United Bank & Capital Trust Company, Securities

2018-06-30Rank
Total securities$380,473,000405
U.S. Government securities$252,756,000397
U.S. Treasury securities$01,475
U.S. Government agency obligations$252,756,000377
Securities issued by states & political subdivisions$106,267,000314
Other domestic debt securities$21,450,000402
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$15,500,000121
Structured financial products - Total$0186
Other domestic debt securities - All other$5,950,000563
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$207,021,000320
Mortgage-backed securities$219,745,000343
Certificates of participation in pools of residential mortgages$157,090,000291
Issued or guaranteed by U.S.$157,090,000290
Privately issued$0453
Collaterized mortgage obligations$15,746,000859
CMOs issued by government agencies or sponsored agencies$15,746,000820
Privately issued$0544
Commercial mortgage-backed securities$46,909,000248
Commercial mortgage pass-through securities$15,834,000277
Other commercial mortgage-backed securities$31,075,000199
Held to maturity securities (book value)$2,837,0001,292
Available-for-sale securities (fair market value)$377,636,000355
Total debt securities$380,473,000396
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$403,031,000383
U.S. Government securities$270,613,000388
U.S. Treasury securities$01,426
U.S. Government agency obligations$270,613,000367
Securities issued by states & political subdivisions$110,918,000308
Other domestic debt securities$21,500,000370
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$15,517,000114
Structured financial products - Total$0193
Other domestic debt securities - All other$5,983,000568
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$208,425,000323
Mortgage-backed securities$229,475,000339
Certificates of participation in pools of residential mortgages$164,766,000285
Issued or guaranteed by U.S.$164,766,000284
Privately issued$067
Collaterized mortgage obligations$16,835,000833
CMOs issued by government agencies or sponsored agencies$16,835,000789
Privately issued$0557
Commercial mortgage-backed securities$47,874,000230
Commercial mortgage pass-through securities$16,169,000220
Other commercial mortgage-backed securities$31,705,000193
Held to maturity securities (book value)$3,350,0001,264
Available-for-sale securities (fair market value)$399,681,000342
Total debt securities$403,031,000377
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$424,839,000370
U.S. Government securities$285,753,000367
U.S. Treasury securities$01,328
U.S. Government agency obligations$285,753,000350
Securities issued by states & political subdivisions$117,613,000298
Other domestic debt securities$21,473,000364
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$15,574,000117
Structured financial products - Total$0204
Other domestic debt securities - All other$5,899,000566
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$213,948,000314
Mortgage-backed securities$242,745,000320
Certificates of participation in pools of residential mortgages$175,350,000272
Issued or guaranteed by U.S.$175,350,000271
Privately issued$064
Collaterized mortgage obligations$18,043,000785
CMOs issued by government agencies or sponsored agencies$18,043,000743
Privately issued$0573
Commercial mortgage-backed securities$49,352,000223
Commercial mortgage pass-through securities$16,677,000211
Other commercial mortgage-backed securities$32,675,000183
Held to maturity securities (book value)$3,364,0001,295
Available-for-sale securities (fair market value)$421,475,000327
Total debt securities$424,839,000362
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$448,204,000360
U.S. Government securities$317,196,000337
U.S. Treasury securities$01,313
U.S. Government agency obligations$317,196,000324
Securities issued by states & political subdivisions$125,036,000280
Other domestic debt securities$5,972,000762
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$5,972,000580
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$208,295,000327
Mortgage-backed securities$244,657,000314
Certificates of participation in pools of residential mortgages$176,897,000269
Issued or guaranteed by U.S.$176,897,000268
Privately issued$069
Collaterized mortgage obligations$22,701,000674
CMOs issued by government agencies or sponsored agencies$22,701,000645
Privately issued$0584
Commercial mortgage-backed securities$45,059,000223
Commercial mortgage pass-through securities$6,879,000367
Other commercial mortgage-backed securities$38,180,000159
Held to maturity securities (book value)$3,448,0001,327
Available-for-sale securities (fair market value)$444,756,000309
Total debt securities$448,204,000352
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$464,350,000355
U.S. Government securities$328,303,000335
U.S. Treasury securities$01,351
U.S. Government agency obligations$328,303,000322
Securities issued by states & political subdivisions$130,034,000271
Other domestic debt securities$6,013,000774
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$6,013,000584
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$192,888,000349
Mortgage-backed securities$248,989,000316
Certificates of participation in pools of residential mortgages$180,824,000264
Issued or guaranteed by U.S.$180,824,000263
Privately issued$067
Collaterized mortgage obligations$21,339,000697
CMOs issued by government agencies or sponsored agencies$21,339,000662
Privately issued$0606
Commercial mortgage-backed securities$46,826,000221
Commercial mortgage pass-through securities$6,946,000358
Other commercial mortgage-backed securities$39,880,000157
Held to maturity securities (book value)$3,461,0001,349
Available-for-sale securities (fair market value)$460,889,000300
Total debt securities$464,351,000348
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$493,613,000330
U.S. Government securities$354,856,000317
U.S. Treasury securities$01,390
U.S. Government agency obligations$354,856,000303
Securities issued by states & political subdivisions$133,070,000260
Other domestic debt securities$5,687,000810
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$5,687,000611
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$200,586,000348
Mortgage-backed securities$260,174,000297
Certificates of participation in pools of residential mortgages$189,846,000258
Issued or guaranteed by U.S.$189,846,000257
Privately issued$066
Collaterized mortgage obligations$22,793,000688
CMOs issued by government agencies or sponsored agencies$22,793,000650
Privately issued$0642
Commercial mortgage-backed securities$47,535,000214
Commercial mortgage pass-through securities$6,974,000345
Other commercial mortgage-backed securities$40,561,000152
Held to maturity securities (book value)$3,475,0001,377
Available-for-sale securities (fair market value)$490,138,000282
Total debt securities$493,611,000325
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$261,230,000581
U.S. Government securities$187,018,000521
U.S. Treasury securities$01,367
U.S. Government agency obligations$187,018,000489
Securities issued by states & political subdivisions$72,527,000513
Other domestic debt securities$1,685,0001,359
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$1,685,0001,089
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$90,786,000662
Mortgage-backed securities$150,127,000459
Certificates of participation in pools of residential mortgages$112,899,000378
Issued or guaranteed by U.S.$112,899,000377
Privately issued$071
Collaterized mortgage obligations$9,311,0001,173
CMOs issued by government agencies or sponsored agencies$9,311,0001,119
Privately issued$0666
Commercial mortgage-backed securities$27,917,000272
Commercial mortgage pass-through securities$7,016,000328
Other commercial mortgage-backed securities$20,901,000205
Held to maturity securities (book value)$570,0001,868
Available-for-sale securities (fair market value)$260,660,000503
Total debt securities$261,230,000570
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$256,558,000584
U.S. Government securities$186,825,000515
U.S. Treasury securities$01,214
U.S. Government agency obligations$186,825,000492
Securities issued by states & political subdivisions$68,131,000572
Other domestic debt securities$1,602,0001,384
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$1,602,0001,103
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$85,701,000702
Mortgage-backed securities$151,736,000462
Certificates of participation in pools of residential mortgages$117,364,000368
Issued or guaranteed by U.S.$117,364,000367
Privately issued$067
Collaterized mortgage obligations$10,273,0001,136
CMOs issued by government agencies or sponsored agencies$10,273,0001,085
Privately issued$0671
Commercial mortgage-backed securities$24,099,000287
Commercial mortgage pass-through securities$7,284,000297
Other commercial mortgage-backed securities$16,815,000210
Held to maturity securities (book value)$640,0001,860
Available-for-sale securities (fair market value)$255,918,000509
Total debt securities$256,558,000575
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$295,262,000515
U.S. Government securities$217,978,000450
U.S. Treasury securities$01,253
U.S. Government agency obligations$217,978,000429
Securities issued by states & political subdivisions$75,764,000488
Other domestic debt securities$1,520,0001,431
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$1,520,0001,136
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$153,950,000433
Mortgage-backed securities$157,963,000453
Certificates of participation in pools of residential mortgages$131,103,000335
Issued or guaranteed by U.S.$131,103,000334
Privately issued$071
Collaterized mortgage obligations$11,283,0001,095
CMOs issued by government agencies or sponsored agencies$11,283,0001,044
Privately issued$0687
Commercial mortgage-backed securities$15,577,000334
Commercial mortgage pass-through securities$8,690,000252
Other commercial mortgage-backed securities$6,887,000328
Held to maturity securities (book value)$640,0001,901
Available-for-sale securities (fair market value)$294,622,000440
Total debt securities$295,262,000507
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$301,542,000514
U.S. Government securities$226,225,000455
U.S. Treasury securities$01,296
U.S. Government agency obligations$226,225,000432
Securities issued by states & political subdivisions$73,917,000496
Other domestic debt securities$1,400,0001,487
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$1,400,0001,187
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$139,364,000488
Mortgage-backed securities$161,770,000448
Certificates of participation in pools of residential mortgages$139,223,000316
Issued or guaranteed by U.S.$139,223,000315
Privately issued$066
Collaterized mortgage obligations$10,666,0001,127
CMOs issued by government agencies or sponsored agencies$10,666,0001,072
Privately issued$0699
Commercial mortgage-backed securities$11,881,000381
Commercial mortgage pass-through securities$4,573,000347
Other commercial mortgage-backed securities$7,308,000304
Held to maturity securities (book value)$640,0001,939
Available-for-sale securities (fair market value)$300,902,000437
Total debt securities$301,543,000507
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$294,103,000523
U.S. Government securities$206,289,000490
U.S. Treasury securities$01,367
U.S. Government agency obligations$206,289,000463
Securities issued by states & political subdivisions$86,244,000403
Other domestic debt securities$1,570,0001,400
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$1,570,0001,109
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$145,211,000463
Mortgage-backed securities$157,001,000454
Certificates of participation in pools of residential mortgages$134,797,000323
Issued or guaranteed by U.S.$134,797,000322
Privately issued$066
Collaterized mortgage obligations$11,458,0001,095
CMOs issued by government agencies or sponsored agencies$11,458,0001,041
Privately issued$0704
Commercial mortgage-backed securities$10,746,000382
Commercial mortgage pass-through securities$4,520,000333
Other commercial mortgage-backed securities$6,226,000306
Held to maturity securities (book value)$640,0001,976
Available-for-sale securities (fair market value)$293,463,000449
Total debt securities$294,104,000517
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$304,569,000510
U.S. Government securities$218,657,000473
U.S. Treasury securities$01,303
U.S. Government agency obligations$218,657,000452
Securities issued by states & political subdivisions$84,362,000402
Other domestic debt securities$1,550,0001,416
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$1,550,0001,113
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$144,978,000473
Mortgage-backed securities$160,221,000451
Certificates of participation in pools of residential mortgages$139,845,000310
Issued or guaranteed by U.S.$139,845,000309
Privately issued$065
Collaterized mortgage obligations$11,876,0001,085
CMOs issued by government agencies or sponsored agencies$11,876,0001,036
Privately issued$0721
Commercial mortgage-backed securities$8,500,000408
Commercial mortgage pass-through securities$2,046,000440
Other commercial mortgage-backed securities$6,454,000284
Held to maturity securities (book value)$705,0001,974
Available-for-sale securities (fair market value)$303,864,000431
Total debt securities$304,569,000504
Structured notes
Amortized cost$1,000,0001,132
Fair value$999,0001,211
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$299,109,000520
U.S. Government securities$221,635,000477
U.S. Treasury securities$01,348
U.S. Government agency obligations$221,635,000460
Securities issued by states & political subdivisions$75,819,000451
Other domestic debt securities$1,655,0001,397
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$1,655,0001,104
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$143,925,000481
Mortgage-backed securities$164,573,000449
Certificates of participation in pools of residential mortgages$144,922,000307
Issued or guaranteed by U.S.$144,922,000306
Privately issued$067
Collaterized mortgage obligations$12,606,0001,098
CMOs issued by government agencies or sponsored agencies$12,606,0001,050
Privately issued$0741
Commercial mortgage-backed securities$7,045,000418
Commercial mortgage pass-through securities$2,023,000421
Other commercial mortgage-backed securities$5,022,000308
Held to maturity securities (book value)$705,0002,009
Available-for-sale securities (fair market value)$298,404,000439
Total debt securities$299,109,000513
Structured notes
Amortized cost$1,000,0001,260
Fair value$995,0001,329
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$311,031,000504
U.S. Government securities$230,999,000467
U.S. Treasury securities$01,327
U.S. Government agency obligations$230,999,000449
Securities issued by states & political subdivisions$78,382,000418
Other domestic debt securities$1,650,0001,425
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$1,650,0001,121
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$140,185,000491
Mortgage-backed securities$174,352,000430
Certificates of participation in pools of residential mortgages$155,311,000288
Issued or guaranteed by U.S.$155,311,000286
Privately issued$070
Collaterized mortgage obligations$13,555,0001,087
CMOs issued by government agencies or sponsored agencies$13,555,0001,041
Privately issued$0776
Commercial mortgage-backed securities$5,486,000461
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$5,486,000283
Held to maturity securities (book value)$705,0002,015
Available-for-sale securities (fair market value)$310,326,000428
Total debt securities$311,030,000497
Structured notes
Amortized cost$1,000,0001,342
Fair value$996,0001,464
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$308,903,000501
U.S. Government securities$230,894,000466
U.S. Treasury securities$01,361
U.S. Government agency obligations$230,894,000445
Securities issued by states & political subdivisions$76,309,000432
Other domestic debt securities$1,700,0001,437
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$1,700,0001,123
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$122,769,000535
Mortgage-backed securities$181,913,000414
Certificates of participation in pools of residential mortgages$162,263,000276
Issued or guaranteed by U.S.$162,263,000275
Privately issued$075
Collaterized mortgage obligations$17,861,000935
CMOs issued by government agencies or sponsored agencies$17,861,000890
Privately issued$0785
Commercial mortgage-backed securities$1,789,000702
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$1,789,000456
Held to maturity securities (book value)$705,0002,031
Available-for-sale securities (fair market value)$308,198,000425
Total debt securities$308,903,000497
Structured notes
Amortized cost$1,000,0001,423
Fair value$987,0001,540
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$301,762,000508
U.S. Government securities$224,336,000479
U.S. Treasury securities$01,381
U.S. Government agency obligations$224,336,000460
Securities issued by states & political subdivisions$75,711,000428
Other domestic debt securities$1,715,0001,478
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$1,715,0001,139
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$118,670,000552
Mortgage-backed securities$184,669,000414
Certificates of participation in pools of residential mortgages$166,197,000272
Issued or guaranteed by U.S.$166,197,000271
Privately issued$073
Collaterized mortgage obligations$18,472,000931
CMOs issued by government agencies or sponsored agencies$18,472,000886
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)$765,0002,043
Available-for-sale securities (fair market value)$300,997,000438
Total debt securities$301,763,000503
Structured notes
Amortized cost$1,000,0001,534
Fair value$976,0001,645
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$301,414,000507
U.S. Government securities$225,755,000482
U.S. Treasury securities$01,342
U.S. Government agency obligations$225,755,000465
Securities issued by states & political subdivisions$73,999,000442
Other domestic debt securities$1,660,0001,536
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$1,660,0001,192
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$126,625,000520
Mortgage-backed securities$187,787,000417
Certificates of participation in pools of residential mortgages$168,226,000274
Issued or guaranteed by U.S.$168,226,000272
Privately issued$075
Collaterized mortgage obligations$19,561,000916
CMOs issued by government agencies or sponsored agencies$19,561,000865
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)$765,0002,058
Available-for-sale securities (fair market value)$300,649,000433
Total debt securities$301,413,000499
Structured notes
Amortized cost$1,000,0001,576
Fair value$974,0001,681
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$303,488,000510
U.S. Government securities$229,939,000480
U.S. Treasury securities$01,198
U.S. Government agency obligations$229,939,000462
Securities issued by states & political subdivisions$71,949,000458
Other domestic debt securities$1,600,0001,599
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$1,600,0001,241
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$124,286,000527
Mortgage-backed securities$192,897,000415
Certificates of participation in pools of residential mortgages$172,841,000276
Issued or guaranteed by U.S.$172,841,000274
Privately issued$076
Collaterized mortgage obligations$20,056,000918
CMOs issued by government agencies or sponsored agencies$20,056,000870
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)$765,0002,063
Available-for-sale securities (fair market value)$302,723,000437
Total debt securities$303,489,000504
Structured notes
Amortized cost$1,000,0001,588
Fair value$954,0001,719
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$306,215,000502
U.S. Government securities$231,502,000474
U.S. Treasury securities$01,131
U.S. Government agency obligations$231,502,000458
Securities issued by states & political subdivisions$73,231,000442
Other domestic debt securities$1,482,0001,681
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$1,482,0001,305
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$129,099,000504
Mortgage-backed securities$195,688,000407
Certificates of participation in pools of residential mortgages$174,440,000268
Issued or guaranteed by U.S.$174,440,000267
Privately issued$081
Collaterized mortgage obligations$21,248,000874
CMOs issued by government agencies or sponsored agencies$21,248,000822
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)$765,0002,061
Available-for-sale securities (fair market value)$305,450,000434
Total debt securities$306,215,000493
Structured notes
Amortized cost$1,000,0001,580
Fair value$933,0001,718
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$292,996,000524
U.S. Government securities$220,388,000498
U.S. Treasury securities$01,131
U.S. Government agency obligations$220,388,000485
Securities issued by states & political subdivisions$71,108,000465
Other domestic debt securities$1,500,0001,719
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$1,500,0001,318
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$123,554,000528
Mortgage-backed securities$183,263,000430
Certificates of participation in pools of residential mortgages$166,768,000274
Issued or guaranteed by U.S.$166,768,000272
Privately issued$080
Collaterized mortgage obligations$16,495,0001,054
CMOs issued by government agencies or sponsored agencies$16,495,000990
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)$820,0002,035
Available-for-sale securities (fair market value)$292,176,000456
Total debt securities$292,995,000514
Structured notes
Amortized cost$1,000,0001,570
Fair value$953,0001,701
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$276,844,000563
U.S. Government securities$206,557,000524
U.S. Treasury securities$01,152
U.S. Government agency obligations$206,557,000504
Securities issued by states & political subdivisions$68,821,000479
Other domestic debt securities$1,466,0001,778
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$1,466,0001,370
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$131,599,000485
Mortgage-backed securities$177,117,000440
Certificates of participation in pools of residential mortgages$162,466,000280
Issued or guaranteed by U.S.$162,466,000278
Privately issued$083
Collaterized mortgage obligations$14,651,0001,154
CMOs issued by government agencies or sponsored agencies$14,651,0001,084
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)$820,0001,977
Available-for-sale securities (fair market value)$276,024,000496
Total debt securities$276,843,000552
Structured notes
Amortized cost$3,001,000951
Fair value$2,962,000961
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$284,259,000551
U.S. Government securities$216,103,000513
U.S. Treasury securities$01,161
U.S. Government agency obligations$216,103,000498
Securities issued by states & political subdivisions$66,553,000495
Other domestic debt securities$1,603,0001,725
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$1,603,0001,304
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$130,731,000509
Mortgage-backed securities$180,736,000446
Certificates of participation in pools of residential mortgages$164,169,000284
Issued or guaranteed by U.S.$164,169,000283
Privately issued$083
Collaterized mortgage obligations$16,567,0001,116
CMOs issued by government agencies or sponsored agencies$16,567,0001,050
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)$820,0001,961
Available-for-sale securities (fair market value)$283,439,000491
Total debt securities$284,259,000542
Structured notes
Amortized cost$7,003,000533
Fair value$7,001,000540
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$281,702,000537
U.S. Government securities$218,001,000496
U.S. Treasury securities$01,135
U.S. Government agency obligations$218,001,000480
Securities issued by states & political subdivisions$62,164,000521
Other domestic debt securities$1,537,0001,717
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$1,537,0001,282
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$138,507,000474
Mortgage-backed securities$187,600,000429
Certificates of participation in pools of residential mortgages$171,872,000269
Issued or guaranteed by U.S.$171,872,000267
Privately issued$085
Collaterized mortgage obligations$15,728,0001,167
CMOs issued by government agencies or sponsored agencies$15,728,0001,094
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)$820,0001,991
Available-for-sale securities (fair market value)$280,882,000484
Total debt securities$281,704,000530
Structured notes
Amortized cost$9,005,000458
Fair value$9,008,000464
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$292,534,000527
U.S. Government securities$237,130,000479
U.S. Treasury securities$01,086
U.S. Government agency obligations$237,130,000462
Securities issued by states & political subdivisions$54,005,000604
Other domestic debt securities$1,399,0001,840
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$1,399,0001,386
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$158,487,000420
Mortgage-backed securities$205,615,000412
Certificates of participation in pools of residential mortgages$191,941,000251
Issued or guaranteed by U.S.$191,941,000250
Privately issued$088
Collaterized mortgage obligations$13,674,0001,338
CMOs issued by government agencies or sponsored agencies$13,674,0001,249
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)$875,0001,999
Available-for-sale securities (fair market value)$291,659,000475
Total debt securities$292,534,000520
Structured notes
Amortized cost$15,459,000290
Fair value$15,475,000288
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$301,962,000515
U.S. Government securities$245,794,000463
U.S. Treasury securities$01,068
U.S. Government agency obligations$245,794,000443
Securities issued by states & political subdivisions$54,832,000573
Other domestic debt securities$1,336,0001,870
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$1,336,0001,410
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$156,630,000425
Mortgage-backed securities$209,997,000403
Certificates of participation in pools of residential mortgages$197,310,000246
Issued or guaranteed by U.S.$197,310,000244
Privately issued$094
Collaterized mortgage obligations$12,687,0001,426
CMOs issued by government agencies or sponsored agencies$12,687,0001,319
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)$875,0002,015
Available-for-sale securities (fair market value)$301,087,000464
Total debt securities$301,961,000505
Structured notes
Amortized cost$15,512,000319
Fair value$15,522,000322
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$301,774,000520
U.S. Government securities$249,239,000467
U.S. Treasury securities$01,157
U.S. Government agency obligations$249,239,000448
Securities issued by states & political subdivisions$51,012,000596
Other domestic debt securities$1,523,0001,776
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$1,523,0001,326
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$155,194,000427
Mortgage-backed securities$201,076,000427
Certificates of participation in pools of residential mortgages$186,132,000270
Issued or guaranteed by U.S.$186,132,000268
Privately issued$094
Collaterized mortgage obligations$14,944,0001,322
CMOs issued by government agencies or sponsored agencies$14,944,0001,227
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)$875,0002,058
Available-for-sale securities (fair market value)$300,899,000475
Total debt securities$301,774,000513
Structured notes
Amortized cost$13,223,000456
Fair value$13,194,000457
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$282,424,000540
U.S. Government securities$238,477,000458
U.S. Treasury securities$01,076
U.S. Government agency obligations$238,477,000442
Securities issued by states & political subdivisions$42,624,000739
Other domestic debt securities$1,323,0001,819
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$1,323,0001,310
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$160,641,000378
Mortgage-backed securities$191,734,000435
Certificates of participation in pools of residential mortgages$179,624,000271
Issued or guaranteed by U.S.$179,624,000268
Privately issued$0121
Collaterized mortgage obligations$12,110,0001,446
CMOs issued by government agencies or sponsored agencies$12,110,0001,293
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)$875,0002,154
Available-for-sale securities (fair market value)$281,549,000486
Total debt securities$282,424,000534
Structured notes
Amortized cost$13,002,000441
Fair value$13,034,000441
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$279,315,000534
U.S. Government securities$239,645,000455
U.S. Treasury securities$01,126
U.S. Government agency obligations$239,645,000441
Securities issued by states & political subdivisions$38,239,000795
Other domestic debt securities$1,431,0001,778
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$1,431,0001,255
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$159,802,000376
Mortgage-backed securities$190,310,000421
Certificates of participation in pools of residential mortgages$169,024,000280
Issued or guaranteed by U.S.$169,024,000277
Privately issued$0132
Collaterized mortgage obligations$21,286,0001,018
CMOs issued by government agencies or sponsored agencies$21,286,000894
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)$930,0002,158
Available-for-sale securities (fair market value)$278,385,000483
Total debt securities$279,315,000528
Structured notes
Amortized cost$11,005,000513
Fair value$11,057,000515
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$283,698,000523
U.S. Government securities$245,283,000439
U.S. Treasury securities$01,225
U.S. Government agency obligations$245,283,000422
Securities issued by states & political subdivisions$36,851,000754
Other domestic debt securities$1,564,0001,675
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$1,564,0001,126
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$172,621,000355
Mortgage-backed securities$173,352,000441
Certificates of participation in pools of residential mortgages$163,631,000281
Issued or guaranteed by U.S.$163,631,000279
Privately issued$0125
Collaterized mortgage obligations$9,721,0001,589
CMOs issued by government agencies or sponsored agencies$9,721,0001,411
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)$930,0002,181
Available-for-sale securities (fair market value)$282,768,000473
Total debt securities$283,697,000512
Structured notes
Amortized cost$7,000,000892
Fair value$7,010,000906
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$234,493,000623
U.S. Government securities$196,600,000528
U.S. Treasury securities$01,272
U.S. Government agency obligations$196,600,000510
Securities issued by states & political subdivisions$36,253,000760
Other domestic debt securities$1,640,0001,694
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$1,640,0001,130
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$176,683,000342
Mortgage-backed securities$156,477,000465
Certificates of participation in pools of residential mortgages$150,879,000303
Issued or guaranteed by U.S.$150,879,000302
Privately issued$0136
Collaterized mortgage obligations$5,598,0001,928
CMOs issued by government agencies or sponsored agencies$5,598,0001,736
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)$930,0002,196
Available-for-sale securities (fair market value)$233,563,000554
Total debt securities$234,493,000614
Structured notes
Amortized cost$11,937,000613
Fair value$11,874,000610
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$200,538,000702
U.S. Government securities$157,647,000642
U.S. Treasury securities$01,275
U.S. Government agency obligations$157,647,000614
Securities issued by states & political subdivisions$41,356,000610
Other domestic debt securities$1,535,0001,837
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$1,535,0001,159
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$128,221,000464
Mortgage-backed securities$150,684,000460
Certificates of participation in pools of residential mortgages$139,059,000312
Issued or guaranteed by U.S.$139,059,000309
Privately issued$0141
Collaterized mortgage obligations$11,625,0001,374
CMOs issued by government agencies or sponsored agencies$11,625,0001,203
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)$930,0002,211
Available-for-sale securities (fair market value)$199,608,000625
Total debt securities$200,538,000691
Structured notes
Amortized cost$1,999,0001,960
Fair value$1,968,0001,951
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$229,497,000596
U.S. Government securities$186,560,000507
U.S. Treasury securities$01,180
U.S. Government agency obligations$186,560,000485
Securities issued by states & political subdivisions$41,465,000588
Other domestic debt securities$1,472,0001,921
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$1,472,0001,190
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$178,488,000330
Mortgage-backed securities$159,605,000424
Certificates of participation in pools of residential mortgages$147,009,000273
Issued or guaranteed by U.S.$147,009,000269
Privately issued$0141
Collaterized mortgage obligations$12,596,0001,299
CMOs issued by government agencies or sponsored agencies$12,596,0001,122
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)$975,0002,231
Available-for-sale securities (fair market value)$228,522,000526
Total debt securities$229,497,000585
Structured notes
Amortized cost$10,408,000590
Fair value$10,416,000593
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$240,889,000552
U.S. Government securities$184,402,000530
U.S. Treasury securities$01,121
U.S. Government agency obligations$184,402,000503
Securities issued by states & political subdivisions$55,056,000396
Other domestic debt securities$1,431,0001,934
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$1,431,0001,157
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$167,104,000366
Mortgage-backed securities$127,471,000527
Certificates of participation in pools of residential mortgages$107,289,000371
Issued or guaranteed by U.S.$107,289,000368
Privately issued$0148
Collaterized mortgage obligations$20,182,000955
CMOs issued by government agencies or sponsored agencies$20,182,000806
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)$975,0002,301
Available-for-sale securities (fair market value)$239,914,000487
Total debt securities$240,888,000545
Structured notes
Amortized cost$23,509,000264
Fair value$23,601,000269
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$155,934,000853
U.S. Government securities$116,064,000811
U.S. Treasury securities$01,130
U.S. Government agency obligations$116,064,000780
Securities issued by states & political subdivisions$39,870,000564
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$102,056,000588
Mortgage-backed securities$77,987,000809
Certificates of participation in pools of residential mortgages$67,265,000585
Issued or guaranteed by U.S.$67,265,000583
Privately issued$0145
Collaterized mortgage obligations$10,722,0001,330
CMOs issued by government agencies or sponsored agencies$10,722,0001,120
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)$975,0002,349
Available-for-sale securities (fair market value)$154,959,000746
Total debt securities$155,933,000839
Structured notes
Amortized cost$22,975,000217
Fair value$22,989,000218
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$158,323,000816
U.S. Government securities$109,279,000831
U.S. Treasury securities$01,077
U.S. Government agency obligations$109,279,000804
Securities issued by states & political subdivisions$49,044,000429
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$106,402,000554
Mortgage-backed securities$78,751,000794
Certificates of participation in pools of residential mortgages$76,755,000531
Issued or guaranteed by U.S.$76,755,000528
Privately issued$0157
Collaterized mortgage obligations$1,996,0002,485
CMOs issued by government agencies or sponsored agencies$1,996,0002,169
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)$975,0002,395
Available-for-sale securities (fair market value)$157,348,000717
Total debt securities$158,323,000802
Structured notes
Amortized cost$15,972,000244
Fair value$15,989,000242
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$166,071,000781
U.S. Government securities$114,482,000779
U.S. Treasury securities$01,047
U.S. Government agency obligations$114,482,000757
Securities issued by states & political subdivisions$51,589,000402
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$87,519,000649
Mortgage-backed securities$93,449,000696
Certificates of participation in pools of residential mortgages$91,129,000470
Issued or guaranteed by U.S.$91,129,000468
Privately issued$0171
Collaterized mortgage obligations$2,320,0002,369
CMOs issued by government agencies or sponsored agencies$2,320,0002,037
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)$1,195,0002,377
Available-for-sale securities (fair market value)$164,876,000676
Total debt securities$166,072,000764
Structured notes
Amortized cost$2,000,0001,082
Fair value$2,007,0001,118
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$155,099,000819
U.S. Government securities$101,953,000841
U.S. Treasury securities$01,036
U.S. Government agency obligations$101,953,000812
Securities issued by states & political subdivisions$53,146,000370
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$138,491,000424
Mortgage-backed securities$90,945,000706
Certificates of participation in pools of residential mortgages$90,026,000490
Issued or guaranteed by U.S.$90,026,000485
Privately issued$0181
Collaterized mortgage obligations$919,0002,931
CMOs issued by government agencies or sponsored agencies$919,0002,569
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)$1,195,0002,406
Available-for-sale securities (fair market value)$153,904,000708
Total debt securities$155,095,000797
Structured notes
Amortized cost$2,000,000744
Fair value$2,000,000765
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$159,799,000779
U.S. Government securities$103,753,000830
U.S. Treasury securities$0981
U.S. Government agency obligations$103,753,000809
Securities issued by states & political subdivisions$56,046,000323
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$121,225,000480
Mortgage-backed securities$92,838,000708
Certificates of participation in pools of residential mortgages$87,919,000510
Issued or guaranteed by U.S.$87,919,000503
Privately issued$0191
Collaterized mortgage obligations$4,919,0001,856
CMOs issued by government agencies or sponsored agencies$4,919,0001,535
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)$1,195,0002,448
Available-for-sale securities (fair market value)$158,604,000673
Total debt securities$159,797,000763
Structured notes
Amortized cost$881,0001,091
Fair value$910,0001,064
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$163,989,000748
U.S. Government securities$109,631,000779
U.S. Treasury securities$0973
U.S. Government agency obligations$109,631,000761
Securities issued by states & political subdivisions$54,358,000322
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$137,416,000434
Mortgage-backed securities$99,644,000646
Certificates of participation in pools of residential mortgages$85,418,000512
Issued or guaranteed by U.S.$85,418,000508
Privately issued$0188
Collaterized mortgage obligations$14,226,0001,074
CMOs issued by government agencies or sponsored agencies$14,226,000847
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)$1,444,0002,363
Available-for-sale securities (fair market value)$162,545,000640
Total debt securities$163,989,000736
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$163,389,000722
U.S. Government securities$109,570,000747
U.S. Treasury securities$01,019
U.S. Government agency obligations$109,570,000730
Securities issued by states & political subdivisions$53,819,000318
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$146,545,000397
Mortgage-backed securities$93,709,000650
Certificates of participation in pools of residential mortgages$82,357,000496
Issued or guaranteed by U.S.$82,357,000492
Privately issued$0192
Collaterized mortgage obligations$11,352,0001,179
CMOs issued by government agencies or sponsored agencies$11,352,000922
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)$2,069,0002,180
Available-for-sale securities (fair market value)$161,320,000620
Total debt securities$163,387,000708
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$168,645,000707
U.S. Government securities$110,798,000741
U.S. Treasury securities$01,021
U.S. Government agency obligations$110,798,000724
Securities issued by states & political subdivisions$57,847,000293
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$149,834,000382
Mortgage-backed securities$94,857,000637
Certificates of participation in pools of residential mortgages$82,973,000493
Issued or guaranteed by U.S.$82,973,000489
Privately issued$0202
Collaterized mortgage obligations$11,884,0001,133
CMOs issued by government agencies or sponsored agencies$11,884,000885
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)$2,834,0002,004
Available-for-sale securities (fair market value)$165,811,000611
Total debt securities$168,646,000692
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$175,951,000673
U.S. Government securities$117,633,000710
U.S. Treasury securities$01,044
U.S. Government agency obligations$117,633,000694
Securities issued by states & political subdivisions$58,318,000290
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$137,882,000401
Mortgage-backed securities$97,613,000614
Certificates of participation in pools of residential mortgages$87,231,000463
Issued or guaranteed by U.S.$87,231,000456
Privately issued$0205
Collaterized mortgage obligations$10,382,0001,207
CMOs issued by government agencies or sponsored agencies$10,382,000955
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)$2,834,0002,036
Available-for-sale securities (fair market value)$173,117,000593
Total debt securities$175,951,000656
Structured notes
Amortized cost$1,000,0001,057
Fair value$1,011,0001,095
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$176,987,000681
U.S. Government securities$119,886,000690
U.S. Treasury securities$01,146
U.S. Government agency obligations$119,886,000677
Securities issued by states & political subdivisions$57,101,000293
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$156,007,000365
Mortgage-backed securities$91,508,000602
Certificates of participation in pools of residential mortgages$84,514,000437
Issued or guaranteed by U.S.$84,514,000432
Privately issued$0191
Collaterized mortgage obligations$6,994,0001,383
CMOs issued by government agencies or sponsored agencies$6,994,0001,141
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)$3,374,0001,980
Available-for-sale securities (fair market value)$173,613,000582
Total debt securities$176,988,000664
Structured notes
Amortized cost$1,030,0001,488
Fair value$1,035,0001,489
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$114,237,0001,049
U.S. Government securities$59,276,0001,441
U.S. Treasury securities$01,235
U.S. Government agency obligations$59,276,0001,413
Securities issued by states & political subdivisions$54,961,000309
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$106,785,000497
Mortgage-backed securities$32,911,0001,262
Certificates of participation in pools of residential mortgages$26,711,0001,052
Issued or guaranteed by U.S.$26,711,0001,044
Privately issued$0194
Collaterized mortgage obligations$6,200,0001,437
CMOs issued by government agencies or sponsored agencies$6,200,0001,190
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)$4,305,0001,854
Available-for-sale securities (fair market value)$109,932,000952
Total debt securities$114,237,0001,023
Structured notes
Amortized cost$1,058,0001,679
Fair value$1,050,0001,679
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$119,981,0001,003
U.S. Government securities$64,598,0001,329
U.S. Treasury securities$01,362
U.S. Government agency obligations$64,598,0001,299
Securities issued by states & political subdivisions$55,383,000300
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$108,774,000494
Mortgage-backed securities$34,227,0001,198
Certificates of participation in pools of residential mortgages$27,808,0001,007
Issued or guaranteed by U.S.$27,808,0001,003
Privately issued$0207
Collaterized mortgage obligations$6,419,0001,379
CMOs issued by government agencies or sponsored agencies$6,419,0001,140
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)$5,235,0001,722
Available-for-sale securities (fair market value)$114,746,000906
Total debt securities$119,991,000981
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$156,140,000777
U.S. Government securities$98,622,000865
U.S. Treasury securities$01,448
U.S. Government agency obligations$98,622,000839
Securities issued by states & political subdivisions$57,518,000287
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$118,481,000449
Mortgage-backed securities$33,683,0001,202
Certificates of participation in pools of residential mortgages$30,036,000941
Issued or guaranteed by U.S.$30,036,000936
Privately issued$0218
Collaterized mortgage obligations$3,647,0001,741
CMOs issued by government agencies or sponsored agencies$3,647,0001,474
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)$6,098,0001,648
Available-for-sale securities (fair market value)$150,042,000666
Total debt securities$156,139,000755
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$150,671,000820
U.S. Government securities$92,807,000962
U.S. Treasury securities$01,498
U.S. Government agency obligations$92,807,000928
Securities issued by states & political subdivisions$57,864,000287
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$136,382,000410
Mortgage-backed securities$35,291,0001,187
Certificates of participation in pools of residential mortgages$31,509,000922
Issued or guaranteed by U.S.$31,509,000914
Privately issued$0208
Collaterized mortgage obligations$3,782,0001,732
CMOs issued by government agencies or sponsored agencies$3,782,0001,483
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)$6,294,0001,661
Available-for-sale securities (fair market value)$144,377,000716
Total debt securities$150,671,000798
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$114,513,0001,094
U.S. Government securities$54,645,0001,636
U.S. Treasury securities$01,574
U.S. Government agency obligations$54,645,0001,594
Securities issued by states & political subdivisions$59,868,000261
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$92,714,000580
Mortgage-backed securities$35,165,0001,212
Certificates of participation in pools of residential mortgages$33,322,000906
Issued or guaranteed by U.S.$33,322,000896
Privately issued$0214
Collaterized mortgage obligations$1,843,0002,134
CMOs issued by government agencies or sponsored agencies$1,843,0001,867
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)$7,607,0001,569
Available-for-sale securities (fair market value)$106,906,000994
Total debt securities$114,511,0001,066
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$112,013,0001,111
U.S. Government securities$52,299,0001,712
U.S. Treasury securities$01,634
U.S. Government agency obligations$52,299,0001,662
Securities issued by states & political subdivisions$59,714,000257
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$90,999,000595
Mortgage-backed securities$30,611,0001,330
Certificates of participation in pools of residential mortgages$30,611,000964
Issued or guaranteed by U.S.$30,611,000955
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)$8,312,0001,517
Available-for-sale securities (fair market value)$103,701,0001,015
Total debt securities$112,014,0001,079
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$131,327,000947
U.S. Government securities$69,945,0001,305
U.S. Treasury securities$01,715
U.S. Government agency obligations$69,945,0001,260
Securities issued by states & political subdivisions$61,382,000246
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$100,005,000538
Mortgage-backed securities$35,343,0001,227
Certificates of participation in pools of residential mortgages$35,343,000893
Issued or guaranteed by U.S.$35,343,000884
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)$9,175,0001,460
Available-for-sale securities (fair market value)$122,152,000854
Total debt securities$131,326,000926
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$135,344,000924
U.S. Government securities$73,567,0001,221
U.S. Treasury securities$01,737
U.S. Government agency obligations$73,567,0001,177
Securities issued by states & political subdivisions$61,777,000245
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$95,558,000564
Mortgage-backed securities$37,855,0001,178
Certificates of participation in pools of residential mortgages$37,855,000857
Issued or guaranteed by U.S.$37,855,000852
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)$10,047,0001,416
Available-for-sale securities (fair market value)$125,297,000834
Total debt securities$135,344,000907
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$167,189,000756
U.S. Government securities$91,324,0001,002
U.S. Treasury securities$01,786
U.S. Government agency obligations$91,324,000961
Securities issued by states & political subdivisions$66,975,000222
Other domestic debt securities$8,890,000799
Privately issued residential mortgage-backed securities$3,000,000583
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,350,000165
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,540,000782
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$87,639,000587
Mortgage-backed securities$43,795,0001,067
Certificates of participation in pools of residential mortgages$40,795,000827
Issued or guaranteed by U.S.$40,795,000822
Privately issued$0225
Collaterized mortgage obligations$3,000,0001,834
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$3,000,000547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,754,0001,383
Available-for-sale securities (fair market value)$156,435,000682
Total debt securities$167,189,000740
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$131,992,000929
U.S. Government securities$72,885,0001,241
U.S. Treasury securities$01,839
U.S. Government agency obligations$72,885,0001,191
Securities issued by states & political subdivisions$59,107,000262
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$102,627,000500
Mortgage-backed securities$44,259,0001,088
Certificates of participation in pools of residential mortgages$44,259,000792
Issued or guaranteed by U.S.$44,259,000786
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)$11,950,0001,317
Available-for-sale securities (fair market value)$120,042,000862
Total debt securities$131,992,000906
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$160,711,000794
U.S. Government securities$101,015,000929
U.S. Treasury securities$01,963
U.S. Government agency obligations$101,015,000894
Securities issued by states & political subdivisions$59,696,000249
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$93,993,000553
Mortgage-backed securities$46,909,0001,066
Certificates of participation in pools of residential mortgages$46,909,000766
Issued or guaranteed by U.S.$46,909,000761
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)$12,557,0001,294
Available-for-sale securities (fair market value)$148,154,000713
Total debt securities$160,713,000774
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$166,028,000783
U.S. Government securities$104,906,000913
U.S. Treasury securities$01,963
U.S. Government agency obligations$104,906,000875
Securities issued by states & political subdivisions$61,122,000247
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$96,467,000537
Mortgage-backed securities$50,671,0001,011
Certificates of participation in pools of residential mortgages$50,671,000733
Issued or guaranteed by U.S.$50,671,000729
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)$13,154,0001,270
Available-for-sale securities (fair market value)$152,874,000715
Total debt securities$166,037,000765
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$138,555,000921
U.S. Government securities$75,242,0001,237
U.S. Treasury securities$01,990
U.S. Government agency obligations$75,242,0001,187
Securities issued by states & political subdivisions$63,313,000238
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$96,804,000522
Mortgage-backed securities$53,997,000960
Certificates of participation in pools of residential mortgages$53,997,000701
Issued or guaranteed by U.S.$53,997,000696
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)$14,580,0001,181
Available-for-sale securities (fair market value)$123,975,000872
Total debt securities$138,554,000899
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$196,256,000680
U.S. Government securities$133,626,000742
U.S. Treasury securities$02,098
U.S. Government agency obligations$133,626,000714
Securities issued by states & political subdivisions$62,630,000230
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$113,118,000453
Mortgage-backed securities$74,582,000775
Certificates of participation in pools of residential mortgages$73,016,000583
Issued or guaranteed by U.S.$73,016,000578
Privately issued$0225
Collaterized mortgage obligations$1,566,0002,435
CMOs issued by government agencies or sponsored agencies$1,566,0002,198
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)$15,268,0001,146
Available-for-sale securities (fair market value)$180,988,000619
Total debt securities$196,255,000662
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$204,925,000666
U.S. Government securities$142,688,000705
U.S. Treasury securities$02,082
U.S. Government agency obligations$142,688,000682
Securities issued by states & political subdivisions$62,237,000237
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$103,691,000474
Mortgage-backed securities$80,298,000754
Certificates of participation in pools of residential mortgages$77,443,000573
Issued or guaranteed by U.S.$77,443,000566
Privately issued$0230
Collaterized mortgage obligations$2,855,0002,026
CMOs issued by government agencies or sponsored agencies$2,855,0001,809
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)$15,951,0001,098
Available-for-sale securities (fair market value)$188,974,000604
Total debt securities$204,925,000647
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$199,728,000688
U.S. Government securities$136,831,000758
U.S. Treasury securities$02,227
U.S. Government agency obligations$136,831,000733
Securities issued by states & political subdivisions$62,897,000233
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$134,078,000391
Mortgage-backed securities$82,173,000756
Certificates of participation in pools of residential mortgages$78,640,000569
Issued or guaranteed by U.S.$78,640,000562
Privately issued$0248
Collaterized mortgage obligations$3,533,0001,861
CMOs issued by government agencies or sponsored agencies$3,533,0001,749
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)$16,889,0001,066
Available-for-sale securities (fair market value)$182,839,000633
Total debt securities$199,727,000668
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$184,197,000723
U.S. Government securities$126,219,000807
U.S. Treasury securities$02,287
U.S. Government agency obligations$126,219,000777
Securities issued by states & political subdivisions$57,978,000260
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$114,860,000420
Mortgage-backed securities$78,873,000761
Certificates of participation in pools of residential mortgages$75,870,000577
Issued or guaranteed by U.S.$75,870,000571
Privately issued$0253
Collaterized mortgage obligations$3,003,0002,029
CMOs issued by government agencies or sponsored agencies$3,003,0001,897
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)$16,273,0001,081
Available-for-sale securities (fair market value)$167,924,000689
Total debt securities$184,194,000705
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$186,370,000721
U.S. Government securities$138,892,000715
U.S. Treasury securities$02,322
U.S. Government agency obligations$138,892,000690
Securities issued by states & political subdivisions$47,478,000325
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$105,060,000442
Mortgage-backed securities$81,073,000741
Certificates of participation in pools of residential mortgages$74,544,000569
Issued or guaranteed by U.S.$74,544,000565
Privately issued$0256
Collaterized mortgage obligations$6,529,0001,532
CMOs issued by government agencies or sponsored agencies$6,529,0001,436
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)$17,179,0001,012
Available-for-sale securities (fair market value)$169,191,000672
Total debt securities$186,362,000694
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$191,283,000695
U.S. Government securities$143,671,000676
U.S. Treasury securities$02,382
U.S. Government agency obligations$143,671,000653
Securities issued by states & political subdivisions$47,612,000307
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,996,000398
Mortgage-backed securities$85,988,000719
Certificates of participation in pools of residential mortgages$71,192,000575
Issued or guaranteed by U.S.$71,192,000572
Privately issued$0257
Collaterized mortgage obligations$14,796,0001,005
CMOs issued by government agencies or sponsored agencies$14,796,000926
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)$17,935,000999
Available-for-sale securities (fair market value)$173,348,000644
Total debt securities$191,283,000677
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$290,635,000466
U.S. Government securities$197,992,000511
U.S. Treasury securities$02,544
U.S. Government agency obligations$197,992,000493
Securities issued by states & political subdivisions$47,363,000300
Other domestic debt securities$10,259,000915
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$10,259,000704
Foreign debt securities$0302
Equity securities$35,021,000135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$166,051,000306
Mortgage-backed securities$78,752,000741
Certificates of participation in pools of residential mortgages$65,434,000587
Issued or guaranteed by U.S.$65,434,000582
Privately issued$0252
Collaterized mortgage obligations$13,318,0001,069
CMOs issued by government agencies or sponsored agencies$13,318,000990
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)$18,875,000973
Available-for-sale securities (fair market value)$271,760,000420
Total debt securities$255,614,000507
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$219,071,000553
U.S. Government securities$169,015,000524
U.S. Treasury securities$03,182
U.S. Government agency obligations$169,015,000501
Securities issued by states & political subdivisions$49,535,000261
Other domestic debt securities$521,0003,329
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$521,0002,873
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$139,700,000342
Mortgage-backed securities$54,762,000884
Certificates of participation in pools of residential mortgages$45,910,000680
Issued or guaranteed by U.S.$45,910,000675
Privately issued$0260
Collaterized mortgage obligations$8,852,0001,378
CMOs issued by government agencies or sponsored agencies$8,852,0001,288
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)$24,852,000769
Available-for-sale securities (fair market value)$194,219,000520
Total debt securities$219,068,000534
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$128,922,000882
U.S. Government securities$81,879,0001,009
U.S. Treasury securities$04,186
U.S. Government agency obligations$81,879,000937
Securities issued by states & political subdivisions$43,778,000291
Other domestic debt securities$1,498,0002,169
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$1,498,0001,869
Foreign debt securities$0313
Equity securities$1,767,0001,726
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,370,000396
Mortgage-backed securities$21,765,0001,401
Certificates of participation in pools of residential mortgages$20,067,0001,063
Issued or guaranteed by U.S.$20,067,0001,054
Privately issued$0308
Collaterized mortgage obligations$1,698,0002,426
CMOs issued by government agencies or sponsored agencies$1,698,0002,285
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)$32,336,000759
Available-for-sale securities (fair market value)$96,586,000906
Total debt securities$127,155,000858
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$93,715,0001,213
U.S. Government securities$43,962,0001,907
U.S. Treasury securities$05,412
U.S. Government agency obligations$43,962,0001,725
Securities issued by states & political subdivisions$47,630,000275
Other domestic debt securities$478,0002,916
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$478,0002,494
Foreign debt securities$0343
Equity securities$1,645,0001,725
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,985,000650
Mortgage-backed securities$21,710,0001,531
Certificates of participation in pools of residential mortgages$18,779,0001,198
Issued or guaranteed by U.S.$18,779,0001,190
Privately issued$0307
Collaterized mortgage obligations$2,931,0002,101
CMOs issued by government agencies or sponsored agencies$2,931,0001,946
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)$37,545,000724
Available-for-sale securities (fair market value)$56,170,0001,541
Total debt securities$92,070,0001,188
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$126,828,000921
U.S. Government securities$76,257,0001,160
U.S. Treasury securities$14,036,000958
U.S. Government agency obligations$62,221,0001,221
Securities issued by states & political subdivisions$49,033,000251
Other domestic debt securities$4,0003,941
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$4,0003,139
Foreign debt securities$0363
Equity securities$1,534,0001,790
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,028,000438
Mortgage-backed securities$14,415,0002,124
Certificates of participation in pools of residential mortgages$9,574,0002,056
Issued or guaranteed by U.S.$9,574,0002,045
Privately issued$0349
Collaterized mortgage obligations$4,841,0001,798
CMOs issued by government agencies or sponsored agencies$4,841,0001,684
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)$42,923,000690
Available-for-sale securities (fair market value)$83,905,0001,034
Total debt securities$125,294,000900
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$100,311,0001,148
U.S. Government securities$54,036,0001,699
U.S. Treasury securities$13,010,0001,443
U.S. Government agency obligations$41,026,0001,718
Securities issued by states & political subdivisions$44,764,000235
Other domestic debt securities$184,0002,998
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$184,0002,400
Foreign debt securities$0390
Equity securities$1,327,0001,927
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,083,000505
Mortgage-backed securities$16,985,0001,856
Certificates of participation in pools of residential mortgages$2,454,0004,065
Issued or guaranteed by U.S.$2,454,0004,049
Privately issued$0394
Collaterized mortgage obligations$14,531,000852
CMOs issued by government agencies or sponsored agencies$14,531,000815
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)$52,518,000666
Available-for-sale securities (fair market value)$47,793,0001,684
Total debt securities$98,984,0001,134
Structured notes
Amortized cost$4,000,000358
Fair value$3,991,000364
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$99,382,0001,203
U.S. Government securities$55,605,0001,753
U.S. Treasury securities$12,980,0001,787
U.S. Government agency obligations$42,625,0001,709
Securities issued by states & political subdivisions$41,697,000246
Other domestic debt securities$841,0002,231
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$841,0001,695
Foreign debt securities$0466
Equity securities$1,239,0002,036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,590,000606
Mortgage-backed securities$20,757,0001,814
Certificates of participation in pools of residential mortgages$394,0006,930
Issued or guaranteed by U.S.$394,0006,911
Privately issued$0472
Collaterized mortgage obligations$20,363,000706
CMOs issued by government agencies or sponsored agencies$20,363,000660
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)$58,247,000681
Available-for-sale securities (fair market value)$41,135,0002,009
Total debt securities$98,143,0001,171
Structured notes
Amortized cost$9,000,000195
Fair value$8,898,000196
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$105,013,0001,195
U.S. Government securities$69,313,0001,472
U.S. Treasury securities$12,018,0002,288
U.S. Government agency obligations$57,295,0001,270
Securities issued by states & political subdivisions$35,000,000319
Other domestic debt securities$700,0002,849
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$700,0002,225
Foreign debt securities$0553
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,618,000622
Mortgage-backed securities$15,367,0002,338
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$15,367,0001,016
CMOs issued by government agencies or sponsored agencies$15,367,000958
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)$54,053,000764
Available-for-sale securities (fair market value)$50,960,0001,661
Total debt securities$105,013,0001,158
Structured notes
Amortized cost$9,000,000328
Fair value$8,553,000351
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$94,064,0001,373
U.S. Government securities$59,501,0001,796
U.S. Treasury securities$18,885,0001,875
U.S. Government agency obligations$40,616,0001,676
Securities issued by states & political subdivisions$32,153,000343
Other domestic debt securities$2,410,0001,836
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,410,0001,427
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,965,000617
Mortgage-backed securities$8,915,0003,463
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$8,915,0001,580
CMOs issued by government agencies or sponsored agencies$8,915,0001,497
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)$54,271,0001,360
Available-for-sale securities (fair market value)$39,793,0001,434
Total debt securities$94,064,0001,337
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$76,551,0001,825
U.S. Government securities$48,697,0002,263
U.S. Treasury securities$20,278,0001,827
U.S. Government agency obligations$28,419,0002,415
Securities issued by states & political subdivisions$27,854,000388
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,984,000745
Mortgage-backed securities$3,239,0006,265
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$3,239,0003,284
CMOs issued by government agencies or sponsored agencies$3,239,0003,101
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$76,551,0001,764
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$66,157,0002,042
U.S. Government securities$56,199,0001,892
U.S. Treasury securities$22,783,0001,641
U.S. Government agency obligations$33,416,0002,040
Securities issued by states & political subdivisions$9,958,0001,367
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$0699
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,861,000541
Mortgage-backed securities$17,015,0002,599
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$17,015,0001,126
CMOs issued by government agencies or sponsored agencies$17,015,0001,024
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$66,157,0001,987
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