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Roselle Bank, Securities

2020-03-31Rank
Total securities$66,356,0001,717
U.S. Government securities$53,990,0001,341
U.S. Treasury securities$01,297
U.S. Government agency obligations$53,990,0001,270
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$10,640,000662
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$10,640,000420
Foreign debt securities$0300
Equity securities$1,726,00049
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$923,0004,007
Mortgage-backed securities$53,990,0001,080
Certificates of participation in pools of residential mortgages$49,431,000704
Issued or guaranteed by U.S.$49,431,000688
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$4,559,0001,031
Commercial mortgage pass-through securities$4,559,000637
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$66,356,0001,591
Total debt securities$64,630,0001,737
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$188,139,000720
U.S. Government securities$172,927,000547
U.S. Treasury securities$01,363
U.S. Government agency obligations$172,927,000508
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$12,136,000595
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$12,136,000371
Foreign debt securities$0278
Equity securities$3,076,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,213,0001,070
Mortgage-backed securities$142,946,000497
Certificates of participation in pools of residential mortgages$136,945,000320
Issued or guaranteed by U.S.$136,945,000313
Privately issued$0249
Collaterized mortgage obligations$746,0002,457
CMOs issued by government agencies or sponsored agencies$746,0002,414
Privately issued$0457
Commercial mortgage-backed securities$5,255,000955
Commercial mortgage pass-through securities$5,255,000582
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$117,097,000193
Available-for-sale securities (fair market value)$71,042,0001,507
Total debt securities$185,063,000724
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$208,112,000652
U.S. Government securities$192,586,000481
U.S. Treasury securities$01,429
U.S. Government agency obligations$192,586,000455
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$12,040,000593
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$12,040,000371
Foreign debt securities$0294
Equity securities$3,486,00054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,585,0001,056
Mortgage-backed securities$151,607,000458
Certificates of participation in pools of residential mortgages$145,409,000293
Issued or guaranteed by U.S.$145,409,000287
Privately issued$0287
Collaterized mortgage obligations$819,0002,440
CMOs issued by government agencies or sponsored agencies$819,0002,399
Privately issued$0463
Commercial mortgage-backed securities$5,379,000928
Commercial mortgage pass-through securities$5,379,000577
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$135,665,000176
Available-for-sale securities (fair market value)$72,447,0001,488
Total debt securities$204,626,000654
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$205,693,000674
U.S. Government securities$190,492,000499
U.S. Treasury securities$01,467
U.S. Government agency obligations$190,492,000472
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$11,944,000566
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$11,944,000375
Foreign debt securities$0311
Equity securities$3,257,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,875,0001,114
Mortgage-backed securities$149,034,000466
Certificates of participation in pools of residential mortgages$142,771,000302
Issued or guaranteed by U.S.$142,771,000302
Privately issued$0244
Collaterized mortgage obligations$893,0002,403
CMOs issued by government agencies or sponsored agencies$893,0002,360
Privately issued$0476
Commercial mortgage-backed securities$5,370,000912
Commercial mortgage pass-through securities$5,370,000590
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$134,516,000183
Available-for-sale securities (fair market value)$71,177,0001,515
Total debt securities$202,437,000671
Structured notes
Amortized cost$5,000,000208
Fair value$4,985,000214
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$200,037,000681
U.S. Government securities$197,420,000487
U.S. Treasury securities$01,516
U.S. Government agency obligations$197,420,000460
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$2,617,00082
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,477,0001,134
Mortgage-backed securities$156,472,000443
Certificates of participation in pools of residential mortgages$150,280,000296
Issued or guaranteed by U.S.$150,280,000296
Privately issued$0248
Collaterized mortgage obligations$940,0002,392
CMOs issued by government agencies or sponsored agencies$940,0002,349
Privately issued$0499
Commercial mortgage-backed securities$5,252,000862
Commercial mortgage pass-through securities$5,252,000578
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$142,621,000186
Available-for-sale securities (fair market value)$57,416,0001,798
Total debt securities$197,420,000679
Structured notes
Amortized cost$5,000,000222
Fair value$4,933,000228
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$204,313,000675
U.S. Government securities$202,599,000477
U.S. Treasury securities$01,513
U.S. Government agency obligations$202,599,000456
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$1,714,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,562,0001,137
Mortgage-backed securities$161,653,000435
Certificates of participation in pools of residential mortgages$155,384,000281
Issued or guaranteed by U.S.$155,384,000280
Privately issued$0211
Collaterized mortgage obligations$1,005,0002,371
CMOs issued by government agencies or sponsored agencies$1,005,0002,324
Privately issued$0498
Commercial mortgage-backed securities$5,264,000844
Commercial mortgage pass-through securities$5,264,000570
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$148,516,000192
Available-for-sale securities (fair market value)$55,797,0001,866
Total debt securities$202,599,000673
Structured notes
Amortized cost$5,000,000227
Fair value$4,896,000232
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$217,662,000630
U.S. Government securities$216,319,000449
U.S. Treasury securities$01,500
U.S. Government agency obligations$216,319,000421
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$1,343,000235
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,144,0001,264
Mortgage-backed securities$175,375,000406
Certificates of participation in pools of residential mortgages$169,127,000266
Issued or guaranteed by U.S.$169,127,000265
Privately issued$0145
Collaterized mortgage obligations$1,058,0002,352
CMOs issued by government agencies or sponsored agencies$1,058,0002,302
Privately issued$0515
Commercial mortgage-backed securities$5,190,000844
Commercial mortgage pass-through securities$5,190,000565
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$155,431,000185
Available-for-sale securities (fair market value)$62,231,0001,721
Total debt securities$216,319,000631
Structured notes
Amortized cost$5,000,000227
Fair value$4,833,000234
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$228,617,000606
U.S. Government securities$227,064,000431
U.S. Treasury securities$01,475
U.S. Government agency obligations$227,064,000409
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$1,553,000230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,827,0001,385
Mortgage-backed securities$186,122,000385
Certificates of participation in pools of residential mortgages$179,649,000255
Issued or guaranteed by U.S.$179,649,000254
Privately issued$0453
Collaterized mortgage obligations$1,146,0002,339
CMOs issued by government agencies or sponsored agencies$1,146,0002,287
Privately issued$0544
Commercial mortgage-backed securities$5,327,000822
Commercial mortgage pass-through securities$5,327,000533
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$162,946,000178
Available-for-sale securities (fair market value)$65,671,0001,673
Total debt securities$227,063,000603
Structured notes
Amortized cost$5,000,000224
Fair value$4,849,000231
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$236,818,000600
U.S. Government securities$235,404,000431
U.S. Treasury securities$01,426
U.S. Government agency obligations$235,404,000412
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$1,414,000257
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,977,0001,507
Mortgage-backed securities$194,463,000379
Certificates of participation in pools of residential mortgages$187,796,000255
Issued or guaranteed by U.S.$187,796,000254
Privately issued$067
Collaterized mortgage obligations$1,207,0002,324
CMOs issued by government agencies or sponsored agencies$1,207,0002,264
Privately issued$0557
Commercial mortgage-backed securities$5,460,000709
Commercial mortgage pass-through securities$5,460,000420
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$169,666,000173
Available-for-sale securities (fair market value)$67,152,0001,664
Total debt securities$235,406,000597
Structured notes
Amortized cost$5,000,000219
Fair value$4,861,000226
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$241,396,000594
U.S. Government securities$239,273,000425
U.S. Treasury securities$01,328
U.S. Government agency obligations$239,273,000406
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$2,123,000351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,113,0001,519
Mortgage-backed securities$200,825,000374
Certificates of participation in pools of residential mortgages$193,922,000245
Issued or guaranteed by U.S.$193,922,000244
Privately issued$064
Collaterized mortgage obligations$1,284,0002,290
CMOs issued by government agencies or sponsored agencies$1,284,0002,229
Privately issued$0573
Commercial mortgage-backed securities$5,619,000690
Commercial mortgage pass-through securities$5,619,000417
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$169,770,000174
Available-for-sale securities (fair market value)$71,626,0001,618
Total debt securities$239,273,000588
Structured notes
Amortized cost$5,000,000216
Fair value$4,909,000226
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$243,713,000590
U.S. Government securities$242,031,000410
U.S. Treasury securities$01,313
U.S. Government agency obligations$242,031,000398
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$1,682,000419
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,258,0001,525
Mortgage-backed securities$203,584,000369
Certificates of participation in pools of residential mortgages$196,469,000248
Issued or guaranteed by U.S.$196,469,000247
Privately issued$069
Collaterized mortgage obligations$1,379,0002,285
CMOs issued by government agencies or sponsored agencies$1,379,0002,225
Privately issued$0584
Commercial mortgage-backed securities$5,736,000669
Commercial mortgage pass-through securities$5,736,000412
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$170,118,000180
Available-for-sale securities (fair market value)$73,595,0001,600
Total debt securities$242,031,000584
Structured notes
Amortized cost$5,000,000223
Fair value$4,978,000227
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$252,547,000581
U.S. Government securities$251,266,000408
U.S. Treasury securities$01,351
U.S. Government agency obligations$251,266,000393
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$1,281,000465
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,463,0001,532
Mortgage-backed securities$212,821,000366
Certificates of participation in pools of residential mortgages$205,531,000243
Issued or guaranteed by U.S.$205,531,000242
Privately issued$067
Collaterized mortgage obligations$1,486,0002,279
CMOs issued by government agencies or sponsored agencies$1,486,0002,215
Privately issued$0606
Commercial mortgage-backed securities$5,804,000643
Commercial mortgage pass-through securities$5,804,000397
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$178,092,000181
Available-for-sale securities (fair market value)$74,455,0001,618
Total debt securities$251,266,000575
Structured notes
Amortized cost$5,000,000234
Fair value$4,934,000246
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$260,414,000582
U.S. Government securities$258,767,000401
U.S. Treasury securities$01,390
U.S. Government agency obligations$258,767,000383
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$1,647,000413
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,668,0001,543
Mortgage-backed securities$223,803,000343
Certificates of participation in pools of residential mortgages$216,429,000236
Issued or guaranteed by U.S.$216,429,000235
Privately issued$066
Collaterized mortgage obligations$1,553,0002,286
CMOs issued by government agencies or sponsored agencies$1,553,0002,220
Privately issued$0642
Commercial mortgage-backed securities$5,821,000634
Commercial mortgage pass-through securities$5,821,000385
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$182,772,000178
Available-for-sale securities (fair market value)$77,642,0001,554
Total debt securities$258,768,000577
Structured notes
Amortized cost$5,000,000256
Fair value$4,923,000262
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$262,150,000577
U.S. Government securities$260,190,000393
U.S. Treasury securities$01,367
U.S. Government agency obligations$260,190,000375
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$1,960,000386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,793,0001,529
Mortgage-backed securities$228,224,000333
Certificates of participation in pools of residential mortgages$220,753,000226
Issued or guaranteed by U.S.$220,753,000225
Privately issued$071
Collaterized mortgage obligations$1,618,0002,270
CMOs issued by government agencies or sponsored agencies$1,618,0002,193
Privately issued$0666
Commercial mortgage-backed securities$5,853,000610
Commercial mortgage pass-through securities$5,853,000367
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$180,704,000177
Available-for-sale securities (fair market value)$81,446,0001,483
Total debt securities$260,190,000573
Structured notes
Amortized cost$5,000,000243
Fair value$4,916,000245
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$268,482,000561
U.S. Government securities$267,741,000382
U.S. Treasury securities$01,214
U.S. Government agency obligations$267,741,000367
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$741,000581
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,968,0001,538
Mortgage-backed securities$235,777,000322
Certificates of participation in pools of residential mortgages$227,931,000204
Issued or guaranteed by U.S.$227,931,000203
Privately issued$067
Collaterized mortgage obligations$1,737,0002,257
CMOs issued by government agencies or sponsored agencies$1,737,0002,184
Privately issued$0671
Commercial mortgage-backed securities$6,109,000567
Commercial mortgage pass-through securities$6,109,000326
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$177,969,000172
Available-for-sale securities (fair market value)$90,513,0001,344
Total debt securities$267,741,000550
Structured notes
Amortized cost$5,000,000232
Fair value$5,007,000234
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$260,178,000581
U.S. Government securities$259,095,000397
U.S. Treasury securities$01,253
U.S. Government agency obligations$259,095,000383
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$1,083,000509
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,966,0001,764
Mortgage-backed securities$222,132,000340
Certificates of participation in pools of residential mortgages$213,949,000215
Issued or guaranteed by U.S.$213,949,000214
Privately issued$071
Collaterized mortgage obligations$1,849,0002,246
CMOs issued by government agencies or sponsored agencies$1,849,0002,177
Privately issued$0687
Commercial mortgage-backed securities$6,334,000538
Commercial mortgage pass-through securities$6,334,000298
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$164,051,000185
Available-for-sale securities (fair market value)$96,127,0001,270
Total debt securities$259,095,000573
Structured notes
Amortized cost$5,000,000270
Fair value$5,005,000271
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$264,376,000583
U.S. Government securities$263,720,000400
U.S. Treasury securities$01,296
U.S. Government agency obligations$263,720,000381
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$656,000613
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,501,0001,490
Mortgage-backed securities$190,522,000395
Certificates of participation in pools of residential mortgages$182,088,000253
Issued or guaranteed by U.S.$182,088,000252
Privately issued$066
Collaterized mortgage obligations$1,922,0002,241
CMOs issued by government agencies or sponsored agencies$1,922,0002,178
Privately issued$0699
Commercial mortgage-backed securities$6,512,000520
Commercial mortgage pass-through securities$6,512,000283
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$164,584,000184
Available-for-sale securities (fair market value)$99,792,0001,236
Total debt securities$263,720,000574
Structured notes
Amortized cost$2,993,000531
Fair value$3,002,000501
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$272,831,000570
U.S. Government securities$272,145,000392
U.S. Treasury securities$01,367
U.S. Government agency obligations$272,145,000372
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$686,000612
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,001,0001,408
Mortgage-backed securities$190,949,000388
Certificates of participation in pools of residential mortgages$182,657,000247
Issued or guaranteed by U.S.$182,657,000246
Privately issued$066
Collaterized mortgage obligations$1,979,0002,244
CMOs issued by government agencies or sponsored agencies$1,979,0002,180
Privately issued$0704
Commercial mortgage-backed securities$6,313,000495
Commercial mortgage pass-through securities$6,313,000273
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$170,405,000183
Available-for-sale securities (fair market value)$102,426,0001,200
Total debt securities$272,144,000560
Structured notes
Amortized cost$10,991,000196
Fair value$10,959,000195
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$274,339,000559
U.S. Government securities$273,177,000393
U.S. Treasury securities$01,303
U.S. Government agency obligations$273,177,000378
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$1,162,000507
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,002,0001,436
Mortgage-backed securities$191,982,000396
Certificates of participation in pools of residential mortgages$183,430,000249
Issued or guaranteed by U.S.$183,430,000248
Privately issued$065
Collaterized mortgage obligations$2,083,0002,229
CMOs issued by government agencies or sponsored agencies$2,083,0002,163
Privately issued$0721
Commercial mortgage-backed securities$6,469,000466
Commercial mortgage pass-through securities$6,469,000270
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$165,579,000185
Available-for-sale securities (fair market value)$108,760,0001,146
Total debt securities$273,177,000549
Structured notes
Amortized cost$10,990,000235
Fair value$11,015,000230
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$284,909,000547
U.S. Government securities$283,906,000385
U.S. Treasury securities$01,348
U.S. Government agency obligations$283,906,000366
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$1,003,000558
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,002,0001,421
Mortgage-backed securities$202,712,000379
Certificates of participation in pools of residential mortgages$194,192,000236
Issued or guaranteed by U.S.$194,192,000234
Privately issued$067
Collaterized mortgage obligations$2,187,0002,264
CMOs issued by government agencies or sponsored agencies$2,187,0002,192
Privately issued$0741
Commercial mortgage-backed securities$6,333,000443
Commercial mortgage pass-through securities$6,333,000251
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$170,756,000173
Available-for-sale securities (fair market value)$114,153,0001,108
Total debt securities$283,906,000540
Structured notes
Amortized cost$10,990,000273
Fair value$10,895,000271
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$287,976,000539
U.S. Government securities$286,868,000390
U.S. Treasury securities$01,327
U.S. Government agency obligations$286,868,000373
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$1,108,000530
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,002,0001,730
Mortgage-backed securities$205,674,000378
Certificates of participation in pools of residential mortgages$196,883,000235
Issued or guaranteed by U.S.$196,883,000233
Privately issued$070
Collaterized mortgage obligations$2,261,0002,282
CMOs issued by government agencies or sponsored agencies$2,261,0002,205
Privately issued$0776
Commercial mortgage-backed securities$6,530,000420
Commercial mortgage pass-through securities$6,530,000238
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$169,644,000183
Available-for-sale securities (fair market value)$118,332,0001,085
Total debt securities$286,867,000533
Structured notes
Amortized cost$10,990,000314
Fair value$11,002,000311
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$274,475,000563
U.S. Government securities$273,490,000409
U.S. Treasury securities$01,361
U.S. Government agency obligations$273,490,000393
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$985,000581
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,002,0001,871
Mortgage-backed securities$195,289,000391
Certificates of participation in pools of residential mortgages$188,807,000243
Issued or guaranteed by U.S.$188,807,000242
Privately issued$075
Collaterized mortgage obligations$80,0003,308
CMOs issued by government agencies or sponsored agencies$80,0003,197
Privately issued$0785
Commercial mortgage-backed securities$6,402,000416
Commercial mortgage pass-through securities$6,402,000240
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$157,817,000195
Available-for-sale securities (fair market value)$116,658,0001,096
Total debt securities$273,490,000557
Structured notes
Amortized cost$7,997,000446
Fair value$7,967,000435
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$286,635,000535
U.S. Government securities$285,557,000394
U.S. Treasury securities$01,381
U.S. Government agency obligations$285,557,000376
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$1,078,000544
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,209,0001,723
Mortgage-backed securities$207,146,000380
Certificates of participation in pools of residential mortgages$200,730,000228
Issued or guaranteed by U.S.$200,730,000227
Privately issued$073
Collaterized mortgage obligations$85,0003,368
CMOs issued by government agencies or sponsored agencies$85,0003,245
Privately issued$0821
Commercial mortgage-backed securities$6,331,000410
Commercial mortgage pass-through securities$6,331,000244
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$159,100,000189
Available-for-sale securities (fair market value)$127,535,0001,030
Total debt securities$285,556,000530
Structured notes
Amortized cost$5,000,000686
Fair value$4,860,000715
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$296,352,000516
U.S. Government securities$293,492,000383
U.S. Treasury securities$01,342
U.S. Government agency obligations$293,492,000367
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$2,860,000367
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,211,0001,821
Mortgage-backed securities$211,078,000377
Certificates of participation in pools of residential mortgages$205,605,000229
Issued or guaranteed by U.S.$205,605,000228
Privately issued$075
Collaterized mortgage obligations$90,0003,401
CMOs issued by government agencies or sponsored agencies$90,0003,278
Privately issued$0840
Commercial mortgage-backed securities$5,383,000439
Commercial mortgage pass-through securities$5,383,000263
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$166,108,000181
Available-for-sale securities (fair market value)$130,244,0001,016
Total debt securities$293,492,000515
Structured notes
Amortized cost$5,000,000716
Fair value$4,824,000748
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$301,918,000514
U.S. Government securities$299,057,000373
U.S. Treasury securities$01,198
U.S. Government agency obligations$299,057,000364
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$2,861,000368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,214,0001,998
Mortgage-backed securities$216,641,000375
Certificates of participation in pools of residential mortgages$211,229,000229
Issued or guaranteed by U.S.$211,229,000228
Privately issued$076
Collaterized mortgage obligations$94,0003,431
CMOs issued by government agencies or sponsored agencies$94,0003,301
Privately issued$0874
Commercial mortgage-backed securities$5,318,000409
Commercial mortgage pass-through securities$5,318,000246
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$169,898,000174
Available-for-sale securities (fair market value)$132,020,0001,020
Total debt securities$299,057,000510
Structured notes
Amortized cost$5,000,000723
Fair value$4,659,000764
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$303,548,000508
U.S. Government securities$301,261,000369
U.S. Treasury securities$01,131
U.S. Government agency obligations$301,261,000358
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$2,287,000404
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,216,0001,986
Mortgage-backed securities$222,843,000368
Certificates of participation in pools of residential mortgages$217,533,000221
Issued or guaranteed by U.S.$217,533,000220
Privately issued$081
Collaterized mortgage obligations$98,0003,435
CMOs issued by government agencies or sponsored agencies$98,0003,298
Privately issued$0906
Commercial mortgage-backed securities$5,212,000394
Commercial mortgage pass-through securities$5,212,000235
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$169,685,000172
Available-for-sale securities (fair market value)$133,863,000993
Total debt securities$301,261,000503
Structured notes
Amortized cost$5,000,000715
Fair value$4,469,000765
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$297,897,000519
U.S. Government securities$296,362,000372
U.S. Treasury securities$01,131
U.S. Government agency obligations$296,362,000357
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$1,535,000517
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,235,0002,365
Mortgage-backed securities$217,942,000378
Certificates of participation in pools of residential mortgages$212,400,000221
Issued or guaranteed by U.S.$212,400,000219
Privately issued$080
Collaterized mortgage obligations$105,0003,463
CMOs issued by government agencies or sponsored agencies$105,0003,326
Privately issued$0947
Commercial mortgage-backed securities$5,437,000376
Commercial mortgage pass-through securities$5,437,000215
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$170,867,000161
Available-for-sale securities (fair market value)$127,030,0001,056
Total debt securities$296,361,000510
Structured notes
Amortized cost$5,000,000705
Fair value$4,633,000744
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$304,404,000509
U.S. Government securities$303,133,000348
U.S. Treasury securities$01,152
U.S. Government agency obligations$303,133,000337
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$1,271,000551
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,238,0002,345
Mortgage-backed securities$224,711,000362
Certificates of participation in pools of residential mortgages$219,071,000212
Issued or guaranteed by U.S.$219,071,000210
Privately issued$083
Collaterized mortgage obligations$113,0003,483
CMOs issued by government agencies or sponsored agencies$113,0003,341
Privately issued$0969
Commercial mortgage-backed securities$5,527,000353
Commercial mortgage pass-through securities$5,527,000211
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$172,151,000146
Available-for-sale securities (fair market value)$132,253,0001,030
Total debt securities$303,132,000502
Structured notes
Amortized cost$5,000,000707
Fair value$4,702,000746
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$310,777,000502
U.S. Government securities$309,905,000345
U.S. Treasury securities$01,161
U.S. Government agency obligations$309,905,000334
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$872,000656
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,506,0002,141
Mortgage-backed securities$223,216,000377
Certificates of participation in pools of residential mortgages$223,059,000215
Issued or guaranteed by U.S.$223,059,000213
Privately issued$083
Collaterized mortgage obligations$157,0003,478
CMOs issued by government agencies or sponsored agencies$157,0003,325
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$184,241,000129
Available-for-sale securities (fair market value)$126,536,0001,105
Total debt securities$309,905,000492
Structured notes
Amortized cost$8,000,000487
Fair value$7,969,000497
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$301,710,000502
U.S. Government securities$301,229,000372
U.S. Treasury securities$01,135
U.S. Government agency obligations$301,229,000357
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$481,000767
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,506,0002,116
Mortgage-backed securities$219,700,000377
Certificates of participation in pools of residential mortgages$219,456,000213
Issued or guaranteed by U.S.$219,456,000211
Privately issued$085
Collaterized mortgage obligations$244,0003,460
CMOs issued by government agencies or sponsored agencies$244,0003,311
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$183,188,000131
Available-for-sale securities (fair market value)$118,522,0001,141
Total debt securities$301,229,000492
Structured notes
Amortized cost$12,000,000366
Fair value$12,033,000364
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$319,247,000478
U.S. Government securities$319,075,000347
U.S. Treasury securities$01,086
U.S. Government agency obligations$319,075,000337
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$172,000900
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,513,0002,122
Mortgage-backed securities$236,569,000370
Certificates of participation in pools of residential mortgages$236,225,000213
Issued or guaranteed by U.S.$236,225,000212
Privately issued$088
Collaterized mortgage obligations$344,0003,473
CMOs issued by government agencies or sponsored agencies$344,0003,321
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$188,629,000122
Available-for-sale securities (fair market value)$130,618,0001,063
Total debt securities$319,075,000472
Structured notes
Amortized cost$14,996,000302
Fair value$15,098,000295
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$304,299,000510
U.S. Government securities$303,881,000370
U.S. Treasury securities$01,068
U.S. Government agency obligations$303,881,000359
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$418,000792
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,944,0002,004
Mortgage-backed securities$237,444,000372
Certificates of participation in pools of residential mortgages$237,005,000215
Issued or guaranteed by U.S.$237,005,000214
Privately issued$094
Collaterized mortgage obligations$439,0003,430
CMOs issued by government agencies or sponsored agencies$439,0003,270
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$168,820,000135
Available-for-sale securities (fair market value)$135,479,0001,022
Total debt securities$303,881,000501
Structured notes
Amortized cost$19,996,000243
Fair value$20,104,000241
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$309,106,000506
U.S. Government securities$308,999,000365
U.S. Treasury securities$01,157
U.S. Government agency obligations$308,999,000354
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$107,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,959,0002,024
Mortgage-backed securities$246,051,000365
Certificates of participation in pools of residential mortgages$245,495,000210
Issued or guaranteed by U.S.$245,495,000209
Privately issued$094
Collaterized mortgage obligations$556,0003,378
CMOs issued by government agencies or sponsored agencies$556,0003,213
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$167,659,000136
Available-for-sale securities (fair market value)$141,447,000989
Total debt securities$308,999,000499
Structured notes
Amortized cost$22,996,000247
Fair value$22,931,000247
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$290,654,000528
U.S. Government securities$290,547,000372
U.S. Treasury securities$01,076
U.S. Government agency obligations$290,547,000363
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$107,000941
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,963,0001,792
Mortgage-backed securities$237,221,000365
Certificates of participation in pools of residential mortgages$236,546,000207
Issued or guaranteed by U.S.$236,546,000207
Privately issued$0121
Collaterized mortgage obligations$675,0003,280
CMOs issued by government agencies or sponsored agencies$675,0003,028
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$157,165,000139
Available-for-sale securities (fair market value)$133,489,000993
Total debt securities$290,547,000519
Structured notes
Amortized cost$7,995,000684
Fair value$8,015,000670
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$290,131,000512
U.S. Government securities$290,024,000364
U.S. Treasury securities$01,126
U.S. Government agency obligations$290,024,000354
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$107,000992
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,364,0001,612
Mortgage-backed securities$239,683,000347
Certificates of participation in pools of residential mortgages$238,873,000197
Issued or guaranteed by U.S.$238,873,000195
Privately issued$0132
Collaterized mortgage obligations$810,0003,208
CMOs issued by government agencies or sponsored agencies$810,0002,956
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$157,143,000136
Available-for-sale securities (fair market value)$132,988,000970
Total debt securities$290,024,000507
Structured notes
Amortized cost$4,995,0001,063
Fair value$5,001,0001,055
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$277,789,000539
U.S. Government securities$277,682,000388
U.S. Treasury securities$01,225
U.S. Government agency obligations$277,682,000372
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$107,000997
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,001,0001,600
Mortgage-backed securities$230,701,000346
Certificates of participation in pools of residential mortgages$229,780,000200
Issued or guaranteed by U.S.$229,780,000197
Privately issued$0125
Collaterized mortgage obligations$921,0003,118
CMOs issued by government agencies or sponsored agencies$921,0002,870
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$152,964,000137
Available-for-sale securities (fair market value)$124,825,0001,031
Total debt securities$277,681,000527
Structured notes
Amortized cost$14,995,000479
Fair value$14,978,000483
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$278,112,000527
U.S. Government securities$278,005,000385
U.S. Treasury securities$01,272
U.S. Government agency obligations$278,005,000370
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$107,0001,011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,312,0001,833
Mortgage-backed securities$228,003,000342
Certificates of participation in pools of residential mortgages$226,954,000204
Issued or guaranteed by U.S.$226,954,000202
Privately issued$0136
Collaterized mortgage obligations$1,049,0002,993
CMOs issued by government agencies or sponsored agencies$1,049,0002,733
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$159,389,000135
Available-for-sale securities (fair market value)$118,723,0001,074
Total debt securities$278,005,000517
Structured notes
Amortized cost$9,995,000730
Fair value$9,773,000736
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$273,372,000508
U.S. Government securities$273,265,000376
U.S. Treasury securities$01,275
U.S. Government agency obligations$273,265,000363
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
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$107,000993
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,226,0001,982
Mortgage-backed securities$218,223,000354
Certificates of participation in pools of residential mortgages$216,985,000197
Issued or guaranteed by U.S.$216,985,000196
Privately issued$0141
Collaterized mortgage obligations$1,238,0002,892
CMOs issued by government agencies or sponsored agencies$1,238,0002,620
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$164,120,000127
Available-for-sale securities (fair market value)$109,252,0001,120
Total debt securities$273,265,000502
Structured notes
Amortized cost$14,995,000449
Fair value$14,796,000450
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$259,154,000513
U.S. Government securities$259,041,000376
U.S. Treasury securities$01,180
U.S. Government agency obligations$259,041,000361
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
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$113,0001,029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,302,0001,681
Mortgage-backed securities$184,685,000377
Certificates of participation in pools of residential mortgages$183,238,000228
Issued or guaranteed by U.S.$183,238,000225
Privately issued$0141
Collaterized mortgage obligations$1,447,0002,794
CMOs issued by government agencies or sponsored agencies$1,447,0002,516
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$158,114,000124
Available-for-sale securities (fair market value)$101,040,0001,169
Total debt securities$259,041,000506
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$267,144,000497
U.S. Government securities$267,031,000361
U.S. Treasury securities$01,121
U.S. Government agency obligations$267,031,000347
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
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$113,0001,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,036,0001,700
Mortgage-backed securities$184,584,000363
Certificates of participation in pools of residential mortgages$182,973,000223
Issued or guaranteed by U.S.$182,973,000221
Privately issued$0148
Collaterized mortgage obligations$1,611,0002,646
CMOs issued by government agencies or sponsored agencies$1,611,0002,350
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$168,249,000121
Available-for-sale securities (fair market value)$98,895,0001,175
Total debt securities$267,021,000490
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$257,992,000512
U.S. Government securities$257,879,000376
U.S. Treasury securities$01,130
U.S. Government agency obligations$257,879,000363
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
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$113,0001,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,500,0001,564
Mortgage-backed securities$177,913,000395
Certificates of participation in pools of residential mortgages$176,133,000250
Issued or guaranteed by U.S.$176,133,000247
Privately issued$0145
Collaterized mortgage obligations$1,780,0002,556
CMOs issued by government agencies or sponsored agencies$1,780,0002,242
Privately issued$01,481
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)$257,992,000445
Total debt securities$257,879,000506
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$272,397,000479
U.S. Government securities$272,284,000336
U.S. Treasury securities$01,077
U.S. Government agency obligations$272,284,000325
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
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$113,0001,141
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,096,0001,577
Mortgage-backed securities$182,598,000389
Certificates of participation in pools of residential mortgages$180,644,000250
Issued or guaranteed by U.S.$180,644,000248
Privately issued$0157
Collaterized mortgage obligations$1,954,0002,510
CMOs issued by government agencies or sponsored agencies$1,954,0002,191
Privately issued$01,512
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)$272,397,000416
Total debt securities$272,284,000471
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$259,496,000497
U.S. Government securities$259,383,000344
U.S. Treasury securities$01,047
U.S. Government agency obligations$259,383,000333
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
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$113,0001,218
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,911,0001,660
Mortgage-backed securities$175,759,000427
Certificates of participation in pools of residential mortgages$173,635,000262
Issued or guaranteed by U.S.$173,635,000260
Privately issued$0171
Collaterized mortgage obligations$2,124,0002,436
CMOs issued by government agencies or sponsored agencies$2,124,0002,091
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$259,496,000428
Total debt securities$259,383,000487
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$253,803,000509
U.S. Government securities$246,400,000366
U.S. Treasury securities$01,036
U.S. Government agency obligations$246,400,000355
Securities issued by states & political subdivisions$7,290,0002,666
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$113,0001,232
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,270,0001,792
Mortgage-backed securities$183,624,000408
Certificates of participation in pools of residential mortgages$181,281,000266
Issued or guaranteed by U.S.$181,281,000261
Privately issued$0181
Collaterized mortgage obligations$2,343,0002,367
CMOs issued by government agencies or sponsored agencies$2,343,0002,013
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$253,803,000441
Total debt securities$253,690,000494
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$261,857,000492
U.S. Government securities$249,430,000374
U.S. Treasury securities$0981
U.S. Government agency obligations$249,430,000367
Securities issued by states & political subdivisions$12,314,0001,822
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$113,0001,236
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,288,0001,556
Mortgage-backed securities$163,255,000451
Certificates of participation in pools of residential mortgages$160,611,000311
Issued or guaranteed by U.S.$160,611,000305
Privately issued$0191
Collaterized mortgage obligations$2,644,0002,315
CMOs issued by government agencies or sponsored agencies$2,644,0001,943
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)$261,857,000422
Total debt securities$261,744,000482
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$251,218,000492
U.S. Government securities$236,623,000381
U.S. Treasury securities$0973
U.S. Government agency obligations$236,623,000372
Securities issued by states & political subdivisions$14,482,0001,559
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$113,0001,224
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,809,0001,458
Mortgage-backed securities$152,966,000458
Certificates of participation in pools of residential mortgages$150,162,000310
Issued or guaranteed by U.S.$150,162,000304
Privately issued$0188
Collaterized mortgage obligations$2,804,0002,198
CMOs issued by government agencies or sponsored agencies$2,804,0001,876
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)$251,218,000423
Total debt securities$251,105,000483
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$260,297,000473
U.S. Government securities$245,413,000350
U.S. Treasury securities$01,019
U.S. Government agency obligations$245,413,000342
Securities issued by states & political subdivisions$14,516,0001,518
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$368,0001,055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,366,0001,556
Mortgage-backed securities$157,105,000430
Certificates of participation in pools of residential mortgages$154,247,000291
Issued or guaranteed by U.S.$154,247,000286
Privately issued$0192
Collaterized mortgage obligations$2,858,0002,128
CMOs issued by government agencies or sponsored agencies$2,858,0001,783
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)$260,297,000401
Total debt securities$259,929,000464
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$273,894,000458
U.S. Government securities$253,722,000337
U.S. Treasury securities$01,021
U.S. Government agency obligations$253,722,000330
Securities issued by states & political subdivisions$14,706,0001,511
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$5,466,000439
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,330,0001,663
Mortgage-backed securities$163,237,000419
Certificates of participation in pools of residential mortgages$160,206,000285
Issued or guaranteed by U.S.$160,206,000280
Privately issued$0202
Collaterized mortgage obligations$3,031,0002,081
CMOs issued by government agencies or sponsored agencies$3,031,0001,748
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)$273,894,000391
Total debt securities$268,428,000448
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$275,118,000454
U.S. Government securities$254,594,000333
U.S. Treasury securities$01,044
U.S. Government agency obligations$254,594,000324
Securities issued by states & political subdivisions$14,969,0001,495
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$5,555,000480
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,747,0001,781
Mortgage-backed securities$171,945,000392
Certificates of participation in pools of residential mortgages$168,688,000271
Issued or guaranteed by U.S.$168,688,000265
Privately issued$0205
Collaterized mortgage obligations$3,257,0002,011
CMOs issued by government agencies or sponsored agencies$3,257,0001,686
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)$275,118,000396
Total debt securities$269,563,000454
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$263,133,000473
U.S. Government securities$242,354,000359
U.S. Treasury securities$01,146
U.S. Government agency obligations$242,354,000350
Securities issued by states & political subdivisions$14,889,0001,490
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$5,890,000428
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,019,0001,809
Mortgage-backed securities$145,623,000413
Certificates of participation in pools of residential mortgages$142,253,000288
Issued or guaranteed by U.S.$142,253,000282
Privately issued$0191
Collaterized mortgage obligations$3,370,0001,885
CMOs issued by government agencies or sponsored agencies$3,370,0001,591
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)$263,133,000409
Total debt securities$257,243,000469
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$253,592,000488
U.S. Government securities$230,909,000384
U.S. Treasury securities$01,235
U.S. Government agency obligations$230,909,000376
Securities issued by states & political subdivisions$15,296,0001,405
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$7,387,000353
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,375,0001,324
Mortgage-backed securities$140,514,000414
Certificates of participation in pools of residential mortgages$137,041,000281
Issued or guaranteed by U.S.$137,041,000276
Privately issued$0194
Collaterized mortgage obligations$3,473,0001,812
CMOs issued by government agencies or sponsored agencies$3,473,0001,528
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)$253,592,000418
Total debt securities$246,205,000488
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$235,216,000526
U.S. Government securities$209,061,000426
U.S. Treasury securities$01,362
U.S. Government agency obligations$209,061,000416
Securities issued by states & political subdivisions$18,571,0001,117
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$7,584,000338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,776,0001,297
Mortgage-backed securities$137,798,000429
Certificates of participation in pools of residential mortgages$134,200,000291
Issued or guaranteed by U.S.$134,200,000284
Privately issued$0207
Collaterized mortgage obligations$3,598,0001,762
CMOs issued by government agencies or sponsored agencies$3,598,0001,494
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)$235,216,000450
Total debt securities$227,632,000531
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$259,098,000485
U.S. Government securities$212,639,000428
U.S. Treasury securities$01,448
U.S. Government agency obligations$212,639,000415
Securities issued by states & political subdivisions$38,802,000472
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$7,657,000342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,116,0001,335
Mortgage-backed securities$142,707,000417
Certificates of participation in pools of residential mortgages$138,731,000290
Issued or guaranteed by U.S.$138,731,000282
Privately issued$0218
Collaterized mortgage obligations$3,976,0001,684
CMOs issued by government agencies or sponsored agencies$3,976,0001,426
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)$243,508,00098
Available-for-sale securities (fair market value)$15,590,0004,558
Total debt securities$251,441,000488
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$268,772,000471
U.S. Government securities$219,811,000422
U.S. Treasury securities$01,498
U.S. Government agency obligations$219,811,000412
Securities issued by states & political subdivisions$41,450,000432
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$7,511,000359
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,116,0001,323
Mortgage-backed securities$146,923,000408
Certificates of participation in pools of residential mortgages$142,759,000286
Issued or guaranteed by U.S.$142,759,000279
Privately issued$0208
Collaterized mortgage obligations$4,164,0001,654
CMOs issued by government agencies or sponsored agencies$4,164,0001,412
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)$245,371,00096
Available-for-sale securities (fair market value)$23,401,0003,587
Total debt securities$261,261,000472
Structured notes
Amortized cost$02,890
Fair value$02,890
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$275,939,000473
U.S. Government securities$227,224,000419
U.S. Treasury securities$01,574
U.S. Government agency obligations$227,224,000409
Securities issued by states & political subdivisions$41,447,000423
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$7,268,000358
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,116,0001,312
Mortgage-backed securities$157,376,000396
Certificates of participation in pools of residential mortgages$153,010,000282
Issued or guaranteed by U.S.$153,010,000275
Privately issued$0214
Collaterized mortgage obligations$4,366,0001,582
CMOs issued by government agencies or sponsored agencies$4,366,0001,351
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)$252,821,00098
Available-for-sale securities (fair market value)$23,118,0003,642
Total debt securities$268,671,000469
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$294,726,000458
U.S. Government securities$245,914,000400
U.S. Treasury securities$01,634
U.S. Government agency obligations$245,914,000389
Securities issued by states & political subdivisions$41,703,000419
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$7,109,000363
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,096,0001,209
Mortgage-backed securities$168,196,000387
Certificates of participation in pools of residential mortgages$163,614,000275
Issued or guaranteed by U.S.$163,614,000270
Privately issued$0211
Collaterized mortgage obligations$4,582,0001,542
CMOs issued by government agencies or sponsored agencies$4,582,0001,322
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)$263,897,00092
Available-for-sale securities (fair market value)$30,829,0002,979
Total debt securities$287,617,000451
Structured notes
Amortized cost$03,074
Fair value$03,074
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$299,949,000455
U.S. Government securities$251,020,000404
U.S. Treasury securities$01,715
U.S. Government agency obligations$251,020,000391
Securities issued by states & political subdivisions$41,725,000411
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$7,204,000364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,980,0001,302
Mortgage-backed securities$176,318,000378
Certificates of participation in pools of residential mortgages$171,514,000267
Issued or guaranteed by U.S.$171,514,000260
Privately issued$0205
Collaterized mortgage obligations$4,804,0001,506
CMOs issued by government agencies or sponsored agencies$4,804,0001,288
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)$269,040,00094
Available-for-sale securities (fair market value)$30,909,0003,013
Total debt securities$292,745,000452
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$300,746,000461
U.S. Government securities$251,734,000408
U.S. Treasury securities$01,737
U.S. Government agency obligations$251,734,000391
Securities issued by states & political subdivisions$41,836,000407
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$7,176,000376
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,568,000953
Mortgage-backed securities$177,000,000382
Certificates of participation in pools of residential mortgages$171,961,000271
Issued or guaranteed by U.S.$171,961,000266
Privately issued$0216
Collaterized mortgage obligations$5,039,0001,467
CMOs issued by government agencies or sponsored agencies$5,039,0001,258
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)$269,833,00096
Available-for-sale securities (fair market value)$30,913,0003,014
Total debt securities$293,570,000457
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$308,458,000449
U.S. Government securities$259,631,000402
U.S. Treasury securities$01,786
U.S. Government agency obligations$259,631,000386
Securities issued by states & political subdivisions$41,833,000405
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$6,994,000387
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,017,0001,368
Mortgage-backed securities$184,879,000373
Certificates of participation in pools of residential mortgages$179,498,000265
Issued or guaranteed by U.S.$179,498,000259
Privately issued$0225
Collaterized mortgage obligations$5,381,0001,422
CMOs issued by government agencies or sponsored agencies$5,381,0001,227
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)$277,709,00096
Available-for-sale securities (fair market value)$30,749,0003,002
Total debt securities$301,464,000444
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$312,447,000442
U.S. Government securities$263,121,000396
U.S. Treasury securities$01,839
U.S. Government agency obligations$263,121,000380
Securities issued by states & political subdivisions$42,070,000402
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$7,256,000386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,024,0001,280
Mortgage-backed securities$185,201,000381
Certificates of participation in pools of residential mortgages$179,400,000267
Issued or guaranteed by U.S.$179,400,000260
Privately issued$0223
Collaterized mortgage obligations$5,801,0001,403
CMOs issued by government agencies or sponsored agencies$5,801,0001,221
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)$284,267,00091
Available-for-sale securities (fair market value)$28,180,0003,241
Total debt securities$305,191,000441
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$321,162,000428
U.S. Government securities$271,916,000383
U.S. Treasury securities$01,963
U.S. Government agency obligations$271,916,000367
Securities issued by states & political subdivisions$42,005,000395
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$7,241,000398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,027,0001,299
Mortgage-backed securities$190,092,000380
Certificates of participation in pools of residential mortgages$183,906,000267
Issued or guaranteed by U.S.$183,906,000262
Privately issued$0207
Collaterized mortgage obligations$6,186,0001,392
CMOs issued by government agencies or sponsored agencies$6,186,0001,221
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)$294,093,00089
Available-for-sale securities (fair market value)$27,069,0003,365
Total debt securities$313,921,000432
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$322,709,000438
U.S. Government securities$273,557,000385
U.S. Treasury securities$01,963
U.S. Government agency obligations$273,557,000371
Securities issued by states & political subdivisions$42,001,000407
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$7,151,000431
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,027,0001,259
Mortgage-backed securities$198,577,000375
Certificates of participation in pools of residential mortgages$192,023,000264
Issued or guaranteed by U.S.$192,023,000259
Privately issued$0203
Collaterized mortgage obligations$6,554,0001,358
CMOs issued by government agencies or sponsored agencies$6,554,0001,186
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)$308,574,00086
Available-for-sale securities (fair market value)$14,135,0004,961
Total debt securities$315,558,000434
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$324,145,000440
U.S. Government securities$273,650,000392
U.S. Treasury securities$01,990
U.S. Government agency obligations$273,650,000370
Securities issued by states & political subdivisions$43,153,000385
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$7,342,000441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,027,0001,270
Mortgage-backed securities$203,654,000370
Certificates of participation in pools of residential mortgages$196,703,000264
Issued or guaranteed by U.S.$196,703,000258
Privately issued$0225
Collaterized mortgage obligations$6,951,0001,323
CMOs issued by government agencies or sponsored agencies$6,951,0001,164
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)$314,802,00084
Available-for-sale securities (fair market value)$9,343,0005,891
Total debt securities$316,803,000433
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$342,216,000423
U.S. Government securities$291,684,000378
U.S. Treasury securities$02,098
U.S. Government agency obligations$291,684,000358
Securities issued by states & political subdivisions$43,318,000369
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$7,214,000477
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,648,0001,236
Mortgage-backed securities$216,740,000360
Certificates of participation in pools of residential mortgages$209,307,000255
Issued or guaranteed by U.S.$209,307,000248
Privately issued$0225
Collaterized mortgage obligations$7,433,0001,293
CMOs issued by government agencies or sponsored agencies$7,433,0001,136
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)$328,053,00082
Available-for-sale securities (fair market value)$14,163,0005,032
Total debt securities$335,002,000419
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$335,798,000434
U.S. Government securities$284,483,000384
U.S. Treasury securities$02,082
U.S. Government agency obligations$284,483,000365
Securities issued by states & political subdivisions$43,315,000375
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$8,000,000481
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,051,0001,235
Mortgage-backed securities$221,488,000363
Certificates of participation in pools of residential mortgages$212,916,000255
Issued or guaranteed by U.S.$212,916,000247
Privately issued$0230
Collaterized mortgage obligations$8,572,0001,244
CMOs issued by government agencies or sponsored agencies$8,572,0001,090
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)$327,798,00077
Available-for-sale securities (fair market value)$8,000,0006,232
Total debt securities$327,798,000433
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$323,185,000458
U.S. Government securities$279,873,000410
U.S. Treasury securities$02,227
U.S. Government agency obligations$279,873,000396
Securities issued by states & political subdivisions$43,312,000383
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$30,105,0001,386
Mortgage-backed securities$211,873,000376
Certificates of participation in pools of residential mortgages$202,253,000271
Issued or guaranteed by U.S.$202,253,000263
Privately issued$0248
Collaterized mortgage obligations$9,620,0001,162
CMOs issued by government agencies or sponsored agencies$9,620,0001,079
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)$303,179,00076
Available-for-sale securities (fair market value)$20,006,0004,203
Total debt securities$323,185,000447
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$315,620,000473
U.S. Government securities$272,311,000420
U.S. Treasury securities$02,287
U.S. Government agency obligations$272,311,000407
Securities issued by states & political subdivisions$43,309,000386
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$30,202,0001,324
Mortgage-backed securities$204,255,000383
Certificates of participation in pools of residential mortgages$192,433,000276
Issued or guaranteed by U.S.$192,433,000268
Privately issued$0253
Collaterized mortgage obligations$11,822,0001,029
CMOs issued by government agencies or sponsored agencies$11,822,000951
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)$295,558,00079
Available-for-sale securities (fair market value)$20,062,0004,127
Total debt securities$315,620,000458
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$308,442,000478
U.S. Government securities$267,837,000425
U.S. Treasury securities$02,322
U.S. Government agency obligations$267,837,000412
Securities issued by states & political subdivisions$40,605,000396
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$30,259,0001,298
Mortgage-backed securities$219,722,000367
Certificates of participation in pools of residential mortgages$188,705,000280
Issued or guaranteed by U.S.$188,705,000273
Privately issued$0256
Collaterized mortgage obligations$31,017,000616
CMOs issued by government agencies or sponsored agencies$31,017,000568
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)$288,321,00080
Available-for-sale securities (fair market value)$20,121,0004,065
Total debt securities$308,442,000462
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$287,450,000498
U.S. Government securities$246,847,000450
U.S. Treasury securities$02,382
U.S. Government agency obligations$246,847,000430
Securities issued by states & political subdivisions$40,603,000370
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$25,148,0001,500
Mortgage-backed securities$206,823,000381
Certificates of participation in pools of residential mortgages$162,027,000310
Issued or guaranteed by U.S.$162,027,000305
Privately issued$0257
Collaterized mortgage obligations$44,796,000509
CMOs issued by government agencies or sponsored agencies$44,796,000458
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)$262,426,00094
Available-for-sale securities (fair market value)$25,024,0003,458
Total debt securities$287,450,000480
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$264,400,000513
U.S. Government securities$223,529,000462
U.S. Treasury securities$02,544
U.S. Government agency obligations$223,529,000442
Securities issued by states & political subdivisions$40,871,000357
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$28,147,0001,375
Mortgage-backed securities$190,465,000380
Certificates of participation in pools of residential mortgages$146,575,000314
Issued or guaranteed by U.S.$146,575,000311
Privately issued$0252
Collaterized mortgage obligations$43,890,000510
CMOs issued by government agencies or sponsored agencies$43,890,000466
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)$239,336,000103
Available-for-sale securities (fair market value)$25,064,0003,424
Total debt securities$264,400,000492
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$227,813,000533
U.S. Government securities$200,265,000457
U.S. Treasury securities$03,182
U.S. Government agency obligations$200,265,000429
Securities issued by states & political subdivisions$27,548,000537
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$45,275,000852
Mortgage-backed securities$129,826,000465
Certificates of participation in pools of residential mortgages$72,585,000472
Issued or guaranteed by U.S.$72,585,000467
Privately issued$0260
Collaterized mortgage obligations$57,241,000416
CMOs issued by government agencies or sponsored agencies$57,241,000372
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)$189,674,000115
Available-for-sale securities (fair market value)$38,139,0002,302
Total debt securities$227,813,000512
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$232,759,000509
U.S. Government securities$219,136,000414
U.S. Treasury securities$04,186
U.S. Government agency obligations$219,136,000389
Securities issued by states & political subdivisions$10,849,0001,542
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$2,774,0001,280
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,006,0001,286
Mortgage-backed securities$130,154,000408
Certificates of participation in pools of residential mortgages$105,304,000313
Issued or guaranteed by U.S.$105,304,000309
Privately issued$0308
Collaterized mortgage obligations$24,850,000586
CMOs issued by government agencies or sponsored agencies$24,850,000522
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)$220,956,000131
Available-for-sale securities (fair market value)$11,803,0005,269
Total debt securities$229,985,000494
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$233,319,000535
U.S. Government securities$221,702,000459
U.S. Treasury securities$05,412
U.S. Government agency obligations$221,702,000417
Securities issued by states & political subdivisions$8,843,0001,885
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$2,774,0001,234
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,0008,152
Mortgage-backed securities$128,808,000438
Certificates of participation in pools of residential mortgages$100,362,000340
Issued or guaranteed by U.S.$100,362,000334
Privately issued$0307
Collaterized mortgage obligations$28,446,000585
CMOs issued by government agencies or sponsored agencies$28,446,000517
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)$217,599,000136
Available-for-sale securities (fair market value)$15,720,0004,604
Total debt securities$230,545,000522
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$228,580,000550
U.S. Government securities$225,806,000454
U.S. Treasury securities$06,820
U.S. Government agency obligations$225,806,000406
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$2,774,0001,232
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,0008,346
Mortgage-backed securities$149,859,000418
Certificates of participation in pools of residential mortgages$149,859,000281
Issued or guaranteed by U.S.$149,859,000274
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$225,806,000133
Available-for-sale securities (fair market value)$2,774,0008,184
Total debt securities$225,806,000539
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$241,928,000524
U.S. Government securities$239,154,000451
U.S. Treasury securities$07,921
U.S. Government agency obligations$239,154,000398
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$2,774,0001,175
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,0008,796
Mortgage-backed securities$189,217,000365
Certificates of participation in pools of residential mortgages$189,217,000244
Issued or guaranteed by U.S.$189,217,000239
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$239,154,000154
Available-for-sale securities (fair market value)$2,774,0008,411
Total debt securities$239,154,000517
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$255,398,000522
U.S. Government securities$252,624,000457
U.S. Treasury securities$5,000,0003,808
U.S. Government agency obligations$247,624,000393
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$2,774,0001,173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,0009,193
Mortgage-backed securities$214,641,000364
Certificates of participation in pools of residential mortgages$214,641,000244
Issued or guaranteed by U.S.$214,641,000236
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$242,864,000181
Available-for-sale securities (fair market value)$12,534,0005,288
Total debt securities$252,245,000514
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$261,622,000547
U.S. Government securities$259,177,000466
U.S. Treasury securities$12,971,0002,144
U.S. Government agency obligations$246,206,000379
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$2,445,0001,245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,0009,596
Mortgage-backed securities$232,206,000348
Certificates of participation in pools of residential mortgages$232,206,000227
Issued or guaranteed by U.S.$232,206,000222
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$254,202,000187
Available-for-sale securities (fair market value)$7,420,0006,985
Total debt securities$259,198,000537
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$225,138,000626
U.S. Government securities$222,631,000533
U.S. Treasury securities$17,989,0001,961
U.S. Government agency obligations$204,642,000430
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$2,507,0001,103
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,00010,071
Mortgage-backed securities$198,642,000392
Certificates of participation in pools of residential mortgages$198,642,000252
Issued or guaranteed by U.S.$198,642,000245
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$222,631,000400
Available-for-sale securities (fair market value)$2,507,0008,465
Total debt securities$222,631,000617
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$224,043,000658
U.S. Government securities$221,383,000549
U.S. Treasury securities$9,992,0003,518
U.S. Government agency obligations$211,391,000414
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$2,660,0001,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,00010,507
Mortgage-backed securities$211,391,000396
Certificates of participation in pools of residential mortgages$211,391,000245
Issued or guaranteed by U.S.$211,391,000222
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$221,383,000648
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$222,801,000635
U.S. Government securities$221,582,000535
U.S. Treasury securities$100,00012,023
U.S. Government agency obligations$221,482,000379
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$1,0009,084
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-1,218,0001,844
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$221,482,000361
Certificates of participation in pools of residential mortgages$221,482,000221
Issued or guaranteed by U.S.$221,482,000199
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$221,582,000627
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