The First National Bank in Sioux Falls, Securities

2023-12-31Rank
Total securities$338,133,000616
U.S. Government securities$308,518,000456
U.S. Treasury securities$55,563,000420
U.S. Government agency obligations$252,955,000478
Securities issued by states & political subdivisions$29,615,0001,381
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$270,333,000400
Mortgage-backed securities$240,711,000402
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$240,711,000253
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$2,270,0001,362
Available-for-sale securities (fair market value)$335,863,000514
Total debt securities$338,133,000606
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$308,290,000667
U.S. Government securities$277,531,000512
U.S. Treasury securities$54,076,000445
U.S. Government agency obligations$223,455,000532
Securities issued by states & political subdivisions$30,759,0001,314
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$233,059,000447
Mortgage-backed securities$211,826,000431
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$211,826,000275
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$2,283,0001,387
Available-for-sale securities (fair market value)$306,007,000561
Total debt securities$308,286,000657
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$325,791,000649
U.S. Government securities$293,996,000491
U.S. Treasury securities$54,272,000454
U.S. Government agency obligations$239,724,000515
Securities issued by states & political subdivisions$31,795,0001,344
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,895,000412
Mortgage-backed securities$227,622,000422
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$227,622,000266
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$2,474,0001,386
Available-for-sale securities (fair market value)$323,317,000548
Total debt securities$325,792,000638
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$335,458,000659
U.S. Government securities$302,434,000498
U.S. Treasury securities$54,670,000475
U.S. Government agency obligations$247,764,000496
Securities issued by states & political subdivisions$33,024,0001,345
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$181,491,000508
Mortgage-backed securities$235,598,000440
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$235,598,000274
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$2,661,0001,407
Available-for-sale securities (fair market value)$332,797,000563
Total debt securities$335,457,000647
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$342,337,000658
U.S. Government securities$303,348,000497
U.S. Treasury securities$53,826,000523
U.S. Government agency obligations$249,522,000494
Securities issued by states & political subdivisions$38,989,0001,205
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$339,280,000278
Mortgage-backed securities$237,539,000439
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$237,539,000280
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$2,849,0001,403
Available-for-sale securities (fair market value)$339,488,000554
Total debt securities$342,337,000646
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$341,235,000662
U.S. Government securities$302,016,000502
U.S. Treasury securities$52,938,000539
U.S. Government agency obligations$249,078,000488
Securities issued by states & political subdivisions$39,219,0001,194
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
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$338,034,000269
Mortgage-backed securities$237,478,000444
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$237,478,000283
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$2,927,0001,378
Available-for-sale securities (fair market value)$338,308,000563
Total debt securities$341,236,000651
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$366,347,000636
U.S. Government securities$325,573,000492
U.S. Treasury securities$54,651,000513
U.S. Government agency obligations$270,922,000474
Securities issued by states & political subdivisions$40,774,0001,221
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
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$362,806,000248
Mortgage-backed securities$258,710,000434
Certificates of participation in pools of residential mortgages$258,710,000278
Issued or guaranteed by U.S.$258,710,000277
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$3,112,0001,293
Available-for-sale securities (fair market value)$363,235,000554
Total debt securities$366,346,000627
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$445,380,000530
U.S. Government securities$402,600,000396
U.S. Treasury securities$57,682,000433
U.S. Government agency obligations$344,918,000393
Securities issued by states & political subdivisions$42,780,0001,193
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
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$442,468,000212
Mortgage-backed securities$307,511,000386
Certificates of participation in pools of residential mortgages$307,511,000256
Issued or guaranteed by U.S.$307,511,000256
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$3,139,0001,186
Available-for-sale securities (fair market value)$442,241,000460
Total debt securities$445,379,000522
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$492,503,000468
U.S. Government securities$449,641,000344
U.S. Treasury securities$60,886,000294
U.S. Government agency obligations$388,755,000356
Securities issued by states & political subdivisions$42,862,0001,246
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
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$488,289,000188
Mortgage-backed securities$340,244,000365
Certificates of participation in pools of residential mortgages$340,244,000241
Issued or guaranteed by U.S.$340,244,000241
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$3,322,0001,068
Available-for-sale securities (fair market value)$489,181,000414
Total debt securities$492,503,000460
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$336,482,000636
U.S. Government securities$290,503,000478
U.S. Treasury securities$62,612,000229
U.S. Government agency obligations$227,891,000519
Securities issued by states & political subdivisions$45,979,0001,126
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
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$332,052,000249
Mortgage-backed securities$178,947,000542
Certificates of participation in pools of residential mortgages$178,947,000355
Issued or guaranteed by U.S.$178,947,000354
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$3,543,0001,033
Available-for-sale securities (fair market value)$332,939,000565
Total debt securities$336,481,000623
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$347,974,000583
U.S. Government securities$288,542,000459
U.S. Treasury securities$62,786,000185
U.S. Government agency obligations$225,756,000503
Securities issued by states & political subdivisions$46,643,0001,082
Other domestic debt securities$12,789,000752
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$12,789,000491
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$338,207,000239
Mortgage-backed securities$176,595,000522
Certificates of participation in pools of residential mortgages$176,595,000341
Issued or guaranteed by U.S.$176,595,000337
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$3,722,000996
Available-for-sale securities (fair market value)$344,252,000521
Total debt securities$347,972,000569
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$303,675,000607
U.S. Government securities$248,932,000468
U.S. Treasury securities$3,136,000977
U.S. Government agency obligations$245,796,000444
Securities issued by states & political subdivisions$41,886,0001,132
Other domestic debt securities$12,857,000735
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$12,857,000476
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$302,453,000251
Mortgage-backed securities$182,255,000483
Certificates of participation in pools of residential mortgages$182,255,000312
Issued or guaranteed by U.S.$182,255,000310
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$3,606,000990
Available-for-sale securities (fair market value)$300,069,000561
Total debt securities$303,673,000595
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$291,936,000570
U.S. Government securities$235,652,000432
U.S. Treasury securities$3,156,000696
U.S. Government agency obligations$232,496,000422
Securities issued by states & political subdivisions$43,322,0001,057
Other domestic debt securities$12,962,000679
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$12,962,000441
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$266,741,000281
Mortgage-backed securities$186,463,000437
Certificates of participation in pools of residential mortgages$186,463,000275
Issued or guaranteed by U.S.$186,463,000274
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$3,780,000955
Available-for-sale securities (fair market value)$288,156,000527
Total debt securities$291,937,000562
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$284,740,000550
U.S. Government securities$223,981,000430
U.S. Treasury securities$3,176,000686
U.S. Government agency obligations$220,805,000407
Securities issued by states & political subdivisions$47,745,000884
Other domestic debt securities$13,014,000655
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$13,014,000429
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$283,557,000259
Mortgage-backed securities$174,554,000435
Certificates of participation in pools of residential mortgages$174,554,000275
Issued or guaranteed by U.S.$174,554,000274
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$3,996,000937
Available-for-sale securities (fair market value)$280,744,000511
Total debt securities$284,740,000541
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$286,490,000523
U.S. Government securities$232,074,000422
U.S. Treasury securities$4,195,000640
U.S. Government agency obligations$227,879,000405
Securities issued by states & political subdivisions$41,353,000947
Other domestic debt securities$13,063,000615
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$13,063,000404
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$277,224,000268
Mortgage-backed securities$181,645,000423
Certificates of participation in pools of residential mortgages$181,645,000268
Issued or guaranteed by U.S.$181,645,000266
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$4,167,000936
Available-for-sale securities (fair market value)$282,323,000480
Total debt securities$286,489,000512
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$289,362,000506
U.S. Government securities$235,860,000424
U.S. Treasury securities$5,782,000557
U.S. Government agency obligations$230,078,000406
Securities issued by states & political subdivisions$40,884,000842
Other domestic debt securities$12,618,000603
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$12,618,000380
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$279,966,000256
Mortgage-backed securities$184,321,000424
Certificates of participation in pools of residential mortgages$184,321,000263
Issued or guaranteed by U.S.$184,321,000258
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$4,491,000929
Available-for-sale securities (fair market value)$284,871,000463
Total debt securities$289,360,000493
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$288,707,000488
U.S. Government securities$233,041,000423
U.S. Treasury securities$5,680,000614
U.S. Government agency obligations$227,361,000409
Securities issued by states & political subdivisions$42,963,000782
Other domestic debt securities$12,703,000572
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$12,703,000360
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$278,508,000234
Mortgage-backed securities$183,236,000419
Certificates of participation in pools of residential mortgages$183,236,000256
Issued or guaranteed by U.S.$183,236,000250
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$4,659,000957
Available-for-sale securities (fair market value)$284,048,000446
Total debt securities$288,708,000480
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$241,376,000579
U.S. Government securities$183,499,000506
U.S. Treasury securities$5,689,000617
U.S. Government agency obligations$177,810,000486
Securities issued by states & political subdivisions$45,184,000740
Other domestic debt securities$12,693,000568
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$12,693,000356
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$236,602,000260
Mortgage-backed securities$133,381,000508
Certificates of participation in pools of residential mortgages$133,381,000314
Issued or guaranteed by U.S.$133,381,000306
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$4,863,000994
Available-for-sale securities (fair market value)$236,513,000523
Total debt securities$241,377,000567
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$237,058,000594
U.S. Government securities$177,537,000527
U.S. Treasury securities$6,725,000573
U.S. Government agency obligations$170,812,000510
Securities issued by states & political subdivisions$46,871,000721
Other domestic debt securities$12,650,000550
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$12,650,000359
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$228,663,000274
Mortgage-backed securities$116,978,000562
Certificates of participation in pools of residential mortgages$116,978,000356
Issued or guaranteed by U.S.$116,978,000355
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$5,426,000994
Available-for-sale securities (fair market value)$231,632,000540
Total debt securities$237,057,000584
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$240,285,000592
U.S. Government securities$167,691,000552
U.S. Treasury securities$6,680,000588
U.S. Government agency obligations$161,011,000533
Securities issued by states & political subdivisions$60,070,000576
Other domestic debt securities$12,524,000541
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$12,524,000362
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$232,183,000281
Mortgage-backed securities$107,987,000597
Certificates of participation in pools of residential mortgages$107,987,000386
Issued or guaranteed by U.S.$107,987,000385
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$5,501,0001,005
Available-for-sale securities (fair market value)$234,784,000528
Total debt securities$240,285,000583
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$234,577,000602
U.S. Government securities$159,615,000580
U.S. Treasury securities$6,629,000575
U.S. Government agency obligations$152,986,000568
Securities issued by states & political subdivisions$62,747,000566
Other domestic debt securities$12,215,000535
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$12,215,000365
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$226,083,000281
Mortgage-backed securities$101,023,000628
Certificates of participation in pools of residential mortgages$101,023,000408
Issued or guaranteed by U.S.$101,023,000405
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$5,690,0001,034
Available-for-sale securities (fair market value)$228,887,000538
Total debt securities$234,577,000595
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$239,123,000589
U.S. Government securities$161,710,000574
U.S. Treasury securities$5,576,000618
U.S. Government agency obligations$156,134,000557
Securities issued by states & political subdivisions$65,264,000539
Other domestic debt securities$12,149,000520
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$12,149,000361
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,924,000340
Mortgage-backed securities$104,774,000608
Certificates of participation in pools of residential mortgages$104,774,000393
Issued or guaranteed by U.S.$104,774,000392
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$5,889,0001,044
Available-for-sale securities (fair market value)$233,234,000524
Total debt securities$239,125,000580
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$254,308,000557
U.S. Government securities$168,557,000561
U.S. Treasury securities$107,0001,454
U.S. Government agency obligations$168,450,000523
Securities issued by states & political subdivisions$73,527,000487
Other domestic debt securities$12,224,000583
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$12,224,000354
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$196,567,000337
Mortgage-backed securities$111,683,000588
Certificates of participation in pools of residential mortgages$111,683,000380
Issued or guaranteed by U.S.$111,683,000378
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$6,177,0001,039
Available-for-sale securities (fair market value)$248,131,000500
Total debt securities$254,308,000550
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$240,726,000590
U.S. Government securities$154,674,000606
U.S. Treasury securities$107,0001,402
U.S. Government agency obligations$154,567,000572
Securities issued by states & political subdivisions$73,774,000480
Other domestic debt securities$12,278,000514
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$12,278,000360
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$195,435,000339
Mortgage-backed securities$107,939,000605
Certificates of participation in pools of residential mortgages$107,939,000402
Issued or guaranteed by U.S.$107,939,000401
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$6,177,0001,061
Available-for-sale securities (fair market value)$234,549,000534
Total debt securities$240,727,000585
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$240,747,000596
U.S. Government securities$154,264,000604
U.S. Treasury securities$109,0001,308
U.S. Government agency obligations$154,155,000571
Securities issued by states & political subdivisions$73,939,000504
Other domestic debt securities$12,544,000512
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$12,544,000361
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$203,424,000328
Mortgage-backed securities$106,768,000614
Certificates of participation in pools of residential mortgages$106,768,000405
Issued or guaranteed by U.S.$106,768,000404
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$4,281,0001,205
Available-for-sale securities (fair market value)$236,466,000534
Total debt securities$240,748,000586
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$249,674,000581
U.S. Government securities$161,186,000578
U.S. Treasury securities$01,313
U.S. Government agency obligations$161,186,000546
Securities issued by states & political subdivisions$75,808,000489
Other domestic debt securities$12,680,000510
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$12,680,000371
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$172,918,000382
Mortgage-backed securities$113,286,000586
Certificates of participation in pools of residential mortgages$113,286,000377
Issued or guaranteed by U.S.$113,286,000376
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$4,462,0001,232
Available-for-sale securities (fair market value)$245,212,000516
Total debt securities$249,672,000572
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$268,694,000550
U.S. Government securities$178,111,000541
U.S. Treasury securities$01,351
U.S. Government agency obligations$178,111,000511
Securities issued by states & political subdivisions$77,860,000476
Other domestic debt securities$12,723,000515
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$12,723,000371
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,898,000346
Mortgage-backed securities$120,070,000565
Certificates of participation in pools of residential mortgages$120,070,000367
Issued or guaranteed by U.S.$120,070,000365
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$4,685,0001,241
Available-for-sale securities (fair market value)$264,009,000485
Total debt securities$268,696,000543
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$269,845,000561
U.S. Government securities$183,104,000535
U.S. Treasury securities$01,390
U.S. Government agency obligations$183,104,000501
Securities issued by states & political subdivisions$74,176,000500
Other domestic debt securities$12,565,000531
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$12,565,000378
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$181,993,000377
Mortgage-backed securities$125,661,000546
Certificates of participation in pools of residential mortgages$125,661,000355
Issued or guaranteed by U.S.$125,661,000354
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$4,746,0001,260
Available-for-sale securities (fair market value)$265,099,000491
Total debt securities$269,844,000553
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$258,030,000585
U.S. Government securities$175,014,000546
U.S. Treasury securities$01,367
U.S. Government agency obligations$175,014,000513
Securities issued by states & political subdivisions$72,868,000510
Other domestic debt securities$10,148,000589
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$10,148,000422
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$220,639,000312
Mortgage-backed securities$118,128,000560
Certificates of participation in pools of residential mortgages$118,128,000360
Issued or guaranteed by U.S.$118,128,000359
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$4,593,0001,268
Available-for-sale securities (fair market value)$253,437,000518
Total debt securities$258,030,000575
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$253,622,000591
U.S. Government securities$173,203,000555
U.S. Treasury securities$01,214
U.S. Government agency obligations$173,203,000531
Securities issued by states & political subdivisions$71,787,000535
Other domestic debt securities$8,632,000647
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$8,632,000483
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,552,000340
Mortgage-backed securities$128,896,000520
Certificates of participation in pools of residential mortgages$128,896,000341
Issued or guaranteed by U.S.$128,896,000340
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
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)$4,757,0001,273
Available-for-sale securities (fair market value)$248,865,000527
Total debt securities$253,621,000581
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$260,663,000578
U.S. Government securities$189,614,000518
U.S. Treasury securities$01,253
U.S. Government agency obligations$189,614,000490
Securities issued by states & political subdivisions$71,049,000533
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$208,393,000334
Mortgage-backed securities$137,129,000506
Certificates of participation in pools of residential mortgages$137,129,000322
Issued or guaranteed by U.S.$137,129,000321
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
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)$5,032,0001,282
Available-for-sale securities (fair market value)$255,631,000508
Total debt securities$260,663,000567
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$229,916,000643
U.S. Government securities$165,670,000604
U.S. Treasury securities$01,296
U.S. Government agency obligations$165,670,000574
Securities issued by states & political subdivisions$64,246,000587
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,731,000352
Mortgage-backed securities$111,904,000599
Certificates of participation in pools of residential mortgages$111,904,000381
Issued or guaranteed by U.S.$111,904,000380
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
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)$5,591,0001,281
Available-for-sale securities (fair market value)$224,325,000577
Total debt securities$229,916,000636
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$232,805,000640
U.S. Government securities$170,310,000590
U.S. Treasury securities$01,367
U.S. Government agency obligations$170,310,000561
Securities issued by states & political subdivisions$60,496,000634
Other domestic debt securities$1,999,0001,284
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$1,999,0001,015
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,633,000344
Mortgage-backed securities$117,050,000567
Certificates of participation in pools of residential mortgages$117,050,000371
Issued or guaranteed by U.S.$117,050,000370
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
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)$5,298,0001,301
Available-for-sale securities (fair market value)$227,507,000568
Total debt securities$232,807,000632
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$222,405,000671
U.S. Government securities$157,106,000646
U.S. Treasury securities$01,303
U.S. Government agency obligations$157,106,000609
Securities issued by states & political subdivisions$63,299,000599
Other domestic debt securities$2,000,0001,301
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$2,000,0001,023
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,760,000393
Mortgage-backed securities$103,447,000630
Certificates of participation in pools of residential mortgages$103,447,000420
Issued or guaranteed by U.S.$103,447,000420
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
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)$6,473,0001,237
Available-for-sale securities (fair market value)$215,932,000599
Total debt securities$222,407,000664
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$215,514,000699
U.S. Government securities$153,438,000674
U.S. Treasury securities$01,348
U.S. Government agency obligations$153,438,000640
Securities issued by states & political subdivisions$60,076,000619
Other domestic debt securities$2,000,0001,314
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$2,000,0001,032
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,473,000398
Mortgage-backed securities$100,056,000659
Certificates of participation in pools of residential mortgages$100,056,000431
Issued or guaranteed by U.S.$100,056,000431
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
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)$6,737,0001,236
Available-for-sale securities (fair market value)$208,777,000633
Total debt securities$215,512,000692
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$223,715,000675
U.S. Government securities$161,182,000655
U.S. Treasury securities$01,327
U.S. Government agency obligations$161,182,000626
Securities issued by states & political subdivisions$60,534,000601
Other domestic debt securities$1,999,0001,352
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$1,999,0001,051
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$171,740,000408
Mortgage-backed securities$107,468,000615
Certificates of participation in pools of residential mortgages$107,468,000395
Issued or guaranteed by U.S.$107,468,000394
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
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)$6,793,0001,243
Available-for-sale securities (fair market value)$216,922,000609
Total debt securities$223,717,000667
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$232,401,000644
U.S. Government securities$165,130,000629
U.S. Treasury securities$01,361
U.S. Government agency obligations$165,130,000602
Securities issued by states & political subdivisions$65,274,000532
Other domestic debt securities$1,997,0001,360
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$1,997,0001,062
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,339,000387
Mortgage-backed securities$116,853,000580
Certificates of participation in pools of residential mortgages$116,853,000377
Issued or guaranteed by U.S.$116,853,000377
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
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)$7,024,0001,248
Available-for-sale securities (fair market value)$225,377,000565
Total debt securities$232,401,000635
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$239,279,000624
U.S. Government securities$169,869,000613
U.S. Treasury securities$01,381
U.S. Government agency obligations$169,869,000589
Securities issued by states & political subdivisions$67,405,000512
Other domestic debt securities$2,005,0001,394
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$2,005,0001,064
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,142,000420
Mortgage-backed securities$121,628,000571
Certificates of participation in pools of residential mortgages$121,628,000363
Issued or guaranteed by U.S.$121,628,000362
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
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)$7,278,0001,256
Available-for-sale securities (fair market value)$232,001,000556
Total debt securities$239,279,000617
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$228,259,000658
U.S. Government securities$156,794,000671
U.S. Treasury securities$01,342
U.S. Government agency obligations$156,794,000639
Securities issued by states & political subdivisions$69,469,000481
Other domestic debt securities$1,996,0001,452
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$1,996,0001,119
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$165,737,000410
Mortgage-backed securities$128,476,000552
Certificates of participation in pools of residential mortgages$128,476,000345
Issued or guaranteed by U.S.$128,476,000344
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
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)$7,569,0001,250
Available-for-sale securities (fair market value)$220,690,000596
Total debt securities$228,259,000649
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$232,733,000659
U.S. Government securities$162,796,000653
U.S. Treasury securities$01,198
U.S. Government agency obligations$162,796,000630
Securities issued by states & political subdivisions$67,940,000495
Other domestic debt securities$1,997,0001,481
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$1,997,0001,141
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$157,163,000428
Mortgage-backed securities$133,624,000531
Certificates of participation in pools of residential mortgages$133,624,000326
Issued or guaranteed by U.S.$133,624,000325
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
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)$7,623,0001,241
Available-for-sale securities (fair market value)$225,110,000591
Total debt securities$232,733,000651
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$225,374,000681
U.S. Government securities$157,773,000660
U.S. Treasury securities$01,131
U.S. Government agency obligations$157,773,000639
Securities issued by states & political subdivisions$65,611,000509
Other domestic debt securities$1,990,0001,516
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$1,990,0001,172
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,030,000424
Mortgage-backed securities$138,101,000516
Certificates of participation in pools of residential mortgages$138,101,000315
Issued or guaranteed by U.S.$138,101,000314
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
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)$7,846,0001,217
Available-for-sale securities (fair market value)$217,528,000613
Total debt securities$225,374,000671
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$238,101,000653
U.S. Government securities$167,384,000637
U.S. Treasury securities$01,131
U.S. Government agency obligations$167,384,000618
Securities issued by states & political subdivisions$68,730,000484
Other domestic debt securities$1,987,0001,571
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$1,987,0001,218
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,803,000553
Mortgage-backed securities$145,281,000499
Certificates of participation in pools of residential mortgages$145,281,000310
Issued or guaranteed by U.S.$145,281,000309
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
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)$8,132,0001,167
Available-for-sale securities (fair market value)$229,969,000587
Total debt securities$238,101,000640
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$252,466,000614
U.S. Government securities$180,002,000595
U.S. Treasury securities$01,152
U.S. Government agency obligations$180,002,000576
Securities issued by states & political subdivisions$70,489,000461
Other domestic debt securities$1,975,0001,616
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$1,975,0001,253
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$192,761,000336
Mortgage-backed securities$152,859,000487
Certificates of participation in pools of residential mortgages$152,859,000295
Issued or guaranteed by U.S.$152,859,000294
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
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)$8,415,0001,087
Available-for-sale securities (fair market value)$244,051,000559
Total debt securities$252,466,000605
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$278,009,000567
U.S. Government securities$208,708,000527
U.S. Treasury securities$01,161
U.S. Government agency obligations$208,708,000510
Securities issued by states & political subdivisions$67,314,000489
Other domestic debt securities$1,987,0001,618
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$1,987,0001,233
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,393,000378
Mortgage-backed securities$171,261,000459
Certificates of participation in pools of residential mortgages$171,261,000272
Issued or guaranteed by U.S.$171,261,000271
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
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)$9,443,0001,002
Available-for-sale securities (fair market value)$268,566,000520
Total debt securities$278,009,000558
Structured notes
Amortized cost$2,003,0001,181
Fair value$2,003,0001,214
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$249,273,000614
U.S. Government securities$185,363,000573
U.S. Treasury securities$01,135
U.S. Government agency obligations$185,363,000546
Securities issued by states & political subdivisions$61,939,000526
Other domestic debt securities$1,971,0001,594
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,971,0001,201
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$186,447,000354
Mortgage-backed securities$146,277,000511
Certificates of participation in pools of residential mortgages$146,277,000319
Issued or guaranteed by U.S.$146,277,000318
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
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)$9,658,000985
Available-for-sale securities (fair market value)$239,615,000570
Total debt securities$249,273,000605
Structured notes
Amortized cost$2,011,0001,216
Fair value$2,012,0001,234
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$278,316,000555
U.S. Government securities$212,007,000522
U.S. Treasury securities$01,086
U.S. Government agency obligations$212,007,000505
Securities issued by states & political subdivisions$64,357,000480
Other domestic debt securities$1,952,0001,653
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,952,0001,244
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,406,000322
Mortgage-backed securities$164,261,000488
Certificates of participation in pools of residential mortgages$164,261,000303
Issued or guaranteed by U.S.$164,261,000301
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
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)$10,073,000977
Available-for-sale securities (fair market value)$268,243,000516
Total debt securities$278,316,000546
Structured notes
Amortized cost$9,530,000462
Fair value$9,531,000462
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$318,286,000478
U.S. Government securities$249,848,000453
U.S. Treasury securities$01,068
U.S. Government agency obligations$249,848,000431
Securities issued by states & political subdivisions$66,519,000436
Other domestic debt securities$1,919,0001,672
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$1,919,0001,249
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,767,000267
Mortgage-backed securities$182,135,000462
Certificates of participation in pools of residential mortgages$182,135,000272
Issued or guaranteed by U.S.$182,135,000270
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
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)$10,415,000964
Available-for-sale securities (fair market value)$307,871,000446
Total debt securities$318,286,000469
Structured notes
Amortized cost$32,385,000138
Fair value$32,370,000139
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$338,158,000460
U.S. Government securities$274,377,000417
U.S. Treasury securities$01,157
U.S. Government agency obligations$274,377,000403
Securities issued by states & political subdivisions$61,901,000449
Other domestic debt securities$1,880,0001,664
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$1,880,0001,239
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$240,664,000286
Mortgage-backed securities$199,225,000433
Certificates of participation in pools of residential mortgages$199,225,000254
Issued or guaranteed by U.S.$199,225,000252
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
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)$10,665,000953
Available-for-sale securities (fair market value)$327,493,000428
Total debt securities$338,158,000454
Structured notes
Amortized cost$36,496,000141
Fair value$36,471,000141
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$340,029,000433
U.S. Government securities$278,209,000393
U.S. Treasury securities$01,076
U.S. Government agency obligations$278,209,000378
Securities issued by states & political subdivisions$61,820,000442
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,058,000261
Mortgage-backed securities$210,944,000391
Certificates of participation in pools of residential mortgages$210,944,000229
Issued or guaranteed by U.S.$210,944,000227
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$11,295,000938
Available-for-sale securities (fair market value)$328,734,000404
Total debt securities$340,029,000430
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$327,670,000439
U.S. Government securities$265,699,000401
U.S. Treasury securities$01,126
U.S. Government agency obligations$265,699,000388
Securities issued by states & political subdivisions$61,971,000413
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,922,000269
Mortgage-backed securities$199,604,000402
Certificates of participation in pools of residential mortgages$199,604,000238
Issued or guaranteed by U.S.$199,604,000235
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$11,842,000917
Available-for-sale securities (fair market value)$315,828,000407
Total debt securities$327,670,000434
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$315,069,000463
U.S. Government securities$243,509,000444
U.S. Treasury securities$01,225
U.S. Government agency obligations$243,509,000427
Securities issued by states & political subdivisions$71,560,000328
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$240,911,000256
Mortgage-backed securities$192,110,000397
Certificates of participation in pools of residential mortgages$192,110,000243
Issued or guaranteed by U.S.$192,110,000239
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
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)$12,139,000926
Available-for-sale securities (fair market value)$302,930,000434
Total debt securities$315,069,000458
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$340,684,000424
U.S. Government securities$270,806,000392
U.S. Treasury securities$9,332,000358
U.S. Government agency obligations$261,474,000388
Securities issued by states & political subdivisions$69,878,000328
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$228,463,000274
Mortgage-backed securities$189,275,000395
Certificates of participation in pools of residential mortgages$189,275,000246
Issued or guaranteed by U.S.$189,275,000244
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$12,384,000931
Available-for-sale securities (fair market value)$328,300,000383
Total debt securities$340,684,000418
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$348,688,000404
U.S. Government securities$282,642,000366
U.S. Treasury securities$14,438,000264
U.S. Government agency obligations$268,204,000366
Securities issued by states & political subdivisions$66,046,000339
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,021,000280
Mortgage-backed securities$197,753,000377
Certificates of participation in pools of residential mortgages$197,753,000225
Issued or guaranteed by U.S.$197,753,000223
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$12,554,000905
Available-for-sale securities (fair market value)$336,134,000373
Total debt securities$348,688,000401
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$370,938,000363
U.S. Government securities$300,312,000324
U.S. Treasury securities$01,180
U.S. Government agency obligations$300,312,000314
Securities issued by states & political subdivisions$70,626,000299
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,164,000275
Mortgage-backed securities$220,262,000324
Certificates of participation in pools of residential mortgages$220,262,000195
Issued or guaranteed by U.S.$220,262,000193
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$12,939,000905
Available-for-sale securities (fair market value)$357,999,000332
Total debt securities$370,938,000355
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$382,856,000341
U.S. Government securities$310,207,000306
U.S. Treasury securities$01,121
U.S. Government agency obligations$310,207,000295
Securities issued by states & political subdivisions$72,649,000251
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$212,869,000288
Mortgage-backed securities$240,169,000294
Certificates of participation in pools of residential mortgages$240,169,000178
Issued or guaranteed by U.S.$240,169,000176
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$13,271,000924
Available-for-sale securities (fair market value)$369,585,000307
Total debt securities$382,856,000338
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$369,444,000357
U.S. Government securities$295,036,000326
U.S. Treasury securities$01,130
U.S. Government agency obligations$295,036,000314
Securities issued by states & political subdivisions$74,408,000244
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$219,178,000285
Mortgage-backed securities$251,196,000292
Certificates of participation in pools of residential mortgages$251,196,000173
Issued or guaranteed by U.S.$251,196,000172
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$13,505,000919
Available-for-sale securities (fair market value)$355,939,000329
Total debt securities$369,436,000353
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$364,488,000357
U.S. Government securities$288,248,000320
U.S. Treasury securities$01,077
U.S. Government agency obligations$288,248,000309
Securities issued by states & political subdivisions$76,240,000227
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$215,967,000291
Mortgage-backed securities$249,204,000301
Certificates of participation in pools of residential mortgages$249,204,000179
Issued or guaranteed by U.S.$249,204,000177
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$13,666,000920
Available-for-sale securities (fair market value)$350,822,000328
Total debt securities$364,488,000352
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$301,747,000438
U.S. Government securities$224,517,000401
U.S. Treasury securities$01,047
U.S. Government agency obligations$224,517,000388
Securities issued by states & political subdivisions$77,230,000225
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,215,000301
Mortgage-backed securities$185,345,000403
Certificates of participation in pools of residential mortgages$185,345,000246
Issued or guaranteed by U.S.$185,345,000244
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$13,653,000944
Available-for-sale securities (fair market value)$288,094,000394
Total debt securities$301,747,000424
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$318,721,000411
U.S. Government securities$237,093,000382
U.S. Treasury securities$01,036
U.S. Government agency obligations$237,093,000370
Securities issued by states & political subdivisions$81,628,000213
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$217,564,000294
Mortgage-backed securities$198,156,000382
Certificates of participation in pools of residential mortgages$198,156,000239
Issued or guaranteed by U.S.$198,156,000236
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$13,954,000944
Available-for-sale securities (fair market value)$304,767,000372
Total debt securities$318,721,000403
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$342,034,000391
U.S. Government securities$258,142,000364
U.S. Treasury securities$0981
U.S. Government agency obligations$258,142,000357
Securities issued by states & political subdivisions$83,892,000194
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$218,215,000300
Mortgage-backed securities$219,144,000359
Certificates of participation in pools of residential mortgages$219,144,000236
Issued or guaranteed by U.S.$219,144,000231
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,293,000980
Available-for-sale securities (fair market value)$328,741,000347
Total debt securities$342,034,000381
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$354,555,000367
U.S. Government securities$267,573,000339
U.S. Treasury securities$0973
U.S. Government agency obligations$267,573,000330
Securities issued by states & political subdivisions$86,982,000191
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$297,223,000228
Mortgage-backed securities$220,050,000340
Certificates of participation in pools of residential mortgages$220,050,000219
Issued or guaranteed by U.S.$220,050,000217
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,434,000965
Available-for-sale securities (fair market value)$341,121,000324
Total debt securities$354,555,000357
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$344,530,000363
U.S. Government securities$257,417,000335
U.S. Treasury securities$01,019
U.S. Government agency obligations$257,417,000325
Securities issued by states & political subdivisions$87,113,000180
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$344,530,000192
Mortgage-backed securities$221,555,000321
Certificates of participation in pools of residential mortgages$221,555,000205
Issued or guaranteed by U.S.$221,555,000201
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,103,000989
Available-for-sale securities (fair market value)$331,427,000321
Total debt securities$344,530,000356
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$299,605,000427
U.S. Government securities$210,131,000412
U.S. Treasury securities$01,021
U.S. Government agency obligations$210,131,000400
Securities issued by states & political subdivisions$89,474,000176
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$299,605,000226
Mortgage-backed securities$173,978,000396
Certificates of participation in pools of residential mortgages$173,978,000268
Issued or guaranteed by U.S.$173,978,000261
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,369,000961
Available-for-sale securities (fair market value)$286,236,000374
Total debt securities$299,606,000410
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$308,270,000421
U.S. Government securities$217,010,000403
U.S. Treasury securities$26,084,00083
U.S. Government agency obligations$190,926,000442
Securities issued by states & political subdivisions$91,260,000172
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$308,047,000214
Mortgage-backed securities$151,274,000432
Certificates of participation in pools of residential mortgages$151,274,000301
Issued or guaranteed by U.S.$151,274,000294
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,454,000975
Available-for-sale securities (fair market value)$294,816,000376
Total debt securities$308,270,000408
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$249,648,000499
U.S. Government securities$158,265,000541
U.S. Treasury securities$24,457,000107
U.S. Government agency obligations$133,808,000608
Securities issued by states & political subdivisions$91,383,000167
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,648,000257
Mortgage-backed securities$89,747,000607
Certificates of participation in pools of residential mortgages$89,747,000424
Issued or guaranteed by U.S.$89,747,000418
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,325,0001,023
Available-for-sale securities (fair market value)$236,323,000453
Total debt securities$249,648,000484
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$217,488,000579
U.S. Government securities$125,214,000665
U.S. Treasury securities$23,497,000113
U.S. Government agency obligations$101,717,000808
Securities issued by states & political subdivisions$92,274,000167
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,199,000291
Mortgage-backed securities$58,429,000821
Certificates of participation in pools of residential mortgages$58,429,000567
Issued or guaranteed by U.S.$58,429,000560
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,016,0001,070
Available-for-sale securities (fair market value)$204,472,000513
Total debt securities$217,498,000560
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$218,177,000573
U.S. Government securities$127,512,000669
U.S. Treasury securities$23,066,000123
U.S. Government agency obligations$104,446,000783
Securities issued by states & political subdivisions$90,665,000167
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$213,325,000291
Mortgage-backed securities$61,539,000783
Certificates of participation in pools of residential mortgages$61,539,000545
Issued or guaranteed by U.S.$61,539,000536
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,732,0001,207
Available-for-sale securities (fair market value)$207,445,000501
Total debt securities$218,187,000557
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$191,134,000652
U.S. Government securities$116,916,000724
U.S. Treasury securities$19,521,000169
U.S. Government agency obligations$97,395,000848
Securities issued by states & political subdivisions$74,218,000204
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,708,000316
Mortgage-backed securities$55,818,000834
Certificates of participation in pools of residential mortgages$55,818,000594
Issued or guaranteed by U.S.$55,818,000583
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,561,0001,317
Available-for-sale securities (fair market value)$181,573,000558
Total debt securities$191,134,000632
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$193,632,000651
U.S. Government securities$119,332,000739
U.S. Treasury securities$19,374,000179
U.S. Government agency obligations$99,958,000858
Securities issued by states & political subdivisions$74,300,000206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$188,184,000315
Mortgage-backed securities$58,557,000817
Certificates of participation in pools of residential mortgages$58,557,000578
Issued or guaranteed by U.S.$58,557,000570
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,583,0001,343
Available-for-sale securities (fair market value)$184,049,000559
Total debt securities$193,632,000632
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$187,839,000680
U.S. Government securities$112,241,000799
U.S. Treasury securities$19,466,000184
U.S. Government agency obligations$92,775,000946
Securities issued by states & political subdivisions$75,598,000199
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$187,839,000327
Mortgage-backed securities$61,394,000796
Certificates of participation in pools of residential mortgages$61,394,000563
Issued or guaranteed by U.S.$61,394,000554
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,911,0001,440
Available-for-sale securities (fair market value)$178,928,000586
Total debt securities$187,840,000663
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$200,028,000643
U.S. Government securities$124,358,000736
U.S. Treasury securities$18,620,000204
U.S. Government agency obligations$105,738,000828
Securities issued by states & political subdivisions$75,670,000199
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,159,000367
Mortgage-backed securities$64,778,000768
Certificates of participation in pools of residential mortgages$64,778,000542
Issued or guaranteed by U.S.$64,778,000535
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,106,0001,440
Available-for-sale securities (fair market value)$190,922,000560
Total debt securities$200,028,000622
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$204,938,000645
U.S. Government securities$129,619,000724
U.S. Treasury securities$19,045,000212
U.S. Government agency obligations$110,574,000803
Securities issued by states & political subdivisions$75,319,000196
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,874,000355
Mortgage-backed securities$69,318,000729
Certificates of participation in pools of residential mortgages$69,318,000522
Issued or guaranteed by U.S.$69,318,000515
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,798,0001,589
Available-for-sale securities (fair market value)$197,140,000553
Total debt securities$204,937,000624
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$209,112,000626
U.S. Government securities$135,617,000697
U.S. Treasury securities$19,767,000215
U.S. Government agency obligations$115,850,000775
Securities issued by states & political subdivisions$73,495,000205
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$169,621,000344
Mortgage-backed securities$73,480,000703
Certificates of participation in pools of residential mortgages$73,480,000506
Issued or guaranteed by U.S.$73,480,000499
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,347,0001,773
Available-for-sale securities (fair market value)$202,765,000535
Total debt securities$209,112,000609
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$188,933,000680
U.S. Government securities$121,688,000752
U.S. Treasury securities$01,786
U.S. Government agency obligations$121,688,000727
Securities issued by states & political subdivisions$67,245,000219
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$166,586,000336
Mortgage-backed securities$79,162,000675
Certificates of participation in pools of residential mortgages$79,162,000489
Issued or guaranteed by U.S.$79,162,000482
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,643,0002,022
Available-for-sale securities (fair market value)$184,290,000581
Total debt securities$188,933,000661
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$186,483,000692
U.S. Government securities$129,130,000715
U.S. Treasury securities$01,839
U.S. Government agency obligations$129,130,000689
Securities issued by states & political subdivisions$57,353,000273
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,042,000325
Mortgage-backed securities$82,078,000661
Certificates of participation in pools of residential mortgages$82,078,000488
Issued or guaranteed by U.S.$82,078,000477
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,856,0002,015
Available-for-sale securities (fair market value)$181,627,000588
Total debt securities$186,483,000677
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$210,674,000629
U.S. Government securities$156,058,000630
U.S. Treasury securities$01,963
U.S. Government agency obligations$156,058,000606
Securities issued by states & political subdivisions$54,616,000277
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,176,000306
Mortgage-backed securities$87,548,000651
Certificates of participation in pools of residential mortgages$87,548,000477
Issued or guaranteed by U.S.$87,548,000472
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,923,0002,026
Available-for-sale securities (fair market value)$205,751,000528
Total debt securities$210,675,000612
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$185,809,000712
U.S. Government securities$135,849,000713
U.S. Treasury securities$01,963
U.S. Government agency obligations$135,849,000684
Securities issued by states & political subdivisions$49,960,000322
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,808,000314
Mortgage-backed securities$83,058,000697
Certificates of participation in pools of residential mortgages$83,058,000520
Issued or guaranteed by U.S.$83,058,000516
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,923,0002,042
Available-for-sale securities (fair market value)$180,886,000614
Total debt securities$185,809,000698
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$180,117,000731
U.S. Government securities$127,837,000761
U.S. Treasury securities$01,990
U.S. Government agency obligations$127,837,000729
Securities issued by states & political subdivisions$52,280,000309
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$170,527,000333
Mortgage-backed securities$80,789,000715
Certificates of participation in pools of residential mortgages$80,789,000527
Issued or guaranteed by U.S.$80,789,000524
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,078,0002,038
Available-for-sale securities (fair market value)$175,039,000633
Total debt securities$180,118,000717
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$203,974,000657
U.S. Government securities$153,543,000665
U.S. Treasury securities$02,098
U.S. Government agency obligations$153,543,000638
Securities issued by states & political subdivisions$50,431,000308
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,428,000297
Mortgage-backed securities$98,736,000630
Certificates of participation in pools of residential mortgages$98,736,000462
Issued or guaranteed by U.S.$98,736,000460
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,211,0002,026
Available-for-sale securities (fair market value)$198,763,000566
Total debt securities$203,974,000638
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$225,055,000622
U.S. Government securities$173,605,000615
U.S. Treasury securities$02,082
U.S. Government agency obligations$173,605,000589
Securities issued by states & political subdivisions$51,450,000306
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$204,374,000283
Mortgage-backed securities$115,269,000581
Certificates of participation in pools of residential mortgages$115,269,000417
Issued or guaranteed by U.S.$115,269,000414
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,951,0002,050
Available-for-sale securities (fair market value)$220,104,000540
Total debt securities$225,054,000601
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$216,613,000643
U.S. Government securities$166,967,000644
U.S. Treasury securities$02,227
U.S. Government agency obligations$166,967,000621
Securities issued by states & political subdivisions$49,646,000318
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,804,000272
Mortgage-backed securities$116,227,000585
Certificates of participation in pools of residential mortgages$116,227,000429
Issued or guaranteed by U.S.$116,227,000425
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,951,0002,095
Available-for-sale securities (fair market value)$211,662,000565
Total debt securities$216,614,000623
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$173,768,000771
U.S. Government securities$124,993,000816
U.S. Treasury securities$02,287
U.S. Government agency obligations$124,993,000785
Securities issued by states & political subdivisions$48,775,000328
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$158,932,000329
Mortgage-backed securities$95,814,000673
Certificates of participation in pools of residential mortgages$95,814,000496
Issued or guaranteed by U.S.$95,814,000491
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,453,0002,180
Available-for-sale securities (fair market value)$169,315,000683
Total debt securities$173,768,000750
Structured notes
Amortized cost$989,0001,587
Fair value$1,002,0001,455
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$171,716,000774
U.S. Government securities$126,312,000774
U.S. Treasury securities$02,322
U.S. Government agency obligations$126,312,000744
Securities issued by states & political subdivisions$45,404,000345
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$169,356,000311
Mortgage-backed securities$104,907,000630
Certificates of participation in pools of residential mortgages$104,907,000440
Issued or guaranteed by U.S.$104,907,000437
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,528,0002,176
Available-for-sale securities (fair market value)$167,188,000682
Total debt securities$171,716,000750
Structured notes
Amortized cost$998,0001,375
Fair value$1,009,0001,250
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$186,399,000711
U.S. Government securities$134,440,000725
U.S. Treasury securities$02,382
U.S. Government agency obligations$134,440,000695
Securities issued by states & political subdivisions$45,159,000322
Other domestic debt securities$6,800,0001,176
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$6,800,000942
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,083,000296
Mortgage-backed securities$110,537,000604
Certificates of participation in pools of residential mortgages$110,537,000421
Issued or guaranteed by U.S.$110,537,000414
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,528,0002,212
Available-for-sale securities (fair market value)$181,871,000623
Total debt securities$186,399,000692
Structured notes
Amortized cost$996,0001,131
Fair value$1,015,000965
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$162,901,000776
U.S. Government securities$100,677,000913
U.S. Treasury securities$02,544
U.S. Government agency obligations$100,677,000870
Securities issued by states & political subdivisions$47,424,000298
Other domestic debt securities$14,800,000728
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,800,000534
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,312,000392
Mortgage-backed securities$64,028,000845
Certificates of participation in pools of residential mortgages$64,028,000593
Issued or guaranteed by U.S.$64,028,000588
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,161,0002,147
Available-for-sale securities (fair market value)$157,740,000680
Total debt securities$162,901,000745
Structured notes
Amortized cost$994,000983
Fair value$1,019,000811
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$152,765,000756
U.S. Government securities$87,531,000919
U.S. Treasury securities$03,182
U.S. Government agency obligations$87,531,000866
Securities issued by states & political subdivisions$45,876,000295
Other domestic debt securities$19,358,000617
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$19,358,000442
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,225,000351
Mortgage-backed securities$39,245,0001,144
Certificates of participation in pools of residential mortgages$39,245,000772
Issued or guaranteed by U.S.$39,245,000765
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$3,107,0002,752
Available-for-sale securities (fair market value)$149,658,000648
Total debt securities$152,765,000733
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$123,056,000926
U.S. Government securities$63,406,0001,257
U.S. Treasury securities$111,0004,042
U.S. Government agency obligations$63,295,0001,168
Securities issued by states & political subdivisions$35,409,000406
Other domestic debt securities$18,963,000551
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,963,000428
Foreign debt securities$0313
Equity securities$5,278,000821
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,747,000429
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,430,0001,034
Available-for-sale securities (fair market value)$100,626,000861
Total debt securities$117,778,000923
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$93,761,0001,212
U.S. Government securities$40,207,0002,088
U.S. Treasury securities$11,491,000786
U.S. Government agency obligations$28,716,0002,561
Securities issued by states & political subdivisions$37,795,000360
Other domestic debt securities$11,347,000770
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,347,000609
Foreign debt securities$0343
Equity securities$4,412,000901
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,475,000810
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,745,0001,050
Available-for-sale securities (fair market value)$69,016,0001,263
Total debt securities$89,349,0001,229
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$92,267,0001,264
U.S. Government securities$29,042,0002,899
U.S. Treasury securities$20,037,000682
U.S. Government agency obligations$9,005,0005,585
Securities issued by states & political subdivisions$37,209,000354
Other domestic debt securities$22,746,000463
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,746,000329
Foreign debt securities$0363
Equity securities$3,270,0001,089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,226,000561
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,273,0001,166
Available-for-sale securities (fair market value)$67,994,0001,299
Total debt securities$88,997,0001,262
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$104,043,0001,107
U.S. Government securities$42,720,0002,111
U.S. Treasury securities$24,076,000790
U.S. Government agency obligations$18,644,0003,399
Securities issued by states & political subdivisions$37,762,000297
Other domestic debt securities$16,723,000418
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$16,723,000285
Foreign debt securities$0390
Equity securities$6,838,000604
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,114,000528
Mortgage-backed securities$5,044,0003,813
Certificates of participation in pools of residential mortgages$5,044,0002,899
Issued or guaranteed by U.S.$5,044,0002,883
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,668,0001,352
Available-for-sale securities (fair market value)$78,375,0001,032
Total debt securities$97,205,0001,153
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$120,123,0001,000
U.S. Government securities$61,658,0001,573
U.S. Treasury securities$28,238,000829
U.S. Government agency obligations$33,420,0002,146
Securities issued by states & political subdivisions$30,657,000370
Other domestic debt securities$21,976,000342
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$21,976,000195
Foreign debt securities$0466
Equity securities$5,832,000667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,020,000758
Mortgage-backed securities$13,534,0002,423
Certificates of participation in pools of residential mortgages$13,534,0001,769
Issued or guaranteed by U.S.$13,534,0001,752
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,507,0001,667
Available-for-sale securities (fair market value)$96,616,000853
Total debt securities$114,291,0001,013
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$133,393,000955
U.S. Government securities$97,268,0001,048
U.S. Treasury securities$23,100,0001,232
U.S. Government agency obligations$74,168,0001,019
Securities issued by states & political subdivisions$29,296,000391
Other domestic debt securities$998,0002,513
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$998,0001,971
Foreign debt securities$0553
Equity securities$5,831,000641
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,888,000965
Mortgage-backed securities$16,643,0002,205
Certificates of participation in pools of residential mortgages$16,643,0001,512
Issued or guaranteed by U.S.$16,643,0001,497
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,520,0001,671
Available-for-sale securities (fair market value)$108,873,000800
Total debt securities$127,562,000954
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$103,431,0001,251
U.S. Government securities$69,274,0001,536
U.S. Treasury securities$31,886,0001,094
U.S. Government agency obligations$37,388,0001,811
Securities issued by states & political subdivisions$28,434,000390
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$5,723,000569
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,956,000669
Mortgage-backed securities$8,935,0003,454
Certificates of participation in pools of residential mortgages$8,935,0002,413
Issued or guaranteed by U.S.$8,935,0002,400
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,031,0001,423
Available-for-sale securities (fair market value)$51,400,0001,105
Total debt securities$97,708,0001,294
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$100,683,0001,364
U.S. Government securities$66,902,0001,659
U.S. Treasury securities$34,028,0001,088
U.S. Government agency obligations$32,874,0002,116
Securities issued by states & political subdivisions$27,619,000398
Other domestic debt securities$5,541,0001,301
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$5,541,000970
Foreign debt securities$0649
Equity securities$621,0002,725
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,459,0001,275
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$100,062,0001,332
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$81,558,0001,650
U.S. Government securities$27,499,0003,882
U.S. Treasury securities$16,498,0002,254
U.S. Government agency obligations$11,001,0005,192
Securities issued by states & political subdivisions$27,052,000377
Other domestic debt securities$26,636,000506
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$26,636,000329
Foreign debt securities$0699
Equity securities$371,0003,033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,455,0001,236
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$81,187,0001,614
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