The Central Trust Bank, Securities

2022-09-30Rank
Total securities$6,474,814,00081
U.S. Government securities$6,363,150,00065
U.S. Treasury securities$2,131,000,00043
U.S. Government agency obligations$4,232,150,00070
Securities issued by states & political subdivisions$65,223,000772
Other domestic debt securities$42,540,000448
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,006,000245
Structured financial products - Total$0515
Other domestic debt securities - All other$32,534,000296
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,180,393,00056
Mortgage-backed securities$2,876,832,00087
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$937,361,000106
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,022,770,00067
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$916,701,00031
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$5,057,0001,239
Available-for-sale securities (fair market value)$6,465,856,00064
Total debt securities$6,470,915,00080
Structured notes
Amortized cost$43,157,00047
Fair value$41,608,00042
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$6,660,185,00075
U.S. Government securities$6,546,093,00062
U.S. Treasury securities$2,205,660,00039
U.S. Government agency obligations$4,340,433,00072
Securities issued by states & political subdivisions$68,130,000776
Other domestic debt securities$41,700,000433
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,286,000246
Structured financial products - Total$0168
Other domestic debt securities - All other$31,414,000312
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,212,914,00054
Mortgage-backed securities$2,896,583,00088
Certificates of participation in pools of residential mortgages$1,027,982,000103
Issued or guaranteed by U.S.$1,027,982,000102
Privately issued$0231
Collaterized mortgage obligations$1,090,988,00074
CMOs issued by government agencies or sponsored agencies$1,090,988,00066
Privately issued$0553
Commercial mortgage-backed securities$777,613,00077
Commercial mortgage pass-through securities$777,613,00034
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$5,902,0001,122
Available-for-sale securities (fair market value)$6,650,021,00062
Total debt securities$6,655,923,00075
Structured notes
Amortized cost$43,161,00043
Fair value$42,180,00040
Trading account assets$19,000250
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$6,334,382,00080
U.S. Government securities$6,220,057,00069
U.S. Treasury securities$2,106,543,00038
U.S. Government agency obligations$4,113,514,00075
Securities issued by states & political subdivisions$67,554,000809
Other domestic debt securities$40,371,000439
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,897,000243
Structured financial products - Total$0169
Other domestic debt securities - All other$29,474,000329
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,078,319,00052
Mortgage-backed securities$2,711,561,00093
Certificates of participation in pools of residential mortgages$979,418,000111
Issued or guaranteed by U.S.$979,418,000109
Privately issued$0238
Collaterized mortgage obligations$1,101,081,00078
CMOs issued by government agencies or sponsored agencies$1,101,081,00069
Privately issued$0536
Commercial mortgage-backed securities$631,062,00087
Commercial mortgage pass-through securities$631,062,00039
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$6,803,000988
Available-for-sale securities (fair market value)$6,321,179,00068
Total debt securities$6,327,984,00080
Structured notes
Amortized cost$42,163,00041
Fair value$41,410,00038
Trading account assets$80,000242
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$5,721,470,00087
U.S. Government securities$5,588,822,00073
U.S. Treasury securities$1,454,275,00040
U.S. Government agency obligations$4,134,547,00077
Securities issued by states & political subdivisions$84,687,000687
Other domestic debt securities$40,821,000428
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,313,000244
Structured financial products - Total$0173
Other domestic debt securities - All other$29,508,000309
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,377,358,00063
Mortgage-backed securities$2,592,120,000101
Certificates of participation in pools of residential mortgages$871,399,000122
Issued or guaranteed by U.S.$871,399,000121
Privately issued$0246
Collaterized mortgage obligations$1,082,465,00076
CMOs issued by government agencies or sponsored agencies$1,082,465,00071
Privately issued$0500
Commercial mortgage-backed securities$638,256,00089
Commercial mortgage pass-through securities$638,256,00039
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$9,780,000784
Available-for-sale securities (fair market value)$5,704,550,00074
Total debt securities$5,714,330,00087
Structured notes
Amortized cost$64,938,00025
Fair value$64,842,00024
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$1,705,867,000181
U.S. Government securities$1,633,686,000151
U.S. Treasury securities$147,631,000100
U.S. Government agency obligations$1,486,055,000142
Securities issued by states & political subdivisions$16,593,0002,211
Other domestic debt securities$47,756,000370
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$18,203,000191
Structured financial products - Total$0173
Other domestic debt securities - All other$29,553,000298
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,385,827,00090
Mortgage-backed securities$960,709,000172
Certificates of participation in pools of residential mortgages$213,779,000311
Issued or guaranteed by U.S.$213,779,000311
Privately issued$0234
Collaterized mortgage obligations$324,196,000150
CMOs issued by government agencies or sponsored agencies$324,196,000138
Privately issued$0491
Commercial mortgage-backed securities$422,734,000110
Commercial mortgage pass-through securities$422,734,00048
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$200,0001,551
Available-for-sale securities (fair market value)$1,697,835,000161
Total debt securities$1,698,035,000179
Structured notes
Amortized cost$40,364,00033
Fair value$40,409,00033
Trading account assets$502,000217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$1,688,557,000176
U.S. Government securities$1,618,527,000146
U.S. Treasury securities$114,870,000115
U.S. Government agency obligations$1,503,657,000137
Securities issued by states & political subdivisions$14,080,0002,351
Other domestic debt securities$48,611,000341
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$18,696,000186
Structured financial products - Total$0166
Other domestic debt securities - All other$29,915,000281
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,439,528,00089
Mortgage-backed securities$940,303,000169
Certificates of participation in pools of residential mortgages$184,580,000333
Issued or guaranteed by U.S.$184,580,000329
Privately issued$0247
Collaterized mortgage obligations$437,882,000122
CMOs issued by government agencies or sponsored agencies$437,882,000115
Privately issued$0478
Commercial mortgage-backed securities$317,841,000124
Commercial mortgage pass-through securities$317,841,00055
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$200,0001,535
Available-for-sale securities (fair market value)$1,681,018,000156
Total debt securities$1,681,218,000173
Structured notes
Amortized cost$31,555,00033
Fair value$31,662,00034
Trading account assets$585,000210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$1,732,985,000164
U.S. Government securities$1,645,014,000137
U.S. Treasury securities$40,635,000198
U.S. Government agency obligations$1,604,379,000129
Securities issued by states & political subdivisions$15,285,0002,210
Other domestic debt securities$64,602,000271
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$19,238,000182
Structured financial products - Total$0158
Other domestic debt securities - All other$45,364,000179
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,288,768,00088
Mortgage-backed securities$943,250,000161
Certificates of participation in pools of residential mortgages$208,265,000286
Issued or guaranteed by U.S.$208,265,000285
Privately issued$0261
Collaterized mortgage obligations$419,076,000123
CMOs issued by government agencies or sponsored agencies$419,076,000115
Privately issued$0475
Commercial mortgage-backed securities$315,909,000119
Commercial mortgage pass-through securities$315,909,00049
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$200,0001,532
Available-for-sale securities (fair market value)$1,724,701,000146
Total debt securities$1,724,901,000163
Structured notes
Amortized cost$52,916,00019
Fair value$53,057,00019
Trading account assets$125,000226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$1,772,018,000151
U.S. Government securities$1,677,866,000126
U.S. Treasury securities$140,881,00078
U.S. Government agency obligations$1,536,985,000125
Securities issued by states & political subdivisions$17,559,0002,032
Other domestic debt securities$69,309,000247
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$19,656,000169
Structured financial products - Total$0156
Other domestic debt securities - All other$49,653,000161
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,441,235,00085
Mortgage-backed securities$955,032,000156
Certificates of participation in pools of residential mortgages$225,831,000248
Issued or guaranteed by U.S.$225,831,000247
Privately issued$0245
Collaterized mortgage obligations$451,390,000112
CMOs issued by government agencies or sponsored agencies$451,390,000107
Privately issued$0474
Commercial mortgage-backed securities$277,811,000127
Commercial mortgage pass-through securities$277,811,00052
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$200,0001,518
Available-for-sale securities (fair market value)$1,764,534,000138
Total debt securities$1,764,734,000150
Structured notes
Amortized cost$36,030,00019
Fair value$36,165,00019
Trading account assets$216,000208
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$1,818,001,000144
U.S. Government securities$1,712,024,000120
U.S. Treasury securities$174,959,00070
U.S. Government agency obligations$1,537,065,000119
Securities issued by states & political subdivisions$21,751,0001,700
Other domestic debt securities$79,133,000210
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$19,913,000161
Structured financial products - Total$0152
Other domestic debt securities - All other$59,220,000129
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,710,131,00078
Mortgage-backed securities$983,652,000147
Certificates of participation in pools of residential mortgages$243,161,000220
Issued or guaranteed by U.S.$243,161,000219
Privately issued$0251
Collaterized mortgage obligations$440,619,000112
CMOs issued by government agencies or sponsored agencies$440,619,000108
Privately issued$0464
Commercial mortgage-backed securities$299,872,000115
Commercial mortgage pass-through securities$299,872,00045
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$200,0001,518
Available-for-sale securities (fair market value)$1,812,708,000131
Total debt securities$1,812,908,000143
Structured notes
Amortized cost$30,752,00020
Fair value$30,891,00020
Trading account assets$230,000212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$1,642,645,000147
U.S. Government securities$1,504,451,000126
U.S. Treasury securities$129,985,00084
U.S. Government agency obligations$1,374,466,000122
Securities issued by states & political subdivisions$29,359,0001,276
Other domestic debt securities$104,024,000172
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,298,000137
Structured financial products - Total$0154
Other domestic debt securities - All other$82,726,000100
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,612,002,00078
Mortgage-backed securities$1,017,394,000139
Certificates of participation in pools of residential mortgages$227,715,000226
Issued or guaranteed by U.S.$227,715,000224
Privately issued$0251
Collaterized mortgage obligations$514,088,000101
CMOs issued by government agencies or sponsored agencies$514,088,00098
Privately issued$0454
Commercial mortgage-backed securities$275,591,000117
Commercial mortgage pass-through securities$275,591,00050
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$200,0001,527
Available-for-sale securities (fair market value)$1,637,634,000137
Total debt securities$1,637,834,000146
Structured notes
Amortized cost$3,756,000106
Fair value$3,756,000106
Trading account assets$1,223,000191
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$1,460,977,000149
U.S. Government securities$1,274,052,000138
U.S. Treasury securities$132,280,00078
U.S. Government agency obligations$1,141,772,000143
Securities issued by states & political subdivisions$40,700,000845
Other domestic debt securities$141,802,000140
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$22,892,000126
Structured financial products - Total$0155
Other domestic debt securities - All other$118,910,00067
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,281,374,00092
Mortgage-backed securities$943,689,000147
Certificates of participation in pools of residential mortgages$215,143,000233
Issued or guaranteed by U.S.$215,143,000230
Privately issued$0267
Collaterized mortgage obligations$435,787,000111
CMOs issued by government agencies or sponsored agencies$435,787,000107
Privately issued$0460
Commercial mortgage-backed securities$292,759,000112
Commercial mortgage pass-through securities$292,759,00044
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$200,0001,543
Available-for-sale securities (fair market value)$1,456,354,000140
Total debt securities$1,456,554,000148
Structured notes
Amortized cost$3,938,000128
Fair value$3,938,000124
Trading account assets$2,434,000166
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$1,213,550,000177
U.S. Government securities$979,891,000165
U.S. Treasury securities$64,007,000120
U.S. Government agency obligations$915,884,000158
Securities issued by states & political subdivisions$39,508,000841
Other domestic debt securities$187,312,000114
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$25,923,000118
Structured financial products - Total$0159
Other domestic debt securities - All other$161,389,00049
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,003,982,00097
Mortgage-backed securities$713,289,000175
Certificates of participation in pools of residential mortgages$172,663,000269
Issued or guaranteed by U.S.$172,663,000263
Privately issued$0249
Collaterized mortgage obligations$277,551,000146
CMOs issued by government agencies or sponsored agencies$277,551,000140
Privately issued$0457
Commercial mortgage-backed securities$263,075,000118
Commercial mortgage pass-through securities$263,075,00044
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$200,0001,593
Available-for-sale securities (fair market value)$1,206,511,000160
Total debt securities$1,206,711,000175
Structured notes
Amortized cost$4,110,000164
Fair value$4,116,000163
Trading account assets$108,000203
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$1,247,011,000170
U.S. Government securities$1,020,337,000159
U.S. Treasury securities$100,818,000102
U.S. Government agency obligations$919,519,000159
Securities issued by states & political subdivisions$52,582,000635
Other domestic debt securities$167,908,000114
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$28,378,000113
Structured financial products - Total$0154
Other domestic debt securities - All other$139,530,00053
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,057,065,00089
Mortgage-backed securities$676,202,000173
Certificates of participation in pools of residential mortgages$163,251,000264
Issued or guaranteed by U.S.$163,251,000260
Privately issued$0287
Collaterized mortgage obligations$200,054,000176
CMOs issued by government agencies or sponsored agencies$200,054,000169
Privately issued$0463
Commercial mortgage-backed securities$312,897,000103
Commercial mortgage pass-through securities$312,897,00040
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$200,0001,658
Available-for-sale securities (fair market value)$1,240,627,000156
Total debt securities$1,240,827,000169
Structured notes
Amortized cost$8,259,000119
Fair value$8,259,000119
Trading account assets$685,000185
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$1,196,537,000181
U.S. Government securities$929,620,000171
U.S. Treasury securities$126,548,00086
U.S. Government agency obligations$803,072,000182
Securities issued by states & political subdivisions$63,126,000516
Other domestic debt securities$197,499,000102
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$30,630,00098
Structured financial products - Total$0152
Other domestic debt securities - All other$166,869,00048
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$975,541,00099
Mortgage-backed securities$555,185,000198
Certificates of participation in pools of residential mortgages$162,932,000272
Issued or guaranteed by U.S.$162,932,000272
Privately issued$0244
Collaterized mortgage obligations$117,369,000238
CMOs issued by government agencies or sponsored agencies$117,369,000228
Privately issued$0476
Commercial mortgage-backed securities$274,884,000106
Commercial mortgage pass-through securities$274,884,00042
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$200,0001,701
Available-for-sale securities (fair market value)$1,190,045,000160
Total debt securities$1,190,245,000177
Structured notes
Amortized cost$8,481,000135
Fair value$8,481,000133
Trading account assets$1,123,000170
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$1,200,281,000176
U.S. Government securities$915,173,000175
U.S. Treasury securities$143,886,00084
U.S. Government agency obligations$771,287,000181
Securities issued by states & political subdivisions$79,816,000403
Other domestic debt securities$181,457,000101
Privately issued residential mortgage-backed securities$1,081,000357
Commercial mortgage-backed securities - Total$0171
Asset backed securities$33,135,00091
Structured financial products - Total$0154
Other domestic debt securities - All other$147,241,00049
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$967,811,000100
Mortgage-backed securities$511,466,000209
Certificates of participation in pools of residential mortgages$165,833,000269
Issued or guaranteed by U.S.$165,833,000268
Privately issued$0248
Collaterized mortgage obligations$71,690,000328
CMOs issued by government agencies or sponsored agencies$70,609,000316
Privately issued$1,081,000234
Commercial mortgage-backed securities$273,943,000101
Commercial mortgage pass-through securities$273,943,00043
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$200,0001,731
Available-for-sale securities (fair market value)$1,176,246,000156
Total debt securities$1,176,446,000174
Structured notes
Amortized cost$4,613,000243
Fair value$4,674,000241
Trading account assets$897,000176
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$1,085,691,000186
U.S. Government securities$808,284,000184
U.S. Treasury securities$114,229,00095
U.S. Government agency obligations$694,055,000192
Securities issued by states & political subdivisions$98,615,000329
Other domestic debt securities$149,666,000112
Privately issued residential mortgage-backed securities$1,901,000290
Commercial mortgage-backed securities - Total$0160
Asset backed securities$35,477,00088
Structured financial products - Total$0154
Other domestic debt securities - All other$112,288,00064
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$893,058,000106
Mortgage-backed securities$488,907,000215
Certificates of participation in pools of residential mortgages$173,166,000258
Issued or guaranteed by U.S.$173,166,000258
Privately issued$0211
Collaterized mortgage obligations$65,757,000341
CMOs issued by government agencies or sponsored agencies$63,856,000332
Privately issued$1,901,000203
Commercial mortgage-backed securities$249,984,00099
Commercial mortgage pass-through securities$249,984,00044
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$200,0001,771
Available-for-sale securities (fair market value)$1,056,365,000167
Total debt securities$1,056,565,000188
Structured notes
Amortized cost$4,853,000242
Fair value$4,750,000241
Trading account assets$125,000210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$1,007,549,000191
U.S. Government securities$715,480,000194
U.S. Treasury securities$99,170,000104
U.S. Government agency obligations$616,310,000202
Securities issued by states & political subdivisions$105,092,000305
Other domestic debt securities$152,321,000108
Privately issued residential mortgage-backed securities$5,631,000155
Commercial mortgage-backed securities - Total$0150
Asset backed securities$38,170,00080
Structured financial products - Total$0171
Other domestic debt securities - All other$108,520,00063
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$822,561,000110
Mortgage-backed securities$470,137,000215
Certificates of participation in pools of residential mortgages$218,683,000208
Issued or guaranteed by U.S.$218,683,000206
Privately issued$0145
Collaterized mortgage obligations$60,119,000348
CMOs issued by government agencies or sponsored agencies$54,488,000352
Privately issued$5,631,000137
Commercial mortgage-backed securities$191,335,000113
Commercial mortgage pass-through securities$191,335,00046
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$200,0001,802
Available-for-sale securities (fair market value)$972,693,000172
Total debt securities$972,893,000191
Structured notes
Amortized cost$5,188,000222
Fair value$5,026,000221
Trading account assets$967,000170
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$1,060,513,000186
U.S. Government securities$753,375,000190
U.S. Treasury securities$62,755,000130
U.S. Government agency obligations$690,620,000188
Securities issued by states & political subdivisions$112,655,000297
Other domestic debt securities$156,957,000102
Privately issued residential mortgage-backed securities$6,837,000240
Commercial mortgage-backed securities - Total$0147
Asset backed securities$40,891,00076
Structured financial products - Total$0186
Other domestic debt securities - All other$109,229,00062
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$848,695,000107
Mortgage-backed securities$311,380,000272
Certificates of participation in pools of residential mortgages$239,221,000197
Issued or guaranteed by U.S.$239,221,000195
Privately issued$0453
Collaterized mortgage obligations$70,657,000319
CMOs issued by government agencies or sponsored agencies$63,820,000317
Privately issued$6,837,000126
Commercial mortgage-backed securities$1,502,0001,258
Commercial mortgage pass-through securities$1,502,000908
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$200,0001,830
Available-for-sale securities (fair market value)$1,022,787,000168
Total debt securities$1,022,987,000187
Structured notes
Amortized cost$5,473,000212
Fair value$5,333,000209
Trading account assets$315,000187
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$1,187,363,000173
U.S. Government securities$878,074,000170
U.S. Treasury securities$57,592,000134
U.S. Government agency obligations$820,482,000166
Securities issued by states & political subdivisions$116,701,000288
Other domestic debt securities$156,830,000102
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$43,344,00072
Structured financial products - Total$0193
Other domestic debt securities - All other$113,486,00060
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$970,732,000103
Mortgage-backed securities$318,210,000268
Certificates of participation in pools of residential mortgages$258,257,000190
Issued or guaranteed by U.S.$258,257,000189
Privately issued$067
Collaterized mortgage obligations$57,836,000362
CMOs issued by government agencies or sponsored agencies$57,836,000339
Privately issued$0557
Commercial mortgage-backed securities$2,117,000997
Commercial mortgage pass-through securities$2,117,000645
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$200,0001,856
Available-for-sale securities (fair market value)$1,151,405,000154
Total debt securities$1,151,605,000173
Structured notes
Amortized cost$5,790,000204
Fair value$5,669,000202
Trading account assets$248,000188
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$1,146,798,000170
U.S. Government securities$824,292,000175
U.S. Treasury securities$24,866,000224
U.S. Government agency obligations$799,426,000166
Securities issued by states & political subdivisions$133,483,000255
Other domestic debt securities$152,064,00099
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$46,113,00069
Structured financial products - Total$0204
Other domestic debt securities - All other$105,951,00062
Foreign debt securities$0316
Equity securities$36,959,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$932,625,000105
Mortgage-backed securities$345,076,000250
Certificates of participation in pools of residential mortgages$276,243,000177
Issued or guaranteed by U.S.$276,243,000176
Privately issued$064
Collaterized mortgage obligations$62,037,000346
CMOs issued by government agencies or sponsored agencies$62,037,000325
Privately issued$0573
Commercial mortgage-backed securities$6,796,000634
Commercial mortgage pass-through securities$6,796,000369
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$200,0001,883
Available-for-sale securities (fair market value)$1,146,598,000148
Total debt securities$1,109,839,000171
Structured notes
Amortized cost$6,109,000184
Fair value$6,039,000182
Trading account assets$299,000188
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$1,216,244,000164
U.S. Government securities$894,935,000164
U.S. Treasury securities$01,313
U.S. Government agency obligations$894,935,000151
Securities issued by states & political subdivisions$144,435,000221
Other domestic debt securities$142,829,000105
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$48,858,00063
Structured financial products - Total$0214
Other domestic debt securities - All other$93,971,00073
Foreign debt securities$0334
Equity securities$34,045,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,012,848,00097
Mortgage-backed securities$387,435,000238
Certificates of participation in pools of residential mortgages$313,542,000165
Issued or guaranteed by U.S.$313,542,000163
Privately issued$069
Collaterized mortgage obligations$67,023,000336
CMOs issued by government agencies or sponsored agencies$67,023,000312
Privately issued$0584
Commercial mortgage-backed securities$6,870,000618
Commercial mortgage pass-through securities$6,870,000368
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$200,0001,938
Available-for-sale securities (fair market value)$1,216,044,000144
Total debt securities$1,182,199,000167
Structured notes
Amortized cost$6,513,000187
Fair value$6,496,000185
Trading account assets$426,000184
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$1,268,589,000158
U.S. Government securities$929,460,000157
U.S. Treasury securities$01,351
U.S. Government agency obligations$929,460,000149
Securities issued by states & political subdivisions$147,572,000220
Other domestic debt securities$157,732,000100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$52,028,00060
Structured financial products - Total$0219
Other domestic debt securities - All other$105,704,00066
Foreign debt securities$0346
Equity securities$33,825,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,048,292,00093
Mortgage-backed securities$388,606,000241
Certificates of participation in pools of residential mortgages$315,820,000160
Issued or guaranteed by U.S.$315,820,000158
Privately issued$067
Collaterized mortgage obligations$68,057,000339
CMOs issued by government agencies or sponsored agencies$68,057,000315
Privately issued$0606
Commercial mortgage-backed securities$4,729,000712
Commercial mortgage pass-through securities$4,729,000445
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$200,0001,966
Available-for-sale securities (fair market value)$1,268,389,000139
Total debt securities$1,234,764,000163
Structured notes
Amortized cost$6,996,000191
Fair value$6,987,000187
Trading account assets$408,000188
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$1,324,403,000154
U.S. Government securities$941,495,000153
U.S. Treasury securities$01,390
U.S. Government agency obligations$941,495,000145
Securities issued by states & political subdivisions$161,171,000196
Other domestic debt securities$187,408,00094
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$55,426,00061
Structured financial products - Total$0221
Other domestic debt securities - All other$131,982,00053
Foreign debt securities$0350
Equity securities$34,329,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,066,205,00092
Mortgage-backed securities$366,537,000244
Certificates of participation in pools of residential mortgages$298,561,000171
Issued or guaranteed by U.S.$298,561,000168
Privately issued$066
Collaterized mortgage obligations$67,927,000340
CMOs issued by government agencies or sponsored agencies$67,927,000318
Privately issued$0642
Commercial mortgage-backed securities$49,0001,378
Commercial mortgage pass-through securities$49,000964
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$200,0002,002
Available-for-sale securities (fair market value)$1,324,203,000129
Total debt securities$1,290,074,000157
Structured notes
Amortized cost$2,147,000462
Fair value$2,157,000459
Trading account assets$102,000212
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$1,311,777,000152
U.S. Government securities$950,981,000148
U.S. Treasury securities$01,367
U.S. Government agency obligations$950,981,000141
Securities issued by states & political subdivisions$170,183,000178
Other domestic debt securities$156,631,000101
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$53,549,00061
Structured financial products - Total$0226
Other domestic debt securities - All other$103,082,00070
Foreign debt securities$0347
Equity securities$33,982,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,078,905,00088
Mortgage-backed securities$337,214,000252
Certificates of participation in pools of residential mortgages$274,478,000186
Issued or guaranteed by U.S.$274,478,000183
Privately issued$071
Collaterized mortgage obligations$62,736,000353
CMOs issued by government agencies or sponsored agencies$62,736,000330
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$200,0002,026
Available-for-sale securities (fair market value)$1,311,577,000123
Total debt securities$1,277,795,000154
Structured notes
Amortized cost$2,264,000443
Fair value$2,290,000440
Trading account assets$142,000216
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$1,299,349,000148
U.S. Government securities$938,960,000146
U.S. Treasury securities$01,214
U.S. Government agency obligations$938,960,000139
Securities issued by states & political subdivisions$169,298,000179
Other domestic debt securities$158,929,000102
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$55,907,00059
Structured financial products - Total$0228
Other domestic debt securities - All other$103,022,00076
Foreign debt securities$0338
Equity securities$32,162,00053
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,062,335,00095
Mortgage-backed securities$346,137,000249
Certificates of participation in pools of residential mortgages$276,541,000170
Issued or guaranteed by U.S.$276,541,000168
Privately issued$067
Collaterized mortgage obligations$69,596,000343
CMOs issued by government agencies or sponsored agencies$69,596,000319
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$200,0002,056
Available-for-sale securities (fair market value)$1,299,149,000125
Total debt securities$1,267,187,000151
Structured notes
Amortized cost$2,408,000426
Fair value$2,451,000424
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$1,286,518,000147
U.S. Government securities$926,110,000148
U.S. Treasury securities$01,253
U.S. Government agency obligations$926,110,000141
Securities issued by states & political subdivisions$167,418,000182
Other domestic debt securities$162,953,000103
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$57,657,00060
Structured financial products - Total$0235
Other domestic debt securities - All other$105,296,00078
Foreign debt securities$0339
Equity securities$30,037,00057
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,045,312,00095
Mortgage-backed securities$325,845,000263
Certificates of participation in pools of residential mortgages$257,475,000181
Issued or guaranteed by U.S.$257,475,000180
Privately issued$071
Collaterized mortgage obligations$68,370,000344
CMOs issued by government agencies or sponsored agencies$68,370,000317
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$200,0002,099
Available-for-sale securities (fair market value)$1,286,318,000123
Total debt securities$1,256,481,000148
Structured notes
Amortized cost$2,527,000463
Fair value$2,589,000461
Trading account assets$3,504,000149
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$1,282,742,000151
U.S. Government securities$946,119,000147
U.S. Treasury securities$01,296
U.S. Government agency obligations$946,119,000141
Securities issued by states & political subdivisions$158,643,000188
Other domestic debt securities$149,431,000105
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$37,246,00068
Structured financial products - Total$0235
Other domestic debt securities - All other$112,185,00068
Foreign debt securities$0334
Equity securities$28,549,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,052,951,00098
Mortgage-backed securities$301,620,000271
Certificates of participation in pools of residential mortgages$227,642,000209
Issued or guaranteed by U.S.$227,642,000208
Privately issued$066
Collaterized mortgage obligations$73,978,000335
CMOs issued by government agencies or sponsored agencies$73,978,000312
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$200,0002,144
Available-for-sale securities (fair market value)$1,282,542,000127
Total debt securities$1,254,193,000153
Structured notes
Amortized cost$2,655,000563
Fair value$2,731,000559
Trading account assets$1,070,000178
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$1,254,895,000152
U.S. Government securities$911,585,000147
U.S. Treasury securities$01,367
U.S. Government agency obligations$911,585,000142
Securities issued by states & political subdivisions$157,887,000185
Other domestic debt securities$156,554,000106
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$38,779,00068
Structured financial products - Total$0235
Other domestic debt securities - All other$117,775,00065
Foreign debt securities$0322
Equity securities$28,869,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,015,636,00097
Mortgage-backed securities$268,071,000299
Certificates of participation in pools of residential mortgages$189,551,000238
Issued or guaranteed by U.S.$189,551,000237
Privately issued$066
Collaterized mortgage obligations$78,520,000325
CMOs issued by government agencies or sponsored agencies$78,520,000305
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$200,0002,182
Available-for-sale securities (fair market value)$1,254,695,000127
Total debt securities$1,226,026,000152
Structured notes
Amortized cost$2,805,000617
Fair value$2,899,000610
Trading account assets$436,000196
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$1,314,139,000144
U.S. Government securities$990,520,000135
U.S. Treasury securities$01,303
U.S. Government agency obligations$990,520,000131
Securities issued by states & political subdivisions$154,362,000189
Other domestic debt securities$139,798,000116
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$40,023,00068
Structured financial products - Total$0235
Other domestic debt securities - All other$99,775,00082
Foreign debt securities$0326
Equity securities$29,459,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$883,507,000105
Mortgage-backed securities$251,123,000316
Certificates of participation in pools of residential mortgages$166,192,000266
Issued or guaranteed by U.S.$166,192,000265
Privately issued$065
Collaterized mortgage obligations$84,931,000314
CMOs issued by government agencies or sponsored agencies$84,931,000291
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$200,0002,189
Available-for-sale securities (fair market value)$1,313,939,000116
Total debt securities$1,284,680,000146
Structured notes
Amortized cost$2,896,000727
Fair value$3,011,000662
Trading account assets$1,696,000166
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$1,352,959,000142
U.S. Government securities$1,081,397,000128
U.S. Treasury securities$01,348
U.S. Government agency obligations$1,081,397,000123
Securities issued by states & political subdivisions$148,199,000192
Other domestic debt securities$91,692,000144
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$26,938,00079
Structured financial products - Total$0242
Other domestic debt securities - All other$64,754,000105
Foreign debt securities$0330
Equity securities$31,671,00056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,172,872,00091
Mortgage-backed securities$265,827,000302
Certificates of participation in pools of residential mortgages$173,654,000261
Issued or guaranteed by U.S.$173,654,000260
Privately issued$067
Collaterized mortgage obligations$92,173,000298
CMOs issued by government agencies or sponsored agencies$92,173,000279
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$200,0002,230
Available-for-sale securities (fair market value)$1,352,759,000116
Total debt securities$1,321,288,000143
Structured notes
Amortized cost$3,509,000705
Fair value$3,650,000692
Trading account assets$486,000204
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$1,116,676,000156
U.S. Government securities$875,503,000145
U.S. Treasury securities$01,327
U.S. Government agency obligations$875,503,000138
Securities issued by states & political subdivisions$146,851,000196
Other domestic debt securities$60,090,000194
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$27,316,00075
Structured financial products - Total$0236
Other domestic debt securities - All other$32,774,000179
Foreign debt securities$0332
Equity securities$34,232,00052
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$959,861,000103
Mortgage-backed securities$281,617,000291
Certificates of participation in pools of residential mortgages$181,462,000253
Issued or guaranteed by U.S.$181,462,000251
Privately issued$070
Collaterized mortgage obligations$100,155,000292
CMOs issued by government agencies or sponsored agencies$100,155,000274
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$200,0002,230
Available-for-sale securities (fair market value)$1,116,476,000134
Total debt securities$1,082,444,000157
Structured notes
Amortized cost$3,730,000740
Fair value$3,887,000726
Trading account assets$952,000187
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$899,555,000185
U.S. Government securities$674,897,000187
U.S. Treasury securities$01,361
U.S. Government agency obligations$674,897,000179
Securities issued by states & political subdivisions$145,651,000193
Other domestic debt securities$42,593,000233
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$27,809,00070
Structured financial products - Total$0236
Other domestic debt securities - All other$14,784,000330
Foreign debt securities$0316
Equity securities$36,414,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$728,758,000115
Mortgage-backed securities$295,946,000281
Certificates of participation in pools of residential mortgages$189,348,000242
Issued or guaranteed by U.S.$189,348,000241
Privately issued$075
Collaterized mortgage obligations$106,598,000282
CMOs issued by government agencies or sponsored agencies$106,598,000266
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$200,0002,255
Available-for-sale securities (fair market value)$899,355,000156
Total debt securities$863,141,000190
Structured notes
Amortized cost$4,367,000699
Fair value$4,549,000675
Trading account assets$856,000183
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$977,570,000176
U.S. Government securities$749,556,000162
U.S. Treasury securities$01,381
U.S. Government agency obligations$749,556,000158
Securities issued by states & political subdivisions$147,496,000186
Other domestic debt securities$45,448,000216
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$28,269,00069
Structured financial products - Total$0253
Other domestic debt securities - All other$17,179,000292
Foreign debt securities$0309
Equity securities$35,070,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$836,077,000112
Mortgage-backed securities$312,094,000276
Certificates of participation in pools of residential mortgages$198,143,000232
Issued or guaranteed by U.S.$198,143,000231
Privately issued$073
Collaterized mortgage obligations$113,951,000275
CMOs issued by government agencies or sponsored agencies$113,951,000263
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$200,0002,299
Available-for-sale securities (fair market value)$977,370,000149
Total debt securities$942,500,000178
Structured notes
Amortized cost$4,589,000749
Fair value$4,796,000723
Trading account assets$377,000204
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$938,963,000179
U.S. Government securities$709,804,000169
U.S. Treasury securities$01,342
U.S. Government agency obligations$709,804,000165
Securities issued by states & political subdivisions$148,673,000179
Other domestic debt securities$45,991,000228
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$28,677,00079
Structured financial products - Total$0259
Other domestic debt securities - All other$17,314,000300
Foreign debt securities$0311
Equity securities$34,495,00054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$796,832,000114
Mortgage-backed securities$329,474,000265
Certificates of participation in pools of residential mortgages$206,814,000226
Issued or guaranteed by U.S.$206,814,000225
Privately issued$075
Collaterized mortgage obligations$122,660,000262
CMOs issued by government agencies or sponsored agencies$122,660,000249
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$200,0002,311
Available-for-sale securities (fair market value)$938,763,000153
Total debt securities$904,468,000180
Structured notes
Amortized cost$4,888,000755
Fair value$6,012,000622
Trading account assets$1,441,000158
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$957,681,000179
U.S. Government securities$727,471,000164
U.S. Treasury securities$01,198
U.S. Government agency obligations$727,471,000162
Securities issued by states & political subdivisions$157,394,000164
Other domestic debt securities$41,125,000262
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$29,731,00078
Structured financial products - Total$0268
Other domestic debt securities - All other$11,394,000405
Foreign debt securities$0314
Equity securities$31,691,00056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$822,407,000112
Mortgage-backed securities$344,792,000252
Certificates of participation in pools of residential mortgages$218,234,000221
Issued or guaranteed by U.S.$218,234,000220
Privately issued$076
Collaterized mortgage obligations$126,558,000252
CMOs issued by government agencies or sponsored agencies$126,558,000238
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$957,681,000152
Total debt securities$925,990,000180
Structured notes
Amortized cost$5,249,000704
Fair value$5,484,000672
Trading account assets$1,076,000163
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$918,322,000183
U.S. Government securities$698,949,000168
U.S. Treasury securities$01,131
U.S. Government agency obligations$698,949,000163
Securities issued by states & political subdivisions$146,469,000179
Other domestic debt securities$42,430,000263
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$30,997,00082
Structured financial products - Total$0292
Other domestic debt securities - All other$11,433,000416
Foreign debt securities$0320
Equity securities$30,474,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$784,912,000115
Mortgage-backed securities$349,917,000249
Certificates of participation in pools of residential mortgages$221,100,000214
Issued or guaranteed by U.S.$221,100,000213
Privately issued$081
Collaterized mortgage obligations$128,817,000246
CMOs issued by government agencies or sponsored agencies$128,817,000231
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$918,322,000155
Total debt securities$887,848,000185
Structured notes
Amortized cost$5,553,000675
Fair value$5,830,000620
Trading account assets$225,000204
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$932,140,000175
U.S. Government securities$722,844,000159
U.S. Treasury securities$01,131
U.S. Government agency obligations$722,844,000156
Securities issued by states & political subdivisions$136,452,000189
Other domestic debt securities$44,921,000259
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$32,470,00082
Structured financial products - Total$0318
Other domestic debt securities - All other$12,451,000405
Foreign debt securities$0328
Equity securities$27,923,00074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$798,332,000109
Mortgage-backed securities$375,788,000236
Certificates of participation in pools of residential mortgages$237,040,000201
Issued or guaranteed by U.S.$237,040,000200
Privately issued$080
Collaterized mortgage obligations$138,748,000241
CMOs issued by government agencies or sponsored agencies$138,748,000225
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$932,140,000147
Total debt securities$904,217,000175
Structured notes
Amortized cost$6,022,000607
Fair value$6,337,000577
Trading account assets$265,000209
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$983,561,000171
U.S. Government securities$776,823,000151
U.S. Treasury securities$01,152
U.S. Government agency obligations$776,823,000150
Securities issued by states & political subdivisions$131,084,000202
Other domestic debt securities$47,586,000247
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$34,158,00080
Structured financial products - Total$0318
Other domestic debt securities - All other$13,428,000388
Foreign debt securities$0316
Equity securities$28,068,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$842,604,000104
Mortgage-backed securities$411,488,000222
Certificates of participation in pools of residential mortgages$256,086,000180
Issued or guaranteed by U.S.$256,086,000179
Privately issued$083
Collaterized mortgage obligations$155,402,000223
CMOs issued by government agencies or sponsored agencies$155,402,000208
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$983,561,000146
Total debt securities$955,493,000173
Structured notes
Amortized cost$6,801,000556
Fair value$7,166,000527
Trading account assets$5,176,000100
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$1,018,364,000166
U.S. Government securities$786,641,000153
U.S. Treasury securities$01,161
U.S. Government agency obligations$786,641,000152
Securities issued by states & political subdivisions$155,875,000159
Other domestic debt securities$48,583,000250
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$35,806,00075
Structured financial products - Total$0323
Other domestic debt securities - All other$12,777,000395
Foreign debt securities$0322
Equity securities$27,265,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$862,141,000103
Mortgage-backed securities$452,319,000211
Certificates of participation in pools of residential mortgages$274,848,000174
Issued or guaranteed by U.S.$274,848,000172
Privately issued$083
Collaterized mortgage obligations$177,471,000209
CMOs issued by government agencies or sponsored agencies$177,471,000196
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$1,018,364,000143
Total debt securities$991,099,000166
Structured notes
Amortized cost$7,647,000513
Fair value$8,087,000485
Trading account assets$6,859,00093
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$1,010,524,000164
U.S. Government securities$781,514,000152
U.S. Treasury securities$01,135
U.S. Government agency obligations$781,514,000151
Securities issued by states & political subdivisions$155,376,000156
Other domestic debt securities$50,020,000241
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$37,145,00071
Structured financial products - Total$0329
Other domestic debt securities - All other$12,875,000387
Foreign debt securities$0317
Equity securities$23,614,00083
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$845,296,000105
Mortgage-backed securities$456,288,000208
Certificates of participation in pools of residential mortgages$256,543,000184
Issued or guaranteed by U.S.$256,543,000183
Privately issued$085
Collaterized mortgage obligations$199,745,000197
CMOs issued by government agencies or sponsored agencies$199,745,000184
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$1,010,524,000144
Total debt securities$986,910,000168
Structured notes
Amortized cost$8,402,000485
Fair value$8,882,000475
Trading account assets$3,431,000119
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$1,047,188,000167
U.S. Government securities$813,510,000148
U.S. Treasury securities$01,086
U.S. Government agency obligations$813,510,000147
Securities issued by states & political subdivisions$155,492,000149
Other domestic debt securities$53,065,000234
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$39,065,00071
Structured financial products - Total$0340
Other domestic debt securities - All other$14,000,000381
Foreign debt securities$0302
Equity securities$25,121,00073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$843,734,00098
Mortgage-backed securities$478,217,000204
Certificates of participation in pools of residential mortgages$258,591,000193
Issued or guaranteed by U.S.$258,591,000192
Privately issued$088
Collaterized mortgage obligations$219,626,000191
CMOs issued by government agencies or sponsored agencies$219,626,000178
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$1,047,188,000145
Total debt securities$1,022,067,000169
Structured notes
Amortized cost$14,257,000324
Fair value$14,801,000312
Trading account assets$2,722,000123
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$1,053,884,000162
U.S. Government securities$820,155,000146
U.S. Treasury securities$01,068
U.S. Government agency obligations$820,155,000142
Securities issued by states & political subdivisions$156,042,000137
Other domestic debt securities$55,002,000230
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$40,953,00069
Structured financial products - Total$0339
Other domestic debt securities - All other$14,049,000374
Foreign debt securities$0295
Equity securities$22,685,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$855,226,000103
Mortgage-backed securities$472,961,000204
Certificates of participation in pools of residential mortgages$245,788,000207
Issued or guaranteed by U.S.$245,788,000206
Privately issued$094
Collaterized mortgage obligations$227,173,000187
CMOs issued by government agencies or sponsored agencies$227,173,000176
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)$02,724
Available-for-sale securities (fair market value)$1,053,884,000139
Total debt securities$1,031,199,000163
Structured notes
Amortized cost$22,843,000216
Fair value$23,469,000213
Trading account assets$3,859,000114
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$1,067,301,000160
U.S. Government securities$849,723,000147
U.S. Treasury securities$01,157
U.S. Government agency obligations$849,723,000144
Securities issued by states & political subdivisions$156,371,000134
Other domestic debt securities$39,526,000284
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$25,365,00070
Structured financial products - Total$0346
Other domestic debt securities - All other$14,161,000370
Foreign debt securities$0227
Equity securities$21,681,00077
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$873,163,000105
Mortgage-backed securities$495,725,000198
Certificates of participation in pools of residential mortgages$249,103,000208
Issued or guaranteed by U.S.$249,103,000207
Privately issued$094
Collaterized mortgage obligations$246,622,000183
CMOs issued by government agencies or sponsored agencies$246,622,000171
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)$02,785
Available-for-sale securities (fair market value)$1,067,301,000142
Total debt securities$1,045,620,000162
Structured notes
Amortized cost$18,945,000311
Fair value$19,670,000298
Trading account assets$2,288,000134
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$967,913,000170
U.S. Government securities$754,163,000153
U.S. Treasury securities$01,076
U.S. Government agency obligations$754,163,000151
Securities issued by states & political subdivisions$159,063,000123
Other domestic debt securities$34,019,000328
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$19,955,00060
Structured financial products - Total$0321
Other domestic debt securities - All other$14,064,000353
Foreign debt securities$0182
Equity securities$20,668,00078
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$776,581,000102
Mortgage-backed securities$411,687,000227
Certificates of participation in pools of residential mortgages$213,561,000227
Issued or guaranteed by U.S.$213,561,000225
Privately issued$0121
Collaterized mortgage obligations$198,126,000211
CMOs issued by government agencies or sponsored agencies$198,126,000188
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$967,913,000145
Total debt securities$947,245,000173
Structured notes
Amortized cost$20,131,000270
Fair value$20,616,000264
Trading account assets$1,586,000135
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$988,393,000167
U.S. Government securities$783,779,000152
U.S. Treasury securities$01,126
U.S. Government agency obligations$783,779,000149
Securities issued by states & political subdivisions$154,258,000121
Other domestic debt securities$33,218,000331
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$20,066,00056
Structured financial products - Total$0323
Other domestic debt securities - All other$13,152,000345
Foreign debt securities$0176
Equity securities$17,138,000106
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$806,479,00098
Mortgage-backed securities$437,945,000205
Certificates of participation in pools of residential mortgages$222,253,000211
Issued or guaranteed by U.S.$222,253,000209
Privately issued$0132
Collaterized mortgage obligations$215,692,000197
CMOs issued by government agencies or sponsored agencies$215,692,000171
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$988,393,000139
Total debt securities$971,255,000167
Structured notes
Amortized cost$21,288,000244
Fair value$21,948,000241
Trading account assets$1,372,000149
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$935,305,000173
U.S. Government securities$742,935,000160
U.S. Treasury securities$01,225
U.S. Government agency obligations$742,935,000156
Securities issued by states & political subdivisions$150,517,000115
Other domestic debt securities$20,532,000450
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$10,263,00060
Structured financial products - Total$0330
Other domestic debt securities - All other$10,269,000379
Foreign debt securities$0168
Equity securities$21,321,00082
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$766,816,000103
Mortgage-backed securities$427,496,000217
Certificates of participation in pools of residential mortgages$198,754,000234
Issued or guaranteed by U.S.$198,754,000231
Privately issued$0125
Collaterized mortgage obligations$228,742,000185
CMOs issued by government agencies or sponsored agencies$228,742,000163
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)$03,025
Available-for-sale securities (fair market value)$935,305,000147
Total debt securities$913,984,000177
Structured notes
Amortized cost$44,405,000125
Fair value$45,115,000121
Trading account assets$2,304,000128
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$904,373,000176
U.S. Government securities$711,976,000167
U.S. Treasury securities$01,272
U.S. Government agency obligations$711,976,000162
Securities issued by states & political subdivisions$161,032,000101
Other domestic debt securities$10,287,000703
Privately issued residential mortgage-backed securities$14,0001,305
Commercial mortgage-backed securities - Total$081
Asset backed securities$10,273,00060
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$21,078,00079
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$737,122,000106
Mortgage-backed securities$406,801,000219
Certificates of participation in pools of residential mortgages$167,331,000274
Issued or guaranteed by U.S.$167,331,000273
Privately issued$0136
Collaterized mortgage obligations$239,470,000166
CMOs issued by government agencies or sponsored agencies$239,456,000144
Privately issued$14,0001,244
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$904,373,000153
Total debt securities$883,295,000180
Structured notes
Amortized cost$33,329,000188
Fair value$34,006,000181
Trading account assets$693,000157
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$840,741,000182
U.S. Government securities$680,858,000169
U.S. Treasury securities$01,275
U.S. Government agency obligations$680,858,000164
Securities issued by states & political subdivisions$130,044,000138
Other domestic debt securities$10,340,000735
Privately issued residential mortgage-backed securities$70,0001,301
Commercial mortgage-backed securities - Total$0438
Asset backed securities$10,270,00054
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$19,499,00089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$747,690,000107
Mortgage-backed securities$367,711,000227
Certificates of participation in pools of residential mortgages$157,085,000278
Issued or guaranteed by U.S.$157,085,000276
Privately issued$0141
Collaterized mortgage obligations$210,626,000187
CMOs issued by government agencies or sponsored agencies$210,556,000158
Privately issued$70,0001,240
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$840,741,000161
Total debt securities$821,242,000184
Structured notes
Amortized cost$43,931,000121
Fair value$44,681,000115
Trading account assets$656,000161
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$801,659,000179
U.S. Government securities$683,028,000160
U.S. Treasury securities$01,180
U.S. Government agency obligations$683,028,000153
Securities issued by states & political subdivisions$84,673,000227
Other domestic debt securities$16,616,000553
Privately issued residential mortgage-backed securities$6,307,000506
Commercial mortgage-backed securities - Total$0411
Asset backed securities$10,309,00055
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$17,342,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$752,271,000104
Mortgage-backed securities$388,889,000206
Certificates of participation in pools of residential mortgages$157,064,000257
Issued or guaranteed by U.S.$157,064,000254
Privately issued$0141
Collaterized mortgage obligations$231,825,000165
CMOs issued by government agencies or sponsored agencies$225,518,000135
Privately issued$6,307,000483
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$801,659,000161
Total debt securities$784,317,000180
Structured notes
Amortized cost$46,614,00097
Fair value$47,943,00093
Trading account assets$2,497,000123
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$807,462,000176
U.S. Government securities$720,914,000154
U.S. Treasury securities$01,121
U.S. Government agency obligations$720,914,000146
Securities issued by states & political subdivisions$55,326,000392
Other domestic debt securities$17,077,000544
Privately issued residential mortgage-backed securities$6,755,000512
Commercial mortgage-backed securities - Total$0407
Asset backed securities$10,322,00052
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$14,145,000115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$768,297,000105
Mortgage-backed securities$383,374,000198
Certificates of participation in pools of residential mortgages$165,485,000239
Issued or guaranteed by U.S.$165,485,000236
Privately issued$0148
Collaterized mortgage obligations$217,889,000174
CMOs issued by government agencies or sponsored agencies$211,134,000138
Privately issued$6,755,000495
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$807,462,000157
Total debt securities$793,317,000180
Structured notes
Amortized cost$75,465,00047
Fair value$76,818,00047
Trading account assets$1,384,000152
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$854,715,000172
U.S. Government securities$770,763,000148
U.S. Treasury securities$01,130
U.S. Government agency obligations$770,763,000142
Securities issued by states & political subdivisions$46,126,000469
Other domestic debt securities$20,300,000506
Privately issued residential mortgage-backed securities$9,974,000459
Commercial mortgage-backed securities - Total$0422
Asset backed securities$10,326,00053
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$17,526,00093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$793,436,000100
Mortgage-backed securities$431,909,000185
Certificates of participation in pools of residential mortgages$191,193,000225
Issued or guaranteed by U.S.$191,193,000223
Privately issued$0145
Collaterized mortgage obligations$240,716,000159
CMOs issued by government agencies or sponsored agencies$230,742,000134
Privately issued$9,974,000440
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)$854,715,000151
Total debt securities$837,189,000171
Structured notes
Amortized cost$83,017,00031
Fair value$83,933,00031
Trading account assets$774,000172
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$791,764,000177
U.S. Government securities$714,477,000151
U.S. Treasury securities$01,077
U.S. Government agency obligations$714,477,000147
Securities issued by states & political subdivisions$41,023,000550
Other domestic debt securities$21,154,000504
Privately issued residential mortgage-backed securities$10,905,000466
Commercial mortgage-backed securities - Total$0408
Asset backed securities$10,249,00061
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$15,110,000112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$749,476,000101
Mortgage-backed securities$454,426,000181
Certificates of participation in pools of residential mortgages$187,525,000242
Issued or guaranteed by U.S.$187,525,000240
Privately issued$0157
Collaterized mortgage obligations$266,901,000152
CMOs issued by government agencies or sponsored agencies$255,996,000120
Privately issued$10,905,000447
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)$791,764,000159
Total debt securities$776,654,000179
Structured notes
Amortized cost$29,436,00097
Fair value$30,294,00086
Trading account assets$517,000184
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$796,711,000177
U.S. Government securities$716,698,000156
U.S. Treasury securities$01,047
U.S. Government agency obligations$716,698,000153
Securities issued by states & political subdivisions$39,116,000577
Other domestic debt securities$26,305,000478
Privately issued residential mortgage-backed securities$16,279,000386
Commercial mortgage-backed securities - Total$0419
Asset backed securities$10,026,00067
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$14,592,000136
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$752,308,000106
Mortgage-backed securities$475,551,000179
Certificates of participation in pools of residential mortgages$184,368,000249
Issued or guaranteed by U.S.$184,368,000247
Privately issued$0171
Collaterized mortgage obligations$291,183,000145
CMOs issued by government agencies or sponsored agencies$274,904,000106
Privately issued$16,279,000369
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)$796,711,000158
Total debt securities$782,119,000176
Structured notes
Amortized cost$33,958,00052
Fair value$35,037,00050
Trading account assets$6,212,000117
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$827,538,000176
U.S. Government securities$758,018,000144
U.S. Treasury securities$01,036
U.S. Government agency obligations$758,018,000139
Securities issued by states & political subdivisions$29,571,000773
Other domestic debt securities$27,919,000481
Privately issued residential mortgage-backed securities$18,231,000372
Commercial mortgage-backed securities - Total$0346
Asset backed securities$9,688,00072
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$12,030,000180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$777,825,000106
Mortgage-backed securities$517,438,000173
Certificates of participation in pools of residential mortgages$202,418,000237
Issued or guaranteed by U.S.$202,418,000234
Privately issued$0181
Collaterized mortgage obligations$315,020,000130
CMOs issued by government agencies or sponsored agencies$296,789,00095
Privately issued$18,231,000359
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)$827,538,000153
Total debt securities$815,508,000175
Structured notes
Amortized cost$20,280,00059
Fair value$21,226,00056
Trading account assets$488,000202
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$823,451,000178
U.S. Government securities$778,827,000139
U.S. Treasury securities$0981
U.S. Government agency obligations$778,827,000133
Securities issued by states & political subdivisions$4,286,0003,353
Other domestic debt securities$29,188,000440
Privately issued residential mortgage-backed securities$19,897,000367
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,291,00087
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$11,150,000195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$798,818,000100
Mortgage-backed securities$526,522,000179
Certificates of participation in pools of residential mortgages$207,155,000242
Issued or guaranteed by U.S.$207,155,000237
Privately issued$0191
Collaterized mortgage obligations$319,367,000129
CMOs issued by government agencies or sponsored agencies$299,470,00092
Privately issued$19,897,000351
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)$823,451,000158
Total debt securities$812,301,000177
Structured notes
Amortized cost$22,837,00042
Fair value$23,652,00039
Trading account assets$66,000222
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$777,722,000185
U.S. Government securities$750,239,000148
U.S. Treasury securities$0973
U.S. Government agency obligations$750,239,000144
Securities issued by states & political subdivisions$1,856,0004,295
Other domestic debt securities$12,736,000723
Privately issued residential mortgage-backed securities$12,736,000450
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$12,891,000168
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$761,862,000104
Mortgage-backed securities$468,659,000195
Certificates of participation in pools of residential mortgages$202,353,000245
Issued or guaranteed by U.S.$202,353,000241
Privately issued$0188
Collaterized mortgage obligations$266,306,000146
CMOs issued by government agencies or sponsored agencies$253,570,000101
Privately issued$12,736,000429
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)$777,722,000158
Total debt securities$764,831,000179
Structured notes
Amortized cost$66,641,00018
Fair value$66,916,00017
Trading account assets$19,000230
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$786,852,000178
U.S. Government securities$752,882,000135
U.S. Treasury securities$01,019
U.S. Government agency obligations$752,882,000131
Securities issued by states & political subdivisions$1,816,0004,314
Other domestic debt securities$14,129,000660
Privately issued residential mortgage-backed securities$14,129,000422
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$18,025,000116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$765,444,000102
Mortgage-backed securities$366,301,000220
Certificates of participation in pools of residential mortgages$107,783,000408
Issued or guaranteed by U.S.$107,783,000404
Privately issued$0192
Collaterized mortgage obligations$258,518,000142
CMOs issued by government agencies or sponsored agencies$244,389,00094
Privately issued$14,129,000405
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)$786,852,000153
Total debt securities$768,827,000176
Structured notes
Amortized cost$62,135,00014
Fair value$62,502,00014
Trading account assets$632,000206
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$734,133,000197
U.S. Government securities$694,660,000149
U.S. Treasury securities$01,021
U.S. Government agency obligations$694,660,000147
Securities issued by states & political subdivisions$1,821,0004,333
Other domestic debt securities$16,031,000641
Privately issued residential mortgage-backed securities$16,031,000397
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$21,621,000147
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$708,112,000108
Mortgage-backed securities$364,243,000222
Certificates of participation in pools of residential mortgages$117,134,000387
Issued or guaranteed by U.S.$117,134,000382
Privately issued$0202
Collaterized mortgage obligations$247,109,000149
CMOs issued by government agencies or sponsored agencies$231,078,000108
Privately issued$16,031,000377
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)$734,133,000167
Total debt securities$712,512,000192
Structured notes
Amortized cost$59,435,00014
Fair value$60,142,00014
Trading account assets$2,600,000184
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$716,743,000203
U.S. Government securities$675,601,000159
U.S. Treasury securities$01,044
U.S. Government agency obligations$675,601,000154
Securities issued by states & political subdivisions$811,0005,011
Other domestic debt securities$17,392,000590
Privately issued residential mortgage-backed securities$17,392,000373
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$22,939,000165
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$690,888,000103
Mortgage-backed securities$368,930,000225
Certificates of participation in pools of residential mortgages$124,146,000351
Issued or guaranteed by U.S.$124,146,000345
Privately issued$0205
Collaterized mortgage obligations$244,784,000151
CMOs issued by government agencies or sponsored agencies$227,392,000107
Privately issued$17,392,000349
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)$716,743,000174
Total debt securities$693,804,000205
Structured notes
Amortized cost$55,078,00019
Fair value$55,767,00019
Trading account assets$2,862,000180
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$764,942,000189
U.S. Government securities$721,493,000150
U.S. Treasury securities$01,146
U.S. Government agency obligations$721,493,000146
Securities issued by states & political subdivisions$1,006,0004,887
Other domestic debt securities$18,938,000530
Privately issued residential mortgage-backed securities$18,938,000327
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$23,505,000149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$738,684,000102
Mortgage-backed securities$322,609,000235
Certificates of participation in pools of residential mortgages$99,936,000386
Issued or guaranteed by U.S.$99,936,000382
Privately issued$0191
Collaterized mortgage obligations$222,673,000154
CMOs issued by government agencies or sponsored agencies$203,735,000115
Privately issued$18,938,000304
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)$764,942,000165
Total debt securities$741,437,000189
Structured notes
Amortized cost$60,982,00023
Fair value$60,837,00023
Trading account assets$2,316,000183
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$613,700,000220
U.S. Government securities$569,863,000175
U.S. Treasury securities$01,235
U.S. Government agency obligations$569,863,000172
Securities issued by states & political subdivisions$999,0004,897
Other domestic debt securities$19,775,000490
Privately issued residential mortgage-backed securities$19,775,000306
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$23,063,000148
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$587,472,000122
Mortgage-backed securities$311,869,000232
Certificates of participation in pools of residential mortgages$100,280,000364
Issued or guaranteed by U.S.$100,280,000360
Privately issued$0194
Collaterized mortgage obligations$211,589,000155
CMOs issued by government agencies or sponsored agencies$191,814,000116
Privately issued$19,775,000286
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)$613,700,000184
Total debt securities$590,637,000221
Structured notes
Amortized cost$54,645,00031
Fair value$54,118,00031
Trading account assets$519,000217
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$608,696,000229
U.S. Government securities$558,274,000192
U.S. Treasury securities$01,362
U.S. Government agency obligations$558,274,000187
Securities issued by states & political subdivisions$990,0004,917
Other domestic debt securities$20,575,000471
Privately issued residential mortgage-backed securities$20,575,000291
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$28,857,000116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$575,258,000133
Mortgage-backed securities$309,493,000229
Certificates of participation in pools of residential mortgages$111,769,000345
Issued or guaranteed by U.S.$111,769,000338
Privately issued$0207
Collaterized mortgage obligations$197,724,000171
CMOs issued by government agencies or sponsored agencies$177,149,000130
Privately issued$20,575,000275
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)$608,696,000193
Total debt securities$579,839,000234
Structured notes
Amortized cost$53,233,00032
Fair value$52,010,00032
Trading account assets$1,484,000201
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$547,188,000253
U.S. Government securities$503,691,000207
U.S. Treasury securities$01,448
U.S. Government agency obligations$503,691,000200
Securities issued by states & political subdivisions$601,0005,322
Other domestic debt securities$22,064,000456
Privately issued residential mortgage-backed securities$22,064,000272
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$20,832,000148
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$524,372,000142
Mortgage-backed securities$282,708,000253
Certificates of participation in pools of residential mortgages$122,511,000326
Issued or guaranteed by U.S.$122,511,000318
Privately issued$0218
Collaterized mortgage obligations$160,197,000196
CMOs issued by government agencies or sponsored agencies$138,133,000153
Privately issued$22,064,000255
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$547,188,000212
Total debt securities$526,356,000257
Structured notes
Amortized cost$50,832,00034
Fair value$50,433,00034
Trading account assets$1,759,000223
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$548,337,000253
U.S. Government securities$503,794,000212
U.S. Treasury securities$01,498
U.S. Government agency obligations$503,794,000204
Securities issued by states & political subdivisions$927,0005,053
Other domestic debt securities$22,866,000443
Privately issued residential mortgage-backed securities$22,866,000259
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$20,750,000152
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$524,304,000143
Mortgage-backed securities$278,636,000259
Certificates of participation in pools of residential mortgages$129,638,000311
Issued or guaranteed by U.S.$129,638,000303
Privately issued$0208
Collaterized mortgage obligations$148,998,000208
CMOs issued by government agencies or sponsored agencies$126,132,000166
Privately issued$22,866,000246
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$548,337,000212
Total debt securities$527,587,000251
Structured notes
Amortized cost$28,241,00090
Fair value$28,181,00088
Trading account assets$1,380,000123
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$532,507,000260
U.S. Government securities$488,275,000214
U.S. Treasury securities$01,574
U.S. Government agency obligations$488,275,000209
Securities issued by states & political subdivisions$930,0005,072
Other domestic debt securities$23,669,000442
Privately issued residential mortgage-backed securities$23,669,000255
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$19,633,000155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$509,260,000147
Mortgage-backed securities$281,278,000259
Certificates of participation in pools of residential mortgages$132,666,000317
Issued or guaranteed by U.S.$132,666,000309
Privately issued$0214
Collaterized mortgage obligations$148,612,000208
CMOs issued by government agencies or sponsored agencies$124,943,000175
Privately issued$23,669,000241
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$532,507,000220
Total debt securities$512,874,000263
Structured notes
Amortized cost$30,671,00092
Fair value$30,483,00089
Trading account assets$302,000135
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$528,924,000270
U.S. Government securities$484,485,000219
U.S. Treasury securities$01,634
U.S. Government agency obligations$484,485,000214
Securities issued by states & political subdivisions$927,0005,102
Other domestic debt securities$24,210,000437
Privately issued residential mortgage-backed securities$24,210,000254
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$19,302,000160
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$482,429,000159
Mortgage-backed securities$289,214,000264
Certificates of participation in pools of residential mortgages$140,531,000312
Issued or guaranteed by U.S.$140,531,000306
Privately issued$0211
Collaterized mortgage obligations$148,683,000207
CMOs issued by government agencies or sponsored agencies$124,473,000175
Privately issued$24,210,000240
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$528,924,000225
Total debt securities$509,622,000271
Structured notes
Amortized cost$31,271,00099
Fair value$31,200,00094
Trading account assets$1,706,000118
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$515,691,000286
U.S. Government securities$470,411,000238
U.S. Treasury securities$01,715
U.S. Government agency obligations$470,411,000229
Securities issued by states & political subdivisions$933,0005,124
Other domestic debt securities$25,300,000432
Privately issued residential mortgage-backed securities$25,300,000247
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$19,047,000155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$469,184,000157
Mortgage-backed securities$285,925,000266
Certificates of participation in pools of residential mortgages$134,676,000328
Issued or guaranteed by U.S.$134,676,000322
Privately issued$0205
Collaterized mortgage obligations$151,249,000213
CMOs issued by government agencies or sponsored agencies$125,949,000177
Privately issued$25,300,000234
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$515,691,000245
Total debt securities$496,644,000281
Structured notes
Amortized cost$32,869,00095
Fair value$32,977,00091
Trading account assets$1,188,000130
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$489,615,000305
U.S. Government securities$446,272,000257
U.S. Treasury securities$01,737
U.S. Government agency obligations$446,272,000247
Securities issued by states & political subdivisions$962,0005,119
Other domestic debt securities$23,000,000471
Privately issued residential mortgage-backed securities$23,000,000266
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$19,381,000161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$444,603,000172
Mortgage-backed securities$254,251,000290
Certificates of participation in pools of residential mortgages$130,526,000344
Issued or guaranteed by U.S.$130,526,000338
Privately issued$0216
Collaterized mortgage obligations$123,725,000234
CMOs issued by government agencies or sponsored agencies$100,725,000199
Privately issued$23,000,000252
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,0004,095
Available-for-sale securities (fair market value)$489,590,000261
Total debt securities$470,234,000307
Structured notes
Amortized cost$23,110,000148
Fair value$23,208,000145
Trading account assets$491,000139
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$506,753,000298
U.S. Government securities$462,563,000245
U.S. Treasury securities$01,786
U.S. Government agency obligations$462,563,000239
Securities issued by states & political subdivisions$974,0005,122
Other domestic debt securities$24,284,000457
Privately issued residential mortgage-backed securities$24,284,000257
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$18,932,000163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$459,617,000163
Mortgage-backed securities$271,600,000276
Certificates of participation in pools of residential mortgages$141,348,000320
Issued or guaranteed by U.S.$141,348,000314
Privately issued$0225
Collaterized mortgage obligations$130,252,000232
CMOs issued by government agencies or sponsored agencies$105,968,000196
Privately issued$24,284,000244
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0004,137
Available-for-sale securities (fair market value)$506,723,000252
Total debt securities$487,821,000298
Structured notes
Amortized cost$20,848,000168
Fair value$21,345,000157
Trading account assets$1,437,000116
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$497,646,000297
U.S. Government securities$449,831,000249
U.S. Treasury securities$01,839
U.S. Government agency obligations$449,831,000242
Securities issued by states & political subdivisions$1,041,0005,030
Other domestic debt securities$28,375,000418
Privately issued residential mortgage-backed securities$28,375,000240
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$18,399,000175
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$446,722,000165
Mortgage-backed securities$283,461,000268
Certificates of participation in pools of residential mortgages$155,011,000306
Issued or guaranteed by U.S.$155,011,000295
Privately issued$0223
Collaterized mortgage obligations$128,450,000231
CMOs issued by government agencies or sponsored agencies$100,075,000213
Privately issued$28,375,000227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$90,0004,059
Available-for-sale securities (fair market value)$497,556,000251
Total debt securities$479,247,000297
Structured notes
Amortized cost$19,000,000193
Fair value$19,446,000186
Trading account assets$4,261,00095
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$492,624,000309
U.S. Government securities$441,972,000260
U.S. Treasury securities$01,963
U.S. Government agency obligations$441,972,000250
Securities issued by states & political subdivisions$1,070,0005,033
Other domestic debt securities$30,694,000403
Privately issued residential mortgage-backed securities$30,694,000223
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$18,888,000175
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$441,614,000167
Mortgage-backed securities$297,328,000269
Certificates of participation in pools of residential mortgages$166,489,000293
Issued or guaranteed by U.S.$166,489,000287
Privately issued$0207
Collaterized mortgage obligations$130,839,000233
CMOs issued by government agencies or sponsored agencies$100,145,000217
Privately issued$30,694,000207
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$120,0004,076
Available-for-sale securities (fair market value)$492,504,000260
Total debt securities$473,736,000304
Structured notes
Amortized cost$19,000,000198
Fair value$19,659,000184
Trading account assets$1,856,000110
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$503,500,000307
U.S. Government securities$448,719,000265
U.S. Treasury securities$01,963
U.S. Government agency obligations$448,719,000253
Securities issued by states & political subdivisions$1,126,0005,011
Other domestic debt securities$34,904,000380
Privately issued residential mortgage-backed securities$29,905,000228
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,999,000839
Foreign debt securities$0244
Equity securities$18,751,000190
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$447,388,000169
Mortgage-backed securities$304,450,000271
Certificates of participation in pools of residential mortgages$178,272,000282
Issued or guaranteed by U.S.$178,272,000276
Privately issued$0203
Collaterized mortgage obligations$126,178,000249
CMOs issued by government agencies or sponsored agencies$96,273,000225
Privately issued$29,905,000212
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$165,0004,028
Available-for-sale securities (fair market value)$503,335,000259
Total debt securities$484,749,000309
Structured notes
Amortized cost$19,013,000195
Fair value$19,822,000182
Trading account assets$784,000127
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$515,293,000296
U.S. Government securities$464,767,000253
U.S. Treasury securities$01,990
U.S. Government agency obligations$464,767,000242
Securities issued by states & political subdivisions$1,150,0005,016
Other domestic debt securities$31,898,000399
Privately issued residential mortgage-backed securities$31,898,000200
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$17,478,000211
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$463,029,000169
Mortgage-backed securities$315,694,000267
Certificates of participation in pools of residential mortgages$184,085,000280
Issued or guaranteed by U.S.$184,085,000274
Privately issued$0225
Collaterized mortgage obligations$131,609,000239
CMOs issued by government agencies or sponsored agencies$99,711,000223
Privately issued$31,898,000186
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$180,0004,067
Available-for-sale securities (fair market value)$515,113,000258
Total debt securities$497,815,000297
Structured notes
Amortized cost$19,014,000208
Fair value$19,933,000196
Trading account assets$914,000118
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$508,065,000313
U.S. Government securities$458,410,000270
U.S. Treasury securities$02,098
U.S. Government agency obligations$458,410,000255
Securities issued by states & political subdivisions$1,293,0004,882
Other domestic debt securities$30,971,000409
Privately issued residential mortgage-backed securities$30,971,000207
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$17,391,000221
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$456,117,000164
Mortgage-backed securities$301,386,000277
Certificates of participation in pools of residential mortgages$163,708,000300
Issued or guaranteed by U.S.$163,708,000295
Privately issued$0225
Collaterized mortgage obligations$137,678,000235
CMOs issued by government agencies or sponsored agencies$106,707,000222
Privately issued$30,971,000192
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$245,0004,013
Available-for-sale securities (fair market value)$507,820,000275
Total debt securities$490,674,000313
Structured notes
Amortized cost$4,997,000838
Fair value$4,995,000796
Trading account assets$2,313,000107
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$529,142,000303
U.S. Government securities$483,207,000247
U.S. Treasury securities$02,082
U.S. Government agency obligations$483,207,000236
Securities issued by states & political subdivisions$1,185,0004,976
Other domestic debt securities$28,282,000458
Privately issued residential mortgage-backed securities$28,282,000215
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$16,468,000262
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$482,578,000156
Mortgage-backed securities$296,464,000288
Certificates of participation in pools of residential mortgages$147,817,000341
Issued or guaranteed by U.S.$147,817,000338
Privately issued$0230
Collaterized mortgage obligations$148,647,000232
CMOs issued by government agencies or sponsored agencies$120,365,000212
Privately issued$28,282,000200
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$275,0004,023
Available-for-sale securities (fair market value)$528,867,000262
Total debt securities$512,674,000302
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$2,406,000101
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$674,732,000251
U.S. Government securities$633,275,000212
U.S. Treasury securities$02,227
U.S. Government agency obligations$633,275,000204
Securities issued by states & political subdivisions$1,220,0005,001
Other domestic debt securities$23,554,000494
Privately issued residential mortgage-backed securities$23,554,000195
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$16,683,000256
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$629,127,000122
Mortgage-backed securities$284,869,000303
Certificates of participation in pools of residential mortgages$144,697,000351
Issued or guaranteed by U.S.$144,697,000345
Privately issued$0248
Collaterized mortgage obligations$140,172,000236
CMOs issued by government agencies or sponsored agencies$116,618,000234
Privately issued$23,554,000171
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$310,0004,029
Available-for-sale securities (fair market value)$674,422,000224
Total debt securities$658,049,000250
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$1,896,000118
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$839,531,000214
U.S. Government securities$807,941,000172
U.S. Treasury securities$02,287
U.S. Government agency obligations$807,941,000164
Securities issued by states & political subdivisions$1,391,0004,858
Other domestic debt securities$14,173,000707
Privately issued residential mortgage-backed securities$14,173,000230
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$16,026,000278
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$806,480,000106
Mortgage-backed securities$284,060,000306
Certificates of participation in pools of residential mortgages$138,284,000362
Issued or guaranteed by U.S.$138,284,000354
Privately issued$0253
Collaterized mortgage obligations$145,776,000227
CMOs issued by government agencies or sponsored agencies$131,603,000211
Privately issued$14,173,000201
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$355,0004,000
Available-for-sale securities (fair market value)$839,176,000187
Total debt securities$823,505,000209
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$3,587,000100
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$617,308,000268
U.S. Government securities$590,729,000220
U.S. Treasury securities$02,322
U.S. Government agency obligations$590,729,000212
Securities issued by states & political subdivisions$1,717,0004,575
Other domestic debt securities$9,183,000962
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$9,183,000733
Foreign debt securities$0294
Equity securities$15,679,000292
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$588,066,000122
Mortgage-backed securities$310,175,000290
Certificates of participation in pools of residential mortgages$145,300,000344
Issued or guaranteed by U.S.$145,300,000340
Privately issued$0256
Collaterized mortgage obligations$164,875,000221
CMOs issued by government agencies or sponsored agencies$164,875,000195
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)$475,0003,930
Available-for-sale securities (fair market value)$616,833,000241
Total debt securities$601,629,000261
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$4,475,000102
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$623,070,000265
U.S. Government securities$605,379,000221
U.S. Treasury securities$752,0001,720
U.S. Government agency obligations$604,627,000211
Securities issued by states & political subdivisions$2,127,0004,209
Other domestic debt securities$991,0002,848
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$991,0002,520
Foreign debt securities$0294
Equity securities$14,573,000319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$600,604,000116
Mortgage-backed securities$328,744,000279
Certificates of participation in pools of residential mortgages$123,008,000392
Issued or guaranteed by U.S.$123,008,000388
Privately issued$0257
Collaterized mortgage obligations$205,736,000200
CMOs issued by government agencies or sponsored agencies$205,736,000173
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)$525,0003,900
Available-for-sale securities (fair market value)$622,545,000231
Total debt securities$608,497,000264
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$3,323,000101
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$589,073,000264
U.S. Government securities$564,239,000220
U.S. Treasury securities$757,0001,803
U.S. Government agency obligations$563,482,000211
Securities issued by states & political subdivisions$2,846,0003,832
Other domestic debt securities$7,735,0001,094
Privately issued residential mortgage-backed securities$6,732,000348
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,003,0002,494
Foreign debt securities$0302
Equity securities$14,253,000313
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$564,243,000120
Mortgage-backed securities$341,836,000248
Certificates of participation in pools of residential mortgages$117,146,000375
Issued or guaranteed by U.S.$117,146,000371
Privately issued$0252
Collaterized mortgage obligations$224,690,000178
CMOs issued by government agencies or sponsored agencies$217,958,000163
Privately issued$6,732,000308
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$565,0003,955
Available-for-sale securities (fair market value)$588,508,000225
Total debt securities$574,820,000263
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$3,205,000108
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$611,238,000237
U.S. Government securities$587,219,000188
U.S. Treasury securities$6,230,000653
U.S. Government agency obligations$580,989,000180
Securities issued by states & political subdivisions$3,845,0003,318
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$20,174,000215
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$584,669,000108
Mortgage-backed securities$302,354,000250
Certificates of participation in pools of residential mortgages$101,472,000365
Issued or guaranteed by U.S.$101,472,000360
Privately issued$0260
Collaterized mortgage obligations$200,882,000181
CMOs issued by government agencies or sponsored agencies$200,882,000149
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)$655,0004,112
Available-for-sale securities (fair market value)$610,583,000206
Total debt securities$591,064,000239
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$2,163,000116
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$524,265,000249
U.S. Government securities$487,552,000205
U.S. Treasury securities$5,462,000999
U.S. Government agency obligations$482,090,000196
Securities issued by states & political subdivisions$4,522,0002,987
Other domestic debt securities$2,979,0001,592
Privately issued residential mortgage-backed securities$2,979,000479
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$29,212,000210
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$492,943,000127
Mortgage-backed securities$128,553,000411
Certificates of participation in pools of residential mortgages$29,870,000807
Issued or guaranteed by U.S.$29,870,000800
Privately issued$0308
Collaterized mortgage obligations$98,683,000246
CMOs issued by government agencies or sponsored agencies$95,704,000215
Privately issued$2,979,000424
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$201,477,000141
Available-for-sale securities (fair market value)$322,788,000317
Total debt securities$495,053,000257
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$3,245,00093
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$425,133,000332
U.S. Government securities$383,016,000279
U.S. Treasury securities$1,401,0003,258
U.S. Government agency obligations$381,615,000257
Securities issued by states & political subdivisions$5,356,0002,796
Other domestic debt securities$5,675,0001,119
Privately issued residential mortgage-backed securities$5,675,000385
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$31,086,000204
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$386,810,000174
Mortgage-backed securities$120,242,000466
Certificates of participation in pools of residential mortgages$31,442,000851
Issued or guaranteed by U.S.$31,442,000840
Privately issued$0307
Collaterized mortgage obligations$88,800,000289
CMOs issued by government agencies or sponsored agencies$83,125,000264
Privately issued$5,675,000336
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$134,399,000216
Available-for-sale securities (fair market value)$290,734,000361
Total debt securities$394,047,000347
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$1,253,000116
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$419,846,000333
U.S. Government securities$384,706,000283
U.S. Treasury securities$5,972,0001,996
U.S. Government agency obligations$378,734,000248
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$15,171,000600
Privately issued residential mortgage-backed securities$2,781,000487
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,390,000507
Foreign debt securities$0363
Equity securities$19,969,000274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$384,704,000146
Mortgage-backed securities$70,002,000706
Certificates of participation in pools of residential mortgages$29,881,000911
Issued or guaranteed by U.S.$29,881,000897
Privately issued$0349
Collaterized mortgage obligations$40,121,000465
CMOs issued by government agencies or sponsored agencies$37,340,000438
Privately issued$2,781,000412
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$228,198,000131
Available-for-sale securities (fair market value)$191,648,000509
Total debt securities$399,877,000333
Structured notes
Amortized cost$1,418,000507
Fair value$1,420,000501
Trading account assets$1,186,000139
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$367,685,000382
U.S. Government securities$349,396,000339
U.S. Treasury securities$7,036,0002,448
U.S. Government agency obligations$342,360,000288
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$18,289,000252
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$349,396,000150
Mortgage-backed securities$69,258,000691
Certificates of participation in pools of residential mortgages$55,256,000596
Issued or guaranteed by U.S.$55,256,000585
Privately issued$0394
Collaterized mortgage obligations$14,002,000877
CMOs issued by government agencies or sponsored agencies$14,002,000838
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)$157,537,000236
Available-for-sale securities (fair market value)$210,148,000438
Total debt securities$349,396,000390
Structured notes
Amortized cost$23,445,00056
Fair value$23,551,00057
Trading account assets$785,000164
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$383,640,000380
U.S. Government securities$365,476,000332
U.S. Treasury securities$3,021,0005,001
U.S. Government agency obligations$362,455,000278
Securities issued by states & political subdivisions$2,500,0004,337
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$15,664,000280
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$354,375,000154
Mortgage-backed securities$89,123,000629
Certificates of participation in pools of residential mortgages$71,795,000522
Issued or guaranteed by U.S.$71,795,000515
Privately issued$0472
Collaterized mortgage obligations$17,328,000811
CMOs issued by government agencies or sponsored agencies$17,328,000758
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)$195,661,000212
Available-for-sale securities (fair market value)$187,979,000481
Total debt securities$367,976,000386
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$324,943,000454
U.S. Government securities$309,527,000401
U.S. Treasury securities$4,000,0005,273
U.S. Government agency obligations$305,527,000324
Securities issued by states & political subdivisions$1,495,0005,574
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$13,921,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$309,641,000193
Mortgage-backed securities$72,114,000761
Certificates of participation in pools of residential mortgages$61,193,000591
Issued or guaranteed by U.S.$61,193,000576
Privately issued$0558
Collaterized mortgage obligations$10,921,0001,311
CMOs issued by government agencies or sponsored agencies$10,921,0001,249
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)$125,274,000338
Available-for-sale securities (fair market value)$199,669,000482
Total debt securities$311,022,000457
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$239,816,000596
U.S. Government securities$229,289,000524
U.S. Treasury securities$5,451,0005,267
U.S. Government agency obligations$223,838,000403
Securities issued by states & political subdivisions$2,097,0005,066
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$8,430,000410
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,201,000243
Mortgage-backed securities$74,698,000766
Certificates of participation in pools of residential mortgages$62,836,000593
Issued or guaranteed by U.S.$62,836,000575
Privately issued$0564
Collaterized mortgage obligations$11,862,0001,317
CMOs issued by government agencies or sponsored agencies$11,862,0001,246
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)$138,532,000579
Available-for-sale securities (fair market value)$101,284,000560
Total debt securities$231,386,000600
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$3,593,000160
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$198,417,000729
U.S. Government securities$175,867,000683
U.S. Treasury securities$1,999,0008,544
U.S. Government agency obligations$173,868,000481
Securities issued by states & political subdivisions$11,325,0001,309
Other domestic debt securities$1,518,0002,743
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$1,518,0002,085
Foreign debt securities$0649
Equity securities$9,707,000412
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$178,008,000273
Mortgage-backed securities$51,391,0001,088
Certificates of participation in pools of residential mortgages$45,046,000812
Issued or guaranteed by U.S.$45,046,000781
Privately issued$0731
Collaterized mortgage obligations$6,345,0002,273
CMOs issued by government agencies or sponsored agencies$6,345,0002,141
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$188,710,000736
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$5,234,000161
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$151,853,000892
U.S. Government securities$127,950,000846
U.S. Treasury securities$2,930,0007,697
U.S. Government agency obligations$125,020,000600
Securities issued by states & political subdivisions$11,041,0001,200
Other domestic debt securities$6,584,0001,382
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$6,584,000965
Foreign debt securities$0699
Equity securities$6,278,000507
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,799,000294
Mortgage-backed securities$54,773,0001,051
Certificates of participation in pools of residential mortgages$38,199,000923
Issued or guaranteed by U.S.$38,199,000892
Privately issued$0831
Collaterized mortgage obligations$16,574,0001,148
CMOs issued by government agencies or sponsored agencies$16,574,0001,043
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$145,575,000913
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