Home > Midland States Bank > Securities

Midland States Bank, Securities

2021-03-31Rank
Total securities$690,065,000304
U.S. Government securities$370,984,000334
U.S. Treasury securities$01,631
U.S. Government agency obligations$370,984,000319
Securities issued by states & political subdivisions$124,983,000380
Other domestic debt securities$184,715,000123
Privately issued residential mortgage-backed securities$24,000,000127
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$160,715,00068
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$414,865,000202
Mortgage-backed securities$363,019,000296
Certificates of participation in pools of residential mortgages$214,931,000273
Issued or guaranteed by U.S.$214,931,000272
Privately issued$0261
Collaterized mortgage obligations$114,022,000254
CMOs issued by government agencies or sponsored agencies$90,022,000278
Privately issued$24,000,00088
Commercial mortgage-backed securities$34,066,000401
Commercial mortgage pass-through securities$9,707,000458
Other commercial mortgage-backed securities$24,359,000331
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$680,682,000280
Total debt securities$680,684,000304
Structured notes
Amortized cost$5,000,000110
Fair value$5,243,000110
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$686,135,000290
U.S. Government securities$380,144,000307
U.S. Treasury securities$01,194
U.S. Government agency obligations$380,144,000292
Securities issued by states & political subdivisions$129,765,000339
Other domestic debt securities$166,802,000129
Privately issued residential mortgage-backed securities$20,744,000125
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$146,058,00069
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$415,950,000199
Mortgage-backed securities$365,321,000274
Certificates of participation in pools of residential mortgages$225,187,000249
Issued or guaranteed by U.S.$225,187,000248
Privately issued$0245
Collaterized mortgage obligations$109,329,000261
CMOs issued by government agencies or sponsored agencies$88,585,000276
Privately issued$20,744,00092
Commercial mortgage-backed securities$30,805,000393
Commercial mortgage pass-through securities$4,707,000664
Other commercial mortgage-backed securities$26,098,000301
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$676,711,000265
Total debt securities$676,711,000290
Structured notes
Amortized cost$5,000,00069
Fair value$5,112,00068
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$618,974,000294
U.S. Government securities$321,896,000330
U.S. Treasury securities$01,216
U.S. Government agency obligations$321,896,000314
Securities issued by states & political subdivisions$128,002,000298
Other domestic debt securities$159,933,000131
Privately issued residential mortgage-backed securities$23,972,000119
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$135,961,00070
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$426,772,000195
Mortgage-backed securities$313,151,000292
Certificates of participation in pools of residential mortgages$144,813,000321
Issued or guaranteed by U.S.$144,813,000318
Privately issued$0251
Collaterized mortgage obligations$134,460,000226
CMOs issued by government agencies or sponsored agencies$110,488,000233
Privately issued$23,972,00088
Commercial mortgage-backed securities$33,878,000360
Commercial mortgage pass-through securities$4,745,000650
Other commercial mortgage-backed securities$29,133,000264
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$609,831,000265
Total debt securities$609,830,000291
Structured notes
Amortized cost$5,000,00070
Fair value$5,028,00070
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$639,693,000286
U.S. Government securities$338,450,000309
U.S. Treasury securities$01,251
U.S. Government agency obligations$338,450,000296
Securities issued by states & political subdivisions$125,028,000286
Other domestic debt securities$167,212,000126
Privately issued residential mortgage-backed securities$26,336,000117
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$140,876,00063
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$412,539,000199
Mortgage-backed securities$332,307,000275
Certificates of participation in pools of residential mortgages$134,446,000337
Issued or guaranteed by U.S.$134,446,000332
Privately issued$0251
Collaterized mortgage obligations$147,939,000215
CMOs issued by government agencies or sponsored agencies$121,603,000224
Privately issued$26,336,00085
Commercial mortgage-backed securities$49,922,000284
Commercial mortgage pass-through securities$15,665,000308
Other commercial mortgage-backed securities$34,257,000235
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$630,690,000258
Total debt securities$630,690,000283
Structured notes
Amortized cost$5,000,00072
Fair value$5,009,00072
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$661,894,000270
U.S. Government securities$374,057,000291
U.S. Treasury securities$01,297
U.S. Government agency obligations$374,057,000278
Securities issued by states & political subdivisions$116,094,000282
Other domestic debt securities$166,103,000127
Privately issued residential mortgage-backed securities$27,281,000112
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$138,822,00059
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$348,260,000218
Mortgage-backed securities$353,981,000264
Certificates of participation in pools of residential mortgages$133,212,000344
Issued or guaranteed by U.S.$133,212,000333
Privately issued$0267
Collaterized mortgage obligations$170,979,000188
CMOs issued by government agencies or sponsored agencies$143,698,000203
Privately issued$27,281,00081
Commercial mortgage-backed securities$49,790,000278
Commercial mortgage pass-through securities$15,375,000297
Other commercial mortgage-backed securities$34,415,000245
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$656,254,000248
Total debt securities$656,255,000266
Structured notes
Amortized cost$5,000,000100
Fair value$4,977,000102
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$655,054,000266
U.S. Government securities$384,994,000287
U.S. Treasury securities$01,363
U.S. Government agency obligations$384,994,000276
Securities issued by states & political subdivisions$124,555,000232
Other domestic debt securities$139,884,000136
Privately issued residential mortgage-backed securities$17,148,000126
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$122,736,00065
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$370,578,000199
Mortgage-backed securities$342,122,000263
Certificates of participation in pools of residential mortgages$133,974,000324
Issued or guaranteed by U.S.$133,974,000317
Privately issued$0249
Collaterized mortgage obligations$168,973,000194
CMOs issued by government agencies or sponsored agencies$151,825,000195
Privately issued$17,148,00088
Commercial mortgage-backed securities$39,175,000318
Commercial mortgage pass-through securities$4,868,000610
Other commercial mortgage-backed securities$34,307,000238
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$649,433,000243
Total debt securities$649,433,000262
Structured notes
Amortized cost$6,000,000113
Fair value$6,028,000112
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$594,064,000287
U.S. Government securities$350,929,000303
U.S. Treasury securities$01,429
U.S. Government agency obligations$350,929,000290
Securities issued by states & political subdivisions$137,928,000201
Other domestic debt securities$101,771,000164
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$101,771,00073
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$398,261,000183
Mortgage-backed securities$282,794,000298
Certificates of participation in pools of residential mortgages$91,819,000432
Issued or guaranteed by U.S.$91,819,000420
Privately issued$0287
Collaterized mortgage obligations$149,703,000206
CMOs issued by government agencies or sponsored agencies$149,703,000194
Privately issued$0463
Commercial mortgage-backed securities$41,272,000310
Commercial mortgage pass-through securities$4,952,000607
Other commercial mortgage-backed securities$36,320,000228
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$590,628,000255
Total debt securities$590,628,000282
Structured notes
Amortized cost$6,000,000153
Fair value$5,967,000160
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$613,026,000278
U.S. Government securities$372,237,000300
U.S. Treasury securities$01,467
U.S. Government agency obligations$372,237,000285
Securities issued by states & political subdivisions$143,729,000199
Other domestic debt securities$93,691,000158
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$93,691,00075
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$402,909,000187
Mortgage-backed securities$297,362,000283
Certificates of participation in pools of residential mortgages$94,772,000425
Issued or guaranteed by U.S.$94,772,000423
Privately issued$0244
Collaterized mortgage obligations$160,038,000194
CMOs issued by government agencies or sponsored agencies$160,038,000187
Privately issued$0476
Commercial mortgage-backed securities$42,552,000298
Commercial mortgage pass-through securities$4,959,000617
Other commercial mortgage-backed securities$37,593,000221
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$609,657,000252
Total debt securities$609,657,000276
Structured notes
Amortized cost$2,000,000391
Fair value$1,952,000457
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$656,152,000266
U.S. Government securities$421,806,000280
U.S. Treasury securities$24,768,000255
U.S. Government agency obligations$397,038,000274
Securities issued by states & political subdivisions$150,912,000195
Other domestic debt securities$80,021,000168
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$80,021,00082
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$300,949,000227
Mortgage-backed securities$321,451,000266
Certificates of participation in pools of residential mortgages$102,563,000406
Issued or guaranteed by U.S.$102,563,000405
Privately issued$0248
Collaterized mortgage obligations$167,547,000193
CMOs issued by government agencies or sponsored agencies$167,547,000186
Privately issued$0499
Commercial mortgage-backed securities$51,341,000254
Commercial mortgage pass-through securities$6,194,000535
Other commercial mortgage-backed securities$45,147,000186
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$652,739,000238
Total debt securities$652,739,000262
Structured notes
Amortized cost$2,000,000404
Fair value$1,943,000458
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$660,785,000265
U.S. Government securities$426,639,000277
U.S. Treasury securities$24,650,000249
U.S. Government agency obligations$401,989,000273
Securities issued by states & political subdivisions$159,262,000187
Other domestic debt securities$71,550,000178
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$71,550,00091
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$347,724,000214
Mortgage-backed securities$326,305,000262
Certificates of participation in pools of residential mortgages$107,096,000388
Issued or guaranteed by U.S.$107,096,000385
Privately issued$0211
Collaterized mortgage obligations$172,470,000186
CMOs issued by government agencies or sponsored agencies$172,470,000180
Privately issued$0498
Commercial mortgage-backed securities$46,739,000262
Commercial mortgage pass-through securities$6,115,000523
Other commercial mortgage-backed securities$40,624,000185
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$657,451,000237
Total debt securities$657,451,000259
Structured notes
Amortized cost$2,000,000420
Fair value$1,933,000471
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$685,753,000254
U.S. Government securities$443,603,000272
U.S. Treasury securities$24,533,000247
U.S. Government agency obligations$419,070,000264
Securities issued by states & political subdivisions$171,012,000175
Other domestic debt securities$67,781,000174
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$67,781,00092
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$399,600,000187
Mortgage-backed securities$343,697,000257
Certificates of participation in pools of residential mortgages$114,206,000367
Issued or guaranteed by U.S.$114,206,000366
Privately issued$0145
Collaterized mortgage obligations$179,685,000182
CMOs issued by government agencies or sponsored agencies$179,685,000175
Privately issued$0515
Commercial mortgage-backed securities$49,806,000252
Commercial mortgage pass-through securities$6,076,000519
Other commercial mortgage-backed securities$43,730,000182
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$682,396,000226
Total debt securities$682,396,000248
Structured notes
Amortized cost$2,000,000417
Fair value$1,926,000466
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$436,367,000363
U.S. Government securities$279,285,000369
U.S. Treasury securities$19,561,000279
U.S. Government agency obligations$259,724,000370
Securities issued by states & political subdivisions$90,912,000370
Other domestic debt securities$63,347,000190
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$63,347,00097
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$239,442,000277
Mortgage-backed securities$235,534,000323
Certificates of participation in pools of residential mortgages$88,135,000458
Issued or guaranteed by U.S.$88,135,000455
Privately issued$0453
Collaterized mortgage obligations$120,347,000234
CMOs issued by government agencies or sponsored agencies$120,347,000225
Privately issued$0544
Commercial mortgage-backed securities$27,052,000341
Commercial mortgage pass-through securities$4,613,000579
Other commercial mortgage-backed securities$22,439,000244
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$433,544,000317
Total debt securities$433,544,000359
Structured notes
Amortized cost$2,000,000425
Fair value$1,970,000447
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$439,864,000363
U.S. Government securities$283,926,000367
U.S. Treasury securities$24,584,000251
U.S. Government agency obligations$259,342,000378
Securities issued by states & political subdivisions$93,867,000363
Other domestic debt securities$59,251,000192
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$59,251,000113
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$227,192,000298
Mortgage-backed securities$234,821,000333
Certificates of participation in pools of residential mortgages$95,220,000448
Issued or guaranteed by U.S.$95,220,000447
Privately issued$067
Collaterized mortgage obligations$112,294,000244
CMOs issued by government agencies or sponsored agencies$112,294,000233
Privately issued$0557
Commercial mortgage-backed securities$27,307,000311
Commercial mortgage pass-through securities$4,667,000464
Other commercial mortgage-backed securities$22,640,000233
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$437,044,000318
Total debt securities$437,044,000359
Structured notes
Amortized cost$2,000,000418
Fair value$1,987,000423
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$450,525,000357
U.S. Government securities$285,316,000368
U.S. Treasury securities$27,718,000204
U.S. Government agency obligations$257,598,000381
Securities issued by states & political subdivisions$102,567,000342
Other domestic debt securities$59,812,000188
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$59,812,000106
Foreign debt securities$0316
Equity securities$2,830,000316
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$284,064,000252
Mortgage-backed securities$232,387,000335
Certificates of participation in pools of residential mortgages$102,334,000425
Issued or guaranteed by U.S.$102,334,000423
Privately issued$064
Collaterized mortgage obligations$102,278,000260
CMOs issued by government agencies or sponsored agencies$102,278,000245
Privately issued$0573
Commercial mortgage-backed securities$27,775,000304
Commercial mortgage pass-through securities$4,765,000460
Other commercial mortgage-backed securities$23,010,000224
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$450,525,000306
Total debt securities$447,695,000352
Structured notes
Amortized cost$2,000,000411
Fair value$1,984,000432
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$467,852,000343
U.S. Government securities$297,150,000355
U.S. Treasury securities$47,907,000140
U.S. Government agency obligations$249,243,000391
Securities issued by states & political subdivisions$110,583,000319
Other domestic debt securities$57,307,000194
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$57,307,000114
Foreign debt securities$0334
Equity securities$2,812,000329
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$404,293,000200
Mortgage-backed securities$229,854,000334
Certificates of participation in pools of residential mortgages$119,870,000354
Issued or guaranteed by U.S.$119,870,000353
Privately issued$069
Collaterized mortgage obligations$82,320,000298
CMOs issued by government agencies or sponsored agencies$82,320,000278
Privately issued$0584
Commercial mortgage-backed securities$27,664,000294
Commercial mortgage pass-through securities$4,842,000453
Other commercial mortgage-backed securities$22,822,000209
Held to maturity securities (book value)$70,867,000309
Available-for-sale securities (fair market value)$396,985,000343
Total debt securities$465,040,000338
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$314,898,000482
U.S. Government securities$154,301,000610
U.S. Treasury securities$25,936,000210
U.S. Government agency obligations$128,365,000696
Securities issued by states & political subdivisions$106,420,000342
Other domestic debt securities$54,049,000199
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$54,049,000119
Foreign debt securities$0346
Equity securities$128,000772
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$286,753,000252
Mortgage-backed securities$120,949,000562
Certificates of participation in pools of residential mortgages$20,755,0001,458
Issued or guaranteed by U.S.$20,755,0001,456
Privately issued$067
Collaterized mortgage obligations$72,366,000323
CMOs issued by government agencies or sponsored agencies$72,366,000300
Privately issued$0606
Commercial mortgage-backed securities$27,828,000287
Commercial mortgage pass-through securities$4,878,000440
Other commercial mortgage-backed securities$22,950,000203
Held to maturity securities (book value)$75,371,000303
Available-for-sale securities (fair market value)$239,527,000534
Total debt securities$314,770,000475
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$335,608,000464
U.S. Government securities$177,244,000554
U.S. Treasury securities$45,906,000157
U.S. Government agency obligations$131,338,000699
Securities issued by states & political subdivisions$107,510,000338
Other domestic debt securities$50,740,000209
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$50,740,000130
Foreign debt securities$0350
Equity securities$114,000794
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$225,641,000315
Mortgage-backed securities$123,861,000552
Certificates of participation in pools of residential mortgages$21,853,0001,432
Issued or guaranteed by U.S.$21,853,0001,431
Privately issued$066
Collaterized mortgage obligations$77,575,000311
CMOs issued by government agencies or sponsored agencies$77,575,000285
Privately issued$0642
Commercial mortgage-backed securities$24,433,000302
Commercial mortgage pass-through securities$5,040,000415
Other commercial mortgage-backed securities$19,393,000223
Held to maturity securities (book value)$76,276,000309
Available-for-sale securities (fair market value)$259,332,000508
Total debt securities$335,494,000458
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$325,011,000467
U.S. Government securities$173,659,000549
U.S. Treasury securities$75,901,000112
U.S. Government agency obligations$97,758,000875
Securities issued by states & political subdivisions$103,946,000350
Other domestic debt securities$47,283,000221
Privately issued residential mortgage-backed securities$1,000695
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$47,282,000144
Foreign debt securities$0347
Equity securities$123,000786
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$220,299,000313
Mortgage-backed securities$90,071,000712
Certificates of participation in pools of residential mortgages$21,742,0001,448
Issued or guaranteed by U.S.$21,742,0001,448
Privately issued$071
Collaterized mortgage obligations$53,729,000394
CMOs issued by government agencies or sponsored agencies$53,728,000364
Privately issued$1,000653
Commercial mortgage-backed securities$14,600,000381
Commercial mortgage pass-through securities$5,058,000398
Other commercial mortgage-backed securities$9,542,000297
Held to maturity securities (book value)$78,672,000301
Available-for-sale securities (fair market value)$246,339,000534
Total debt securities$324,888,000461
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$335,153,000456
U.S. Government securities$113,152,000809
U.S. Treasury securities$35,506,000161
U.S. Government agency obligations$77,646,0001,072
Securities issued by states & political subdivisions$104,921,000338
Other domestic debt securities$116,986,000123
Privately issued residential mortgage-backed securities$72,094,00048
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$44,892,000151
Foreign debt securities$0338
Equity securities$94,000804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$293,453,000237
Mortgage-backed securities$140,750,000484
Certificates of participation in pools of residential mortgages$23,774,0001,363
Issued or guaranteed by U.S.$23,774,0001,361
Privately issued$067
Collaterized mortgage obligations$101,645,000269
CMOs issued by government agencies or sponsored agencies$29,551,000544
Privately issued$72,094,00047
Commercial mortgage-backed securities$15,331,000353
Commercial mortgage pass-through securities$5,250,000354
Other commercial mortgage-backed securities$10,081,000283
Held to maturity securities (book value)$82,941,000296
Available-for-sale securities (fair market value)$252,212,000519
Total debt securities$335,059,000449
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$323,537,000479
U.S. Government securities$107,880,000849
U.S. Treasury securities$35,535,000157
U.S. Government agency obligations$72,345,0001,136
Securities issued by states & political subdivisions$106,414,000324
Other domestic debt securities$109,170,000133
Privately issued residential mortgage-backed securities$74,132,00046
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$35,038,000183
Foreign debt securities$0339
Equity securities$73,000846
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$272,758,000256
Mortgage-backed securities$137,110,000507
Certificates of participation in pools of residential mortgages$26,558,0001,268
Issued or guaranteed by U.S.$26,558,0001,264
Privately issued$071
Collaterized mortgage obligations$103,228,000272
CMOs issued by government agencies or sponsored agencies$29,096,000567
Privately issued$74,132,00045
Commercial mortgage-backed securities$7,324,000504
Commercial mortgage pass-through securities$5,314,000331
Other commercial mortgage-backed securities$2,010,000562
Held to maturity securities (book value)$84,756,000302
Available-for-sale securities (fair market value)$238,781,000547
Total debt securities$323,464,000471
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$320,159,000490
U.S. Government securities$106,449,000877
U.S. Treasury securities$35,442,000163
U.S. Government agency obligations$71,007,0001,192
Securities issued by states & political subdivisions$109,090,000306
Other domestic debt securities$104,546,000134
Privately issued residential mortgage-backed securities$76,722,00046
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$27,824,000210
Foreign debt securities$0334
Equity securities$74,000850
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$242,091,000304
Mortgage-backed securities$138,333,000506
Certificates of participation in pools of residential mortgages$23,267,0001,418
Issued or guaranteed by U.S.$23,267,0001,417
Privately issued$066
Collaterized mortgage obligations$107,855,000267
CMOs issued by government agencies or sponsored agencies$31,133,000558
Privately issued$76,722,00045
Commercial mortgage-backed securities$7,211,000497
Commercial mortgage pass-through securities$5,240,000320
Other commercial mortgage-backed securities$1,971,000548
Held to maturity securities (book value)$88,085,000302
Available-for-sale securities (fair market value)$232,074,000563
Total debt securities$320,085,000482
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$324,148,000486
U.S. Government securities$125,283,000777
U.S. Treasury securities$48,302,000150
U.S. Government agency obligations$76,981,0001,123
Securities issued by states & political subdivisions$103,015,000327
Other domestic debt securities$95,796,000141
Privately issued residential mortgage-backed securities$75,981,00047
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$19,815,000266
Foreign debt securities$0322
Equity securities$54,000883
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$186,928,000369
Mortgage-backed securities$143,508,000485
Certificates of participation in pools of residential mortgages$22,429,0001,453
Issued or guaranteed by U.S.$22,429,0001,452
Privately issued$066
Collaterized mortgage obligations$109,101,000265
CMOs issued by government agencies or sponsored agencies$33,120,000547
Privately issued$75,981,00046
Commercial mortgage-backed securities$11,978,000360
Commercial mortgage pass-through securities$10,024,000212
Other commercial mortgage-backed securities$1,954,000510
Held to maturity securities (book value)$87,521,000306
Available-for-sale securities (fair market value)$236,627,000548
Total debt securities$324,094,000481
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$303,370,000512
U.S. Government securities$96,437,000971
U.S. Treasury securities$20,530,000237
U.S. Government agency obligations$75,907,0001,146
Securities issued by states & political subdivisions$107,485,000302
Other domestic debt securities$99,395,000143
Privately issued residential mortgage-backed securities$84,418,00044
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$14,977,000332
Foreign debt securities$0326
Equity securities$53,000897
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$224,000,000322
Mortgage-backed securities$150,710,000476
Certificates of participation in pools of residential mortgages$22,599,0001,453
Issued or guaranteed by U.S.$22,599,0001,453
Privately issued$065
Collaterized mortgage obligations$115,956,000257
CMOs issued by government agencies or sponsored agencies$31,538,000564
Privately issued$84,418,00043
Commercial mortgage-backed securities$12,155,000332
Commercial mortgage pass-through securities$10,208,000204
Other commercial mortgage-backed securities$1,947,000503
Held to maturity securities (book value)$92,011,000308
Available-for-sale securities (fair market value)$211,359,000608
Total debt securities$303,317,000506
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$302,485,000514
U.S. Government securities$101,586,000962
U.S. Treasury securities$24,532,000212
U.S. Government agency obligations$77,054,0001,167
Securities issued by states & political subdivisions$109,204,000284
Other domestic debt securities$91,638,000145
Privately issued residential mortgage-backed securities$85,819,00042
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$5,819,000602
Foreign debt securities$0330
Equity securities$57,000922
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,444,000285
Mortgage-backed securities$153,970,000475
Certificates of participation in pools of residential mortgages$33,431,0001,119
Issued or guaranteed by U.S.$33,431,0001,118
Privately issued$067
Collaterized mortgage obligations$120,539,000252
CMOs issued by government agencies or sponsored agencies$34,720,000537
Privately issued$85,819,00041
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$94,637,000294
Available-for-sale securities (fair market value)$207,848,000637
Total debt securities$302,428,000506
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$305,754,000515
U.S. Government securities$98,681,000997
U.S. Treasury securities$24,545,000219
U.S. Government agency obligations$74,136,0001,219
Securities issued by states & political subdivisions$108,214,000281
Other domestic debt securities$98,811,000136
Privately issued residential mortgage-backed securities$91,802,00041
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$7,009,000525
Foreign debt securities$0332
Equity securities$48,000938
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$186,067,000386
Mortgage-backed securities$156,628,000477
Certificates of participation in pools of residential mortgages$22,311,0001,521
Issued or guaranteed by U.S.$22,311,0001,521
Privately issued$070
Collaterized mortgage obligations$129,273,000243
CMOs issued by government agencies or sponsored agencies$37,471,000530
Privately issued$91,802,00039
Commercial mortgage-backed securities$5,044,000485
Commercial mortgage pass-through securities$5,044,000279
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$96,885,000288
Available-for-sale securities (fair market value)$208,869,000628
Total debt securities$305,706,000509
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$280,215,000555
U.S. Government securities$74,420,0001,278
U.S. Treasury securities$5,994,000521
U.S. Government agency obligations$68,426,0001,316
Securities issued by states & political subdivisions$112,516,000261
Other domestic debt securities$93,235,000141
Privately issued residential mortgage-backed securities$87,381,00042
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$5,854,000585
Foreign debt securities$0316
Equity securities$44,000945
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$211,534,000336
Mortgage-backed securities$146,412,000499
Certificates of participation in pools of residential mortgages$17,348,0001,855
Issued or guaranteed by U.S.$17,348,0001,853
Privately issued$075
Collaterized mortgage obligations$129,064,000246
CMOs issued by government agencies or sponsored agencies$41,683,000498
Privately issued$87,381,00040
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$101,763,000277
Available-for-sale securities (fair market value)$178,452,000726
Total debt securities$280,171,000546
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$298,526,000515
U.S. Government securities$83,161,0001,197
U.S. Treasury securities$10,998,000348
U.S. Government agency obligations$72,163,0001,278
Securities issued by states & political subdivisions$116,058,000247
Other domestic debt securities$99,257,000133
Privately issued residential mortgage-backed securities$91,765,00043
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$7,492,000502
Foreign debt securities$0309
Equity securities$50,000976
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$233,157,000302
Mortgage-backed securities$154,172,000475
Certificates of participation in pools of residential mortgages$18,166,0001,853
Issued or guaranteed by U.S.$18,166,0001,851
Privately issued$073
Collaterized mortgage obligations$136,006,000244
CMOs issued by government agencies or sponsored agencies$44,241,000493
Privately issued$91,765,00042
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$105,814,000263
Available-for-sale securities (fair market value)$192,712,000669
Total debt securities$298,476,000508
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$301,156,000508
U.S. Government securities$80,966,0001,237
U.S. Treasury securities$5,996,000468
U.S. Government agency obligations$74,970,0001,255
Securities issued by states & political subdivisions$116,291,000245
Other domestic debt securities$103,850,000131
Privately issued residential mortgage-backed securities$95,841,00041
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$8,009,000493
Foreign debt securities$0311
Equity securities$49,0001,001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$235,120,000306
Mortgage-backed securities$160,522,000463
Certificates of participation in pools of residential mortgages$19,319,0001,824
Issued or guaranteed by U.S.$19,319,0001,822
Privately issued$075
Collaterized mortgage obligations$141,203,000237
CMOs issued by government agencies or sponsored agencies$45,362,000489
Privately issued$95,841,00040
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$107,632,000259
Available-for-sale securities (fair market value)$193,524,000674
Total debt securities$301,107,000500
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$317,530,000497
U.S. Government securities$95,708,0001,068
U.S. Treasury securities$16,990,000233
U.S. Government agency obligations$78,718,0001,221
Securities issued by states & political subdivisions$119,365,000236
Other domestic debt securities$102,402,000137
Privately issued residential mortgage-backed securities$94,927,00043
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$7,475,000537
Foreign debt securities$0314
Equity securities$55,0001,008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$258,530,000279
Mortgage-backed securities$163,128,000458
Certificates of participation in pools of residential mortgages$20,097,0001,762
Issued or guaranteed by U.S.$20,097,0001,762
Privately issued$076
Collaterized mortgage obligations$143,031,000231
CMOs issued by government agencies or sponsored agencies$48,104,000465
Privately issued$94,927,00041
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$111,590,000243
Available-for-sale securities (fair market value)$205,940,000649
Total debt securities$317,475,000488
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$311,126,000492
U.S. Government securities$87,934,0001,132
U.S. Treasury securities$9,006,000323
U.S. Government agency obligations$78,928,0001,206
Securities issued by states & political subdivisions$121,272,000225
Other domestic debt securities$101,866,000140
Privately issued residential mortgage-backed securities$93,931,00044
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$7,935,000520
Foreign debt securities$0320
Equity securities$54,0001,022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$293,193,000246
Mortgage-backed securities$161,686,000463
Certificates of participation in pools of residential mortgages$20,936,0001,701
Issued or guaranteed by U.S.$20,936,0001,700
Privately issued$081
Collaterized mortgage obligations$140,750,000233
CMOs issued by government agencies or sponsored agencies$46,819,000474
Privately issued$93,931,00042
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$109,848,000240
Available-for-sale securities (fair market value)$201,278,000661
Total debt securities$311,072,000482
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$315,963,000488
U.S. Government securities$92,024,0001,096
U.S. Treasury securities$9,007,000316
U.S. Government agency obligations$83,017,0001,160
Securities issued by states & political subdivisions$123,273,000216
Other domestic debt securities$100,607,000145
Privately issued residential mortgage-backed securities$92,549,00043
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$8,058,000536
Foreign debt securities$0328
Equity securities$59,0001,019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$298,230,000239
Mortgage-backed securities$164,120,000459
Certificates of participation in pools of residential mortgages$22,338,0001,639
Issued or guaranteed by U.S.$22,338,0001,636
Privately issued$080
Collaterized mortgage obligations$141,782,000236
CMOs issued by government agencies or sponsored agencies$49,233,000460
Privately issued$92,549,00042
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$111,912,000230
Available-for-sale securities (fair market value)$204,051,000666
Total debt securities$315,904,000477
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$322,201,000472
U.S. Government securities$98,552,0001,042
U.S. Treasury securities$8,989,000313
U.S. Government agency obligations$89,563,0001,074
Securities issued by states & political subdivisions$123,724,000215
Other domestic debt securities$99,880,000150
Privately issued residential mortgage-backed securities$91,547,00044
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$8,333,000534
Foreign debt securities$0316
Equity securities$45,0001,033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$294,576,000227
Mortgage-backed securities$168,809,000455
Certificates of participation in pools of residential mortgages$24,220,0001,548
Issued or guaranteed by U.S.$24,220,0001,546
Privately issued$083
Collaterized mortgage obligations$144,589,000237
CMOs issued by government agencies or sponsored agencies$53,042,000444
Privately issued$91,547,00043
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$112,817,000212
Available-for-sale securities (fair market value)$209,384,000661
Total debt securities$322,156,000465
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$313,171,000496
U.S. Government securities$90,399,0001,129
U.S. Treasury securities$14,001,000234
U.S. Government agency obligations$76,398,0001,282
Securities issued by states & political subdivisions$112,932,000241
Other domestic debt securities$109,793,000140
Privately issued residential mortgage-backed securities$93,214,00045
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$16,579,000338
Foreign debt securities$0322
Equity securities$47,0001,056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$292,490,000236
Mortgage-backed securities$159,821,000481
Certificates of participation in pools of residential mortgages$10,004,0002,659
Issued or guaranteed by U.S.$10,004,0002,658
Privately issued$083
Collaterized mortgage obligations$149,817,000238
CMOs issued by government agencies or sponsored agencies$56,603,000442
Privately issued$93,214,00043
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$103,254,000207
Available-for-sale securities (fair market value)$209,917,000672
Total debt securities$313,124,000484
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$338,830,000457
U.S. Government securities$120,901,000854
U.S. Treasury securities$40,998,000101
U.S. Government agency obligations$79,903,0001,212
Securities issued by states & political subdivisions$109,585,000241
Other domestic debt securities$108,295,000135
Privately issued residential mortgage-backed securities$96,888,00049
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$11,407,000412
Foreign debt securities$0317
Equity securities$49,0001,035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$338,780,000213
Mortgage-backed securities$167,913,000456
Certificates of participation in pools of residential mortgages$8,897,0002,820
Issued or guaranteed by U.S.$8,897,0002,818
Privately issued$085
Collaterized mortgage obligations$159,016,000233
CMOs issued by government agencies or sponsored agencies$62,128,000408
Privately issued$96,888,00046
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$105,461,000204
Available-for-sale securities (fair market value)$233,369,000590
Total debt securities$338,781,000448
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$327,503,000470
U.S. Government securities$100,683,0001,025
U.S. Treasury securities$20,000,000164
U.S. Government agency obligations$80,683,0001,220
Securities issued by states & political subdivisions$108,530,000228
Other domestic debt securities$118,252,000132
Privately issued residential mortgage-backed securities$100,504,00050
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$17,748,000325
Foreign debt securities$0302
Equity securities$38,0001,057
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$326,440,000221
Mortgage-backed securities$174,256,000472
Certificates of participation in pools of residential mortgages$10,121,0002,762
Issued or guaranteed by U.S.$10,121,0002,760
Privately issued$088
Collaterized mortgage obligations$164,135,000239
CMOs issued by government agencies or sponsored agencies$63,631,000428
Privately issued$100,504,00048
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$105,225,000203
Available-for-sale securities (fair market value)$222,278,000626
Total debt securities$327,465,000459
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$316,083,000486
U.S. Government securities$83,582,0001,239
U.S. Treasury securities$01,068
U.S. Government agency obligations$83,582,0001,203
Securities issued by states & political subdivisions$111,874,000213
Other domestic debt securities$120,587,000134
Privately issued residential mortgage-backed securities$102,733,00050
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$17,854,000326
Foreign debt securities$0295
Equity securities$40,0001,074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$311,314,000224
Mortgage-backed securities$177,374,000469
Certificates of participation in pools of residential mortgages$8,942,0002,988
Issued or guaranteed by U.S.$8,942,0002,988
Privately issued$094
Collaterized mortgage obligations$168,432,000235
CMOs issued by government agencies or sponsored agencies$65,699,000427
Privately issued$102,733,00048
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$109,615,000188
Available-for-sale securities (fair market value)$206,468,000658
Total debt securities$316,043,000478
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$335,791,000467
U.S. Government securities$96,407,0001,110
U.S. Treasury securities$01,157
U.S. Government agency obligations$96,407,0001,078
Securities issued by states & political subdivisions$113,462,000205
Other domestic debt securities$125,888,000132
Privately issued residential mortgage-backed securities$109,536,00049
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$16,352,000339
Foreign debt securities$0227
Equity securities$34,0001,056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$208,146,000330
Mortgage-backed securities$197,628,000435
Certificates of participation in pools of residential mortgages$13,828,0002,377
Issued or guaranteed by U.S.$13,828,0002,373
Privately issued$094
Collaterized mortgage obligations$183,800,000232
CMOs issued by government agencies or sponsored agencies$74,264,000404
Privately issued$109,536,00048
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$112,857,000184
Available-for-sale securities (fair market value)$222,934,000641
Total debt securities$335,757,000459
Structured notes
Amortized cost$309,0002,912
Fair value$311,0002,915
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$338,771,000439
U.S. Government securities$102,503,000997
U.S. Treasury securities$01,076
U.S. Government agency obligations$102,503,000967
Securities issued by states & political subdivisions$120,413,000182
Other domestic debt securities$115,855,000147
Privately issued residential mortgage-backed securities$113,969,00062
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$1,886,0001,164
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$237,686,000265
Mortgage-backed securities$198,872,000415
Certificates of participation in pools of residential mortgages$15,440,0002,131
Issued or guaranteed by U.S.$15,440,0002,127
Privately issued$0121
Collaterized mortgage obligations$183,432,000224
CMOs issued by government agencies or sponsored agencies$69,463,000405
Privately issued$113,969,00062
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$114,980,000177
Available-for-sale securities (fair market value)$223,791,000600
Total debt securities$338,771,000432
Structured notes
Amortized cost$328,0002,799
Fair value$335,0002,796
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$343,834,000420
U.S. Government securities$106,839,000935
U.S. Treasury securities$01,126
U.S. Government agency obligations$106,839,000906
Securities issued by states & political subdivisions$118,222,000171
Other domestic debt securities$118,773,000150
Privately issued residential mortgage-backed securities$116,860,00072
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$1,913,0001,140
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$252,842,000239
Mortgage-backed securities$168,843,000469
Certificates of participation in pools of residential mortgages$17,219,0001,943
Issued or guaranteed by U.S.$17,219,0001,938
Privately issued$0132
Collaterized mortgage obligations$151,624,000252
CMOs issued by government agencies or sponsored agencies$34,764,000647
Privately issued$116,860,00071
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$117,621,000173
Available-for-sale securities (fair market value)$226,213,000576
Total debt securities$343,834,000415
Structured notes
Amortized cost$346,0002,862
Fair value$355,0002,855
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$308,465,000474
U.S. Government securities$73,551,0001,342
U.S. Treasury securities$01,225
U.S. Government agency obligations$73,551,0001,298
Securities issued by states & political subdivisions$117,589,000163
Other domestic debt securities$117,325,000150
Privately issued residential mortgage-backed securities$117,325,00071
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$233,592,000266
Mortgage-backed securities$168,993,000450
Certificates of participation in pools of residential mortgages$23,866,0001,460
Issued or guaranteed by U.S.$23,866,0001,456
Privately issued$0125
Collaterized mortgage obligations$145,127,000252
CMOs issued by government agencies or sponsored agencies$27,802,000732
Privately issued$117,325,00070
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$308,465,000417
Total debt securities$308,465,000466
Structured notes
Amortized cost$362,0003,000
Fair value$375,0002,994
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$360,377,000403
U.S. Government securities$117,533,000874
U.S. Treasury securities$30,597,000153
U.S. Government agency obligations$86,936,0001,094
Securities issued by states & political subdivisions$117,270,000162
Other domestic debt securities$125,574,000141
Privately issued residential mortgage-backed securities$125,574,00070
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$237,011,000262
Mortgage-backed securities$182,550,000406
Certificates of participation in pools of residential mortgages$26,842,0001,302
Issued or guaranteed by U.S.$26,842,0001,295
Privately issued$0136
Collaterized mortgage obligations$155,708,000239
CMOs issued by government agencies or sponsored agencies$30,134,000674
Privately issued$125,574,00068
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$360,377,000356
Total debt securities$360,377,000396
Structured notes
Amortized cost$381,0003,040
Fair value$398,0003,029
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$391,238,000362
U.S. Government securities$140,634,000718
U.S. Treasury securities$51,402,000110
U.S. Government agency obligations$89,232,0001,016
Securities issued by states & political subdivisions$116,575,000157
Other domestic debt securities$134,029,000139
Privately issued residential mortgage-backed securities$134,029,00069
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,653,000247
Mortgage-backed securities$196,779,000378
Certificates of participation in pools of residential mortgages$29,204,0001,177
Issued or guaranteed by U.S.$29,204,0001,166
Privately issued$0141
Collaterized mortgage obligations$167,575,000221
CMOs issued by government agencies or sponsored agencies$33,546,000614
Privately issued$134,029,00067
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$391,238,000320
Total debt securities$391,239,000356
Structured notes
Amortized cost$405,0002,907
Fair value$423,0002,901
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$406,306,000330
U.S. Government securities$137,973,000706
U.S. Treasury securities$52,121,000104
U.S. Government agency obligations$85,852,0001,017
Securities issued by states & political subdivisions$128,311,000129
Other domestic debt securities$140,022,000127
Privately issued residential mortgage-backed securities$140,022,00066
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$271,376,000218
Mortgage-backed securities$201,416,000350
Certificates of participation in pools of residential mortgages$25,228,0001,291
Issued or guaranteed by U.S.$25,228,0001,285
Privately issued$0141
Collaterized mortgage obligations$176,188,000209
CMOs issued by government agencies or sponsored agencies$36,166,000574
Privately issued$140,022,00065
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$406,306,000294
Total debt securities$406,306,000325
Structured notes
Amortized cost$434,0002,941
Fair value$457,0002,924
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$346,968,000373
U.S. Government securities$79,641,0001,175
U.S. Treasury securities$15,080,000231
U.S. Government agency obligations$64,561,0001,350
Securities issued by states & political subdivisions$127,023,000123
Other domestic debt securities$140,304,000127
Privately issued residential mortgage-backed securities$140,304,00069
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$218,576,000275
Mortgage-backed securities$199,361,000349
Certificates of participation in pools of residential mortgages$19,506,0001,587
Issued or guaranteed by U.S.$19,506,0001,580
Privately issued$0148
Collaterized mortgage obligations$179,855,000201
CMOs issued by government agencies or sponsored agencies$39,551,000513
Privately issued$140,304,00068
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$346,968,000329
Total debt securities$346,968,000366
Structured notes
Amortized cost$463,0003,011
Fair value$487,0003,002
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$344,187,000380
U.S. Government securities$69,788,0001,337
U.S. Treasury securities$01,130
U.S. Government agency obligations$69,788,0001,290
Securities issued by states & political subdivisions$128,733,000119
Other domestic debt securities$145,666,000128
Privately issued residential mortgage-backed securities$145,666,00073
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$186,343,000337
Mortgage-backed securities$209,911,000350
Certificates of participation in pools of residential mortgages$21,726,0001,526
Issued or guaranteed by U.S.$21,726,0001,522
Privately issued$0145
Collaterized mortgage obligations$188,185,000193
CMOs issued by government agencies or sponsored agencies$42,519,000481
Privately issued$145,666,00071
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$344,187,000338
Total debt securities$344,187,000376
Structured notes
Amortized cost$486,0002,818
Fair value$512,0002,647
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$298,161,000436
U.S. Government securities$32,020,0002,546
U.S. Treasury securities$01,077
U.S. Government agency obligations$32,020,0002,479
Securities issued by states & political subdivisions$114,522,000137
Other domestic debt securities$151,619,000131
Privately issued residential mortgage-backed securities$151,619,00077
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,829,000415
Mortgage-backed securities$177,595,000403
Certificates of participation in pools of residential mortgages$23,267,0001,501
Issued or guaranteed by U.S.$23,267,0001,494
Privately issued$0157
Collaterized mortgage obligations$154,328,000218
CMOs issued by government agencies or sponsored agencies$2,709,0001,982
Privately issued$151,619,00074
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$298,161,000381
Total debt securities$298,162,000429
Structured notes
Amortized cost$524,0002,384
Fair value$517,0002,399
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$342,006,000389
U.S. Government securities$33,167,0002,480
U.S. Treasury securities$01,047
U.S. Government agency obligations$33,167,0002,416
Securities issued by states & political subdivisions$118,087,000137
Other domestic debt securities$190,752,000125
Privately issued residential mortgage-backed securities$190,752,00072
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,600,000435
Mortgage-backed securities$216,806,000346
Certificates of participation in pools of residential mortgages$22,949,0001,565
Issued or guaranteed by U.S.$22,949,0001,559
Privately issued$0171
Collaterized mortgage obligations$193,857,000188
CMOs issued by government agencies or sponsored agencies$3,105,0001,876
Privately issued$190,752,00071
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)$342,006,000337
Total debt securities$342,005,000380
Structured notes
Amortized cost$546,0001,970
Fair value$539,0001,985
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$348,657,000387
U.S. Government securities$36,702,0002,220
U.S. Treasury securities$01,036
U.S. Government agency obligations$36,702,0002,171
Securities issued by states & political subdivisions$113,950,000137
Other domestic debt securities$198,005,000135
Privately issued residential mortgage-backed securities$198,005,00075
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,153,000438
Mortgage-backed securities$231,091,000331
Certificates of participation in pools of residential mortgages$29,546,0001,313
Issued or guaranteed by U.S.$29,546,0001,303
Privately issued$0181
Collaterized mortgage obligations$201,545,000179
CMOs issued by government agencies or sponsored agencies$3,540,0001,757
Privately issued$198,005,00072
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)$348,657,000335
Total debt securities$348,657,000379
Structured notes
Amortized cost$581,0001,490
Fair value$574,0001,492
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$77,753,0001,596
U.S. Government securities$46,342,0001,806
U.S. Treasury securities$0981
U.S. Government agency obligations$46,342,0001,764
Securities issued by states & political subdivisions$31,411,000674
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,247,000760
Mortgage-backed securities$40,124,0001,473
Certificates of participation in pools of residential mortgages$36,098,0001,154
Issued or guaranteed by U.S.$36,098,0001,141
Privately issued$0191
Collaterized mortgage obligations$4,026,0002,020
CMOs issued by government agencies or sponsored agencies$4,026,0001,679
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$77,753,0001,392
Total debt securities$77,753,0001,570
Structured notes
Amortized cost$626,0001,207
Fair value$618,0001,214
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$70,646,0001,719
U.S. Government securities$43,368,0001,929
U.S. Treasury securities$0973
U.S. Government agency obligations$43,368,0001,895
Securities issued by states & political subdivisions$27,278,000783
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,432,000843
Mortgage-backed securities$37,084,0001,493
Certificates of participation in pools of residential mortgages$32,682,0001,202
Issued or guaranteed by U.S.$32,682,0001,193
Privately issued$0188
Collaterized mortgage obligations$4,402,0001,882
CMOs issued by government agencies or sponsored agencies$4,402,0001,586
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$70,646,0001,504
Total debt securities$70,646,0001,694
Structured notes
Amortized cost$661,0001,253
Fair value$652,0001,253
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$72,828,0001,630
U.S. Government securities$45,796,0001,795
U.S. Treasury securities$01,019
U.S. Government agency obligations$45,796,0001,763
Securities issued by states & political subdivisions$27,032,000768
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,953,000852
Mortgage-backed securities$29,567,0001,697
Certificates of participation in pools of residential mortgages$28,715,0001,269
Issued or guaranteed by U.S.$28,715,0001,257
Privately issued$0192
Collaterized mortgage obligations$852,0002,872
CMOs issued by government agencies or sponsored agencies$852,0002,537
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$72,828,0001,406
Total debt securities$72,828,0001,606
Structured notes
Amortized cost$676,0001,218
Fair value$667,0001,215
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$69,230,0001,727
U.S. Government securities$43,947,0001,882
U.S. Treasury securities$01,021
U.S. Government agency obligations$43,947,0001,843
Securities issued by states & political subdivisions$25,283,000855
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,277,000803
Mortgage-backed securities$35,622,0001,443
Certificates of participation in pools of residential mortgages$34,603,0001,083
Issued or guaranteed by U.S.$34,603,0001,072
Privately issued$0202
Collaterized mortgage obligations$1,019,0002,736
CMOs issued by government agencies or sponsored agencies$1,019,0002,406
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)$69,230,0001,503
Total debt securities$69,230,0001,695
Structured notes
Amortized cost$696,0001,256
Fair value$687,0001,256
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$71,249,0001,658
U.S. Government securities$44,849,0001,837
U.S. Treasury securities$01,044
U.S. Government agency obligations$44,849,0001,802
Securities issued by states & political subdivisions$26,400,000796
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,596,000798
Mortgage-backed securities$35,836,0001,404
Certificates of participation in pools of residential mortgages$32,812,0001,078
Issued or guaranteed by U.S.$32,812,0001,066
Privately issued$0205
Collaterized mortgage obligations$3,024,0002,058
CMOs issued by government agencies or sponsored agencies$3,024,0001,730
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)$71,249,0001,455
Total debt securities$71,248,0001,619
Structured notes
Amortized cost$722,0001,352
Fair value$713,0001,356
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$69,595,0001,688
U.S. Government securities$43,850,0001,879
U.S. Treasury securities$01,146
U.S. Government agency obligations$43,850,0001,837
Securities issued by states & political subdivisions$25,745,000797
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,785,000832
Mortgage-backed securities$33,210,0001,325
Certificates of participation in pools of residential mortgages$26,932,0001,122
Issued or guaranteed by U.S.$26,932,0001,114
Privately issued$0191
Collaterized mortgage obligations$6,278,0001,469
CMOs issued by government agencies or sponsored agencies$6,278,0001,216
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)$69,595,0001,472
Total debt securities$69,595,0001,649
Structured notes
Amortized cost$1,527,0001,263
Fair value$1,511,0001,270
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$70,292,0001,687
U.S. Government securities$43,860,0001,910
U.S. Treasury securities$01,235
U.S. Government agency obligations$43,860,0001,871
Securities issued by states & political subdivisions$26,432,000752
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,594,000754
Mortgage-backed securities$32,284,0001,282
Certificates of participation in pools of residential mortgages$25,169,0001,105
Issued or guaranteed by U.S.$25,169,0001,096
Privately issued$0194
Collaterized mortgage obligations$7,115,0001,349
CMOs issued by government agencies or sponsored agencies$7,115,0001,097
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)$70,292,0001,459
Total debt securities$70,293,0001,651
Structured notes
Amortized cost$1,570,0001,418
Fair value$1,543,0001,429
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$69,340,0001,687
U.S. Government securities$43,194,0001,958
U.S. Treasury securities$01,362
U.S. Government agency obligations$43,194,0001,899
Securities issued by states & political subdivisions$26,146,000759
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,563,000772
Mortgage-backed securities$30,246,0001,321
Certificates of participation in pools of residential mortgages$21,952,0001,203
Issued or guaranteed by U.S.$21,952,0001,194
Privately issued$0207
Collaterized mortgage obligations$8,294,0001,190
CMOs issued by government agencies or sponsored agencies$8,294,000961
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)$69,340,0001,461
Total debt securities$69,342,0001,655
Structured notes
Amortized cost$1,619,0001,488
Fair value$1,586,0001,491
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$72,220,0001,641
U.S. Government securities$45,879,0001,876
U.S. Treasury securities$01,448
U.S. Government agency obligations$45,879,0001,814
Securities issued by states & political subdivisions$26,341,000751
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,094,000757
Mortgage-backed securities$31,293,0001,275
Certificates of participation in pools of residential mortgages$21,633,0001,216
Issued or guaranteed by U.S.$21,633,0001,208
Privately issued$0218
Collaterized mortgage obligations$9,660,0001,085
CMOs issued by government agencies or sponsored agencies$9,660,000870
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)$72,220,0001,414
Total debt securities$72,220,0001,601
Structured notes
Amortized cost$1,678,0001,547
Fair value$1,662,0001,548
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$82,407,0001,478
U.S. Government securities$55,788,0001,569
U.S. Treasury securities$01,498
U.S. Government agency obligations$55,788,0001,536
Securities issued by states & political subdivisions$26,619,000734
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,348,000689
Mortgage-backed securities$31,320,0001,287
Certificates of participation in pools of residential mortgages$21,553,0001,231
Issued or guaranteed by U.S.$21,553,0001,223
Privately issued$0208
Collaterized mortgage obligations$9,767,0001,056
CMOs issued by government agencies or sponsored agencies$9,767,000867
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)$82,407,0001,285
Total debt securities$82,407,0001,450
Structured notes
Amortized cost$1,731,0001,636
Fair value$1,709,0001,635
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$85,021,0001,434
U.S. Government securities$58,270,0001,539
U.S. Treasury securities$01,574
U.S. Government agency obligations$58,270,0001,504
Securities issued by states & political subdivisions$26,751,000721
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,510,000662
Mortgage-backed securities$33,683,0001,247
Certificates of participation in pools of residential mortgages$22,823,0001,199
Issued or guaranteed by U.S.$22,823,0001,187
Privately issued$0214
Collaterized mortgage obligations$10,860,000983
CMOs issued by government agencies or sponsored agencies$10,860,000804
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)$85,021,0001,243
Total debt securities$85,023,0001,404
Structured notes
Amortized cost$11,803,000335
Fair value$11,757,000330
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$86,115,0001,407
U.S. Government securities$60,074,0001,495
U.S. Treasury securities$01,634
U.S. Government agency obligations$60,074,0001,453
Securities issued by states & political subdivisions$26,041,000725
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,298,000657
Mortgage-backed securities$35,732,0001,212
Certificates of participation in pools of residential mortgages$23,833,0001,179
Issued or guaranteed by U.S.$23,833,0001,171
Privately issued$0211
Collaterized mortgage obligations$11,899,000932
CMOs issued by government agencies or sponsored agencies$11,899,000762
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)$86,115,0001,210
Total debt securities$86,115,0001,376
Structured notes
Amortized cost$12,374,000336
Fair value$12,136,000329
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$88,109,0001,407
U.S. Government securities$62,340,0001,478
U.S. Treasury securities$01,715
U.S. Government agency obligations$62,340,0001,427
Securities issued by states & political subdivisions$25,769,000725
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,204,000628
Mortgage-backed securities$39,775,0001,125
Certificates of participation in pools of residential mortgages$24,550,0001,166
Issued or guaranteed by U.S.$24,550,0001,155
Privately issued$0205
Collaterized mortgage obligations$15,225,000813
CMOs issued by government agencies or sponsored agencies$15,225,000658
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)$88,109,0001,212
Total debt securities$88,108,0001,373
Structured notes
Amortized cost$10,500,000420
Fair value$10,327,000416
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$83,591,0001,469
U.S. Government securities$58,906,0001,559
U.S. Treasury securities$01,737
U.S. Government agency obligations$58,906,0001,502
Securities issued by states & political subdivisions$24,685,000765
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,182,000647
Mortgage-backed securities$37,298,0001,189
Certificates of participation in pools of residential mortgages$22,659,0001,249
Issued or guaranteed by U.S.$22,659,0001,241
Privately issued$0216
Collaterized mortgage obligations$14,639,000824
CMOs issued by government agencies or sponsored agencies$14,639,000669
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)$83,591,0001,254
Total debt securities$83,591,0001,432
Structured notes
Amortized cost$10,500,000416
Fair value$10,332,000416
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$84,172,0001,449
U.S. Government securities$58,039,0001,545
U.S. Treasury securities$01,786
U.S. Government agency obligations$58,039,0001,486
Securities issued by states & political subdivisions$26,133,000713
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,859,000642
Mortgage-backed securities$37,374,0001,195
Certificates of participation in pools of residential mortgages$21,177,0001,350
Issued or guaranteed by U.S.$21,177,0001,341
Privately issued$0225
Collaterized mortgage obligations$16,197,000786
CMOs issued by government agencies or sponsored agencies$16,197,000639
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)$84,172,0001,239
Total debt securities$84,173,0001,421
Structured notes
Amortized cost$10,500,000418
Fair value$10,348,000423
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$85,187,0001,442
U.S. Government securities$58,845,0001,545
U.S. Treasury securities$01,839
U.S. Government agency obligations$58,845,0001,488
Securities issued by states & political subdivisions$26,342,000696
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,801,000622
Mortgage-backed securities$37,546,0001,217
Certificates of participation in pools of residential mortgages$19,778,0001,448
Issued or guaranteed by U.S.$19,778,0001,434
Privately issued$0223
Collaterized mortgage obligations$17,768,000763
CMOs issued by government agencies or sponsored agencies$17,768,000626
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)$85,187,0001,234
Total debt securities$85,187,0001,406
Structured notes
Amortized cost$11,000,000390
Fair value$10,907,000394
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$87,216,0001,440
U.S. Government securities$61,214,0001,505
U.S. Treasury securities$01,963
U.S. Government agency obligations$61,214,0001,444
Securities issued by states & political subdivisions$26,002,000708
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,740,000682
Mortgage-backed securities$40,077,0001,205
Certificates of participation in pools of residential mortgages$21,261,0001,399
Issued or guaranteed by U.S.$21,261,0001,387
Privately issued$0207
Collaterized mortgage obligations$18,816,000747
CMOs issued by government agencies or sponsored agencies$18,816,000618
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)$87,216,0001,226
Total debt securities$87,215,0001,400
Structured notes
Amortized cost$11,000,000379
Fair value$10,844,000382
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$88,049,0001,440
U.S. Government securities$62,497,0001,495
U.S. Treasury securities$01,963
U.S. Government agency obligations$62,497,0001,434
Securities issued by states & political subdivisions$25,552,000737
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,511,000602
Mortgage-backed securities$42,588,0001,163
Certificates of participation in pools of residential mortgages$22,575,0001,367
Issued or guaranteed by U.S.$22,575,0001,355
Privately issued$0203
Collaterized mortgage obligations$20,013,000735
CMOs issued by government agencies or sponsored agencies$20,013,000613
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)$88,049,0001,236
Total debt securities$88,049,0001,404
Structured notes
Amortized cost$11,000,000379
Fair value$10,963,000380
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$95,783,0001,335
U.S. Government securities$69,954,0001,320
U.S. Treasury securities$01,990
U.S. Government agency obligations$69,954,0001,271
Securities issued by states & political subdivisions$25,829,000720
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,280,000549
Mortgage-backed securities$38,931,0001,237
Certificates of participation in pools of residential mortgages$20,012,0001,482
Issued or guaranteed by U.S.$20,012,0001,471
Privately issued$0225
Collaterized mortgage obligations$18,919,000761
CMOs issued by government agencies or sponsored agencies$18,919,000641
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)$95,783,0001,129
Total debt securities$95,782,0001,293
Structured notes
Amortized cost$11,000,000384
Fair value$11,035,000382
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$72,935,0001,743
U.S. Government securities$48,724,0001,895
U.S. Treasury securities$02,098
U.S. Government agency obligations$48,724,0001,828
Securities issued by states & political subdivisions$24,211,000767
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,461,000649
Mortgage-backed securities$31,915,0001,440
Certificates of participation in pools of residential mortgages$15,658,0001,807
Issued or guaranteed by U.S.$15,658,0001,798
Privately issued$0225
Collaterized mortgage obligations$16,257,000838
CMOs issued by government agencies or sponsored agencies$16,257,000707
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)$72,935,0001,472
Total debt securities$72,933,0001,690
Structured notes
Amortized cost$11,500,000351
Fair value$11,394,000348
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$71,023,0001,791
U.S. Government securities$46,506,0001,977
U.S. Treasury securities$02,082
U.S. Government agency obligations$46,506,0001,913
Securities issued by states & political subdivisions$24,517,000763
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,160,000674
Mortgage-backed securities$30,250,0001,515
Certificates of participation in pools of residential mortgages$16,400,0001,761
Issued or guaranteed by U.S.$16,400,0001,752
Privately issued$0230
Collaterized mortgage obligations$13,850,000953
CMOs issued by government agencies or sponsored agencies$13,850,000823
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)$71,023,0001,522
Total debt securities$71,021,0001,722
Structured notes
Amortized cost$11,500,000295
Fair value$11,803,000289
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$63,976,0002,011
U.S. Government securities$42,718,0002,183
U.S. Treasury securities$02,227
U.S. Government agency obligations$42,718,0002,107
Securities issued by states & political subdivisions$21,258,000906
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,497,000722
Mortgage-backed securities$24,396,0001,784
Certificates of participation in pools of residential mortgages$19,409,0001,595
Issued or guaranteed by U.S.$19,409,0001,581
Privately issued$0248
Collaterized mortgage obligations$4,987,0001,601
CMOs issued by government agencies or sponsored agencies$4,987,0001,494
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)$63,976,0001,696
Total debt securities$63,975,0001,958
Structured notes
Amortized cost$12,000,000242
Fair value$12,053,000238
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$41,145,0002,870
U.S. Government securities$20,303,0003,751
U.S. Treasury securities$02,287
U.S. Government agency obligations$20,303,0003,614
Securities issued by states & political subdivisions$20,842,000932
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,942,0001,147
Mortgage-backed securities$13,799,0002,525
Certificates of participation in pools of residential mortgages$13,085,0002,050
Issued or guaranteed by U.S.$13,085,0002,040
Privately issued$0253
Collaterized mortgage obligations$714,0003,026
CMOs issued by government agencies or sponsored agencies$714,0002,880
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)$41,145,0002,466
Total debt securities$41,146,0002,798
Structured notes
Amortized cost$2,500,000896
Fair value$2,519,000892
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$42,666,0002,728
U.S. Government securities$21,196,0003,555
U.S. Treasury securities$02,322
U.S. Government agency obligations$21,196,0003,416
Securities issued by states & political subdivisions$21,470,000877
Other domestic debt securities$04,051
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$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,624,0001,001
Mortgage-backed securities$18,631,0002,140
Certificates of participation in pools of residential mortgages$17,309,0001,671
Issued or guaranteed by U.S.$17,309,0001,663
Privately issued$0256
Collaterized mortgage obligations$1,322,0002,819
CMOs issued by government agencies or sponsored agencies$1,322,0002,664
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)$42,666,0002,348
Total debt securities$42,666,0002,652
Structured notes
Amortized cost$500,0001,576
Fair value$508,0001,616
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$49,336,0002,404
U.S. Government securities$29,075,0002,766
U.S. Treasury securities$02,382
U.S. Government agency obligations$29,075,0002,652
Securities issued by states & political subdivisions$20,261,000888
Other domestic debt securities$04,116
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$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,942,000896
Mortgage-backed securities$24,992,0001,754
Certificates of participation in pools of residential mortgages$21,202,0001,441
Issued or guaranteed by U.S.$21,202,0001,436
Privately issued$0257
Collaterized mortgage obligations$3,790,0002,041
CMOs issued by government agencies or sponsored agencies$3,790,0001,929
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)$49,336,0002,033
Total debt securities$49,336,0002,335
Structured notes
Amortized cost$500,0001,320
Fair value$513,0001,323
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$60,399,0001,992
U.S. Government securities$41,616,0002,052
U.S. Treasury securities$02,544
U.S. Government agency obligations$41,616,0001,965
Securities issued by states & political subdivisions$18,783,000955
Other domestic debt securities$04,152
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$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,275,000808
Mortgage-backed securities$29,257,0001,526
Certificates of participation in pools of residential mortgages$24,569,0001,255
Issued or guaranteed by U.S.$24,569,0001,248
Privately issued$0252
Collaterized mortgage obligations$4,688,0001,878
CMOs issued by government agencies or sponsored agencies$4,688,0001,777
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)$60,399,0001,672
Total debt securities$60,399,0001,924
Structured notes
Amortized cost$500,0001,148
Fair value$515,0001,155
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$46,391,0002,346
U.S. Government securities$32,368,0002,393
U.S. Treasury securities$03,182
U.S. Government agency obligations$32,368,0002,256
Securities issued by states & political subdivisions$14,023,0001,203
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,465,0001,148
Mortgage-backed securities$18,355,0001,965
Certificates of participation in pools of residential mortgages$12,341,0001,834
Issued or guaranteed by U.S.$12,341,0001,822
Privately issued$0260
Collaterized mortgage obligations$6,014,0001,691
CMOs issued by government agencies or sponsored agencies$6,014,0001,578
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$46,391,0001,943
Total debt securities$46,391,0002,276
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$47,843,0002,274
U.S. Government securities$30,606,0002,595
U.S. Treasury securities$04,186
U.S. Government agency obligations$30,606,0002,394
Securities issued by states & political subdivisions$16,068,0001,010
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$1,169,0002,287
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,653,0001,461
Mortgage-backed securities$11,179,0002,188
Certificates of participation in pools of residential mortgages$8,369,0001,945
Issued or guaranteed by U.S.$8,369,0001,933
Privately issued$0308
Collaterized mortgage obligations$2,810,0001,994
CMOs issued by government agencies or sponsored agencies$2,810,0001,853
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$47,843,0001,807
Total debt securities$46,674,0002,239
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 contractsNANA
1999-12-31Rank
Total securities$40,133,0002,793
U.S. Government securities$20,595,0003,759
U.S. Treasury securities$500,0004,448
U.S. Government agency obligations$20,095,0003,475
Securities issued by states & political subdivisions$18,649,000870
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$889,0002,632
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,158,0001,640
Mortgage-backed securities$3,725,0004,101
Certificates of participation in pools of residential mortgages$2,904,0003,635
Issued or guaranteed by U.S.$2,904,0003,619
Privately issued$0307
Collaterized mortgage obligations$821,0003,215
CMOs issued by government agencies or sponsored agencies$821,0003,063
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$40,133,0002,163
Total debt securities$39,244,0002,761
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 contractsNANA
1998-12-31Rank
Total securities$37,365,0003,014
U.S. Government securities$16,081,0004,562
U.S. Treasury securities$06,820
U.S. Government agency obligations$16,081,0003,905
Securities issued by states & political subdivisions$20,448,000768
Other domestic debt securities$46,0003,676
Privately issued residential mortgage-backed securities$46,0001,381
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$790,0002,734
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,029,0001,591
Mortgage-backed securities$4,587,0003,995
Certificates of participation in pools of residential mortgages$3,021,0003,795
Issued or guaranteed by U.S.$3,021,0003,777
Privately issued$0349
Collaterized mortgage obligations$1,566,0002,867
CMOs issued by government agencies or sponsored agencies$1,520,0002,756
Privately issued$46,0001,181
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,824,0001,509
Available-for-sale securities (fair market value)$19,541,0003,866
Total debt securities$36,575,0002,971
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 contractsNANA
1997-12-31Rank
Total securities$59,324,0001,950
U.S. Government securities$37,167,0002,417
U.S. Treasury securities$5,502,0002,981
U.S. Government agency obligations$31,665,0002,181
Securities issued by states & political subdivisions$21,178,000612
Other domestic debt securities$664,0002,115
Privately issued residential mortgage-backed securities$164,0001,105
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,863
Foreign debt securities$0390
Equity securities$315,0004,534
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,081,0001,671
Mortgage-backed securities$8,379,0002,913
Certificates of participation in pools of residential mortgages$5,232,0002,843
Issued or guaranteed by U.S.$5,232,0002,830
Privately issued$0394
Collaterized mortgage obligations$3,147,0002,175
CMOs issued by government agencies or sponsored agencies$2,983,0002,148
Privately issued$164,000898
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,421,0001,574
Available-for-sale securities (fair market value)$37,903,0002,106
Total debt securities$59,009,0001,897
Structured notes
Amortized cost$2,000,000695
Fair value$1,991,000742
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$67,777,0001,787
U.S. Government securities$45,994,0002,117
U.S. Treasury securities$9,508,0002,329
U.S. Government agency obligations$36,486,0001,976
Securities issued by states & political subdivisions$20,174,000622
Other domestic debt securities$1,294,0001,836
Privately issued residential mortgage-backed securities$275,0001,190
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,019,0001,522
Foreign debt securities$0466
Equity securities$315,0004,415
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,863,0001,878
Mortgage-backed securities$9,307,0003,042
Certificates of participation in pools of residential mortgages$5,383,0003,083
Issued or guaranteed by U.S.$5,383,0003,060
Privately issued$0472
Collaterized mortgage obligations$3,924,0002,222
CMOs issued by government agencies or sponsored agencies$3,649,0002,204
Privately issued$275,000952
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,875,0001,649
Available-for-sale securities (fair market value)$43,902,0001,867
Total debt securities$67,462,0001,741
Structured notes
Amortized cost$5,350,000359
Fair value$5,309,000357
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$77,347,0001,630
U.S. Government securities$53,797,0001,867
U.S. Treasury securities$13,527,0002,055
U.S. Government agency obligations$40,270,0001,756
Securities issued by states & political subdivisions$20,281,000598
Other domestic debt securities$2,954,0001,462
Privately issued residential mortgage-backed securities$379,0001,305
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,575,0001,199
Foreign debt securities$0553
Equity securities$315,0004,143
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,088,0001,680
Mortgage-backed securities$9,742,0003,140
Certificates of participation in pools of residential mortgages$5,331,0003,186
Issued or guaranteed by U.S.$5,331,0003,161
Privately issued$0558
Collaterized mortgage obligations$4,411,0002,327
CMOs issued by government agencies or sponsored agencies$4,032,0002,325
Privately issued$379,0001,041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,969,0001,470
Available-for-sale securities (fair market value)$48,378,0001,751
Total debt securities$77,032,0001,587
Structured notes
Amortized cost$12,905,000200
Fair value$12,674,000200
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$89,060,0001,444
U.S. Government securities$63,545,0001,679
U.S. Treasury securities$26,278,0001,332
U.S. Government agency obligations$37,267,0001,814
Securities issued by states & political subdivisions$22,995,000510
Other domestic debt securities$2,205,0001,918
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$2,205,0001,498
Foreign debt securities$0600
Equity securities$315,0003,942
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,854,0001,671
Mortgage-backed securities$10,215,0003,193
Certificates of participation in pools of residential mortgages$6,090,0003,058
Issued or guaranteed by U.S.$6,090,0003,046
Privately issued$0564
Collaterized mortgage obligations$4,125,0002,585
CMOs issued by government agencies or sponsored agencies$4,125,0002,446
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)$56,511,0001,309
Available-for-sale securities (fair market value)$32,549,0001,769
Total debt securities$88,745,0001,414
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$92,164,0001,484
U.S. Government securities$61,555,0001,787
U.S. Treasury securities$19,887,0001,875
U.S. Government agency obligations$41,668,0001,684
Securities issued by states & political subdivisions$21,883,000546
Other domestic debt securities$8,411,000981
Privately issued residential mortgage-backed securities$5,354,000486
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,057,0001,406
Foreign debt securities$0649
Equity securities$315,0003,809
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,441,0001,774
Mortgage-backed securities$46,525,0001,176
Certificates of participation in pools of residential mortgages$29,346,0001,115
Issued or guaranteed by U.S.$29,346,0001,085
Privately issued$0731
Collaterized mortgage obligations$17,179,0001,140
CMOs issued by government agencies or sponsored agencies$11,825,0001,427
Privately issued$5,354,000318
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$91,849,0001,439
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$86,018,0001,563
U.S. Government securities$53,917,0001,991
U.S. Treasury securities$14,918,0002,497
U.S. Government agency obligations$38,999,0001,740
Securities issued by states & political subdivisions$20,810,000544
Other domestic debt securities$11,066,000967
Privately issued residential mortgage-backed securities$7,203,000536
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,863,0001,418
Foreign debt securities$0699
Equity securities$225,0003,776
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,265,0001,439
Mortgage-backed securities$46,202,0001,208
Certificates of participation in pools of residential mortgages$26,404,0001,213
Issued or guaranteed by U.S.$26,404,0001,178
Privately issued$0831
Collaterized mortgage obligations$19,798,0001,013
CMOs issued by government agencies or sponsored agencies$12,595,0001,254
Privately issued$7,203,000345
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$85,793,0001,525
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