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Commerce Bank/North, Securities

2008-03-31Rank
Total securities$2,542,635,00080
U.S. Government securities$08,032
U.S. Treasury securities$01,044
U.S. Government agency obligations$07,976
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$2,542,632,00028
Privately issued residential mortgage-backed securities$1,429,636,00036
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,112,996,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$3,0001,897
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$347,140,000197
Mortgage-backed securities$1,429,636,00086
Certificates of participation in pools of residential mortgages$415,0005,556
Issued or guaranteed by U.S.$06,412
Privately issued$415,000147
Collaterized mortgage obligations$1,429,221,00047
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$1,429,221,00031
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)$2,542,635,00071
Total debt securities$2,542,632,00080
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$412,919,00045
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$2,229,190,00090
U.S. Government securities$545,340,000186
U.S. Treasury securities$01,146
U.S. Government agency obligations$545,340,000179
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$1,683,808,00038
Privately issued residential mortgage-backed securities$1,614,211,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$69,597,00048
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$42,0001,707
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$890,275,00092
Mortgage-backed securities$2,159,551,00062
Certificates of participation in pools of residential mortgages$268,968,000166
Issued or guaranteed by U.S.$268,549,000159
Privately issued$419,000137
Collaterized mortgage obligations$1,890,583,00043
CMOs issued by government agencies or sponsored agencies$276,791,00088
Privately issued$1,613,792,00030
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$983,046,00030
Available-for-sale securities (fair market value)$1,246,144,000114
Total debt securities$2,229,148,00090
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$2,400,317,00085
U.S. Government securities$651,289,000166
U.S. Treasury securities$01,235
U.S. Government agency obligations$651,289,000163
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$1,715,601,00039
Privately issued residential mortgage-backed securities$1,715,601,00032
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$33,427,000106
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$821,603,000101
Mortgage-backed securities$2,276,875,00059
Certificates of participation in pools of residential mortgages$277,184,000163
Issued or guaranteed by U.S.$276,760,000156
Privately issued$424,000138
Collaterized mortgage obligations$1,999,691,00040
CMOs issued by government agencies or sponsored agencies$284,514,00085
Privately issued$1,715,177,00026
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,004,649,00031
Available-for-sale securities (fair market value)$1,395,668,000111
Total debt securities$2,366,890,00083
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$559,146,00029
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$2,858,817,00081
U.S. Government securities$1,153,361,000119
U.S. Treasury securities$01,362
U.S. Government agency obligations$1,153,361,000118
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$1,703,902,00037
Privately issued residential mortgage-backed securities$1,703,902,00033
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$1,554,000834
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,288,310,00079
Mortgage-backed securities$2,768,463,00057
Certificates of participation in pools of residential mortgages$484,486,000109
Issued or guaranteed by U.S.$484,044,000104
Privately issued$442,000146
Collaterized mortgage obligations$2,283,977,00042
CMOs issued by government agencies or sponsored agencies$580,517,00062
Privately issued$1,703,460,00028
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,038,222,00029
Available-for-sale securities (fair market value)$1,820,595,00098
Total debt securities$2,857,263,00079
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$2,831,861,00080
U.S. Government securities$1,057,552,000128
U.S. Treasury securities$01,448
U.S. Government agency obligations$1,057,552,000126
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$1,774,306,00034
Privately issued residential mortgage-backed securities$1,774,306,00028
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$3,0001,852
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,372,131,00075
Mortgage-backed securities$2,742,474,00057
Certificates of participation in pools of residential mortgages$354,159,000138
Issued or guaranteed by U.S.$353,651,000129
Privately issued$508,000144
Collaterized mortgage obligations$2,388,315,00036
CMOs issued by government agencies or sponsored agencies$614,517,00062
Privately issued$1,773,798,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,082,709,00031
Available-for-sale securities (fair market value)$1,749,152,00099
Total debt securities$2,831,858,00079
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$2,511,807,00092
U.S. Government securities$1,020,795,000136
U.S. Treasury securities$01,498
U.S. Government agency obligations$1,020,795,000132
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$1,491,010,00038
Privately issued residential mortgage-backed securities$1,491,010,00033
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$2,0001,910
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,030,553,00091
Mortgage-backed securities$2,422,817,00061
Certificates of participation in pools of residential mortgages$366,029,000133
Issued or guaranteed by U.S.$365,499,000129
Privately issued$530,000133
Collaterized mortgage obligations$2,056,788,00043
CMOs issued by government agencies or sponsored agencies$566,308,00064
Privately issued$1,490,480,00030
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$975,610,00033
Available-for-sale securities (fair market value)$1,536,197,000112
Total debt securities$2,511,805,00091
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$2,330,866,00097
U.S. Government securities$1,016,346,000136
U.S. Treasury securities$5,998,000405
U.S. Government agency obligations$1,010,348,000133
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$1,314,517,00041
Privately issued residential mortgage-backed securities$1,314,517,00036
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$3,0001,939
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$929,542,000101
Mortgage-backed securities$2,235,762,00071
Certificates of participation in pools of residential mortgages$375,192,000140
Issued or guaranteed by U.S.$374,587,000134
Privately issued$605,000139
Collaterized mortgage obligations$1,860,570,00053
CMOs issued by government agencies or sponsored agencies$546,658,00068
Privately issued$1,313,912,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$934,938,00033
Available-for-sale securities (fair market value)$1,395,928,000124
Total debt securities$2,330,863,00097
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$2,407,469,00098
U.S. Government securities$1,045,368,000130
U.S. Treasury securities$5,998,000433
U.S. Government agency obligations$1,039,370,000129
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$1,362,098,00041
Privately issued residential mortgage-backed securities$1,362,098,00035
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$3,0001,970
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$851,071,000113
Mortgage-backed securities$2,313,759,00070
Certificates of participation in pools of residential mortgages$381,118,000145
Issued or guaranteed by U.S.$380,445,000138
Privately issued$673,000131
Collaterized mortgage obligations$1,932,641,00050
CMOs issued by government agencies or sponsored agencies$571,216,00066
Privately issued$1,361,425,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$971,428,00032
Available-for-sale securities (fair market value)$1,436,041,000120
Total debt securities$2,407,466,00097
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$2,292,576,000104
U.S. Government securities$998,047,000138
U.S. Treasury securities$5,998,000470
U.S. Government agency obligations$992,049,000132
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$1,294,526,00046
Privately issued residential mortgage-backed securities$1,294,526,00038
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$3,0002,003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,425,000105
Mortgage-backed securities$2,198,203,00074
Certificates of participation in pools of residential mortgages$394,614,000144
Issued or guaranteed by U.S.$393,612,000140
Privately issued$1,002,000120
Collaterized mortgage obligations$1,803,589,00053
CMOs issued by government agencies or sponsored agencies$510,065,00067
Privately issued$1,293,524,00034
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$913,107,00038
Available-for-sale securities (fair market value)$1,379,469,000122
Total debt securities$2,292,573,000102
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$2,398,846,000103
U.S. Government securities$1,044,377,000137
U.S. Treasury securities$5,999,000477
U.S. Government agency obligations$1,038,378,000128
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$1,354,467,00043
Privately issued residential mortgage-backed securities$1,354,467,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$2,0002,038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$813,119,000111
Mortgage-backed securities$2,303,673,00074
Certificates of participation in pools of residential mortgages$408,612,000146
Issued or guaranteed by U.S.$407,601,000141
Privately issued$1,011,000115
Collaterized mortgage obligations$1,895,061,00051
CMOs issued by government agencies or sponsored agencies$541,605,00069
Privately issued$1,353,456,00031
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$946,767,00036
Available-for-sale securities (fair market value)$1,452,079,000120
Total debt securities$2,398,844,000102
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$2,450,835,00099
U.S. Government securities$991,319,000146
U.S. Treasury securities$5,944,000475
U.S. Government agency obligations$985,375,000140
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$1,459,513,00042
Privately issued residential mortgage-backed securities$1,459,513,00035
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$3,0002,044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$670,195,000125
Mortgage-backed securities$2,355,222,00070
Certificates of participation in pools of residential mortgages$428,361,000143
Issued or guaranteed by U.S.$427,285,000138
Privately issued$1,076,000115
Collaterized mortgage obligations$1,926,861,00048
CMOs issued by government agencies or sponsored agencies$468,424,00074
Privately issued$1,458,437,00030
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,007,135,00033
Available-for-sale securities (fair market value)$1,443,700,000124
Total debt securities$2,450,832,00099
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$2,353,169,000106
U.S. Government securities$943,634,000159
U.S. Treasury securities$5,958,000499
U.S. Government agency obligations$937,676,000153
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$1,409,497,00042
Privately issued residential mortgage-backed securities$1,409,497,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$38,0001,908
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$721,780,000121
Mortgage-backed securities$2,256,924,00075
Certificates of participation in pools of residential mortgages$423,805,000144
Issued or guaranteed by U.S.$422,658,000138
Privately issued$1,147,000112
Collaterized mortgage obligations$1,833,119,00051
CMOs issued by government agencies or sponsored agencies$424,769,00081
Privately issued$1,408,350,00029
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,070,031,00034
Available-for-sale securities (fair market value)$1,283,138,000139
Total debt securities$2,353,131,000106
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$2,109,083,000113
U.S. Government securities$927,983,000159
U.S. Treasury securities$5,962,000543
U.S. Government agency obligations$922,021,000154
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$1,181,044,00049
Privately issued residential mortgage-backed securities$1,175,649,00038
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,395,000108
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$56,0001,908
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$810,982,000113
Mortgage-backed securities$2,097,670,00081
Certificates of participation in pools of residential mortgages$454,851,000140
Issued or guaranteed by U.S.$453,601,000136
Privately issued$1,250,000101
Collaterized mortgage obligations$1,642,819,00053
CMOs issued by government agencies or sponsored agencies$468,420,00075
Privately issued$1,174,399,00031
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$976,294,00034
Available-for-sale securities (fair market value)$1,132,789,000154
Total debt securities$2,109,027,000110
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$1,988,656,000122
U.S. Government securities$955,473,000155
U.S. Treasury securities$5,971,000551
U.S. Government agency obligations$949,502,000152
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$1,031,582,00051
Privately issued residential mortgage-backed securities$1,026,102,00039
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,480,000108
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$1,601,0001,011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$618,254,000131
Mortgage-backed securities$1,975,604,00089
Certificates of participation in pools of residential mortgages$476,917,000144
Issued or guaranteed by U.S.$475,606,000140
Privately issued$1,311,00098
Collaterized mortgage obligations$1,498,687,00057
CMOs issued by government agencies or sponsored agencies$473,896,00074
Privately issued$1,024,791,00034
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$832,464,00040
Available-for-sale securities (fair market value)$1,156,192,000154
Total debt securities$1,987,055,000121
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$1,870,157,000127
U.S. Government securities$805,226,000172
U.S. Treasury securities$5,978,000538
U.S. Government agency obligations$799,248,000166
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$1,063,872,00050
Privately issued residential mortgage-backed securities$1,058,572,00040
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,300,000116
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$1,059,0001,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$580,276,000139
Mortgage-backed securities$1,857,820,00089
Certificates of participation in pools of residential mortgages$453,814,000143
Issued or guaranteed by U.S.$452,358,000141
Privately issued$1,456,00099
Collaterized mortgage obligations$1,404,006,00056
CMOs issued by government agencies or sponsored agencies$346,890,00084
Privately issued$1,057,116,00034
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$182,255,000139
Available-for-sale securities (fair market value)$1,687,902,000119
Total debt securities$1,869,098,000127
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$1,681,372,000135
U.S. Government securities$872,315,000166
U.S. Treasury securities$5,982,000561
U.S. Government agency obligations$866,333,000164
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$806,213,00059
Privately issued residential mortgage-backed securities$800,993,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,220,000116
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$2,844,000827
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$502,459,000154
Mortgage-backed securities$1,667,326,00096
Certificates of participation in pools of residential mortgages$511,158,000135
Issued or guaranteed by U.S.$509,097,000133
Privately issued$2,061,00087
Collaterized mortgage obligations$1,156,168,00064
CMOs issued by government agencies or sponsored agencies$357,236,00084
Privately issued$798,932,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,596,000133
Available-for-sale securities (fair market value)$1,490,776,000134
Total debt securities$1,678,528,000135
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$1,721,470,000134
U.S. Government securities$911,626,000166
U.S. Treasury securities$5,987,000553
U.S. Government agency obligations$905,639,000162
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$774,326,00064
Privately issued residential mortgage-backed securities$768,676,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,650,000114
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$35,518,000123
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$519,021,000149
Mortgage-backed securities$1,674,315,00093
Certificates of participation in pools of residential mortgages$558,085,000128
Issued or guaranteed by U.S.$555,609,000123
Privately issued$2,476,00085
Collaterized mortgage obligations$1,116,230,00068
CMOs issued by government agencies or sponsored agencies$350,030,00090
Privately issued$766,200,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$204,120,000120
Available-for-sale securities (fair market value)$1,517,350,000129
Total debt securities$1,685,952,000134
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$1,491,268,000147
U.S. Government securities$673,327,000205
U.S. Treasury securities$5,988,000598
U.S. Government agency obligations$667,339,000197
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$817,476,00049
Privately issued residential mortgage-backed securities$811,846,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,630,000119
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$465,0001,607
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$451,633,000158
Mortgage-backed securities$1,479,185,00099
Certificates of participation in pools of residential mortgages$511,040,000142
Issued or guaranteed by U.S.$508,126,000137
Privately issued$2,914,00094
Collaterized mortgage obligations$968,145,00071
CMOs issued by government agencies or sponsored agencies$159,213,000193
Privately issued$808,932,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$213,468,000107
Available-for-sale securities (fair market value)$1,277,800,000143
Total debt securities$1,490,803,000145
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$1,391,715,000148
U.S. Government securities$689,134,000197
U.S. Treasury securities$5,987,000586
U.S. Government agency obligations$683,147,000192
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$700,437,00049
Privately issued residential mortgage-backed securities$694,837,00030
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,600,000127
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$2,144,0001,033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$148,165,000345
Mortgage-backed securities$1,377,984,000103
Certificates of participation in pools of residential mortgages$504,646,000134
Issued or guaranteed by U.S.$501,153,000132
Privately issued$3,493,00084
Collaterized mortgage obligations$873,338,00075
CMOs issued by government agencies or sponsored agencies$181,994,000170
Privately issued$691,344,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$223,219,000104
Available-for-sale securities (fair market value)$1,168,496,000148
Total debt securities$1,389,571,000145
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$746,241,000229
U.S. Government securities$401,147,000299
U.S. Treasury securities$5,987,000585
U.S. Government agency obligations$395,160,000289
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$340,967,00081
Privately issued residential mortgage-backed securities$335,607,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,360,000132
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$4,127,000773
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$242,248,000231
Mortgage-backed securities$730,767,000154
Certificates of participation in pools of residential mortgages$304,619,000185
Issued or guaranteed by U.S.$300,091,000183
Privately issued$4,528,00076
Collaterized mortgage obligations$426,148,000117
CMOs issued by government agencies or sponsored agencies$95,069,000287
Privately issued$331,079,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,138,000503
Available-for-sale securities (fair market value)$704,103,000214
Total debt securities$742,114,000225
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$838,311,000203
U.S. Government securities$537,431,000244
U.S. Treasury securities$6,041,000589
U.S. Government agency obligations$531,390,000233
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$295,943,00084
Privately issued residential mortgage-backed securities$290,588,00054
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,355,0001,089
Foreign debt securities$0294
Equity securities$4,937,000710
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$216,350,000247
Mortgage-backed securities$821,978,000144
Certificates of participation in pools of residential mortgages$395,867,000148
Issued or guaranteed by U.S.$389,529,000147
Privately issued$6,338,00071
Collaterized mortgage obligations$426,111,000117
CMOs issued by government agencies or sponsored agencies$141,861,000224
Privately issued$284,250,00047
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$53,736,000398
Available-for-sale securities (fair market value)$784,575,000184
Total debt securities$833,374,000200
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$845,586,000196
U.S. Government securities$674,218,000194
U.S. Treasury securities$6,079,000608
U.S. Government agency obligations$668,139,000184
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$168,555,000122
Privately issued residential mortgage-backed securities$163,195,00066
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,360,0001,078
Foreign debt securities$0302
Equity securities$2,813,000951
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$236,287,000232
Mortgage-backed securities$831,334,000141
Certificates of participation in pools of residential mortgages$461,020,000130
Issued or guaranteed by U.S.$452,875,000130
Privately issued$8,145,00059
Collaterized mortgage obligations$370,314,000120
CMOs issued by government agencies or sponsored agencies$215,264,000165
Privately issued$155,050,00064
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,973,000309
Available-for-sale securities (fair market value)$777,613,000185
Total debt securities$842,773,000193
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$530,325,000269
U.S. Government securities$448,008,000227
U.S. Treasury securities$6,116,000671
U.S. Government agency obligations$441,892,000220
Securities issued by states & political subdivisions$1,051,0005,189
Other domestic debt securities$80,912,000219
Privately issued residential mortgage-backed securities$75,768,000112
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,144,0001,115
Foreign debt securities$0319
Equity securities$354,0001,726
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$182,684,000278
Mortgage-backed securities$517,507,000173
Certificates of participation in pools of residential mortgages$295,152,000166
Issued or guaranteed by U.S.$280,656,000171
Privately issued$14,496,00054
Collaterized mortgage obligations$222,355,000169
CMOs issued by government agencies or sponsored agencies$161,083,000174
Privately issued$61,272,000109
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$122,365,000170
Available-for-sale securities (fair market value)$407,960,000284
Total debt securities$529,971,000259
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$550,239,000242
U.S. Government securities$360,028,000269
U.S. Treasury securities$7,094,000819
U.S. Government agency obligations$352,934,000254
Securities issued by states & political subdivisions$1,152,0005,136
Other domestic debt securities$185,371,000108
Privately issued residential mortgage-backed securities$180,667,00060
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,704,0001,038
Foreign debt securities$0313
Equity securities$3,688,0001,049
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$209,792,000245
Mortgage-backed securities$508,442,000156
Certificates of participation in pools of residential mortgages$304,568,000143
Issued or guaranteed by U.S.$285,710,000149
Privately issued$18,858,00041
Collaterized mortgage obligations$203,874,000154
CMOs issued by government agencies or sponsored agencies$42,065,000368
Privately issued$161,809,00057
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,401,000152
Available-for-sale securities (fair market value)$359,838,000285
Total debt securities$546,551,000236
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$404,724,000345
U.S. Government securities$334,496,000317
U.S. Treasury securities$7,047,0001,154
U.S. Government agency obligations$327,449,000297
Securities issued by states & political subdivisions$2,182,0004,484
Other domestic debt securities$60,570,000260
Privately issued residential mortgage-backed securities$60,570,000123
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$7,476,000623
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$279,226,000217
Mortgage-backed securities$362,849,000223
Certificates of participation in pools of residential mortgages$214,228,000207
Issued or guaranteed by U.S.$214,228,000202
Privately issued$0307
Collaterized mortgage obligations$148,621,000217
CMOs issued by government agencies or sponsored agencies$88,051,000253
Privately issued$60,570,000106
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$168,875,000172
Available-for-sale securities (fair market value)$235,849,000422
Total debt securities$397,248,000344
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$308,167,000438
U.S. Government securities$246,911,000433
U.S. Treasury securities$2,055,0003,763
U.S. Government agency obligations$244,856,000388
Securities issued by states & political subdivisions$200,0007,265
Other domestic debt securities$41,907,000293
Privately issued residential mortgage-backed securities$41,907,000147
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$19,149,000288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,890,0001,038
Mortgage-backed securities$260,021,000288
Certificates of participation in pools of residential mortgages$216,807,000216
Issued or guaranteed by U.S.$215,443,000212
Privately issued$1,364,000153
Collaterized mortgage obligations$43,214,000451
CMOs issued by government agencies or sponsored agencies$2,671,0002,216
Privately issued$40,543,000122
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$182,588,000171
Available-for-sale securities (fair market value)$125,579,000703
Total debt securities$289,018,000447
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$249,776,000513
U.S. Government securities$235,117,000458
U.S. Treasury securities$40,000,000463
U.S. Government agency obligations$195,117,000450
Securities issued by states & political subdivisions$300,0007,203
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$14,359,000323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,834,000833
Mortgage-backed securities$163,662,000404
Certificates of participation in pools of residential mortgages$159,063,000286
Issued or guaranteed by U.S.$159,063,000276
Privately issued$0394
Collaterized mortgage obligations$4,599,0001,806
CMOs issued by government agencies or sponsored agencies$4,599,0001,726
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$101,781,000349
Available-for-sale securities (fair market value)$147,995,000576
Total debt securities$235,417,000521
Structured notes
Amortized cost$500,0001,789
Fair value$479,0002,156
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$141,396,000880
U.S. Government securities$133,859,000762
U.S. Treasury securities$47,777,000493
U.S. Government agency obligations$86,082,000891
Securities issued by states & political subdivisions$6,560,0002,227
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$977,0002,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,244,0007,549
Mortgage-backed securities$38,439,0001,133
Certificates of participation in pools of residential mortgages$33,452,000915
Issued or guaranteed by U.S.$33,452,000899
Privately issued$0472
Collaterized mortgage obligations$4,987,0001,953
CMOs issued by government agencies or sponsored agencies$4,987,0001,848
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$114,201,000349
Available-for-sale securities (fair market value)$27,195,0002,981
Total debt securities$140,419,000847
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$136,663,000934
U.S. Government securities$130,358,000813
U.S. Treasury securities$57,593,000478
U.S. Government agency obligations$72,765,0001,038
Securities issued by states & political subdivisions$5,308,0002,692
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$997,0002,185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,243,0007,768
Mortgage-backed securities$32,901,0001,315
Certificates of participation in pools of residential mortgages$27,919,0001,062
Issued or guaranteed by U.S.$27,919,0001,041
Privately issued$0558
Collaterized mortgage obligations$4,982,0002,192
CMOs issued by government agencies or sponsored agencies$4,982,0002,066
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$90,297,000454
Available-for-sale securities (fair market value)$46,366,0001,836
Total debt securities$135,666,000907
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$115,869,0001,126
U.S. Government securities$115,569,000924
U.S. Treasury securities$57,471,000607
U.S. Government agency obligations$58,098,0001,233
Securities issued by states & political subdivisions$300,0008,273
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$742,0008,870
Mortgage-backed securities$36,664,0001,277
Certificates of participation in pools of residential mortgages$31,687,000973
Issued or guaranteed by U.S.$31,687,000955
Privately issued$0564
Collaterized mortgage obligations$4,977,0002,324
CMOs issued by government agencies or sponsored agencies$4,977,0002,200
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$112,418,000674
Available-for-sale securities (fair market value)$3,451,0007,823
Total debt securities$115,869,0001,097
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$91,203,0001,501
U.S. Government securities$91,103,0001,216
U.S. Treasury securities$25,752,0001,465
U.S. Government agency obligations$65,351,0001,141
Securities issued by states & political subdivisions$100,0009,288
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$744,0009,062
Mortgage-backed securities$65,351,000922
Certificates of participation in pools of residential mortgages$60,378,000632
Issued or guaranteed by U.S.$60,378,000605
Privately issued$0731
Collaterized mortgage obligations$4,973,0002,634
CMOs issued by government agencies or sponsored agencies$4,973,0002,469
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$91,203,0001,452
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$66,955,0002,012
U.S. Government securities$66,855,0001,620
U.S. Treasury securities$2,243,0008,422
U.S. Government agency obligations$64,612,0001,101
Securities issued by states & political subdivisions$100,0009,256
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$0699
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$364,00010,115
Mortgage-backed securities$64,612,000919
Certificates of participation in pools of residential mortgages$64,612,000607
Issued or guaranteed by U.S.$64,612,000571
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$66,955,0001,966
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