. Government agency obligations$200,851,000546
Securities issued by states & political subdivisions$10,010,0002,670
Other domestic debt securities$12,601,000633
Privately issued residential mortgage-backed securities$1,529,000607
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$11,072,000441
Foreign debt securities$3,014,00086
Equity securities$4,160,000277
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$159,612,000415
Mortgage-backed securities$50,467,0001,371
Certificates of participation in pools of residential mortgages$48,938,000935
Issued or guaranteed by U.S.$48,938,000934
Privately issued$094
Collaterized mortgage obligations$1,529,0002,961
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$1,529,000587
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$230,636,000619
Total debt securities$226,476,000690
Structured notes
Amortized cost$18,000,000328
Fair value$17,711,000337
Trading account assets$34,064,00063
Revaluation gains on off-balance sheet contracts$34,064,00042
Revaluation losses on off-balance sheet contracts$34,400,00042
2011-12-31Rank
Total securities$182,009,000831
U.S. Government securities$152,464,000708
U.S. Treasury securities$01,076
U.S. Government agency obligations$152,464,000681
Securities issued by states & political subdivisions$9,699,0002,689
Other domestic debt securities$16,129,000551
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$16,129,000326
Foreign debt securities$0182
Equity securities$3,717,000287
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,425,000358
Mortgage-backed securities$19,553,0002,504
Certificates of participation in pools of residential mortgages$19,553,0001,807
Issued or guaranteed by U.S.$19,553,0001,806
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$182,009,000728
Total debt securities$178,292,000836
Structured notes
Amortized cost$28,000,000183
Fair value$27,803,000188
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$208,800,000702
U.S. Government securities$176,694,000593
U.S. Treasury securities$01,126
U.S. Government agency obligations$176,694,000570
Securities issued by states & political subdivisions$9,249,0002,695
Other domestic debt securities$22,857,000424
Privately issued residential mortgage-backed securities$285,0001,053
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$22,572,000229
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$180,725,000338
Mortgage-backed securities$21,275,0002,323
Certificates of participation in pools of residential mortgages$21,275,0001,646
Issued or guaranteed by U.S.$20,990,0001,660
Privately issued$285,000102
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$208,800,000620
Total debt securities$208,800,000693
Structured notes
Amortized cost$59,341,00072
Fair value$59,122,00072
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$178,944,000817
U.S. Government securities$147,305,000725
U.S. Treasury securities$9,873,000313
U.S. Government agency obligations$137,432,000750
Securities issued by states & political subdivisions$8,169,0002,814
Other domestic debt securities$23,470,000409
Privately issued residential mortgage-backed securities$627,000929
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$22,843,000212
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$147,249,000426
Mortgage-backed securities$10,707,0003,225
Certificates of participation in pools of residential mortgages$8,902,0002,793
Issued or guaranteed by U.S.$8,682,0002,815
Privately issued$220,000103
Collaterized mortgage obligations$407,0003,405
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$407,000959
Commercial mortgage-backed securities$1,398,000246
Commercial mortgage pass-through securities$1,398,000167
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$178,944,000718
Total debt securities$178,944,000803
Structured notes
Amortized cost$60,258,00080
Fair value$60,333,00079
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$220,194,000666
U.S. Government securities$186,247,000560
U.S. Treasury securities$9,415,000348
U.S. Government agency obligations$176,832,000574
Securities issued by states & political subdivisions$6,309,0003,135
Other domestic debt securities$27,638,000377
Privately issued residential mortgage-backed securities$651,000955
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$26,987,000188
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$138,613,000436
Mortgage-backed securities$27,196,0001,919
Certificates of participation in pools of residential mortgages$25,364,0001,349
Issued or guaranteed by U.S.$25,132,0001,354
Privately issued$232,000105
Collaterized mortgage obligations$419,0003,357
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$419,000997
Commercial mortgage-backed securities$1,413,000241
Commercial mortgage pass-through securities$1,413,000164
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$220,194,000586
Total debt securities$220,194,000655
Structured notes
Amortized cost$37,341,000162
Fair value$37,300,000162
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$227,451,000615
U.S. Government securities$191,788,000525
U.S. Treasury securities$9,409,000344
U.S. Government agency obligations$182,379,000525
Securities issued by states & political subdivisions$5,755,0003,244
Other domestic debt securities$29,908,000388
Privately issued residential mortgage-backed securities$604,0001,028
Commercial mortgage-backed securities - Total$1,433,000213
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$27,871,000182
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$134,347,000442
Mortgage-backed securities$11,013,0003,036
Certificates of participation in pools of residential mortgages$9,151,0002,565
Issued or guaranteed by U.S.$8,976,0002,589
Privately issued$175,000114
Collaterized mortgage obligations$429,0003,344
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$429,0001,050
Commercial mortgage-backed securities$1,433,000213
Commercial mortgage pass-through securities$1,433,000151
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$227,451,000547
Total debt securities$227,451,000604
Structured notes
Amortized cost$25,540,000236
Fair value$25,439,000232
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$202,163,000671
U.S. Government securities$169,380,000574
U.S. Treasury securities$01,180
U.S. Government agency obligations$169,380,000541
Securities issued by states & political subdivisions$9,883,0002,401
Other domestic debt securities$22,900,000445
Privately issued residential mortgage-backed securities$511,0001,143
Commercial mortgage-backed securities - Total$1,460,000188
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$20,929,000215
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$140,775,000424
Mortgage-backed securities$11,887,0002,925
Certificates of participation in pools of residential mortgages$9,916,0002,422
Issued or guaranteed by U.S.$9,916,0002,418
Privately issued$0141
Collaterized mortgage obligations$511,0003,273
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$511,0001,088
Commercial mortgage-backed securities$1,460,000188
Commercial mortgage pass-through securities$1,460,000129
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$202,163,000592
Total debt securities$202,163,000657
Structured notes
Amortized cost$2,498,0001,741
Fair value$2,652,0001,675
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$204,211,000658
U.S. Government securities$153,296,000633
U.S. Treasury securities$21,275,000178
U.S. Government agency obligations$132,021,000696
Securities issued by states & political subdivisions$9,840,0002,295
Other domestic debt securities$41,075,000294
Privately issued residential mortgage-backed securities$23,792,000252
Commercial mortgage-backed securities - Total$1,474,000185
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$15,809,000252
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$167,963,000364
Mortgage-backed securities$35,959,0001,463
Certificates of participation in pools of residential mortgages$10,693,0002,327
Issued or guaranteed by U.S.$10,693,0002,322
Privately issued$0148
Collaterized mortgage obligations$23,792,000870
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$23,792,000243
Commercial mortgage-backed securities$1,474,000185
Commercial mortgage pass-through securities$1,474,000124
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$204,211,000570
Total debt securities$204,211,000644
Structured notes
Amortized cost$29,679,000193
Fair value$29,816,000196
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$176,535,000761
U.S. Government securities$122,492,000769
U.S. Treasury securities$20,159,000183
U.S. Government agency obligations$102,333,000878
Securities issued by states & political subdivisions$9,933,0002,238
Other domestic debt securities$44,110,000301
Privately issued residential mortgage-backed securities$25,770,000252
Commercial mortgage-backed securities - Total$1,491,000195
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$16,849,000236
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$147,502,000414
Mortgage-backed securities$38,345,0001,435
Certificates of participation in pools of residential mortgages$11,084,0002,376
Issued or guaranteed by U.S.$11,084,0002,372
Privately issued$0145
Collaterized mortgage obligations$25,770,000808
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$25,770,000243
Commercial mortgage-backed securities$1,491,000195
Commercial mortgage pass-through securities$1,491,000128
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$176,535,000664
Total debt securities$176,535,000748
Structured notes
Amortized cost$54,788,00057
Fair value$55,032,00056
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$243,531,000533
U.S. Government securities$141,934,000653
U.S. Treasury securities$20,148,000158
U.S. Government agency obligations$121,786,000730
Securities issued by states & political subdivisions$11,910,0002,004
Other domestic debt securities$89,687,000183
Privately issued residential mortgage-backed securities$26,999,000256
Commercial mortgage-backed securities - Total$1,501,000192
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$61,187,00098
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$145,523,000423
Mortgage-backed securities$39,990,0001,430
Certificates of participation in pools of residential mortgages$11,490,0002,400
Issued or guaranteed by U.S.$11,490,0002,392
Privately issued$0157
Collaterized mortgage obligations$26,999,000784
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$26,999,000250
Commercial mortgage-backed securities$1,501,000192
Commercial mortgage pass-through securities$1,501,000126
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$243,531,000467
Total debt securities$243,531,000527
Structured notes
Amortized cost$32,934,00079
Fair value$33,069,00077
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$259,971,000495
U.S. Government securities$157,500,000581
U.S. Treasury securities$20,527,000154
U.S. Government agency obligations$136,973,000637
Securities issued by states & political subdivisions$12,476,0001,951
Other domestic debt securities$89,995,000203
Privately issued residential mortgage-backed securities$28,782,000265
Commercial mortgage-backed securities - Total$0419
Asset backed securities$48,004,00048
Structured financial products - Total$0375
Other domestic debt securities - All other$13,209,000302
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$182,404,000353
Mortgage-backed securities$40,836,0001,430
Certificates of participation in pools of residential mortgages$12,054,0002,396
Issued or guaranteed by U.S.$12,054,0002,386
Privately issued$0171
Collaterized mortgage obligations$28,782,000742
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$28,782,000259
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$259,971,000426
Total debt securities$259,971,000485
Structured notes
Amortized cost$9,354,000279
Fair value$9,523,000276
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$194,714,000651
U.S. Government securities$139,085,000641
U.S. Treasury securities$20,169,000149
U.S. Government agency obligations$118,916,000712
Securities issued by states & political subdivisions$12,277,0001,925
Other domestic debt securities$43,352,000343
Privately issued residential mortgage-backed securities$30,274,000268
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$13,078,000315
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$173,784,000354
Mortgage-backed securities$42,621,0001,371
Certificates of participation in pools of residential mortgages$12,347,0002,413
Issued or guaranteed by U.S.$12,347,0002,403
Privately issued$0181
Collaterized mortgage obligations$30,274,000697
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$30,274,000261
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$194,714,000557
Total debt securities$194,242,000637
Structured notes
Amortized cost$11,321,000134
Fair value$11,476,000130
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$229,950,000538
U.S. Government securities$173,203,000512
U.S. Treasury securities$21,870,000125
U.S. Government agency obligations$151,333,000581
Securities issued by states & political subdivisions$12,433,0001,811
Other domestic debt securities$44,314,000334
Privately issued residential mortgage-backed securities$32,170,000280
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,144,000329
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$178,781,000345
Mortgage-backed securities$45,310,0001,319
Certificates of participation in pools of residential mortgages$13,140,0002,370
Issued or guaranteed by U.S.$13,140,0002,359
Privately issued$0191
Collaterized mortgage obligations$32,170,000665
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$32,170,000270
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$229,950,000470
Total debt securities$229,950,000526
Structured notes
Amortized cost$11,739,00089
Fair value$11,808,00087
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$91,579,0001,331
U.S. Government securities$70,328,0001,221
U.S. Treasury securities$0973
U.S. Government agency obligations$70,328,0001,190
Securities issued by states & political subdivisions$12,339,0001,772
Other domestic debt securities$8,912,000898
Privately issued residential mortgage-backed securities$279,0001,408
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,633,000430
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$47,811,0001,136
Mortgage-backed securities$14,561,0002,818
Certificates of participation in pools of residential mortgages$14,282,0002,216
Issued or guaranteed by U.S.$14,282,0002,206
Privately issued$0188
Collaterized mortgage obligations$279,0003,361
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$279,0001,345
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$91,579,0001,157
Total debt securities$91,579,0001,314
Structured notes
Amortized cost$7,008,000185
Fair value$7,092,000184
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$258,908,000474
U.S. Government securities$239,238,000356
U.S. Treasury securities$01,019
U.S. Government agency obligations$239,238,000349
Securities issued by states & political subdivisions$10,516,0001,974
Other domestic debt securities$9,154,000864
Privately issued residential mortgage-backed securities$284,0001,380
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,870,000415
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$215,730,000294
Mortgage-backed securities$153,044,000440
Certificates of participation in pools of residential mortgages$152,760,000296
Issued or guaranteed by U.S.$152,760,000291
Privately issued$0192
Collaterized mortgage obligations$284,0003,282
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$284,0001,319
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$258,908,000402
Total debt securities$258,908,000465
Structured notes
Amortized cost$5,535,000233
Fair value$5,631,000227
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$256,949,000482
U.S. Government securities$237,216,000355
U.S. Treasury securities$01,021
U.S. Government agency obligations$237,216,000347
Securities issued by states & political subdivisions$10,728,0001,956
Other domestic debt securities$9,005,000906
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,005,000472
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$218,790,000294
Mortgage-backed securities$150,548,000448
Certificates of participation in pools of residential mortgages$150,548,000304
Issued or guaranteed by U.S.$150,548,000299
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$256,949,000412
Total debt securities$256,949,000466
Structured notes
Amortized cost$5,665,000244
Fair value$5,767,000239
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$137,284,000875
U.S. Government securities$117,494,000711
U.S. Treasury securities$01,044
U.S. Government agency obligations$117,494,000695
Securities issued by states & political subdivisions$10,795,0001,943
Other domestic debt securities$8,995,000894
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,995,000470
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$125,250,000442
Mortgage-backed securities$77,503,000741
Certificates of participation in pools of residential mortgages$77,503,000504
Issued or guaranteed by U.S.$77,503,000498
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$137,284,000758
Total debt securities$137,284,000851
Structured notes
Amortized cost$5,824,000241
Fair value$5,940,000239
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$193,994,000625
U.S. Government securities$180,514,000479
U.S. Treasury securities$5,038,000311
U.S. Government agency obligations$175,476,000483
Securities issued by states & political subdivisions$3,362,0003,639
Other domestic debt securities$10,118,000784
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,118,000412
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$189,460,000318
Mortgage-backed securities$106,432,000533
Certificates of participation in pools of residential mortgages$106,432,000364
Issued or guaranteed by U.S.$106,432,000360
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$193,994,000529
Total debt securities$193,994,000609
Structured notes
Amortized cost$5,954,000425
Fair value$6,066,000404
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$209,471,000597
U.S. Government securities$193,849,000459
U.S. Treasury securities$4,820,000355
U.S. Government agency obligations$189,029,000456
Securities issued by states & political subdivisions$3,453,0003,603
Other domestic debt securities$12,169,000665
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,169,000356
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$185,694,000318
Mortgage-backed securities$126,664,000451
Certificates of participation in pools of residential mortgages$126,664,000300
Issued or guaranteed by U.S.$126,664,000295
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$209,471,000502
Total debt securities$209,471,000578
Structured notes
Amortized cost$6,077,000519
Fair value$6,104,000514
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$205,093,000606
U.S. Government securities$193,449,000457
U.S. Treasury securities$4,642,000414
U.S. Government agency obligations$188,807,000455
Securities issued by states & political subdivisions$3,453,0003,602
Other domestic debt securities$8,191,000804
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,191,000457
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$136,388,000399
Mortgage-backed securities$127,746,000451
Certificates of participation in pools of residential mortgages$127,746,000306
Issued or guaranteed by U.S.$127,746,000299
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$205,093,000508
Total debt securities$205,093,000585
Structured notes
Amortized cost$6,257,000536
Fair value$6,190,000537
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$229,901,000544
U.S. Government securities$220,231,000417
U.S. Treasury securities$4,769,000434
U.S. Government agency obligations$215,462,000414
Securities issued by states & political subdivisions$3,453,0003,621
Other domestic debt securities$6,217,000931
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,217,000558
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$138,130,000396
Mortgage-backed securities$136,744,000432
Certificates of participation in pools of residential mortgages$136,744,000296
Issued or guaranteed by U.S.$136,744,000288
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$229,901,000459
Total debt securities$229,901,000526
Structured notes
Amortized cost$2,358,0001,253
Fair value$2,341,0001,251
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$218,034,000582
U.S. Government securities$209,362,000446
U.S. Treasury securities$4,745,000471
U.S. Government agency obligations$204,617,000441
Securities issued by states & political subdivisions$3,454,0003,630
Other domestic debt securities$5,218,0001,003
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,218,000632
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$129,646,000429
Mortgage-backed securities$140,682,000426
Certificates of participation in pools of residential mortgages$140,682,000293
Issued or guaranteed by U.S.$140,682,000286
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$218,034,000484
Total debt securities$218,034,000560
Structured notes
Amortized cost$2,438,0001,313
Fair value$2,422,0001,312
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$213,928,000601
U.S. Government securities$205,124,000460
U.S. Treasury securities$4,720,000494
U.S. Government agency obligations$200,404,000452
Securities issued by states & political subdivisions$3,545,0003,564
Other domestic debt securities$5,259,0001,009
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,259,000635
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$126,872,000434
Mortgage-backed securities$144,237,000429
Certificates of participation in pools of residential mortgages$144,237,000293
Issued or guaranteed by U.S.$144,237,000285
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$213,928,000496
Total debt securities$213,928,000584
Structured notes
Amortized cost$03,015
Fair value$03,015
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$240,078,000544
U.S. Government securities$208,844,000462
U.S. Treasury securities$4,550,000543
U.S. Government agency obligations$204,294,000459
Securities issued by states & political subdivisions$3,545,0003,571
Other domestic debt securities$27,689,000403
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$27,689,000197
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$122,898,000444
Mortgage-backed securities$144,314,000433
Certificates of participation in pools of residential mortgages$144,314,000306
Issued or guaranteed by U.S.$144,314,000300
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$240,078,000459
Total debt securities$240,078,000529
Structured notes
Amortized cost$15,179,000257
Fair value$14,995,000248
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$250,243,000527
U.S. Government securities$218,508,000464
U.S. Treasury securities$4,663,000580
U.S. Government agency obligations$213,845,000450
Securities issued by states & political subdivisions$3,545,0003,586
Other domestic debt securities$28,190,000400
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$28,190,000196
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$124,187,000443
Mortgage-backed securities$153,044,000421
Certificates of participation in pools of residential mortgages$153,044,000298
Issued or guaranteed by U.S.$153,044,000291
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$250,243,000448
Total debt securities$250,241,000514
Structured notes
Amortized cost$15,180,000273
Fair value$14,976,000269
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$198,756,000654
U.S. Government securities$194,687,000520
U.S. Treasury securities$4,754,000592
U.S. Government agency obligations$189,933,000514
Securities issued by states & political subdivisions$3,545,0003,605
Other domestic debt securities$524,0002,454
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$524,0001,939
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$101,375,000534
Mortgage-backed securities$133,559,000464
Certificates of participation in pools of residential mortgages$133,559,000338
Issued or guaranteed by U.S.$133,559,000332
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$198,756,000544
Total debt securities$198,756,000638
Structured notes
Amortized cost$15,000,000277
Fair value$14,775,000278
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$234,775,000562
U.S. Government securities$228,613,000448
U.S. Treasury securities$4,849,000566
U.S. Government agency obligations$223,764,000437
Securities issued by states & political subdivisions$3,636,0003,563
Other domestic debt securities$526,0002,492
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$526,0002,011
Foreign debt securities$0234
Equity securities$2,000,000847
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$132,017,000414
Mortgage-backed securities$138,485,000458
Certificates of participation in pools of residential mortgages$138,485,000328
Issued or guaranteed by U.S.$138,485,000322
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$234,775,000470
Total debt securities$232,775,000550
Structured notes
Amortized cost$15,000,000278
Fair value$14,827,000280
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$108,099,0001,160
U.S. Government securities$103,935,000882
U.S. Treasury securities$5,044,000551
U.S. Government agency obligations$98,891,000892
Securities issued by states & political subdivisions$3,636,0003,542
Other domestic debt securities$528,0002,569
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$528,0002,096
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,371,000729
Mortgage-backed securities$45,317,0001,063
Certificates of participation in pools of residential mortgages$45,317,000778
Issued or guaranteed by U.S.$45,317,000771
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$108,099,000986
Total debt securities$108,099,0001,122
Structured notes
Amortized cost$15,000,000284
Fair value$14,841,000289
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$215,119,000618
U.S. Government securities$210,853,000498
U.S. Treasury securities$14,427,000289
U.S. Government agency obligations$196,426,000503
Securities issued by states & political subdivisions$3,736,0003,504
Other domestic debt securities$530,0002,635
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$530,0002,181
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$85,865,000605
Mortgage-backed securities$117,532,000529
Certificates of participation in pools of residential mortgages$117,532,000390
Issued or guaranteed by U.S.$117,532,000386
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$215,119,000510
Total debt securities$215,119,000599
Structured notes
Amortized cost$15,000,000284
Fair value$14,756,000286
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$192,859,000689
U.S. Government securities$188,590,000553
U.S. Treasury securities$14,890,000288
U.S. Government agency obligations$173,700,000571
Securities issued by states & political subdivisions$3,738,0003,524
Other domestic debt securities$531,0002,676
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$531,0002,247
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$88,495,000581
Mortgage-backed securities$93,508,000644
Certificates of participation in pools of residential mortgages$93,508,000467
Issued or guaranteed by U.S.$93,508,000463
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$192,859,000575
Total debt securities$192,859,000668
Structured notes
Amortized cost$15,000,000275
Fair value$14,906,000276
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$144,240,000895
U.S. Government securities$138,247,000709
U.S. Treasury securities$7,934,000443
U.S. Government agency obligations$130,313,000716
Securities issued by states & political subdivisions$4,459,0003,237
Other domestic debt securities$1,534,0002,003
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$1,534,0001,651
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$80,592,000616
Mortgage-backed securities$76,970,000743
Certificates of participation in pools of residential mortgages$76,970,000550
Issued or guaranteed by U.S.$76,970,000546
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$144,240,000762
Total debt securities$144,240,000869
Structured notes
Amortized cost$15,000,000271
Fair value$14,991,000269
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$153,566,000853
U.S. Government securities$146,065,000693
U.S. Treasury securities$7,493,000480
U.S. Government agency obligations$138,572,000689
Securities issued by states & political subdivisions$4,898,0003,106
Other domestic debt securities$1,603,0002,037
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,603,0001,688
Foreign debt securities$0251
Equity securities$1,000,0001,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,877,000584
Mortgage-backed securities$85,728,000692
Certificates of participation in pools of residential mortgages$85,616,000519
Issued or guaranteed by U.S.$85,616,000516
Privately issued$0225
Collaterized mortgage obligations$112,0003,535
CMOs issued by government agencies or sponsored agencies$112,0003,234
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)$153,566,000726
Total debt securities$152,566,000831
Structured notes
Amortized cost$15,000,000266
Fair value$14,789,000263
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$119,517,0001,102
U.S. Government securities$110,852,000880
U.S. Treasury securities$5,017,000640
U.S. Government agency obligations$105,835,000878
Securities issued by states & political subdivisions$5,037,0003,067
Other domestic debt securities$2,542,0001,792
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$2,542,0001,440
Foreign debt securities$0264
Equity securities$1,086,0001,259
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,924,000786
Mortgage-backed securities$52,127,0001,029
Certificates of participation in pools of residential mortgages$50,902,000756
Issued or guaranteed by U.S.$50,902,000749
Privately issued$0230
Collaterized mortgage obligations$1,225,0002,653
CMOs issued by government agencies or sponsored agencies$1,225,0002,398
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)$119,517,000932
Total debt securities$118,431,0001,074
Structured notes
Amortized cost$51,589,00040
Fair value$52,816,00040
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$180,725,000748
U.S. Government securities$167,063,000643
U.S. Treasury securities$5,808,000608
U.S. Government agency obligations$161,255,000642
Securities issued by states & political subdivisions$3,076,0003,836
Other domestic debt securities$4,434,0001,362
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$4,434,0001,105
Foreign debt securities$0283
Equity securities$6,152,000540
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,800,000776
Mortgage-backed securities$72,766,000813
Certificates of participation in pools of residential mortgages$70,745,000613
Issued or guaranteed by U.S.$70,745,000605
Privately issued$0248
Collaterized mortgage obligations$2,021,0002,268
CMOs issued by government agencies or sponsored agencies$2,021,0002,142
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)$180,725,000642
Total debt securities$174,573,000754
Structured notes
Amortized cost$15,000,000182
Fair value$14,963,000183
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$137,187,000979
U.S. Government securities$123,526,000825
U.S. Treasury securities$1,951,0001,179
U.S. Government agency obligations$121,575,000795
Securities issued by states & political subdivisions$3,117,0003,805
Other domestic debt securities$4,386,0001,449
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,386,0001,191
Foreign debt securities$0291
Equity securities$6,158,000581
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,208,000801
Mortgage-backed securities$58,883,000932
Certificates of participation in pools of residential mortgages$56,838,000698
Issued or guaranteed by U.S.$56,838,000694
Privately issued$0253
Collaterized mortgage obligations$2,045,0002,295
CMOs issued by government agencies or sponsored agencies$2,045,0002,165
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)$137,187,000843
Total debt securities$131,029,000994
Structured notes
Amortized cost$15,000,000153
Fair value$15,014,000151
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$95,748,0001,351
U.S. Government securities$80,776,0001,162
U.S. Treasury securities$2,010,0001,174
U.S. Government agency obligations$78,766,0001,146
Securities issued by states & political subdivisions$2,238,0004,219
Other domestic debt securities$7,734,0001,076
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$7,734,000827
Foreign debt securities$0294
Equity securities$5,000,000692
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,352,000727
Mortgage-backed securities$25,996,0001,711
Certificates of participation in pools of residential mortgages$25,996,0001,258
Issued or guaranteed by U.S.$25,996,0001,253
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$95,748,0001,160
Total debt securities$90,748,0001,360
Structured notes
Amortized cost$15,000,000107
Fair value$15,000,000110
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$105,340,0001,216
U.S. Government securities$91,399,0001,036
U.S. Treasury securities$5,149,000658
U.S. Government agency obligations$86,250,0001,042
Securities issued by states & political subdivisions$1,010,0005,139
Other domestic debt securities$8,931,000993
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,931,000769
Foreign debt securities$0294
Equity securities$4,000,000797
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,458,000980
Mortgage-backed securities$15,980,0002,333
Certificates of participation in pools of residential mortgages$15,980,0001,748
Issued or guaranteed by U.S.$15,980,0001,743
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
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)$105,340,0001,033
Total debt securities$101,340,0001,206
Structured notes
Amortized cost$18,000,00059
Fair value$18,000,00062
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$104,069,0001,191
U.S. Government securities$89,316,0001,025
U.S. Treasury securities$5,244,000680
U.S. Government agency obligations$84,072,0001,040
Securities issued by states & political subdivisions$878,0005,323
Other domestic debt securities$7,875,0001,076
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,875,000856
Foreign debt securities$0302
Equity securities$6,000,000612
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,732,0002,625
Mortgage-backed securities$45,264,0001,105
Certificates of participation in pools of residential mortgages$45,264,000776
Issued or guaranteed by U.S.$45,264,000769
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
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)$104,069,0001,001
Total debt securities$98,069,0001,213
Structured notes
Amortized cost$3,000,000337
Fair value$3,008,000363
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$91,530,0001,244
U.S. Government securities$81,043,000997
U.S. Treasury securities$100,0003,114
U.S. Government agency obligations$80,943,000932
Securities issued by states & political subdivisions$671,0005,672
Other domestic debt securities$8,816,0001,016
Privately issued residential mortgage-backed securities$1,482,000711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,334,000886
Foreign debt securities$0319
Equity securities$1,000,0001,339
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,710,0001,747
Mortgage-backed securities$33,224,0001,291
Certificates of participation in pools of residential mortgages$31,742,000917
Issued or guaranteed by U.S.$31,742,000909
Privately issued$0260
Collaterized mortgage obligations$1,482,0002,990
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$1,482,000638
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)$91,530,0001,036
Total debt securities$90,530,0001,222
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$43,334,0002,487
U.S. Government securities$26,491,0002,926
U.S. Treasury securities$9,979,000659
U.S. Government agency obligations$16,512,0003,927
Securities issued by states & political subdivisions$1,070,0005,256
Other domestic debt securities$12,865,000698
Privately issued residential mortgage-backed securities$2,671,000500
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,194,000645
Foreign debt securities$0313
Equity securities$2,908,0001,244
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,329,0001,592
Mortgage-backed securities$7,641,0002,721
Certificates of participation in pools of residential mortgages$4,970,0002,638
Issued or guaranteed by U.S.$4,970,0002,620
Privately issued$0308
Collaterized mortgage obligations$2,671,0002,044
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$2,671,000444
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)$43,334,0001,983
Total debt securities$40,426,0002,569
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$57,812,0002,000
U.S. Government securities$27,322,0002,995
U.S. Treasury securities$9,459,000932
U.S. Government agency obligations$17,863,0003,801
Securities issued by states & political subdivisions$2,534,0004,219
Other domestic debt securities$20,983,000543
Privately issued residential mortgage-backed securities$2,439,000548
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,544,000452
Foreign debt securities$0343
Equity securities$6,973,000656
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,650,0001,403
Mortgage-backed securities$10,741,0002,416
Certificates of participation in pools of residential mortgages$8,302,0002,100
Issued or guaranteed by U.S.$8,302,0002,088
Privately issued$0307
Collaterized mortgage obligations$2,439,0002,263
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$2,439,000481
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)$57,812,0001,502
Total debt securities$50,839,0002,145
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$96,446,0001,203
U.S. Government securities$18,783,0004,091
U.S. Treasury securities$5,125,0002,170
U.S. Government agency obligations$13,658,0004,383
Securities issued by states & political subdivisions$195,0007,291
Other domestic debt securities$75,524,000195
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$75,524,000118
Foreign debt securities$0363
Equity securities$1,944,0001,549
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,067,0001,034
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,000,0003,413
Available-for-sale securities (fair market value)$91,446,000938
Total debt securities$94,502,0001,185
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$58,644,0001,974
U.S. Government securities$5,998,0008,093
U.S. Treasury securities$5,001,0003,232
U.S. Government agency obligations$997,0009,715
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$51,508,000204
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$51,508,000119
Foreign debt securities$0390
Equity securities$1,138,0002,135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,498,000636
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
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)$5,001,0004,144
Available-for-sale securities (fair market value)$53,643,0001,491
Total debt securities$57,506,0001,943
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 contractsNANA
1996-12-31Rank
Total securities$38,221,0003,166
U.S. Government securities$18,406,0004,714
U.S. Treasury securities$5,001,0003,806
U.S. Government agency obligations$13,405,0004,554
Securities issued by states & political subdivisions$317,0007,540
Other domestic debt securities$19,174,000375
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$19,174,000224
Foreign debt securities$0466
Equity securities$324,0004,357
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,731,0001,224
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
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)$5,001,0004,690
Available-for-sale securities (fair market value)$33,220,0002,500
Total debt securities$37,897,0003,092
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 contractsNANA
1995-12-31Rank
Total securities$36,945,0003,426
U.S. Government securities$17,975,0005,029
U.S. Treasury securities$5,002,0004,631
U.S. Government agency obligations$12,973,0004,644
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$18,654,000456
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$18,654,000305
Foreign debt securities$0553
Equity securities$316,0004,135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,982,0001,527
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
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)$5,002,0005,008
Available-for-sale securities (fair market value)$31,943,0002,659
Total debt securities$36,629,0003,363
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 contractsNANA
1994-12-31Rank
Total securities$34,853,0003,740
U.S. Government securities$29,789,0003,493
U.S. Treasury securities$10,008,0003,394
U.S. Government agency obligations$19,781,0003,213
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$4,774,0001,213
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$4,774,000919
Foreign debt securitiesNANA
Equity securities$290,0004,087
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,781,0001,595
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
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)$29,789,0002,449
Available-for-sale securities (fair market value)$5,064,0006,832
Total debt securities$34,563,0003,678
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$23,858,0005,414
U.S. Government securities$14,213,0006,480
U.S. Treasury securities$4,919,0005,811
U.S. Government agency obligations$9,294,0005,827
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$9,388,000920
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$9,388,000659
Foreign debt securitiesNANA
Equity securities$257,0004,124
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,294,0002,940
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
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$23,601,0005,327
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$6,036,00011,039
U.S. Government securities$4,438,00011,161
U.S. Treasury securities$012,156
U.S. Government agency obligations$4,438,0008,388
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$1,478,0003,447
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,478,0002,441
Foreign debt securitiesNANA
Equity securities$120,0004,774
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,438,0004,866
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,916,00010,970
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