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Bank of Colorado, Securities

2018-09-30Rank
Total securities$1,058,356,000187
U.S. Government securities$925,804,000170
U.S. Treasury securities$58,009,000138
U.S. Government agency obligations$867,795,000165
Securities issued by states & political subdivisions$132,523,000240
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$29,000567
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$503,803,000158
Mortgage-backed securities$605,074,000180
Certificates of participation in pools of residential mortgages$16,256,0001,526
Issued or guaranteed by U.S.$16,256,0001,520
Privately issued$0145
Collaterized mortgage obligations$270,647,000140
CMOs issued by government agencies or sponsored agencies$270,647,000136
Privately issued$0515
Commercial mortgage-backed securities$318,171,00082
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$318,171,00057
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$1,058,356,000158
Total debt securities$1,058,327,000184
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$1,047,742,000189
U.S. Government securities$911,065,000172
U.S. Treasury securities$58,381,000138
U.S. Government agency obligations$852,684,000163
Securities issued by states & political subdivisions$136,642,000236
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$35,000594
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$517,729,000154
Mortgage-backed securities$618,140,000181
Certificates of participation in pools of residential mortgages$17,643,0001,479
Issued or guaranteed by U.S.$17,643,0001,420
Privately issued$0453
Collaterized mortgage obligations$264,982,000142
CMOs issued by government agencies or sponsored agencies$264,982,000137
Privately issued$0544
Commercial mortgage-backed securities$335,515,00077
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$335,515,00056
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$1,047,742,000164
Total debt securities$1,047,707,000184
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$1,068,385,000185
U.S. Government securities$926,179,000167
U.S. Treasury securities$58,678,000132
U.S. Government agency obligations$867,501,000161
Securities issued by states & political subdivisions$142,003,000223
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$203,000452
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$486,941,000168
Mortgage-backed securities$638,690,000179
Certificates of participation in pools of residential mortgages$19,110,0001,455
Issued or guaranteed by U.S.$19,110,0001,452
Privately issued$067
Collaterized mortgage obligations$279,837,000140
CMOs issued by government agencies or sponsored agencies$279,837,000136
Privately issued$0557
Commercial mortgage-backed securities$339,743,00074
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$339,743,00055
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$1,068,385,000159
Total debt securities$1,068,182,000181
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$1,093,492,000177
U.S. Government securities$947,803,000155
U.S. Treasury securities$59,386,000129
U.S. Government agency obligations$888,417,000149
Securities issued by states & political subdivisions$145,500,000223
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$189,000702
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$474,066,000172
Mortgage-backed securities$665,255,000170
Certificates of participation in pools of residential mortgages$20,726,0001,387
Issued or guaranteed by U.S.$20,726,0001,386
Privately issued$064
Collaterized mortgage obligations$296,095,000128
CMOs issued by government agencies or sponsored agencies$296,095,000125
Privately issued$0573
Commercial mortgage-backed securities$348,434,00068
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$348,434,00052
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$1,093,492,000151
Total debt securities$1,093,303,000174
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$900,795,000200
U.S. Government securities$743,311,000183
U.S. Treasury securities$10,158,000370
U.S. Government agency obligations$733,153,000175
Securities issued by states & political subdivisions$157,300,000202
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$184,000723
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$469,320,000178
Mortgage-backed securities$557,996,000190
Certificates of participation in pools of residential mortgages$22,519,0001,339
Issued or guaranteed by U.S.$22,519,0001,337
Privately issued$069
Collaterized mortgage obligations$253,720,000140
CMOs issued by government agencies or sponsored agencies$253,720,000132
Privately issued$0584
Commercial mortgage-backed securities$281,757,00073
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$281,757,00057
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$900,795,000173
Total debt securities$900,611,000196
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$904,537,000204
U.S. Government securities$764,925,000181
U.S. Treasury securities$10,170,000374
U.S. Government agency obligations$754,755,000174
Securities issued by states & political subdivisions$139,479,000242
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$133,000759
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$488,581,000170
Mortgage-backed securities$554,074,000193
Certificates of participation in pools of residential mortgages$18,042,0001,602
Issued or guaranteed by U.S.$18,042,0001,600
Privately issued$067
Collaterized mortgage obligations$257,545,000143
CMOs issued by government agencies or sponsored agencies$257,545,000135
Privately issued$0606
Commercial mortgage-backed securities$278,487,00076
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$278,487,00060
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$904,537,000177
Total debt securities$904,404,000199
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$899,071,000204
U.S. Government securities$755,075,000181
U.S. Treasury securities$10,144,000394
U.S. Government agency obligations$744,931,000177
Securities issued by states & political subdivisions$143,398,000231
Other domestic debt securities$476,0001,862
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$476,0001,542
Foreign debt securities$0350
Equity securities$122,000780
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$484,610,000169
Mortgage-backed securities$563,727,000188
Certificates of participation in pools of residential mortgages$19,508,0001,552
Issued or guaranteed by U.S.$19,508,0001,552
Privately issued$066
Collaterized mortgage obligations$262,531,000141
CMOs issued by government agencies or sponsored agencies$262,531,000130
Privately issued$0642
Commercial mortgage-backed securities$281,688,00074
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$281,688,00060
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$899,071,000173
Total debt securities$898,949,000200
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$841,719,000214
U.S. Government securities$697,223,000184
U.S. Treasury securities$10,116,000389
U.S. Government agency obligations$687,107,000180
Securities issued by states & political subdivisions$143,895,000226
Other domestic debt securities$474,0001,885
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$474,0001,554
Foreign debt securities$0347
Equity securities$127,000784
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$486,277,000161
Mortgage-backed securities$531,304,000197
Certificates of participation in pools of residential mortgages$20,965,0001,478
Issued or guaranteed by U.S.$20,965,0001,478
Privately issued$071
Collaterized mortgage obligations$241,213,000143
CMOs issued by government agencies or sponsored agencies$241,213,000131
Privately issued$0666
Commercial mortgage-backed securities$269,126,00074
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$269,126,00058
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$841,719,000180
Total debt securities$841,592,000207
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$750,819,000225
U.S. Government securities$612,066,000201
U.S. Treasury securities$10,416,000336
U.S. Government agency obligations$601,650,000197
Securities issued by states & political subdivisions$138,194,000233
Other domestic debt securities$461,0001,904
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$461,0001,565
Foreign debt securities$0338
Equity securities$98,000797
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$496,763,000153
Mortgage-backed securities$486,065,000205
Certificates of participation in pools of residential mortgages$23,308,0001,384
Issued or guaranteed by U.S.$23,308,0001,383
Privately issued$067
Collaterized mortgage obligations$206,816,000155
CMOs issued by government agencies or sponsored agencies$206,816,000145
Privately issued$0671
Commercial mortgage-backed securities$255,941,00071
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$255,941,00057
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$750,819,000193
Total debt securities$750,721,000221
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$746,525,000232
U.S. Government securities$631,983,000200
U.S. Treasury securities$10,495,000340
U.S. Government agency obligations$621,488,000195
Securities issued by states & political subdivisions$114,018,000299
Other domestic debt securities$449,0001,949
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$449,0001,584
Foreign debt securities$0339
Equity securities$75,000843
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$520,018,000152
Mortgage-backed securities$497,249,000200
Certificates of participation in pools of residential mortgages$25,135,0001,328
Issued or guaranteed by U.S.$25,135,0001,324
Privately issued$071
Collaterized mortgage obligations$223,792,000155
CMOs issued by government agencies or sponsored agencies$223,792,000143
Privately issued$0687
Commercial mortgage-backed securities$248,322,00071
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$248,322,00059
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$746,525,000201
Total debt securities$746,450,000227
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$763,663,000227
U.S. Government securities$654,235,000195
U.S. Treasury securities$10,340,000344
U.S. Government agency obligations$643,895,000189
Securities issued by states & political subdivisions$108,924,000307
Other domestic debt securities$426,0001,968
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$426,0001,597
Foreign debt securities$0334
Equity securities$78,000834
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$497,153,000154
Mortgage-backed securities$496,742,000200
Certificates of participation in pools of residential mortgages$26,877,0001,256
Issued or guaranteed by U.S.$26,877,0001,254
Privately issued$066
Collaterized mortgage obligations$221,264,000165
CMOs issued by government agencies or sponsored agencies$221,264,000154
Privately issued$0699
Commercial mortgage-backed securities$248,601,00066
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$248,601,00055
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$763,663,000197
Total debt securities$763,585,000222
Structured notes
Amortized cost$297,0001,300
Fair value$299,0001,297
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$798,452,000216
U.S. Government securities$682,005,000190
U.S. Treasury securities$10,177,000383
U.S. Government agency obligations$671,828,000183
Securities issued by states & political subdivisions$115,936,000283
Other domestic debt securities$453,0001,941
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$453,0001,577
Foreign debt securities$0322
Equity securities$58,000878
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$461,672,000166
Mortgage-backed securities$490,022,000203
Certificates of participation in pools of residential mortgages$28,520,0001,213
Issued or guaranteed by U.S.$28,520,0001,211
Privately issued$066
Collaterized mortgage obligations$232,477,000158
CMOs issued by government agencies or sponsored agencies$232,477,000148
Privately issued$0704
Commercial mortgage-backed securities$229,025,00069
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$229,025,00056
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$798,452,000182
Total debt securities$798,394,000212
Structured notes
Amortized cost$297,0001,450
Fair value$295,0001,452
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$827,471,000207
U.S. Government securities$709,448,000174
U.S. Treasury securities$10,298,000355
U.S. Government agency obligations$699,150,000173
Securities issued by states & political subdivisions$117,513,000274
Other domestic debt securities$454,0001,959
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$454,0001,579
Foreign debt securities$0326
Equity securities$56,000890
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$450,380,000166
Mortgage-backed securities$492,717,000198
Certificates of participation in pools of residential mortgages$30,742,0001,142
Issued or guaranteed by U.S.$30,742,0001,141
Privately issued$065
Collaterized mortgage obligations$232,766,000157
CMOs issued by government agencies or sponsored agencies$232,766,000147
Privately issued$0721
Commercial mortgage-backed securities$229,209,00067
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$229,209,00051
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$827,471,000171
Total debt securities$827,415,000205
Structured notes
Amortized cost$297,0001,634
Fair value$295,0001,638
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$883,292,000191
U.S. Government securities$763,647,000164
U.S. Treasury securities$10,178,000354
U.S. Government agency obligations$753,469,000163
Securities issued by states & political subdivisions$119,125,000259
Other domestic debt securities$459,0001,975
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$459,0001,600
Foreign debt securities$0330
Equity securities$61,000905
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$506,393,000153
Mortgage-backed securities$512,415,000194
Certificates of participation in pools of residential mortgages$32,868,0001,129
Issued or guaranteed by U.S.$32,868,0001,128
Privately issued$067
Collaterized mortgage obligations$249,422,000159
CMOs issued by government agencies or sponsored agencies$249,422,000148
Privately issued$0741
Commercial mortgage-backed securities$230,125,00064
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$230,125,00050
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$883,292,000156
Total debt securities$883,231,000186
Structured notes
Amortized cost$297,0001,782
Fair value$290,0001,784
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$891,988,000189
U.S. Government securities$765,899,000168
U.S. Treasury securities$10,289,000352
U.S. Government agency obligations$755,610,000167
Securities issued by states & political subdivisions$125,572,000235
Other domestic debt securities$464,0002,028
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$464,0001,631
Foreign debt securities$0332
Equity securities$53,000929
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$427,166,000169
Mortgage-backed securities$508,555,000196
Certificates of participation in pools of residential mortgages$35,634,0001,062
Issued or guaranteed by U.S.$35,634,0001,061
Privately issued$070
Collaterized mortgage obligations$268,346,000149
CMOs issued by government agencies or sponsored agencies$268,346,000138
Privately issued$0776
Commercial mortgage-backed securities$204,575,00065
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$204,575,00052
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$891,988,000157
Total debt securities$891,935,000186
Structured notes
Amortized cost$297,0001,893
Fair value$294,0001,897
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$733,459,000229
U.S. Government securities$641,369,000197
U.S. Treasury securities$01,361
U.S. Government agency obligations$641,369,000190
Securities issued by states & political subdivisions$91,603,000344
Other domestic debt securities$440,0002,056
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$440,0001,666
Foreign debt securities$0316
Equity securities$47,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$414,539,000174
Mortgage-backed securities$418,872,000223
Certificates of participation in pools of residential mortgages$9,524,0002,575
Issued or guaranteed by U.S.$9,524,0002,570
Privately issued$075
Collaterized mortgage obligations$250,066,000157
CMOs issued by government agencies or sponsored agencies$250,066,000149
Privately issued$0785
Commercial mortgage-backed securities$159,282,00073
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$159,282,00054
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$733,459,000198
Total debt securities$733,412,000225
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$751,770,000217
U.S. Government securities$656,240,000182
U.S. Treasury securities$01,381
U.S. Government agency obligations$656,240,000179
Securities issued by states & political subdivisions$95,011,000324
Other domestic debt securities$466,0002,109
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$466,0001,690
Foreign debt securities$0309
Equity securities$53,000974
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$493,205,000154
Mortgage-backed securities$421,550,000218
Certificates of participation in pools of residential mortgages$10,202,0002,561
Issued or guaranteed by U.S.$10,202,0002,558
Privately issued$073
Collaterized mortgage obligations$263,533,000151
CMOs issued by government agencies or sponsored agencies$263,533,000143
Privately issued$0821
Commercial mortgage-backed securities$147,815,00074
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$147,815,00056
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$751,770,000186
Total debt securities$751,717,000213
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$754,270,000217
U.S. Government securities$655,338,000182
U.S. Treasury securities$01,342
U.S. Government agency obligations$655,338,000178
Securities issued by states & political subdivisions$98,423,000306
Other domestic debt securities$456,0002,162
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$456,0001,743
Foreign debt securities$0311
Equity securities$53,000992
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$388,091,000173
Mortgage-backed securities$420,997,000219
Certificates of participation in pools of residential mortgages$10,988,0002,515
Issued or guaranteed by U.S.$10,988,0002,514
Privately issued$075
Collaterized mortgage obligations$279,044,000147
CMOs issued by government agencies or sponsored agencies$279,044,000139
Privately issued$0840
Commercial mortgage-backed securities$130,965,00074
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$130,965,00059
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$754,270,000184
Total debt securities$754,217,000214
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$780,459,000211
U.S. Government securities$674,997,000179
U.S. Treasury securities$01,198
U.S. Government agency obligations$674,997,000175
Securities issued by states & political subdivisions$104,555,000280
Other domestic debt securities$851,0001,939
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$851,0001,537
Foreign debt securities$0314
Equity securities$56,0001,004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$379,573,000184
Mortgage-backed securities$421,555,000222
Certificates of participation in pools of residential mortgages$11,700,0002,454
Issued or guaranteed by U.S.$11,700,0002,453
Privately issued$076
Collaterized mortgage obligations$293,534,000144
CMOs issued by government agencies or sponsored agencies$293,534,000135
Privately issued$0874
Commercial mortgage-backed securities$116,321,00072
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$116,321,00058
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$780,459,000175
Total debt securities$780,403,000208
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$796,021,000205
U.S. Government securities$686,995,000170
U.S. Treasury securities$01,131
U.S. Government agency obligations$686,995,000166
Securities issued by states & political subdivisions$108,137,000264
Other domestic debt securities$829,0001,997
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$829,0001,580
Foreign debt securities$0320
Equity securities$60,0001,009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$391,819,000183
Mortgage-backed securities$416,607,000225
Certificates of participation in pools of residential mortgages$12,413,0002,372
Issued or guaranteed by U.S.$12,413,0002,372
Privately issued$081
Collaterized mortgage obligations$288,466,000143
CMOs issued by government agencies or sponsored agencies$288,466,000134
Privately issued$0906
Commercial mortgage-backed securities$115,728,00071
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$115,728,00055
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$796,021,000170
Total debt securities$795,961,000202
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$826,521,000193
U.S. Government securities$710,383,000162
U.S. Treasury securities$01,131
U.S. Government agency obligations$710,383,000159
Securities issued by states & political subdivisions$115,243,000238
Other domestic debt securities$829,0002,057
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$829,0001,615
Foreign debt securities$0328
Equity securities$66,0001,000
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$389,229,000181
Mortgage-backed securities$429,779,000216
Certificates of participation in pools of residential mortgages$13,361,0002,296
Issued or guaranteed by U.S.$13,361,0002,294
Privately issued$080
Collaterized mortgage obligations$303,061,000139
CMOs issued by government agencies or sponsored agencies$303,061,000129
Privately issued$0947
Commercial mortgage-backed securities$113,357,00070
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$113,357,00051
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$826,521,000165
Total debt securities$826,455,000191
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$855,469,000185
U.S. Government securities$736,353,000159
U.S. Treasury securities$01,152
U.S. Government agency obligations$736,353,000156
Securities issued by states & political subdivisions$118,215,000227
Other domestic debt securities$852,0002,102
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$852,0001,649
Foreign debt securities$0316
Equity securities$49,0001,026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$373,103,000186
Mortgage-backed securities$455,262,000208
Certificates of participation in pools of residential mortgages$14,394,0002,193
Issued or guaranteed by U.S.$14,394,0002,191
Privately issued$083
Collaterized mortgage obligations$327,484,000135
CMOs issued by government agencies or sponsored agencies$327,484,000126
Privately issued$0969
Commercial mortgage-backed securities$113,384,00069
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$113,384,00050
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$855,469,000162
Total debt securities$855,420,000184
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$855,523,000187
U.S. Government securities$734,751,000158
U.S. Treasury securities$01,161
U.S. Government agency obligations$734,751,000157
Securities issued by states & political subdivisions$120,719,000216
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$53,0001,047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$321,793,000218
Mortgage-backed securities$439,069,000216
Certificates of participation in pools of residential mortgages$16,129,0002,073
Issued or guaranteed by U.S.$16,129,0002,072
Privately issued$083
Collaterized mortgage obligations$422,940,000117
CMOs issued by government agencies or sponsored agencies$422,940,000101
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$855,523,000164
Total debt securities$855,470,000185
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$813,277,000188
U.S. Government securities$699,288,000162
U.S. Treasury securities$01,135
U.S. Government agency obligations$699,288,000160
Securities issued by states & political subdivisions$113,936,000227
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$53,0001,023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$297,352,000241
Mortgage-backed securities$402,240,000224
Certificates of participation in pools of residential mortgages$17,577,0001,931
Issued or guaranteed by U.S.$17,577,0001,929
Privately issued$085
Collaterized mortgage obligations$384,663,000125
CMOs issued by government agencies or sponsored agencies$384,663,000114
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$813,277,000166
Total debt securities$813,224,000186
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$768,974,000201
U.S. Government securities$652,548,000176
U.S. Treasury securities$01,086
U.S. Government agency obligations$652,548,000172
Securities issued by states & political subdivisions$116,381,000209
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$45,0001,038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$294,966,000241
Mortgage-backed securities$332,037,000278
Certificates of participation in pools of residential mortgages$19,352,0001,895
Issued or guaranteed by U.S.$19,352,0001,893
Privately issued$088
Collaterized mortgage obligations$312,685,000153
CMOs issued by government agencies or sponsored agencies$312,685,000142
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$768,974,000176
Total debt securities$768,929,000199
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$790,797,000196
U.S. Government securities$673,056,000171
U.S. Treasury securities$01,068
U.S. Government agency obligations$673,056,000167
Securities issued by states & political subdivisions$117,697,000196
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$44,0001,066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$282,760,000242
Mortgage-backed securities$348,954,000272
Certificates of participation in pools of residential mortgages$20,803,0001,825
Issued or guaranteed by U.S.$20,803,0001,824
Privately issued$094
Collaterized mortgage obligations$328,151,000145
CMOs issued by government agencies or sponsored agencies$328,151,000135
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$790,797,000171
Total debt securities$790,753,000194
Structured notes
Amortized cost$5,995,000800
Fair value$6,023,000775
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$783,542,000205
U.S. Government securities$665,253,000183
U.S. Treasury securities$01,157
U.S. Government agency obligations$665,253,000177
Securities issued by states & political subdivisions$118,250,000189
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$39,0001,049
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,962,000272
Mortgage-backed securities$334,937,000282
Certificates of participation in pools of residential mortgages$22,058,0001,746
Issued or guaranteed by U.S.$22,058,0001,740
Privately issued$094
Collaterized mortgage obligations$312,879,000153
CMOs issued by government agencies or sponsored agencies$312,879,000141
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$783,542,000177
Total debt securities$783,503,000203
Structured notes
Amortized cost$11,992,000500
Fair value$12,058,000491
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$728,029,000215
U.S. Government securities$609,998,000188
U.S. Treasury securities$01,076
U.S. Government agency obligations$609,998,000187
Securities issued by states & political subdivisions$118,004,000188
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$27,0001,082
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$262,129,000240
Mortgage-backed securities$287,289,000310
Certificates of participation in pools of residential mortgages$23,266,0001,582
Issued or guaranteed by U.S.$23,266,0001,577
Privately issued$0121
Collaterized mortgage obligations$264,023,000165
CMOs issued by government agencies or sponsored agencies$264,023,000145
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$728,029,000186
Total debt securities$728,002,000211
Structured notes
Amortized cost$15,490,000366
Fair value$15,603,000364
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$642,701,000235
U.S. Government securities$523,382,000212
U.S. Treasury securities$01,126
U.S. Government agency obligations$523,382,000206
Securities issued by states & political subdivisions$119,290,000169
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$29,0001,127
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$276,740,000217
Mortgage-backed securities$165,829,000477
Certificates of participation in pools of residential mortgages$3,243,0004,006
Issued or guaranteed by U.S.$3,243,0003,992
Privately issued$0132
Collaterized mortgage obligations$162,586,000243
CMOs issued by government agencies or sponsored agencies$162,586,000209
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$642,701,000205
Total debt securities$642,672,000232
Structured notes
Amortized cost$18,889,000293
Fair value$19,077,000288
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$641,609,000236
U.S. Government securities$525,654,000220
U.S. Treasury securities$01,225
U.S. Government agency obligations$525,654,000210
Securities issued by states & political subdivisions$115,922,000167
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$33,0001,138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$279,729,000224
Mortgage-backed securities$97,446,000735
Certificates of participation in pools of residential mortgages$3,507,0003,901
Issued or guaranteed by U.S.$3,507,0003,888
Privately issued$0125
Collaterized mortgage obligations$93,939,000367
CMOs issued by government agencies or sponsored agencies$93,939,000313
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$641,609,000207
Total debt securities$641,576,000234
Structured notes
Amortized cost$32,296,000175
Fair value$32,600,000173
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$630,909,000239
U.S. Government securities$515,331,000223
U.S. Treasury securities$01,272
U.S. Government agency obligations$515,331,000217
Securities issued by states & political subdivisions$115,547,000170
Other domestic debt securities$1,0002,865
Privately issued residential mortgage-backed securities$1,0001,342
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$30,0001,166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,901,000251
Mortgage-backed securities$59,750,0001,063
Certificates of participation in pools of residential mortgages$3,793,0003,754
Issued or guaranteed by U.S.$3,793,0003,745
Privately issued$0136
Collaterized mortgage obligations$55,957,000527
CMOs issued by government agencies or sponsored agencies$55,956,000451
Privately issued$1,0001,277
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$630,909,000210
Total debt securities$630,879,000236
Structured notes
Amortized cost$44,780,000134
Fair value$45,184,000132
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$603,598,000243
U.S. Government securities$488,171,000224
U.S. Treasury securities$01,275
U.S. Government agency obligations$488,171,000220
Securities issued by states & political subdivisions$115,397,000159
Other domestic debt securities$1,0003,046
Privately issued residential mortgage-backed securities$1,0001,398
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$29,0001,157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$248,850,000248
Mortgage-backed securities$36,973,0001,478
Certificates of participation in pools of residential mortgages$4,152,0003,567
Issued or guaranteed by U.S.$4,152,0003,558
Privately issued$0141
Collaterized mortgage obligations$32,821,000726
CMOs issued by government agencies or sponsored agencies$32,820,000621
Privately issued$1,0001,330
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$603,598,000213
Total debt securities$603,569,000241
Structured notes
Amortized cost$44,778,000116
Fair value$45,359,000111
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$568,729,000248
U.S. Government securities$450,093,000229
U.S. Treasury securities$01,180
U.S. Government agency obligations$450,093,000222
Securities issued by states & political subdivisions$118,615,000146
Other domestic debt securities$1,0003,131
Privately issued residential mortgage-backed securities$1,0001,471
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$20,0001,241
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$262,311,000227
Mortgage-backed securities$42,096,0001,300
Certificates of participation in pools of residential mortgages$4,599,0003,435
Issued or guaranteed by U.S.$4,599,0003,428
Privately issued$0141
Collaterized mortgage obligations$37,497,000669
CMOs issued by government agencies or sponsored agencies$37,496,000556
Privately issued$1,0001,400
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$568,729,000211
Total debt securities$568,709,000243
Structured notes
Amortized cost$44,775,000107
Fair value$45,467,00099
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$503,958,000270
U.S. Government securities$391,565,000249
U.S. Treasury securities$01,121
U.S. Government agency obligations$391,565,000240
Securities issued by states & political subdivisions$112,367,000144
Other domestic debt securities$1,0003,130
Privately issued residential mortgage-backed securities$1,0001,496
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$25,0001,263
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$256,541,000235
Mortgage-backed securities$45,940,0001,205
Certificates of participation in pools of residential mortgages$5,099,0003,336
Issued or guaranteed by U.S.$5,099,0003,329
Privately issued$0148
Collaterized mortgage obligations$40,841,000614
CMOs issued by government agencies or sponsored agencies$40,840,000501
Privately issued$1,0001,425
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$503,958,000229
Total debt securities$503,933,000262
Structured notes
Amortized cost$44,773,000109
Fair value$45,492,000107
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$519,992,000256
U.S. Government securities$408,966,000246
U.S. Treasury securities$01,130
U.S. Government agency obligations$408,966,000235
Securities issued by states & political subdivisions$111,005,000140
Other domestic debt securities$1,0003,186
Privately issued residential mortgage-backed securities$1,0001,529
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$20,0001,360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$216,568,000288
Mortgage-backed securities$49,019,0001,179
Certificates of participation in pools of residential mortgages$5,471,0003,345
Issued or guaranteed by U.S.$5,471,0003,338
Privately issued$0145
Collaterized mortgage obligations$43,548,000585
CMOs issued by government agencies or sponsored agencies$43,547,000472
Privately issued$1,0001,460
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$519,992,000223
Total debt securities$519,972,000249
Structured notes
Amortized cost$43,770,00086
Fair value$43,992,00084
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$479,929,000278
U.S. Government securities$367,643,000259
U.S. Treasury securities$01,077
U.S. Government agency obligations$367,643,000250
Securities issued by states & political subdivisions$112,271,000141
Other domestic debt securities$1,0003,241
Privately issued residential mortgage-backed securities$1,0001,565
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$14,0001,450
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$231,438,000279
Mortgage-backed securities$49,235,0001,204
Certificates of participation in pools of residential mortgages$5,916,0003,301
Issued or guaranteed by U.S.$5,916,0003,293
Privately issued$0157
Collaterized mortgage obligations$43,319,000589
CMOs issued by government agencies or sponsored agencies$43,318,000461
Privately issued$1,0001,486
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$479,929,000237
Total debt securities$479,915,000272
Structured notes
Amortized cost$26,045,000123
Fair value$26,108,000120
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$444,296,000305
U.S. Government securities$331,598,000285
U.S. Treasury securities$01,047
U.S. Government agency obligations$331,598,000274
Securities issued by states & political subdivisions$112,684,000143
Other domestic debt securities$1,0003,336
Privately issued residential mortgage-backed securities$1,0001,621
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$13,0001,530
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$233,669,000270
Mortgage-backed securities$52,384,0001,173
Certificates of participation in pools of residential mortgages$6,576,0003,237
Issued or guaranteed by U.S.$6,576,0003,228
Privately issued$0171
Collaterized mortgage obligations$45,808,000545
CMOs issued by government agencies or sponsored agencies$45,807,000421
Privately issued$1,0001,537
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$444,296,000264
Total debt securities$444,283,000294
Structured notes
Amortized cost$17,650,000132
Fair value$17,818,000130
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$438,289,000308
U.S. Government securities$330,550,000289
U.S. Treasury securities$01,036
U.S. Government agency obligations$330,550,000278
Securities issued by states & political subdivisions$107,729,000148
Other domestic debt securities$1,0003,406
Privately issued residential mortgage-backed securities$1,0001,637
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$9,0001,586
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$264,623,000241
Mortgage-backed securities$36,827,0001,558
Certificates of participation in pools of residential mortgages$6,910,0003,231
Issued or guaranteed by U.S.$6,910,0003,220
Privately issued$0181
Collaterized mortgage obligations$29,917,000700
CMOs issued by government agencies or sponsored agencies$29,916,000526
Privately issued$1,0001,553
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$438,289,000262
Total debt securities$438,280,000294
Structured notes
Amortized cost$12,651,000114
Fair value$12,624,000112
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$407,915,000328
U.S. Government securities$299,839,000313
U.S. Treasury securities$0981
U.S. Government agency obligations$299,839,000305
Securities issued by states & political subdivisions$108,070,000144
Other domestic debt securities$1,0003,328
Privately issued residential mortgage-backed securities$1,0001,657
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$5,0001,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$223,357,000288
Mortgage-backed securities$39,184,0001,504
Certificates of participation in pools of residential mortgages$7,509,0003,189
Issued or guaranteed by U.S.$7,509,0003,178
Privately issued$0191
Collaterized mortgage obligations$31,675,000672
CMOs issued by government agencies or sponsored agencies$31,674,000485
Privately issued$1,0001,572
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$407,915,000280
Total debt securities$407,910,000315
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$314,791,000412
U.S. Government securities$223,832,000394
U.S. Treasury securities$0973
U.S. Government agency obligations$223,832,000386
Securities issued by states & political subdivisions$90,952,000179
Other domestic debt securities$1,0003,252
Privately issued residential mortgage-backed securities$1,0001,615
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$6,0001,643
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$229,687,000291
Mortgage-backed securities$28,773,0001,826
Certificates of participation in pools of residential mortgages$7,897,0003,070
Issued or guaranteed by U.S.$7,897,0003,058
Privately issued$0188
Collaterized mortgage obligations$20,876,000852
CMOs issued by government agencies or sponsored agencies$20,875,000645
Privately issued$1,0001,530
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$314,791,000348
Total debt securities$314,785,000403
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$323,344,000388
U.S. Government securities$237,712,000359
U.S. Treasury securities$01,019
U.S. Government agency obligations$237,712,000352
Securities issued by states & political subdivisions$85,626,000182
Other domestic debt securities$1,0003,216
Privately issued residential mortgage-backed securities$1,0001,589
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$5,0001,789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$232,044,000275
Mortgage-backed securities$2,072,0005,122
Certificates of participation in pools of residential mortgages$1,635,0004,851
Issued or guaranteed by U.S.$1,635,0004,836
Privately issued$0192
Collaterized mortgage obligations$437,0003,145
CMOs issued by government agencies or sponsored agencies$436,0002,812
Privately issued$1,0001,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$323,344,000326
Total debt securities$323,339,000377
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$304,482,000417
U.S. Government securities$219,928,000390
U.S. Treasury securities$01,021
U.S. Government agency obligations$219,928,000380
Securities issued by states & political subdivisions$73,618,000216
Other domestic debt securities$1,0003,180
Privately issued residential mortgage-backed securities$1,0001,571
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$10,935,000251
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$221,783,000284
Mortgage-backed securities$2,747,0004,891
Certificates of participation in pools of residential mortgages$1,760,0004,809
Issued or guaranteed by U.S.$1,760,0004,789
Privately issued$0202
Collaterized mortgage obligations$987,0002,774
CMOs issued by government agencies or sponsored agencies$986,0002,445
Privately issued$1,0001,479
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$304,482,000354
Total debt securities$293,547,000419
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$343,116,000387
U.S. Government securities$250,077,000342
U.S. Treasury securities$01,044
U.S. Government agency obligations$250,077,000334
Securities issued by states & political subdivisions$81,866,000188
Other domestic debt securities$1,0003,150
Privately issued residential mortgage-backed securities$1,0001,559
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$11,172,000288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,244,000318
Mortgage-backed securities$3,850,0004,451
Certificates of participation in pools of residential mortgages$1,948,0004,648
Issued or guaranteed by U.S.$1,948,0004,627
Privately issued$0205
Collaterized mortgage obligations$1,902,0002,379
CMOs issued by government agencies or sponsored agencies$1,901,0002,054
Privately issued$1,0001,465
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$343,116,000333
Total debt securities$331,944,000386
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$380,279,000347
U.S. Government securities$312,700,000287
U.S. Treasury securities$01,146
U.S. Government agency obligations$312,700,000280
Securities issued by states & political subdivisions$66,027,000246
Other domestic debt securities$2,0002,983
Privately issued residential mortgage-backed securities$2,0001,450
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$1,550,000858
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$242,704,000264
Mortgage-backed securities$4,801,0003,889
Certificates of participation in pools of residential mortgages$2,122,0004,297
Issued or guaranteed by U.S.$2,122,0004,282
Privately issued$0191
Collaterized mortgage obligations$2,679,0002,039
CMOs issued by government agencies or sponsored agencies$2,677,0001,739
Privately issued$2,0001,364
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$380,279,000295
Total debt securities$378,729,000340
Structured notes
Amortized cost$3,451,000708
Fair value$3,503,000699
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$389,809,000342
U.S. Government securities$336,523,000280
U.S. Treasury securities$01,235
U.S. Government agency obligations$336,523,000271
Securities issued by states & political subdivisions$51,076,000335
Other domestic debt securities$2,0002,955
Privately issued residential mortgage-backed securities$2,0001,422
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$2,208,000712
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$221,501,000278
Mortgage-backed securities$6,005,0003,449
Certificates of participation in pools of residential mortgages$2,318,0004,049
Issued or guaranteed by U.S.$2,318,0004,035
Privately issued$0194
Collaterized mortgage obligations$3,687,0001,769
CMOs issued by government agencies or sponsored agencies$3,685,0001,492
Privately issued$2,0001,336
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,0003,435
Available-for-sale securities (fair market value)$389,709,000287
Total debt securities$387,601,000332
Structured notes
Amortized cost$8,424,000360
Fair value$8,493,000353
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$393,668,000347
U.S. Government securities$346,040,000277
U.S. Treasury securities$01,362
U.S. Government agency obligations$346,040,000269
Securities issued by states & political subdivisions$45,042,000394
Other domestic debt securities$2,0002,915
Privately issued residential mortgage-backed securities$2,0001,387
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$2,584,000662
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$208,254,000296
Mortgage-backed securities$7,654,0003,051
Certificates of participation in pools of residential mortgages$2,521,0003,923
Issued or guaranteed by U.S.$2,521,0003,911
Privately issued$0207
Collaterized mortgage obligations$5,133,0001,527
CMOs issued by government agencies or sponsored agencies$5,131,0001,283
Privately issued$2,0001,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$393,668,000292
Total debt securities$391,084,000336
Structured notes
Amortized cost$8,420,000377
Fair value$8,389,000367
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$399,257,000346
U.S. Government securities$355,183,000276
U.S. Treasury securities$01,448
U.S. Government agency obligations$355,183,000266
Securities issued by states & political subdivisions$41,462,000437
Other domestic debt securities$2,0002,942
Privately issued residential mortgage-backed securities$2,0001,355
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$2,610,000665
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,667,000317
Mortgage-backed securities$9,314,0002,748
Certificates of participation in pools of residential mortgages$2,725,0003,825
Issued or guaranteed by U.S.$2,725,0003,809
Privately issued$0218
Collaterized mortgage obligations$6,589,0001,322
CMOs issued by government agencies or sponsored agencies$6,587,0001,107
Privately issued$2,0001,250
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$399,257,000285
Total debt securities$396,647,000335
Structured notes
Amortized cost$8,417,000410
Fair value$8,449,000402
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$464,222,000293
U.S. Government securities$416,939,000241
U.S. Treasury securities$01,498
U.S. Government agency obligations$416,939,000234
Securities issued by states & political subdivisions$44,302,000396
Other domestic debt securities$2,0002,996
Privately issued residential mortgage-backed securities$2,0001,350
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$2,979,000647
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$182,512,000323
Mortgage-backed securities$10,877,0002,531
Certificates of participation in pools of residential mortgages$2,947,0003,718
Issued or guaranteed by U.S.$2,947,0003,707
Privately issued$0208
Collaterized mortgage obligations$7,930,0001,200
CMOs issued by government agencies or sponsored agencies$7,928,0001,000
Privately issued$2,0001,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$464,222,000245
Total debt securities$461,243,000283
Structured notes
Amortized cost$18,048,000165
Fair value$18,051,000160
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$424,666,000319
U.S. Government securities$381,145,000264
U.S. Treasury securities$01,574
U.S. Government agency obligations$381,145,000256
Securities issued by states & political subdivisions$40,590,000431
Other domestic debt securities$2,0003,050
Privately issued residential mortgage-backed securities$2,0001,338
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$2,929,000650
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$190,420,000324
Mortgage-backed securities$13,157,0002,284
Certificates of participation in pools of residential mortgages$3,716,0003,450
Issued or guaranteed by U.S.$3,716,0003,434
Privately issued$0214
Collaterized mortgage obligations$9,441,0001,064
CMOs issued by government agencies or sponsored agencies$9,439,000876
Privately issued$2,0001,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$424,666,000268
Total debt securities$421,737,000312
Structured notes
Amortized cost$18,048,000182
Fair value$18,051,000178
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$350,703,000391
U.S. Government securities$321,888,000312
U.S. Treasury securities$2,989,000679
U.S. Government agency obligations$318,899,000301
Securities issued by states & political subdivisions$25,902,000729
Other domestic debt securities$3,0003,113
Privately issued residential mortgage-backed securities$3,0001,326
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$2,910,000644
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,137,000320
Mortgage-backed securities$14,690,0002,134
Certificates of participation in pools of residential mortgages$4,052,0003,317
Issued or guaranteed by U.S.$4,052,0003,305
Privately issued$0211
Collaterized mortgage obligations$10,638,000980
CMOs issued by government agencies or sponsored agencies$10,635,000808
Privately issued$3,0001,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$350,703,000327
Total debt securities$347,791,000385
Structured notes
Amortized cost$14,957,000270
Fair value$14,758,000256
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$351,680,000399
U.S. Government securities$323,114,000320
U.S. Treasury securities$01,715
U.S. Government agency obligations$323,114,000308
Securities issued by states & political subdivisions$25,127,000750
Other domestic debt securities$404,0002,603
Privately issued residential mortgage-backed securities$3,0001,312
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$401,0002,068
Foreign debt securities$0226
Equity securities$3,035,000653
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$187,986,000320
Mortgage-backed securities$18,349,0001,905
Certificates of participation in pools of residential mortgages$4,837,0003,114
Issued or guaranteed by U.S.$4,837,0003,101
Privately issued$0205
Collaterized mortgage obligations$13,512,000874
CMOs issued by government agencies or sponsored agencies$13,509,000705
Privately issued$3,0001,218
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$351,680,000336
Total debt securities$348,647,000391
Structured notes
Amortized cost$11,303,000385
Fair value$11,144,000384
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$349,264,000409
U.S. Government securities$318,153,000336
U.S. Treasury securities$01,737
U.S. Government agency obligations$318,153,000323
Securities issued by states & political subdivisions$26,392,000702
Other domestic debt securities$1,905,0001,679
Privately issued residential mortgage-backed securities$3,0001,303
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,902,0001,240
Foreign debt securities$0223
Equity securities$2,814,000699
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$167,874,000348
Mortgage-backed securities$19,866,0001,812
Certificates of participation in pools of residential mortgages$5,409,0003,006
Issued or guaranteed by U.S.$5,409,0002,994
Privately issued$0216
Collaterized mortgage obligations$14,457,000834
CMOs issued by government agencies or sponsored agencies$14,454,000676
Privately issued$3,0001,200
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$349,264,000339
Total debt securities$346,450,000402
Structured notes
Amortized cost$13,794,000315
Fair value$13,650,000313
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$315,200,000441
U.S. Government securities$280,529,000373
U.S. Treasury securities$01,786
U.S. Government agency obligations$280,529,000357
Securities issued by states & political subdivisions$29,959,000611
Other domestic debt securities$1,904,0001,705
Privately issued residential mortgage-backed securities$3,0001,294
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,901,0001,281
Foreign debt securities$0234
Equity securities$2,808,000712
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,080,000323
Mortgage-backed securities$21,416,0001,735
Certificates of participation in pools of residential mortgages$6,063,0002,867
Issued or guaranteed by U.S.$6,063,0002,856
Privately issued$0225
Collaterized mortgage obligations$15,353,000809
CMOs issued by government agencies or sponsored agencies$15,350,000658
Privately issued$3,0001,184
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$315,200,000370
Total debt securities$312,394,000434
Structured notes
Amortized cost$13,789,000309
Fair value$13,661,000308
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$203,915,000638
U.S. Government securities$170,755,000578
U.S. Treasury securities$01,839
U.S. Government agency obligations$170,755,000556
Securities issued by states & political subdivisions$28,386,000636
Other domestic debt securities$1,909,0001,728
Privately issued residential mortgage-backed securities$4,0001,254
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,905,0001,322
Foreign debt securities$0234
Equity securities$2,865,000713
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$171,082,000333
Mortgage-backed securities$22,960,0001,704
Certificates of participation in pools of residential mortgages$6,692,0002,793
Issued or guaranteed by U.S.$6,692,0002,782
Privately issued$0223
Collaterized mortgage obligations$16,268,000814
CMOs issued by government agencies or sponsored agencies$16,264,000659
Privately issued$4,0001,142
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$203,915,000527
Total debt securities$201,050,000624
Structured notes
Amortized cost$11,527,000375
Fair value$11,413,000378
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$213,691,000622
U.S. Government securities$178,498,000568
U.S. Treasury securities$01,963
U.S. Government agency obligations$178,498,000543
Securities issued by states & political subdivisions$29,390,000605
Other domestic debt securities$2,917,0001,476
Privately issued residential mortgage-backed securities$4,0001,250
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,913,0001,111
Foreign debt securities$0247
Equity securities$2,886,000738
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,229,000347
Mortgage-backed securities$24,346,0001,685
Certificates of participation in pools of residential mortgages$7,497,0002,698
Issued or guaranteed by U.S.$7,497,0002,689
Privately issued$0207
Collaterized mortgage obligations$16,849,000804
CMOs issued by government agencies or sponsored agencies$16,845,000656
Privately issued$4,0001,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$213,691,000515
Total debt securities$210,805,000611
Structured notes
Amortized cost$9,998,000429
Fair value$9,811,000431
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$211,772,000636
U.S. Government securities$184,550,000570
U.S. Treasury securities$01,963
U.S. Government agency obligations$184,550,000545
Securities issued by states & political subdivisions$22,754,000833
Other domestic debt securities$1,512,0002,008
Privately issued residential mortgage-backed securities$4,0001,239
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,508,0001,630
Foreign debt securities$0244
Equity securities$2,956,000767
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$141,286,000388
Mortgage-backed securities$20,191,0001,931
Certificates of participation in pools of residential mortgages$7,349,0002,775
Issued or guaranteed by U.S.$7,349,0002,768
Privately issued$0203
Collaterized mortgage obligations$12,842,000961
CMOs issued by government agencies or sponsored agencies$12,838,000815
Privately issued$4,0001,137
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$211,772,000526
Total debt securities$208,816,000622
Structured notes
Amortized cost$9,529,000445
Fair value$9,439,000448
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$174,527,000751
U.S. Government securities$143,838,000684
U.S. Treasury securities$01,990
U.S. Government agency obligations$143,838,000654
Securities issued by states & political subdivisions$26,184,000710
Other domestic debt securities$1,527,0002,013
Privately issued residential mortgage-backed securities$5,0001,211
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,522,0001,666
Foreign debt securities$0248
Equity securities$2,978,000781
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,483,000453
Mortgage-backed securities$22,202,0001,823
Certificates of participation in pools of residential mortgages$8,519,0002,580
Issued or guaranteed by U.S.$8,519,0002,570
Privately issued$0225
Collaterized mortgage obligations$13,683,000927
CMOs issued by government agencies or sponsored agencies$13,678,000787
Privately issued$5,0001,099
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$174,527,000635
Total debt securities$171,549,000739
Structured notes
Amortized cost$11,379,000375
Fair value$11,332,000374
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$166,839,000789
U.S. Government securities$136,296,000727
U.S. Treasury securities$02,098
U.S. Government agency obligations$136,296,000697
Securities issued by states & political subdivisions$26,011,000695
Other domestic debt securities$1,529,0002,100
Privately issued residential mortgage-backed securities$5,0001,204
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,524,0001,755
Foreign debt securities$0251
Equity securities$3,003,000797
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,646,000456
Mortgage-backed securities$23,137,0001,795
Certificates of participation in pools of residential mortgages$9,050,0002,527
Issued or guaranteed by U.S.$9,050,0002,520
Privately issued$0225
Collaterized mortgage obligations$14,087,000919
CMOs issued by government agencies or sponsored agencies$14,082,000781
Privately issued$5,0001,099
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,0004,501
Available-for-sale securities (fair market value)$166,825,000674
Total debt securities$163,836,000778
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$152,593,000862
U.S. Government securities$119,243,000823
U.S. Treasury securities$02,082
U.S. Government agency obligations$119,243,000787
Securities issued by states & political subdivisions$26,861,000683
Other domestic debt securities$3,573,0001,525
Privately issued residential mortgage-backed securities$6,0001,266
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,567,0001,187
Foreign debt securities$0264
Equity securities$2,916,000869
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,574,000491
Mortgage-backed securities$25,665,0001,708
Certificates of participation in pools of residential mortgages$10,583,0002,331
Issued or guaranteed by U.S.$10,583,0002,320
Privately issued$0230
Collaterized mortgage obligations$15,082,000909
CMOs issued by government agencies or sponsored agencies$15,076,000778
Privately issued$6,0001,151
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,0004,542
Available-for-sale securities (fair market value)$152,579,000740
Total debt securities$149,677,000856
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$184,340,000737
U.S. Government securities$150,382,000702
U.S. Treasury securities$02,227
U.S. Government agency obligations$150,382,000675
Securities issued by states & political subdivisions$26,344,000694
Other domestic debt securities$4,607,0001,336
Privately issued residential mortgage-backed securities$6,0001,134
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,601,0001,083
Foreign debt securities$0283
Equity securities$3,007,000845
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,637,000517
Mortgage-backed securities$26,173,0001,690
Certificates of participation in pools of residential mortgages$11,669,0002,224
Issued or guaranteed by U.S.$11,669,0002,209
Privately issued$0248
Collaterized mortgage obligations$14,504,000926
CMOs issued by government agencies or sponsored agencies$14,498,000858
Privately issued$6,000983
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,0004,615
Available-for-sale securities (fair market value)$184,326,000629
Total debt securities$181,333,000730
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$152,735,000883
U.S. Government securities$118,061,000846
U.S. Treasury securities$02,287
U.S. Government agency obligations$118,061,000814
Securities issued by states & political subdivisions$26,913,000672
Other domestic debt securities$4,651,0001,416
Privately issued residential mortgage-backed securities$6,0001,211
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,645,0001,157
Foreign debt securities$0291
Equity securities$3,110,000869
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,549,000516
Mortgage-backed securities$19,081,0002,071
Certificates of participation in pools of residential mortgages$13,218,0002,037
Issued or guaranteed by U.S.$13,218,0002,027
Privately issued$0253
Collaterized mortgage obligations$5,863,0001,502
CMOs issued by government agencies or sponsored agencies$5,857,0001,395
Privately issued$6,0001,056
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,0004,644
Available-for-sale securities (fair market value)$152,721,000751
Total debt securities$149,625,000871
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$145,764,000905
U.S. Government securities$112,783,000851
U.S. Treasury securities$02,322
U.S. Government agency obligations$112,783,000822
Securities issued by states & political subdivisions$25,169,000724
Other domestic debt securities$4,715,0001,440
Privately issued residential mortgage-backed securities$7,0001,254
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,708,0001,179
Foreign debt securities$0294
Equity securities$3,097,000891
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,797,0001,081
Mortgage-backed securities$34,251,0001,395
Certificates of participation in pools of residential mortgages$16,074,0001,763
Issued or guaranteed by U.S.$16,074,0001,753
Privately issued$0256
Collaterized mortgage obligations$18,177,000867
CMOs issued by government agencies or sponsored agencies$18,170,000803
Privately issued$7,0001,106
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,0004,616
Available-for-sale securities (fair market value)$145,738,000773
Total debt securities$142,667,000888
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$162,375,000798
U.S. Government securities$130,084,000756
U.S. Treasury securities$02,382
U.S. Government agency obligations$130,084,000725
Securities issued by states & political subdivisions$23,821,000736
Other domestic debt securities$5,430,0001,336
Privately issued residential mortgage-backed securities$8,0001,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,422,0001,082
Foreign debt securities$0294
Equity securities$3,040,000897
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,445,000441
Mortgage-backed securities$51,138,0001,029
Certificates of participation in pools of residential mortgages$19,616,0001,514
Issued or guaranteed by U.S.$19,616,0001,508
Privately issued$0257
Collaterized mortgage obligations$31,522,000631
CMOs issued by government agencies or sponsored agencies$31,514,000584
Privately issued$8,0001,131
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,0004,666
Available-for-sale securities (fair market value)$162,349,000681
Total debt securities$159,335,000781
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$183,598,000698
U.S. Government securities$150,397,000631
U.S. Treasury securities$02,544
U.S. Government agency obligations$150,397,000603
Securities issued by states & political subdivisions$23,681,000714
Other domestic debt securities$6,404,0001,207
Privately issued residential mortgage-backed securities$9,0001,294
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,395,000975
Foreign debt securities$0302
Equity securities$3,116,000890
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,296,000416
Mortgage-backed securities$62,000,000864
Certificates of participation in pools of residential mortgages$22,590,0001,337
Issued or guaranteed by U.S.$22,590,0001,333
Privately issued$0252
Collaterized mortgage obligations$39,410,000546
CMOs issued by government agencies or sponsored agencies$39,401,000501
Privately issued$9,0001,150
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,0004,758
Available-for-sale securities (fair market value)$183,572,000594
Total debt securities$180,482,000684
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$168,808,000690
U.S. Government securities$135,785,000633
U.S. Treasury securities$03,182
U.S. Government agency obligations$135,785,000600
Securities issued by states & political subdivisions$20,719,000794
Other domestic debt securities$11,147,000894
Privately issued residential mortgage-backed securities$12,0001,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,135,000673
Foreign debt securities$0319
Equity securities$1,157,0001,262
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,465,000490
Mortgage-backed securities$77,997,000680
Certificates of participation in pools of residential mortgages$31,854,000914
Issued or guaranteed by U.S.$31,854,000906
Privately issued$0260
Collaterized mortgage obligations$46,143,000486
CMOs issued by government agencies or sponsored agencies$46,131,000429
Privately issued$12,0001,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$37,0004,978
Available-for-sale securities (fair market value)$168,771,000583
Total debt securities$167,651,000675
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$174,878,000644
U.S. Government securities$141,200,000612
U.S. Treasury securities$6,265,000892
U.S. Government agency obligations$134,935,000594
Securities issued by states & political subdivisions$17,467,000914
Other domestic debt securities$11,765,000741
Privately issued residential mortgage-backed securities$14,0001,375
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,751,000602
Foreign debt securities$0313
Equity securities$4,446,000926
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,070,000499
Mortgage-backed securities$59,546,000694
Certificates of participation in pools of residential mortgages$21,828,0001,017
Issued or guaranteed by U.S.$21,828,0001,008
Privately issued$0308
Collaterized mortgage obligations$37,718,000450
CMOs issued by government agencies or sponsored agencies$37,704,000395
Privately issued$14,0001,197
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,0005,577
Available-for-sale securities (fair market value)$174,831,000520
Total debt securities$170,432,000628
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$113,475,0001,012
U.S. Government securities$96,118,000905
U.S. Treasury securities$550,0004,270
U.S. Government agency obligations$95,568,000842
Securities issued by states & political subdivisions$3,402,0003,673
Other domestic debt securities$10,622,000799
Privately issued residential mortgage-backed securities$17,0001,451
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,605,000642
Foreign debt securities$0343
Equity securities$3,333,0001,099
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,316,000933
Mortgage-backed securities$75,773,000640
Certificates of participation in pools of residential mortgages$21,329,0001,087
Issued or guaranteed by U.S.$21,329,0001,079
Privately issued$0307
Collaterized mortgage obligations$54,444,000394
CMOs issued by government agencies or sponsored agencies$54,427,000348
Privately issued$17,0001,262
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,0005,978
Available-for-sale securities (fair market value)$113,419,000784
Total debt securities$110,142,0001,003
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$141,386,000829
U.S. Government securities$132,398,000697
U.S. Treasury securities$4,331,0002,476
U.S. Government agency obligations$128,067,000620
Securities issued by states & political subdivisions$4,312,0003,237
Other domestic debt securities$1,424,0001,952
Privately issued residential mortgage-backed securities$25,0001,484
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,399,0001,605
Foreign debt securities$0363
Equity securities$3,252,0001,094
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,888,000707
Mortgage-backed securities$86,089,000604
Certificates of participation in pools of residential mortgages$25,726,0001,025
Issued or guaranteed by U.S.$25,726,0001,014
Privately issued$0349
Collaterized mortgage obligations$60,363,000348
CMOs issued by government agencies or sponsored agencies$60,338,000308
Privately issued$25,0001,277
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$64,0006,471
Available-for-sale securities (fair market value)$141,322,000638
Total debt securities$138,134,000818
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$117,129,000981
U.S. Government securities$110,941,000851
U.S. Treasury securities$8,083,0002,196
U.S. Government agency obligations$102,858,000749
Securities issued by states & political subdivisions$3,054,0003,788
Other domestic debt securities$622,0002,160
Privately issued residential mortgage-backed securities$22,0001,574
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$600,0001,731
Foreign debt securities$0390
Equity securities$2,512,0001,262
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,741,000752
Mortgage-backed securities$60,121,000761
Certificates of participation in pools of residential mortgages$12,693,0001,660
Issued or guaranteed by U.S.$12,693,0001,649
Privately issued$0394
Collaterized mortgage obligations$47,428,000400
CMOs issued by government agencies or sponsored agencies$47,406,000369
Privately issued$22,0001,334
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$117,129,000704
Total debt securities$114,617,000960
Structured notes
Amortized cost$967,0001,501
Fair value$975,0001,432
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$142,066,000879
U.S. Government securities$133,546,000763
U.S. Treasury securities$11,902,0001,940
U.S. Government agency obligations$121,644,000668
Securities issued by states & political subdivisions$4,217,0003,172
Other domestic debt securities$1,890,0001,560
Privately issued residential mortgage-backed securities$32,0001,853
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,858,0001,169
Foreign debt securities$0466
Equity securities$2,413,0001,304
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,084,000567
Mortgage-backed securities$64,617,000778
Certificates of participation in pools of residential mortgages$12,860,0001,820
Issued or guaranteed by U.S.$12,860,0001,805
Privately issued$0472
Collaterized mortgage obligations$51,757,000394
CMOs issued by government agencies or sponsored agencies$51,725,000361
Privately issued$32,0001,570
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$142,066,000617
Total debt securities$139,653,000853
Structured notes
Amortized cost$2,860,000772
Fair value$2,911,000751
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$166,637,000788
U.S. Government securities$157,458,000687
U.S. Treasury securities$18,701,0001,541
U.S. Government agency obligations$138,757,000590
Securities issued by states & political subdivisions$5,373,0002,660
Other domestic debt securities$2,864,0001,486
Privately issued residential mortgage-backed securities$131,0001,774
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,733,0001,159
Foreign debt securities$0553
Equity securities$942,0002,269
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,187,000442
Mortgage-backed securities$33,616,0001,292
Certificates of participation in pools of residential mortgages$3,845,0003,765
Issued or guaranteed by U.S.$3,815,0003,746
Privately issued$30,000504
Collaterized mortgage obligations$29,771,000608
CMOs issued by government agencies or sponsored agencies$29,670,000563
Privately issued$101,0001,556
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$166,637,000555
Total debt securities$165,695,000769
Structured notes
Amortized cost$2,680,0001,326
Fair value$2,824,0001,263
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$66,876,0001,960
U.S. Government securities$56,368,0001,875
U.S. Treasury securities$14,273,0002,461
U.S. Government agency obligations$42,095,0001,618
Securities issued by states & political subdivisions$6,036,0002,500
Other domestic debt securities$3,878,0001,360
Privately issued residential mortgage-backed securities$259,0001,657
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,619,0001,099
Foreign debt securities$0600
Equity securities$594,0002,781
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,359,0001,231
Mortgage-backed securities$14,992,0002,483
Certificates of participation in pools of residential mortgages$4,719,0003,504
Issued or guaranteed by U.S.$4,680,0003,490
Privately issued$39,000502
Collaterized mortgage obligations$10,273,0001,449
CMOs issued by government agencies or sponsored agencies$10,053,0001,392
Privately issued$220,0001,488
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,050,0001,318
Available-for-sale securities (fair market value)$10,826,0004,520
Total debt securities$66,282,0001,926
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$38,026,0003,627
U.S. Government securities$25,272,0004,201
U.S. Treasury securities$6,044,0005,048
U.S. Government agency obligations$19,228,0003,413
Securities issued by states & political subdivisions$7,502,0002,076
Other domestic debt securities$4,291,0001,532
Privately issued residential mortgage-backed securities$826,0001,342
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,465,0001,319
Foreign debt securities$0649
Equity securities$961,0002,181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,517,0003,469
Mortgage-backed securities$18,065,0002,442
Certificates of participation in pools of residential mortgages$6,127,0003,360
Issued or guaranteed by U.S.$6,059,0003,343
Privately issued$68,000616
Collaterized mortgage obligations$11,938,0001,494
CMOs issued by government agencies or sponsored agencies$11,180,0001,479
Privately issued$758,0001,084
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$37,065,0003,628
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$35,471,0003,838
U.S. Government securities$19,150,0005,230
U.S. Treasury securities$4,876,0005,932
U.S. Government agency obligations$14,274,0004,263
Securities issued by states & political subdivisions$8,767,0001,548
Other domestic debt securities$6,613,0001,378
Privately issued residential mortgage-backed securities$4,112,000754
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,501,0001,825
Foreign debt securities$80,000446
Equity securities$861,0002,051
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,459,0002,377
Mortgage-backed securities$16,936,0002,609
Certificates of participation in pools of residential mortgages$6,431,0003,404
Issued or guaranteed by U.S.$5,990,0003,532
Privately issued$441,000506
Collaterized mortgage obligations$10,505,0001,615
CMOs issued by government agencies or sponsored agencies$6,834,0001,961
Privately issued$3,671,000583
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$34,610,0003,848
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