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Community Bank, Securities

2022-06-30Rank
Total securities$5,583,196,00086
U.S. Government securities$5,056,041,00075
U.S. Treasury securities$4,540,596,00027
U.S. Government agency obligations$515,445,000283
Securities issued by states & political subdivisions$527,155,00082
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,396,686,00069
Mortgage-backed securities$440,495,000282
Certificates of participation in pools of residential mortgages$423,734,000194
Issued or guaranteed by U.S.$423,734,000193
Privately issued$0231
Collaterized mortgage obligations$15,138,0001,000
CMOs issued by government agencies or sponsored agencies$15,138,000921
Privately issued$0553
Commercial mortgage-backed securities$1,623,0001,595
Commercial mortgage pass-through securities$1,623,0001,103
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$5,583,196,00072
Total debt securities$5,583,196,00086
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$5,779,661,00085
U.S. Government securities$5,303,506,00076
U.S. Treasury securities$4,745,042,00025
U.S. Government agency obligations$558,464,000272
Securities issued by states & political subdivisions$476,155,00096
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,514,751,00066
Mortgage-backed securities$471,419,000276
Certificates of participation in pools of residential mortgages$452,468,000194
Issued or guaranteed by U.S.$452,468,000194
Privately issued$0238
Collaterized mortgage obligations$17,172,000944
CMOs issued by government agencies or sponsored agencies$17,172,000873
Privately issued$0536
Commercial mortgage-backed securities$1,779,0001,558
Commercial mortgage pass-through securities$1,779,0001,074
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$5,779,661,00072
Total debt securities$5,779,661,00085
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$4,926,248,00095
U.S. Government securities$4,495,959,00081
U.S. Treasury securities$3,900,924,00025
U.S. Government agency obligations$595,035,000268
Securities issued by states & political subdivisions$430,289,000109
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,321,116,00064
Mortgage-backed securities$497,395,000271
Certificates of participation in pools of residential mortgages$475,163,000192
Issued or guaranteed by U.S.$475,163,000191
Privately issued$0246
Collaterized mortgage obligations$20,339,000811
CMOs issued by government agencies or sponsored agencies$20,339,000760
Privately issued$0500
Commercial mortgage-backed securities$1,893,0001,520
Commercial mortgage pass-through securities$1,893,0001,053
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$4,926,248,00081
Total debt securities$4,926,248,00094
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$4,350,293,00099
U.S. Government securities$3,928,328,00084
U.S. Treasury securities$3,293,134,00032
U.S. Government agency obligations$635,194,000249
Securities issued by states & political subdivisions$421,965,000107
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,478,545,00062
Mortgage-backed securities$535,068,000258
Certificates of participation in pools of residential mortgages$508,676,000181
Issued or guaranteed by U.S.$508,676,000180
Privately issued$0234
Collaterized mortgage obligations$24,392,000721
CMOs issued by government agencies or sponsored agencies$24,392,000679
Privately issued$0491
Commercial mortgage-backed securities$2,000,0001,501
Commercial mortgage pass-through securities$2,000,0001,025
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$4,350,293,00088
Total debt securities$4,350,293,00098
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$4,009,645,000102
U.S. Government securities$3,583,494,00084
U.S. Treasury securities$2,909,476,00031
U.S. Government agency obligations$674,018,000232
Securities issued by states & political subdivisions$426,151,000102
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,431,087,00059
Mortgage-backed securities$558,421,000239
Certificates of participation in pools of residential mortgages$526,455,000165
Issued or guaranteed by U.S.$526,455,000164
Privately issued$0247
Collaterized mortgage obligations$29,282,000604
CMOs issued by government agencies or sponsored agencies$29,282,000570
Privately issued$0478
Commercial mortgage-backed securities$2,684,0001,372
Commercial mortgage pass-through securities$2,684,000922
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$4,009,645,00090
Total debt securities$4,009,645,000101
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$3,788,310,000103
U.S. Government securities$3,338,138,00091
U.S. Treasury securities$2,632,967,00032
U.S. Government agency obligations$705,171,000221
Securities issued by states & political subdivisions$450,172,00092
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,332,721,00061
Mortgage-backed securities$581,880,000217
Certificates of participation in pools of residential mortgages$542,197,000143
Issued or guaranteed by U.S.$542,197,000143
Privately issued$0261
Collaterized mortgage obligations$36,894,000497
CMOs issued by government agencies or sponsored agencies$36,894,000464
Privately issued$0475
Commercial mortgage-backed securities$2,789,0001,344
Commercial mortgage pass-through securities$2,789,000886
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$3,788,310,00090
Total debt securities$3,788,310,000102
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$3,544,759,000101
U.S. Government securities$3,067,598,00087
U.S. Treasury securities$2,359,913,00031
U.S. Government agency obligations$707,685,000205
Securities issued by states & political subdivisions$475,660,00084
Other domestic debt securities$1,501,0001,564
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$1,501,0001,195
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,031,962,00066
Mortgage-backed securities$566,215,000209
Certificates of participation in pools of residential mortgages$519,724,000136
Issued or guaranteed by U.S.$519,724,000135
Privately issued$0245
Collaterized mortgage obligations$43,577,000449
CMOs issued by government agencies or sponsored agencies$43,577,000416
Privately issued$0474
Commercial mortgage-backed securities$2,914,0001,279
Commercial mortgage pass-through securities$2,914,000829
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$3,544,759,00087
Total debt securities$3,544,759,000100
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$3,219,627,000102
U.S. Government securities$2,724,624,00091
U.S. Treasury securities$1,982,894,00033
U.S. Government agency obligations$741,730,000192
Securities issued by states & political subdivisions$493,496,00072
Other domestic debt securities$1,507,0001,528
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$1,507,0001,154
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,264,862,00062
Mortgage-backed securities$575,453,000200
Certificates of participation in pools of residential mortgages$515,821,000127
Issued or guaranteed by U.S.$515,821,000127
Privately issued$0251
Collaterized mortgage obligations$51,480,000413
CMOs issued by government agencies or sponsored agencies$51,480,000382
Privately issued$0464
Commercial mortgage-backed securities$8,152,000853
Commercial mortgage pass-through securities$8,152,000496
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$3,219,627,00092
Total debt securities$3,219,627,000101
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$3,290,051,00099
U.S. Government securities$2,766,834,00090
U.S. Treasury securities$1,989,069,00033
U.S. Government agency obligations$777,765,000182
Securities issued by states & political subdivisions$521,705,00060
Other domestic debt securities$1,512,0001,461
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$1,512,0001,100
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,031,354,00067
Mortgage-backed securities$594,531,000192
Certificates of participation in pools of residential mortgages$526,825,000120
Issued or guaranteed by U.S.$526,825,000119
Privately issued$0251
Collaterized mortgage obligations$59,453,000376
CMOs issued by government agencies or sponsored agencies$59,453,000348
Privately issued$0454
Commercial mortgage-backed securities$8,253,000822
Commercial mortgage pass-through securities$8,253,000481
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$3,290,051,00089
Total debt securities$3,290,051,00098
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$3,141,882,00099
U.S. Government securities$2,637,666,00092
U.S. Treasury securities$1,986,718,00031
U.S. Government agency obligations$650,948,000202
Securities issued by states & political subdivisions$501,708,00059
Other domestic debt securities$2,508,0001,222
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$2,508,000869
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,959,308,00070
Mortgage-backed securities$498,587,000216
Certificates of participation in pools of residential mortgages$439,910,000134
Issued or guaranteed by U.S.$439,910,000132
Privately issued$0267
Collaterized mortgage obligations$50,339,000422
CMOs issued by government agencies or sponsored agencies$50,339,000396
Privately issued$0460
Commercial mortgage-backed securities$8,338,000801
Commercial mortgage pass-through securities$8,338,000472
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$3,141,882,00086
Total debt securities$3,141,882,00097
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$3,044,428,00098
U.S. Government securities$2,529,692,00093
U.S. Treasury securities$1,878,705,00032
U.S. Government agency obligations$650,987,000203
Securities issued by states & political subdivisions$512,208,00056
Other domestic debt securities$2,528,0001,185
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$2,528,000837
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,471,456,00074
Mortgage-backed securities$485,933,000225
Certificates of participation in pools of residential mortgages$424,647,000134
Issued or guaranteed by U.S.$424,647,000132
Privately issued$0249
Collaterized mortgage obligations$53,071,000416
CMOs issued by government agencies or sponsored agencies$53,071,000389
Privately issued$0457
Commercial mortgage-backed securities$8,215,000785
Commercial mortgage pass-through securities$8,215,000472
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$3,044,428,00087
Total debt securities$3,044,430,00097
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$2,437,102,000115
U.S. Government securities$1,976,471,000106
U.S. Treasury securities$1,393,310,00037
U.S. Government agency obligations$583,161,000213
Securities issued by states & political subdivisions$458,090,00058
Other domestic debt securities$2,541,0001,186
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$2,541,000835
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,605,412,00068
Mortgage-backed securities$469,825,000221
Certificates of participation in pools of residential mortgages$400,136,000136
Issued or guaranteed by U.S.$400,136,000134
Privately issued$0287
Collaterized mortgage obligations$58,009,000380
CMOs issued by government agencies or sponsored agencies$58,009,000359
Privately issued$0463
Commercial mortgage-backed securities$11,680,000648
Commercial mortgage pass-through securities$11,680,000371
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$2,437,102,000101
Total debt securities$2,437,102,000112
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$2,359,037,000111
U.S. Government securities$1,916,787,000105
U.S. Treasury securities$1,339,593,00037
U.S. Government agency obligations$577,194,000218
Securities issued by states & political subdivisions$439,696,00059
Other domestic debt securities$2,554,0001,163
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$2,554,000835
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,488,284,00076
Mortgage-backed securities$459,709,000224
Certificates of participation in pools of residential mortgages$385,458,000142
Issued or guaranteed by U.S.$385,458,000142
Privately issued$0244
Collaterized mortgage obligations$62,514,000362
CMOs issued by government agencies or sponsored agencies$62,514,000345
Privately issued$0476
Commercial mortgage-backed securities$11,737,000621
Commercial mortgage pass-through securities$11,737,000375
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$2,359,037,00099
Total debt securities$2,359,037,000110
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$2,922,943,00096
U.S. Government securities$2,487,230,00087
U.S. Treasury securities$1,913,361,00034
U.S. Government agency obligations$573,869,000218
Securities issued by states & political subdivisions$433,160,00061
Other domestic debt securities$2,553,0001,167
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$2,553,000837
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,651,459,00069
Mortgage-backed securities$452,258,000225
Certificates of participation in pools of residential mortgages$374,833,000142
Issued or guaranteed by U.S.$374,833,000142
Privately issued$0248
Collaterized mortgage obligations$65,716,000340
CMOs issued by government agencies or sponsored agencies$65,716,000325
Privately issued$0499
Commercial mortgage-backed securities$11,709,000586
Commercial mortgage pass-through securities$11,709,000368
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$2,922,943,00081
Total debt securities$2,922,943,00094
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$2,936,049,00095
U.S. Government securities$2,474,349,00089
U.S. Treasury securities$1,896,931,00033
U.S. Government agency obligations$577,418,000212
Securities issued by states & political subdivisions$459,154,00060
Other domestic debt securities$2,546,0001,151
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,546,000839
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,446,833,00076
Mortgage-backed securities$450,597,000225
Certificates of participation in pools of residential mortgages$364,748,000147
Issued or guaranteed by U.S.$364,748,000147
Privately issued$0211
Collaterized mortgage obligations$68,120,000336
CMOs issued by government agencies or sponsored agencies$68,120,000319
Privately issued$0498
Commercial mortgage-backed securities$17,729,000471
Commercial mortgage pass-through securities$17,729,000272
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$2,936,049,00081
Total debt securities$2,936,049,00094
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$2,904,779,00092
U.S. Government securities$2,426,864,00084
U.S. Treasury securities$1,867,144,00034
U.S. Government agency obligations$559,720,000218
Securities issued by states & political subdivisions$475,365,00059
Other domestic debt securities$2,550,0001,112
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$2,550,000837
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,533,891,00071
Mortgage-backed securities$428,769,000227
Certificates of participation in pools of residential mortgages$340,298,000152
Issued or guaranteed by U.S.$340,298,000151
Privately issued$0145
Collaterized mortgage obligations$70,706,000320
CMOs issued by government agencies or sponsored agencies$70,706,000299
Privately issued$0515
Commercial mortgage-backed securities$17,765,000463
Commercial mortgage pass-through securities$17,765,000268
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$2,904,779,00076
Total debt securities$2,904,779,00090
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$2,939,944,00088
U.S. Government securities$2,445,897,00083
U.S. Treasury securities$1,876,745,00033
U.S. Government agency obligations$569,152,000221
Securities issued by states & political subdivisions$491,484,00061
Other domestic debt securities$2,563,0001,244
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$2,563,000837
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,493,900,00074
Mortgage-backed securities$431,935,000225
Certificates of participation in pools of residential mortgages$337,846,000159
Issued or guaranteed by U.S.$337,846,000158
Privately issued$0453
Collaterized mortgage obligations$76,038,000308
CMOs issued by government agencies or sponsored agencies$76,038,000291
Privately issued$0544
Commercial mortgage-backed securities$18,051,000440
Commercial mortgage pass-through securities$18,051,000255
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$2,939,944,00073
Total debt securities$2,939,944,00087
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$2,986,769,00088
U.S. Government securities$2,473,882,00081
U.S. Treasury securities$1,885,015,00034
U.S. Government agency obligations$588,867,000213
Securities issued by states & political subdivisions$510,308,00058
Other domestic debt securities$2,579,0001,099
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$2,579,000850
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,726,068,00064
Mortgage-backed securities$445,968,000220
Certificates of participation in pools of residential mortgages$340,679,000160
Issued or guaranteed by U.S.$340,679,000158
Privately issued$067
Collaterized mortgage obligations$81,429,000294
CMOs issued by government agencies or sponsored agencies$81,429,000277
Privately issued$0557
Commercial mortgage-backed securities$23,860,000334
Commercial mortgage pass-through securities$23,860,000168
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$2,986,769,00071
Total debt securities$2,986,769,00085
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$3,030,562,00082
U.S. Government securities$2,498,983,00080
U.S. Treasury securities$1,909,290,00033
U.S. Government agency obligations$589,693,000206
Securities issued by states & political subdivisions$528,956,00061
Other domestic debt securities$2,623,0001,078
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$2,623,000846
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,411,306,00076
Mortgage-backed securities$444,912,000221
Certificates of participation in pools of residential mortgages$333,248,000160
Issued or guaranteed by U.S.$333,248,000158
Privately issued$064
Collaterized mortgage obligations$87,374,000280
CMOs issued by government agencies or sponsored agencies$87,374,000263
Privately issued$0573
Commercial mortgage-backed securities$24,290,000321
Commercial mortgage pass-through securities$24,290,000157
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$3,030,562,00070
Total debt securities$3,030,562,00080
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$3,073,732,00078
U.S. Government securities$2,513,112,00077
U.S. Treasury securities$1,927,871,00033
U.S. Government agency obligations$585,241,000208
Securities issued by states & political subdivisions$557,958,00054
Other domestic debt securities$2,662,0001,096
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$2,662,000875
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,746,200,00061
Mortgage-backed securities$438,971,000224
Certificates of participation in pools of residential mortgages$316,094,000162
Issued or guaranteed by U.S.$316,094,000160
Privately issued$069
Collaterized mortgage obligations$94,049,000272
CMOs issued by government agencies or sponsored agencies$94,049,000257
Privately issued$0584
Commercial mortgage-backed securities$28,828,000285
Commercial mortgage pass-through securities$28,828,000143
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$3,073,732,00063
Total debt securities$3,073,732,00077
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$3,085,826,00080
U.S. Government securities$2,509,683,00075
U.S. Treasury securities$1,928,311,00032
U.S. Government agency obligations$581,372,000214
Securities issued by states & political subdivisions$573,472,00051
Other domestic debt securities$2,671,0001,115
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$2,671,000887
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,052,818,00051
Mortgage-backed securities$433,886,000227
Certificates of participation in pools of residential mortgages$304,148,000169
Issued or guaranteed by U.S.$304,148,000167
Privately issued$067
Collaterized mortgage obligations$100,439,000269
CMOs issued by government agencies or sponsored agencies$100,439,000252
Privately issued$0606
Commercial mortgage-backed securities$29,299,000276
Commercial mortgage pass-through securities$29,299,000140
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$3,085,826,00063
Total debt securities$3,085,826,00078
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$2,740,436,00094
U.S. Government securities$2,156,097,00086
U.S. Treasury securities$1,908,234,00031
U.S. Government agency obligations$247,863,000399
Securities issued by states & political subdivisions$578,658,00052
Other domestic debt securities$5,681,000811
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$5,681,000612
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,758,896,00061
Mortgage-backed securities$247,863,000319
Certificates of participation in pools of residential mortgages$232,955,000215
Issued or guaranteed by U.S.$232,955,000214
Privately issued$066
Collaterized mortgage obligations$8,809,0001,225
CMOs issued by government agencies or sponsored agencies$8,809,0001,168
Privately issued$0642
Commercial mortgage-backed securities$6,099,000624
Commercial mortgage pass-through securities$6,099,000373
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$2,740,436,00074
Total debt securities$2,740,436,00092
Structured notes
Amortized cost$3,004,000372
Fair value$3,004,000372
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$2,748,204,00094
U.S. Government securities$2,147,527,00084
U.S. Treasury securities$1,902,762,00030
U.S. Government agency obligations$244,765,000393
Securities issued by states & political subdivisions$594,990,00049
Other domestic debt securities$5,687,000817
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$5,687,000606
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,865,079,00056
Mortgage-backed securities$244,765,000316
Certificates of participation in pools of residential mortgages$221,130,000224
Issued or guaranteed by U.S.$221,130,000223
Privately issued$071
Collaterized mortgage obligations$9,535,0001,162
CMOs issued by government agencies or sponsored agencies$9,535,0001,110
Privately issued$0666
Commercial mortgage-backed securities$14,100,000388
Commercial mortgage pass-through securities$14,100,000221
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$2,748,204,00073
Total debt securities$2,748,204,00093
Structured notes
Amortized cost$3,008,000356
Fair value$3,010,000352
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$2,841,844,00087
U.S. Government securities$2,211,848,00079
U.S. Treasury securities$1,976,612,00027
U.S. Government agency obligations$235,236,000405
Securities issued by states & political subdivisions$624,222,00045
Other domestic debt securities$5,774,000799
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$5,774,000600
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,841,857,00053
Mortgage-backed securities$235,236,000324
Certificates of participation in pools of residential mortgages$210,428,000226
Issued or guaranteed by U.S.$210,428,000225
Privately issued$067
Collaterized mortgage obligations$10,504,0001,121
CMOs issued by government agencies or sponsored agencies$10,504,0001,071
Privately issued$0671
Commercial mortgage-backed securities$14,304,000367
Commercial mortgage pass-through securities$14,304,000204
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$2,841,844,00068
Total debt securities$2,841,844,00086
Structured notes
Amortized cost$3,012,000346
Fair value$3,016,000354
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$2,889,447,00085
U.S. Government securities$2,227,299,00080
U.S. Treasury securities$1,992,657,00024
U.S. Government agency obligations$234,642,000410
Securities issued by states & political subdivisions$645,488,00044
Other domestic debt securities$16,660,000455
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$16,660,000314
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,213,773,00051
Mortgage-backed securities$234,642,000323
Certificates of participation in pools of residential mortgages$208,691,000220
Issued or guaranteed by U.S.$208,691,000219
Privately issued$071
Collaterized mortgage obligations$11,502,0001,076
CMOs issued by government agencies or sponsored agencies$11,502,0001,026
Privately issued$0687
Commercial mortgage-backed securities$14,449,000351
Commercial mortgage pass-through securities$14,449,000194
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$2,889,447,00066
Total debt securities$2,889,447,00085
Structured notes
Amortized cost$3,016,000396
Fair value$3,026,000401
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$2,870,326,00083
U.S. Government securities$2,191,250,00081
U.S. Treasury securities$1,963,543,00024
U.S. Government agency obligations$227,707,000430
Securities issued by states & political subdivisions$662,392,00039
Other domestic debt securities$16,684,000448
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$16,684,000306
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,162,646,00053
Mortgage-backed securities$227,707,000341
Certificates of participation in pools of residential mortgages$200,708,000228
Issued or guaranteed by U.S.$200,708,000227
Privately issued$066
Collaterized mortgage obligations$12,436,0001,034
CMOs issued by government agencies or sponsored agencies$12,436,000980
Privately issued$0699
Commercial mortgage-backed securities$14,563,000339
Commercial mortgage pass-through securities$14,563,000186
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$2,870,326,00066
Total debt securities$2,870,326,00083
Structured notes
Amortized cost$3,020,000493
Fair value$3,030,000494
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$2,807,713,00085
U.S. Government securities$2,124,150,00082
U.S. Treasury securities$1,899,977,00025
U.S. Government agency obligations$224,173,000435
Securities issued by states & political subdivisions$666,883,00038
Other domestic debt securities$16,680,000438
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$16,680,000298
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,750,146,00064
Mortgage-backed securities$224,173,000348
Certificates of participation in pools of residential mortgages$195,886,000232
Issued or guaranteed by U.S.$195,886,000231
Privately issued$066
Collaterized mortgage obligations$13,308,0001,013
CMOs issued by government agencies or sponsored agencies$13,308,000962
Privately issued$0704
Commercial mortgage-backed securities$14,979,000318
Commercial mortgage pass-through securities$14,979,000175
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$2,807,713,00067
Total debt securities$2,807,713,00084
Structured notes
Amortized cost$3,024,000556
Fair value$3,024,000558
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$2,867,033,00082
U.S. Government securities$2,163,623,00081
U.S. Treasury securities$1,933,270,00024
U.S. Government agency obligations$230,353,000429
Securities issued by states & political subdivisions$686,627,00036
Other domestic debt securities$16,783,000441
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$16,783,000295
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,340,070,00076
Mortgage-backed securities$230,353,000342
Certificates of participation in pools of residential mortgages$200,796,000226
Issued or guaranteed by U.S.$200,796,000224
Privately issued$065
Collaterized mortgage obligations$14,417,000986
CMOs issued by government agencies or sponsored agencies$14,417,000933
Privately issued$0721
Commercial mortgage-backed securities$15,140,000296
Commercial mortgage pass-through securities$15,140,000162
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$2,867,033,00065
Total debt securities$2,867,033,00082
Structured notes
Amortized cost$3,029,000654
Fair value$3,038,000656
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$2,817,436,00081
U.S. Government securities$2,127,855,00082
U.S. Treasury securities$1,893,445,00023
U.S. Government agency obligations$234,410,000433
Securities issued by states & political subdivisions$662,764,00036
Other domestic debt securities$26,817,000326
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$26,817,000209
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,176,515,00090
Mortgage-backed securities$234,410,000335
Certificates of participation in pools of residential mortgages$198,328,000231
Issued or guaranteed by U.S.$198,328,000229
Privately issued$067
Collaterized mortgage obligations$15,655,000972
CMOs issued by government agencies or sponsored agencies$15,655,000923
Privately issued$0741
Commercial mortgage-backed securities$20,427,000228
Commercial mortgage pass-through securities$20,427,000123
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$2,817,436,00065
Total debt securities$2,817,436,00080
Structured notes
Amortized cost$3,033,000755
Fair value$3,041,000756
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$2,622,352,00083
U.S. Government securities$1,922,617,00086
U.S. Treasury securities$1,676,112,00024
U.S. Government agency obligations$246,505,000421
Securities issued by states & political subdivisions$672,709,00035
Other domestic debt securities$27,026,000321
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$27,026,000209
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,286,533,00081
Mortgage-backed securities$246,505,000328
Certificates of participation in pools of residential mortgages$208,824,000219
Issued or guaranteed by U.S.$208,824,000218
Privately issued$070
Collaterized mortgage obligations$16,980,000942
CMOs issued by government agencies or sponsored agencies$16,980,000898
Privately issued$0776
Commercial mortgage-backed securities$20,701,000220
Commercial mortgage pass-through securities$20,701,000112
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$2,622,352,00068
Total debt securities$2,622,352,00083
Structured notes
Amortized cost$3,037,000800
Fair value$3,053,000802
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$2,472,480,00086
U.S. Government securities$1,773,486,00088
U.S. Treasury securities$1,496,667,00024
U.S. Government agency obligations$276,819,000388
Securities issued by states & political subdivisions$671,903,00033
Other domestic debt securities$27,091,000316
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$27,091,000208
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,181,560,00090
Mortgage-backed securities$255,752,000325
Certificates of participation in pools of residential mortgages$216,915,000211
Issued or guaranteed by U.S.$216,915,000210
Privately issued$075
Collaterized mortgage obligations$18,025,000929
CMOs issued by government agencies or sponsored agencies$18,025,000885
Privately issued$0785
Commercial mortgage-backed securities$20,812,000215
Commercial mortgage pass-through securities$20,812,000114
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$2,472,480,00069
Total debt securities$2,472,480,00086
Structured notes
Amortized cost$3,041,000856
Fair value$3,040,000858
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$2,465,501,00084
U.S. Government securities$1,749,880,00090
U.S. Treasury securities$1,465,231,00022
U.S. Government agency obligations$284,649,000378
Securities issued by states & political subdivisions$688,334,00031
Other domestic debt securities$27,287,000318
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$27,287,000208
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,106,933,00097
Mortgage-backed securities$263,253,000315
Certificates of participation in pools of residential mortgages$218,387,000210
Issued or guaranteed by U.S.$218,387,000209
Privately issued$073
Collaterized mortgage obligations$19,130,000911
CMOs issued by government agencies or sponsored agencies$19,130,000872
Privately issued$0821
Commercial mortgage-backed securities$25,736,000187
Commercial mortgage pass-through securities$25,736,00097
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$2,465,501,00068
Total debt securities$2,465,501,00084
Structured notes
Amortized cost$3,045,000936
Fair value$3,046,000938
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$2,493,350,00085
U.S. Government securities$1,758,614,00091
U.S. Treasury securities$1,465,294,00019
U.S. Government agency obligations$293,320,000369
Securities issued by states & political subdivisions$707,258,00030
Other domestic debt securities$27,478,000334
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$27,478,000215
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,105,260,00096
Mortgage-backed securities$271,613,000310
Certificates of participation in pools of residential mortgages$225,226,000206
Issued or guaranteed by U.S.$225,226,000205
Privately issued$075
Collaterized mortgage obligations$20,473,000882
CMOs issued by government agencies or sponsored agencies$20,473,000835
Privately issued$0840
Commercial mortgage-backed securities$25,914,000179
Commercial mortgage pass-through securities$25,914,00093
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$2,493,350,00071
Total debt securities$2,493,350,00084
Structured notes
Amortized cost$3,049,000980
Fair value$3,067,000975
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$2,469,853,00085
U.S. Government securities$1,743,170,00091
U.S. Treasury securities$1,437,218,00016
U.S. Government agency obligations$305,952,000358
Securities issued by states & political subdivisions$699,126,00031
Other domestic debt securities$27,557,000341
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$27,557,000230
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,053,331,00099
Mortgage-backed securities$276,439,000307
Certificates of participation in pools of residential mortgages$228,811,000203
Issued or guaranteed by U.S.$228,811,000202
Privately issued$076
Collaterized mortgage obligations$21,589,000876
CMOs issued by government agencies or sponsored agencies$21,589,000829
Privately issued$0874
Commercial mortgage-backed securities$26,039,000169
Commercial mortgage pass-through securities$26,039,00090
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$2,469,853,00071
Total debt securities$2,469,853,00083
Structured notes
Amortized cost$3,053,000992
Fair value$3,055,000986
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$2,185,743,00098
U.S. Government securities$1,489,174,00099
U.S. Treasury securities$1,182,261,00016
U.S. Government agency obligations$306,913,000349
Securities issued by states & political subdivisions$668,982,00033
Other domestic debt securities$27,587,000358
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$27,587,000227
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$977,942,000100
Mortgage-backed securities$277,027,000299
Certificates of participation in pools of residential mortgages$229,040,000205
Issued or guaranteed by U.S.$229,040,000204
Privately issued$081
Collaterized mortgage obligations$22,049,000847
CMOs issued by government agencies or sponsored agencies$22,049,000795
Privately issued$0906
Commercial mortgage-backed securities$25,938,000162
Commercial mortgage pass-through securities$25,938,00086
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$2,185,743,00077
Total debt securities$2,185,743,00096
Structured notes
Amortized cost$3,058,000971
Fair value$3,026,000956
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$2,466,070,00088
U.S. Government securities$1,699,462,00091
U.S. Treasury securities$1,381,299,00014
U.S. Government agency obligations$318,163,000330
Securities issued by states & political subdivisions$687,633,00031
Other domestic debt securities$78,975,000170
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$51,251,00033
Other domestic debt securities - All other$27,724,000225
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,111,456,00087
Mortgage-backed securities$281,541,000297
Certificates of participation in pools of residential mortgages$231,152,000207
Issued or guaranteed by U.S.$231,152,000206
Privately issued$080
Collaterized mortgage obligations$23,936,000826
CMOs issued by government agencies or sponsored agencies$23,936,000776
Privately issued$0947
Commercial mortgage-backed securities$26,453,000157
Commercial mortgage pass-through securities$26,453,00081
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$617,910,00065
Available-for-sale securities (fair market value)$1,848,160,00091
Total debt securities$2,466,070,00087
Structured notes
Amortized cost$3,062,000965
Fair value$3,038,000957
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$2,325,034,00088
U.S. Government securities$1,577,350,000100
U.S. Treasury securities$1,195,332,00014
U.S. Government agency obligations$382,018,000277
Securities issued by states & political subdivisions$672,669,00031
Other domestic debt securities$75,015,000181
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$47,290,00029
Other domestic debt securities - All other$27,725,000230
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,078,199,00086
Mortgage-backed securities$279,501,000290
Certificates of participation in pools of residential mortgages$234,458,000196
Issued or guaranteed by U.S.$234,458,000195
Privately issued$083
Collaterized mortgage obligations$26,339,000786
CMOs issued by government agencies or sponsored agencies$26,339,000741
Privately issued$0969
Commercial mortgage-backed securities$18,704,000182
Commercial mortgage pass-through securities$18,704,00097
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$619,207,00055
Available-for-sale securities (fair market value)$1,705,827,00096
Total debt securities$2,325,034,00087
Structured notes
Amortized cost$3,066,000944
Fair value$3,012,000944
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$2,405,178,00087
U.S. Government securities$1,620,406,00097
U.S. Treasury securities$1,195,478,00015
U.S. Government agency obligations$424,928,000258
Securities issued by states & political subdivisions$709,066,00028
Other domestic debt securities$75,706,000177
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$47,486,00026
Other domestic debt securities - All other$28,220,000228
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,117,995,00084
Mortgage-backed securities$301,359,000281
Certificates of participation in pools of residential mortgages$251,878,000188
Issued or guaranteed by U.S.$251,878,000186
Privately issued$083
Collaterized mortgage obligations$30,636,000747
CMOs issued by government agencies or sponsored agencies$30,636,000694
Privately issued$01,005
Commercial mortgage-backed securities$18,845,000165
Commercial mortgage pass-through securities$18,845,00091
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$631,984,00053
Available-for-sale securities (fair market value)$1,773,194,00099
Total debt securities$2,405,178,00087
Structured notes
Amortized cost$3,070,000959
Fair value$3,095,000960
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$2,758,886,00075
U.S. Government securities$1,952,355,00084
U.S. Treasury securities$1,408,772,00015
U.S. Government agency obligations$543,583,000207
Securities issued by states & political subdivisions$728,634,00027
Other domestic debt securities$77,897,000169
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$49,600,00023
Other domestic debt securities - All other$28,297,000217
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,175,565,00083
Mortgage-backed securities$324,465,000270
Certificates of participation in pools of residential mortgages$263,023,000181
Issued or guaranteed by U.S.$263,023,000180
Privately issued$085
Collaterized mortgage obligations$33,935,000696
CMOs issued by government agencies or sponsored agencies$33,935,000651
Privately issued$01,025
Commercial mortgage-backed securities$27,507,000114
Commercial mortgage pass-through securities$27,507,00054
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$637,894,00051
Available-for-sale securities (fair market value)$2,120,992,00081
Total debt securities$2,758,886,00074
Structured notes
Amortized cost$61,979,00049
Fair value$49,600,00069
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$2,836,270,00078
U.S. Government securities$1,983,131,00084
U.S. Treasury securities$1,412,742,00017
U.S. Government agency obligations$570,389,000198
Securities issued by states & political subdivisions$773,805,00024
Other domestic debt securities$79,334,000173
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$50,837,00021
Other domestic debt securities - All other$28,497,000229
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,224,966,00080
Mortgage-backed securities$349,417,000265
Certificates of participation in pools of residential mortgages$284,187,000179
Issued or guaranteed by U.S.$284,187,000178
Privately issued$088
Collaterized mortgage obligations$36,974,000686
CMOs issued by government agencies or sponsored agencies$36,974,000636
Privately issued$01,068
Commercial mortgage-backed securities$28,256,000107
Commercial mortgage pass-through securities$28,256,00053
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$641,540,00052
Available-for-sale securities (fair market value)$2,194,730,00079
Total debt securities$2,836,270,00078
Structured notes
Amortized cost$63,970,00045
Fair value$50,837,00072
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$2,853,511,00074
U.S. Government securities$2,002,633,00079
U.S. Treasury securities$1,405,639,00016
U.S. Government agency obligations$596,994,000187
Securities issued by states & political subdivisions$782,900,00024
Other domestic debt securities$67,978,000192
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$48,786,00020
Other domestic debt securities - All other$19,192,000306
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,105,943,00085
Mortgage-backed securities$366,046,000261
Certificates of participation in pools of residential mortgages$297,714,000179
Issued or guaranteed by U.S.$297,714,000178
Privately issued$094
Collaterized mortgage obligations$39,910,000660
CMOs issued by government agencies or sponsored agencies$39,910,000603
Privately issued$01,117
Commercial mortgage-backed securities$28,422,000100
Commercial mortgage pass-through securities$28,422,00050
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$647,747,00049
Available-for-sale securities (fair market value)$2,205,764,00074
Total debt securities$2,853,511,00074
Structured notes
Amortized cost$64,688,00052
Fair value$48,786,00072
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$2,697,635,00079
U.S. Government securities$1,913,009,00087
U.S. Treasury securities$1,284,768,00016
U.S. Government agency obligations$628,241,000188
Securities issued by states & political subdivisions$711,485,00024
Other domestic debt securities$70,201,000187
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$47,385,00020
Other domestic debt securities - All other$22,816,000261
Foreign debt securities$2,940,00089
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,304,0005,624
Mortgage-backed securities$389,470,000256
Certificates of participation in pools of residential mortgages$317,156,000166
Issued or guaranteed by U.S.$317,156,000165
Privately issued$094
Collaterized mortgage obligations$43,310,000641
CMOs issued by government agencies or sponsored agencies$43,310,000589
Privately issued$01,155
Commercial mortgage-backed securities$29,004,00085
Commercial mortgage pass-through securities$29,004,00039
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$652,672,00047
Available-for-sale securities (fair market value)$2,044,963,00082
Total debt securities$2,697,635,00077
Structured notes
Amortized cost$67,089,00064
Fair value$47,385,000102
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$2,092,078,00099
U.S. Government securities$1,382,706,000109
U.S. Treasury securities$728,253,00019
U.S. Government agency obligations$654,453,000171
Securities issued by states & political subdivisions$642,635,00029
Other domestic debt securities$66,737,000201
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$43,846,00020
Other domestic debt securities - All other$22,891,000246
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,014,793,00082
Mortgage-backed securities$413,897,000225
Certificates of participation in pools of residential mortgages$336,968,000155
Issued or guaranteed by U.S.$336,968,000155
Privately issued$0121
Collaterized mortgage obligations$46,943,000600
CMOs issued by government agencies or sponsored agencies$46,943,000526
Privately issued$01,216
Commercial mortgage-backed securities$29,986,00065
Commercial mortgage pass-through securities$29,986,00024
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$553,495,00051
Available-for-sale securities (fair market value)$1,538,583,000106
Total debt securities$2,092,078,000100
Structured notes
Amortized cost$68,115,00061
Fair value$43,846,000111
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$2,015,980,000104
U.S. Government securities$1,328,412,000113
U.S. Treasury securities$597,480,00020
U.S. Government agency obligations$730,932,000157
Securities issued by states & political subdivisions$615,018,00029
Other domestic debt securities$72,550,000196
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$47,023,00018
Other domestic debt securities - All other$25,527,000208
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,051,0005,474
Mortgage-backed securities$444,846,000202
Certificates of participation in pools of residential mortgages$357,742,000145
Issued or guaranteed by U.S.$357,742,000144
Privately issued$0132
Collaterized mortgage obligations$50,391,000585
CMOs issued by government agencies or sponsored agencies$50,391,000506
Privately issued$01,235
Commercial mortgage-backed securities$36,713,00050
Commercial mortgage pass-through securities$36,713,00018
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$558,591,00050
Available-for-sale securities (fair market value)$1,457,389,000111
Total debt securities$2,015,980,000103
Structured notes
Amortized cost$68,487,00058
Fair value$47,023,00092
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$2,031,800,000100
U.S. Government securities$1,359,076,000107
U.S. Treasury securities$567,524,00022
U.S. Government agency obligations$791,552,000148
Securities issued by states & political subdivisions$603,319,00028
Other domestic debt securities$69,405,000200
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$48,971,00020
Other domestic debt securities - All other$20,434,000233
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,027,232,00083
Mortgage-backed securities$454,021,000205
Certificates of participation in pools of residential mortgages$365,741,000141
Issued or guaranteed by U.S.$365,741,000140
Privately issued$0125
Collaterized mortgage obligations$54,005,000548
CMOs issued by government agencies or sponsored agencies$54,005,000474
Privately issued$01,265
Commercial mortgage-backed securities$34,275,00040
Commercial mortgage pass-through securities$34,275,00016
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$592,074,00048
Available-for-sale securities (fair market value)$1,439,726,000108
Total debt securities$2,031,800,000100
Structured notes
Amortized cost$68,808,00066
Fair value$48,971,000107
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$1,738,352,000116
U.S. Government securities$1,055,667,000126
U.S. Treasury securities$477,618,00022
U.S. Government agency obligations$578,049,000192
Securities issued by states & political subdivisions$608,877,00029
Other domestic debt securities$73,808,000194
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$48,172,00022
Other domestic debt securities - All other$25,636,000195
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$884,206,00097
Mortgage-backed securities$232,189,000337
Certificates of participation in pools of residential mortgages$186,550,000252
Issued or guaranteed by U.S.$186,550,000251
Privately issued$0136
Collaterized mortgage obligations$10,075,0001,524
CMOs issued by government agencies or sponsored agencies$10,075,0001,330
Privately issued$01,299
Commercial mortgage-backed securities$35,564,00039
Commercial mortgage pass-through securities$35,564,00015
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$593,325,00046
Available-for-sale securities (fair market value)$1,145,027,000126
Total debt securities$1,738,352,000115
Structured notes
Amortized cost$69,164,00072
Fair value$48,172,000121
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$1,688,444,000113
U.S. Government securities$992,983,000127
U.S. Treasury securities$416,680,00027
U.S. Government agency obligations$576,303,000188
Securities issued by states & political subdivisions$590,082,00028
Other domestic debt securities$105,379,000162
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$36,175,00030
Asset backed securities$0234
Structured financial products - Total$41,993,00023
Other domestic debt securities - All other$27,211,000186
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$848,632,00099
Mortgage-backed securities$247,000,000318
Certificates of participation in pools of residential mortgages$200,430,000221
Issued or guaranteed by U.S.$200,430,000219
Privately issued$0141
Collaterized mortgage obligations$10,395,0001,463
CMOs issued by government agencies or sponsored agencies$10,395,0001,280
Privately issued$01,350
Commercial mortgage-backed securities$36,175,00030
Commercial mortgage pass-through securities$36,175,00012
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$602,908,00046
Available-for-sale securities (fair market value)$1,085,536,000125
Total debt securities$1,688,444,000112
Structured notes
Amortized cost$69,508,00058
Fair value$41,993,000128
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$1,715,244,000105
U.S. Government securities$928,393,000129
U.S. Treasury securities$401,720,00029
U.S. Government agency obligations$526,673,000192
Securities issued by states & political subdivisions$586,679,00026
Other domestic debt securities$200,172,000101
Privately issued residential mortgage-backed securities$89,360,00092
Commercial mortgage-backed securities - Total$38,632,00032
Asset backed securities$0226
Structured financial products - Total$44,295,00022
Other domestic debt securities - All other$27,885,000182
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$958,550,00089
Mortgage-backed securities$272,224,000280
Certificates of participation in pools of residential mortgages$222,871,000189
Issued or guaranteed by U.S.$133,511,000299
Privately issued$89,360,00016
Collaterized mortgage obligations$10,721,0001,418
CMOs issued by government agencies or sponsored agencies$10,721,0001,229
Privately issued$01,417
Commercial mortgage-backed securities$38,632,00032
Commercial mortgage pass-through securities$38,632,00013
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$597,947,00043
Available-for-sale securities (fair market value)$1,117,297,000117
Total debt securities$1,715,244,000104
Structured notes
Amortized cost$69,908,00051
Fair value$44,295,000108
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$1,704,069,000108
U.S. Government securities$1,031,120,000116
U.S. Treasury securities$401,685,00025
U.S. Government agency obligations$629,435,000166
Securities issued by states & political subdivisions$550,280,00029
Other domestic debt securities$122,669,000143
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$37,880,00030
Asset backed securities$0230
Structured financial products - Total$47,343,00023
Other domestic debt securities - All other$37,446,000139
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$829,473,000100
Mortgage-backed securities$288,070,000253
Certificates of participation in pools of residential mortgages$239,284,000179
Issued or guaranteed by U.S.$239,284,000178
Privately issued$0148
Collaterized mortgage obligations$10,906,0001,346
CMOs issued by government agencies or sponsored agencies$10,906,0001,146
Privately issued$01,445
Commercial mortgage-backed securities$37,880,00030
Commercial mortgage pass-through securities$37,880,00011
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$611,628,00042
Available-for-sale securities (fair market value)$1,092,441,000122
Total debt securities$1,704,069,000105
Structured notes
Amortized cost$70,294,00050
Fair value$47,343,00099
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$1,691,585,000106
U.S. Government securities$1,037,908,000111
U.S. Treasury securities$401,638,00025
U.S. Government agency obligations$636,270,000161
Securities issued by states & political subdivisions$534,386,00031
Other domestic debt securities$119,291,000148
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$36,075,00033
Asset backed securities$0238
Structured financial products - Total$46,021,00026
Other domestic debt securities - All other$37,195,000143
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$821,047,00097
Mortgage-backed securities$299,936,000253
Certificates of participation in pools of residential mortgages$252,673,000172
Issued or guaranteed by U.S.$252,673,000171
Privately issued$0145
Collaterized mortgage obligations$11,188,0001,307
CMOs issued by government agencies or sponsored agencies$11,188,0001,093
Privately issued$01,481
Commercial mortgage-backed securities$36,075,00033
Commercial mortgage pass-through securities$36,075,00013
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$625,218,00041
Available-for-sale securities (fair market value)$1,066,367,000125
Total debt securities$1,691,585,000107
Structured notes
Amortized cost$70,653,00039
Fair value$46,021,00079
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$1,432,108,000120
U.S. Government securities$769,216,000145
U.S. Treasury securities$84,505,00063
U.S. Government agency obligations$684,711,000158
Securities issued by states & political subdivisions$545,348,00031
Other domestic debt securities$117,544,000156
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$36,339,00034
Asset backed securities$0262
Structured financial products - Total$44,014,00027
Other domestic debt securities - All other$37,191,000139
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$810,761,00097
Mortgage-backed securities$330,049,000235
Certificates of participation in pools of residential mortgages$282,225,000160
Issued or guaranteed by U.S.$282,225,000158
Privately issued$0157
Collaterized mortgage obligations$11,485,0001,283
CMOs issued by government agencies or sponsored agencies$11,485,0001,049
Privately issued$01,512
Commercial mortgage-backed securities$36,339,00034
Commercial mortgage pass-through securities$36,339,00013
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$335,936,00063
Available-for-sale securities (fair market value)$1,096,172,000126
Total debt securities$1,432,108,000118
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$1,442,731,000122
U.S. Government securities$731,621,000153
U.S. Treasury securities$989,000757
U.S. Government agency obligations$730,632,000149
Securities issued by states & political subdivisions$590,714,00029
Other domestic debt securities$120,396,000164
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$37,616,00037
Asset backed securities$0266
Structured financial products - Total$45,420,00029
Other domestic debt securities - All other$37,360,000140
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$801,308,000100
Mortgage-backed securities$361,394,000221
Certificates of participation in pools of residential mortgages$312,014,000161
Issued or guaranteed by U.S.$312,014,000158
Privately issued$0171
Collaterized mortgage obligations$11,764,0001,256
CMOs issued by government agencies or sponsored agencies$11,764,0001,015
Privately issued$01,566
Commercial mortgage-backed securities$37,616,00037
Commercial mortgage pass-through securities$37,616,00013
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$283,589,00084
Available-for-sale securities (fair market value)$1,159,142,000121
Total debt securities$1,442,731,000122
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$1,280,213,000133
U.S. Government securities$614,696,000166
U.S. Treasury securities$970,000742
U.S. Government agency obligations$613,726,000161
Securities issued by states & political subdivisions$575,006,00030
Other domestic debt securities$90,511,000213
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$54,560,00025
Other domestic debt securities - All other$35,951,000158
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$778,355,000105
Mortgage-backed securities$260,727,000295
Certificates of participation in pools of residential mortgages$246,236,000192
Issued or guaranteed by U.S.$246,236,000189
Privately issued$0181
Collaterized mortgage obligations$14,491,0001,103
CMOs issued by government agencies or sponsored agencies$14,491,000863
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$110,355,000182
Available-for-sale securities (fair market value)$1,169,858,000119
Total debt securities$1,280,213,000134
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$1,363,451,000129
U.S. Government securities$699,460,000160
U.S. Treasury securities$1,003,000666
U.S. Government agency obligations$698,457,000153
Securities issued by states & political subdivisions$580,973,00030
Other domestic debt securities$83,018,000222
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$83,018,00078
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$775,710,000103
Mortgage-backed securities$274,562,000294
Certificates of participation in pools of residential mortgages$253,270,000201
Issued or guaranteed by U.S.$253,270,000197
Privately issued$0191
Collaterized mortgage obligations$21,292,000873
CMOs issued by government agencies or sponsored agencies$21,292,000667
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$114,906,000181
Available-for-sale securities (fair market value)$1,248,545,000120
Total debt securities$1,363,451,000124
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$1,340,287,000117
U.S. Government securities$691,447,000160
U.S. Treasury securities$1,007,000623
U.S. Government agency obligations$690,440,000155
Securities issued by states & political subdivisions$563,723,00031
Other domestic debt securities$85,117,000213
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$85,117,00076
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$719,776,000112
Mortgage-backed securities$217,747,000343
Certificates of participation in pools of residential mortgages$192,047,000252
Issued or guaranteed by U.S.$192,047,000247
Privately issued$0188
Collaterized mortgage obligations$25,700,000741
CMOs issued by government agencies or sponsored agencies$25,700,000551
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$77,794,000246
Available-for-sale securities (fair market value)$1,262,493,000109
Total debt securities$1,340,287,000114
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$1,224,500,000125
U.S. Government securities$613,989,000160
U.S. Treasury securities$1,013,000637
U.S. Government agency obligations$612,976,000158
Securities issued by states & political subdivisions$525,711,00034
Other domestic debt securities$84,800,000226
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$84,800,00079
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$688,581,000112
Mortgage-backed securities$204,736,000347
Certificates of participation in pools of residential mortgages$177,000,000265
Issued or guaranteed by U.S.$177,000,000259
Privately issued$0192
Collaterized mortgage obligations$27,736,000675
CMOs issued by government agencies or sponsored agencies$27,736,000494
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$98,655,000199
Available-for-sale securities (fair market value)$1,125,845,000111
Total debt securities$1,224,500,000122
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$4,000247
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$1,205,319,000130
U.S. Government securities$576,066,000174
U.S. Treasury securities$1,016,000621
U.S. Government agency obligations$575,050,000172
Securities issued by states & political subdivisions$531,807,00031
Other domestic debt securities$97,446,000217
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$97,446,00080
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$687,277,000110
Mortgage-backed securities$198,275,000356
Certificates of participation in pools of residential mortgages$168,026,000275
Issued or guaranteed by U.S.$168,026,000269
Privately issued$0202
Collaterized mortgage obligations$30,249,000621
CMOs issued by government agencies or sponsored agencies$30,249,000449
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,071,000146
Available-for-sale securities (fair market value)$1,070,248,000120
Total debt securities$1,205,315,000129
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$4,000266
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$1,254,668,000133
U.S. Government securities$595,031,000175
U.S. Treasury securities$1,029,000637
U.S. Government agency obligations$594,002,000170
Securities issued by states & political subdivisions$553,442,00031
Other domestic debt securities$106,195,000197
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$68,454,00049
Structured financial products - TotalNANA
Other domestic debt securities - All other$37,741,000155
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$728,140,000100
Mortgage-backed securities$207,528,000344
Certificates of participation in pools of residential mortgages$174,806,000259
Issued or guaranteed by U.S.$174,806,000252
Privately issued$0205
Collaterized mortgage obligations$32,722,000582
CMOs issued by government agencies or sponsored agencies$32,722,000419
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$132,984,000137
Available-for-sale securities (fair market value)$1,121,684,000127
Total debt securities$1,254,668,000131
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$4,000251
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$1,336,434,000127
U.S. Government securities$673,561,000159
U.S. Treasury securities$1,018,000707
U.S. Government agency obligations$672,543,000157
Securities issued by states & political subdivisions$550,227,00029
Other domestic debt securities$112,646,000188
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$72,300,00046
Structured financial products - TotalNANA
Other domestic debt securities - All other$40,346,000149
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$693,555,000106
Mortgage-backed securities$107,970,000526
Certificates of participation in pools of residential mortgages$73,513,000493
Issued or guaranteed by U.S.$73,513,000487
Privately issued$0191
Collaterized mortgage obligations$34,457,000529
CMOs issued by government agencies or sponsored agencies$34,457,000392
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$133,337,000148
Available-for-sale securities (fair market value)$1,203,097,000119
Total debt securities$1,336,434,000126
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$4,000235
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$1,452,306,000129
U.S. Government securities$875,155,000133
U.S. Treasury securities$1,010,000733
U.S. Government agency obligations$874,145,000127
Securities issued by states & political subdivisions$489,288,00035
Other domestic debt securities$87,863,000214
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$48,071,00051
Structured financial products - TotalNANA
Other domestic debt securities - All other$39,792,000157
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$663,641,000109
Mortgage-backed securities$109,286,000499
Certificates of participation in pools of residential mortgages$71,972,000472
Issued or guaranteed by U.S.$71,972,000467
Privately issued$0194
Collaterized mortgage obligations$37,314,000485
CMOs issued by government agencies or sponsored agencies$37,314,000360
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$132,894,000148
Available-for-sale securities (fair market value)$1,319,412,000116
Total debt securities$1,452,306,000127
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$50,000240
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$1,173,792,000150
U.S. Government securities$648,156,000172
U.S. Treasury securities$997,000869
U.S. Government agency obligations$647,159,000169
Securities issued by states & political subdivisions$486,015,00034
Other domestic debt securities$39,621,000339
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$39,621,000151
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$651,173,000121
Mortgage-backed securities$110,621,000503
Certificates of participation in pools of residential mortgages$70,667,000483
Issued or guaranteed by U.S.$70,667,000478
Privately issued$0207
Collaterized mortgage obligations$39,954,000460
CMOs issued by government agencies or sponsored agencies$39,954,000356
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$132,512,000152
Available-for-sale securities (fair market value)$1,041,280,000139
Total debt securities$1,173,792,000149
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$131,000238
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$1,269,962,000144
U.S. Government securities$724,869,000161
U.S. Treasury securities$1,002,000897
U.S. Government agency obligations$723,867,000154
Securities issued by states & political subdivisions$509,792,00032
Other domestic debt securities$35,301,000350
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$35,301,000159
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$777,238,000111
Mortgage-backed securities$113,888,000490
Certificates of participation in pools of residential mortgages$73,294,000465
Issued or guaranteed by U.S.$73,294,000461
Privately issued$0218
Collaterized mortgage obligations$40,594,000453
CMOs issued by government agencies or sponsored agencies$40,594,000349
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$134,601,000153
Available-for-sale securities (fair market value)$1,135,361,000132
Total debt securities$1,269,962,000143
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$1,179,821,000156
U.S. Government securities$617,023,000183
U.S. Treasury securities$997,000974
U.S. Government agency obligations$616,026,000177
Securities issued by states & political subdivisions$521,126,00030
Other domestic debt securities$41,672,000312
Privately issued residential mortgage-backed securities$15,0001,297
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,657,000151
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$670,506,000118
Mortgage-backed securities$119,038,000484
Certificates of participation in pools of residential mortgages$75,164,000458
Issued or guaranteed by U.S.$75,164,000453
Privately issued$0208
Collaterized mortgage obligations$43,874,000434
CMOs issued by government agencies or sponsored agencies$43,859,000337
Privately issued$15,0001,205
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$141,019,000148
Available-for-sale securities (fair market value)$1,038,802,000142
Total debt securities$1,179,821,000154
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$1,205,011,000153
U.S. Government securities$634,306,000186
U.S. Treasury securities$993,0001,066
U.S. Government agency obligations$633,313,000182
Securities issued by states & political subdivisions$528,192,00027
Other domestic debt securities$42,513,000314
Privately issued residential mortgage-backed securities$687,000946
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,826,000154
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$667,305,000121
Mortgage-backed securities$125,564,000475
Certificates of participation in pools of residential mortgages$77,187,000472
Issued or guaranteed by U.S.$77,187,000466
Privately issued$0214
Collaterized mortgage obligations$48,377,000415
CMOs issued by government agencies or sponsored agencies$47,690,000320
Privately issued$687,000881
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$142,537,000153
Available-for-sale securities (fair market value)$1,062,474,000142
Total debt securities$1,205,011,000149
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$1,213,575,000154
U.S. Government securities$648,423,000188
U.S. Treasury securities$987,0001,110
U.S. Government agency obligations$647,436,000184
Securities issued by states & political subdivisions$522,552,00026
Other domestic debt securities$42,600,000309
Privately issued residential mortgage-backed securities$1,453,000775
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,147,000152
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$681,796,000123
Mortgage-backed securities$131,600,000454
Certificates of participation in pools of residential mortgages$73,596,000490
Issued or guaranteed by U.S.$73,596,000484
Privately issued$0211
Collaterized mortgage obligations$58,004,000360
CMOs issued by government agencies or sponsored agencies$56,551,000274
Privately issued$1,453,000724
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$140,279,000157
Available-for-sale securities (fair market value)$1,073,296,000146
Total debt securities$1,213,574,000153
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$1,267,777,000151
U.S. Government securities$685,211,000191
U.S. Treasury securities$986,0001,201
U.S. Government agency obligations$684,225,000180
Securities issued by states & political subdivisions$538,743,00024
Other domestic debt securities$43,823,000309
Privately issued residential mortgage-backed securities$2,127,000680
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,696,000154
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$638,727,000125
Mortgage-backed securities$144,628,000435
Certificates of participation in pools of residential mortgages$77,664,000476
Issued or guaranteed by U.S.$77,664,000470
Privately issued$0205
Collaterized mortgage obligations$66,964,000335
CMOs issued by government agencies or sponsored agencies$64,837,000256
Privately issued$2,127,000636
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$141,722,000159
Available-for-sale securities (fair market value)$1,126,055,000143
Total debt securities$1,267,777,000150
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$1,260,865,000154
U.S. Government securities$677,121,000193
U.S. Treasury securities$988,0001,202
U.S. Government agency obligations$676,133,000184
Securities issued by states & political subdivisions$538,390,00024
Other domestic debt securities$45,354,000312
Privately issued residential mortgage-backed securities$2,863,000606
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$42,491,000155
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$622,861,000129
Mortgage-backed securities$131,795,000467
Certificates of participation in pools of residential mortgages$53,327,000662
Issued or guaranteed by U.S.$53,327,000654
Privately issued$0216
Collaterized mortgage obligations$78,468,000307
CMOs issued by government agencies or sponsored agencies$75,605,000230
Privately issued$2,863,000569
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$139,986,000163
Available-for-sale securities (fair market value)$1,120,879,000148
Total debt securities$1,260,865,000152
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$1,274,074,000155
U.S. Government securities$680,154,000190
U.S. Treasury securities$989,0001,201
U.S. Government agency obligations$679,165,000179
Securities issued by states & political subdivisions$547,262,00021
Other domestic debt securities$46,658,000306
Privately issued residential mortgage-backed securities$3,836,000539
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$42,822,000157
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$605,550,000132
Mortgage-backed securities$132,649,000474
Certificates of participation in pools of residential mortgages$56,619,000638
Issued or guaranteed by U.S.$56,619,000629
Privately issued$0225
Collaterized mortgage obligations$76,030,000306
CMOs issued by government agencies or sponsored agencies$72,194,000246
Privately issued$3,836,000504
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$139,454,000161
Available-for-sale securities (fair market value)$1,134,620,000146
Total debt securities$1,274,076,000151
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$1,457,526,000142
U.S. Government securities$856,954,000171
U.S. Treasury securities$996,0001,193
U.S. Government agency obligations$855,958,000165
Securities issued by states & political subdivisions$552,630,00020
Other domestic debt securities$47,942,000307
Privately issued residential mortgage-backed securities$4,050,000523
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$43,892,000150
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$728,399,000120
Mortgage-backed securities$135,998,000472
Certificates of participation in pools of residential mortgages$53,105,000674
Issued or guaranteed by U.S.$53,105,000667
Privately issued$0223
Collaterized mortgage obligations$82,893,000298
CMOs issued by government agencies or sponsored agencies$78,843,000237
Privately issued$4,050,000489
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$139,627,000162
Available-for-sale securities (fair market value)$1,317,899,000137
Total debt securities$1,457,526,000140
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$1,501,759,000141
U.S. Government securities$856,775,000167
U.S. Treasury securities$993,0001,290
U.S. Government agency obligations$855,782,000160
Securities issued by states & political subdivisions$590,524,00018
Other domestic debt securities$54,460,000277
Privately issued residential mortgage-backed securities$4,265,000505
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$50,195,000140
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$662,672,000123
Mortgage-backed securities$137,105,000477
Certificates of participation in pools of residential mortgages$48,754,000743
Issued or guaranteed by U.S.$48,754,000738
Privately issued$0207
Collaterized mortgage obligations$88,351,000298
CMOs issued by government agencies or sponsored agencies$84,086,000240
Privately issued$4,265,000469
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$139,844,000158
Available-for-sale securities (fair market value)$1,361,915,000134
Total debt securities$1,501,759,000140
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$1,528,448,000144
U.S. Government securities$898,572,000162
U.S. Treasury securities$01,963
U.S. Government agency obligations$898,572,000158
Securities issued by states & political subdivisions$580,126,00020
Other domestic debt securities$49,750,000297
Privately issued residential mortgage-backed securities$4,793,000479
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$44,957,000153
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$699,806,000126
Mortgage-backed securities$125,068,000533
Certificates of participation in pools of residential mortgages$52,623,000716
Issued or guaranteed by U.S.$52,623,000711
Privately issued$0203
Collaterized mortgage obligations$72,445,000345
CMOs issued by government agencies or sponsored agencies$67,652,000280
Privately issued$4,793,000446
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,124,000167
Available-for-sale securities (fair market value)$1,393,324,000132
Total debt securities$1,528,448,000143
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$1,548,258,000141
U.S. Government securities$912,987,000160
U.S. Treasury securities$01,990
U.S. Government agency obligations$912,987,000156
Securities issued by states & political subdivisions$582,840,00021
Other domestic debt securities$51,823,000284
Privately issued residential mortgage-backed securities$5,419,000429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$46,404,000149
Foreign debt securities$0248
Equity securities$608,0001,410
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$724,347,000123
Mortgage-backed securities$134,556,000501
Certificates of participation in pools of residential mortgages$56,977,000676
Issued or guaranteed by U.S.$56,977,000673
Privately issued$0225
Collaterized mortgage obligations$77,579,000325
CMOs issued by government agencies or sponsored agencies$72,160,000270
Privately issued$5,419,000398
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,120,000169
Available-for-sale securities (fair market value)$1,413,138,000135
Total debt securities$1,547,650,000140
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$1,527,952,000148
U.S. Government securities$914,418,000162
U.S. Treasury securities$02,098
U.S. Government agency obligations$914,418,000156
Securities issued by states & political subdivisions$562,724,00021
Other domestic debt securities$50,810,000289
Privately issued residential mortgage-backed securities$6,200,000405
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$44,610,000158
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$766,401,000115
Mortgage-backed securities$146,420,000471
Certificates of participation in pools of residential mortgages$62,233,000646
Issued or guaranteed by U.S.$62,233,000642
Privately issued$0225
Collaterized mortgage obligations$84,187,000321
CMOs issued by government agencies or sponsored agencies$77,987,000265
Privately issued$6,200,000379
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$136,273,000165
Available-for-sale securities (fair market value)$1,391,679,000140
Total debt securities$1,527,952,000144
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$1,310,266,000163
U.S. Government securities$750,577,000184
U.S. Treasury securities$02,082
U.S. Government agency obligations$750,577,000175
Securities issued by states & political subdivisions$524,813,00022
Other domestic debt securities$34,876,000397
Privately issued residential mortgage-backed securities$7,023,000393
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$27,853,000277
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$529,423,000147
Mortgage-backed securities$156,832,000473
Certificates of participation in pools of residential mortgages$70,305,000601
Issued or guaranteed by U.S.$70,305,000596
Privately issued$0230
Collaterized mortgage obligations$86,527,000326
CMOs issued by government agencies or sponsored agencies$79,504,000275
Privately issued$7,023,000364
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,308,000166
Available-for-sale securities (fair market value)$1,174,958,000152
Total debt securities$1,310,266,000162
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$1,289,776,000164
U.S. Government securities$773,118,000183
U.S. Treasury securities$401,0001,906
U.S. Government agency obligations$772,717,000175
Securities issued by states & political subdivisions$477,669,00025
Other domestic debt securities$38,989,000338
Privately issued residential mortgage-backed securities$7,700,000313
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,289,000269
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$563,341,000131
Mortgage-backed securities$173,346,000449
Certificates of participation in pools of residential mortgages$79,786,000566
Issued or guaranteed by U.S.$79,786,000559
Privately issued$0248
Collaterized mortgage obligations$93,560,000309
CMOs issued by government agencies or sponsored agencies$85,860,000280
Privately issued$7,700,000268
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$136,132,000163
Available-for-sale securities (fair market value)$1,153,644,000154
Total debt securities$1,289,776,000163
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$1,256,646,000159
U.S. Government securities$786,228,000179
U.S. Treasury securities$02,287
U.S. Government agency obligations$786,228,000169
Securities issued by states & political subdivisions$431,029,00028
Other domestic debt securities$39,389,000342
Privately issued residential mortgage-backed securities$8,825,000293
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$30,564,000287
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$605,524,000125
Mortgage-backed securities$211,557,000370
Certificates of participation in pools of residential mortgages$88,711,000526
Issued or guaranteed by U.S.$88,711,000521
Privately issued$0253
Collaterized mortgage obligations$122,846,000254
CMOs issued by government agencies or sponsored agencies$114,021,000238
Privately issued$8,825,000256
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,216,000168
Available-for-sale securities (fair market value)$1,121,430,000152
Total debt securities$1,256,646,000158
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$1,144,614,000161
U.S. Government securities$655,892,000207
U.S. Treasury securities$02,322
U.S. Government agency obligations$655,892,000198
Securities issued by states & political subdivisions$447,177,00026
Other domestic debt securities$41,545,000341
Privately issued residential mortgage-backed securities$10,094,000299
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,451,000290
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$648,496,000115
Mortgage-backed securities$275,657,000316
Certificates of participation in pools of residential mortgages$104,838,000441
Issued or guaranteed by U.S.$104,838,000438
Privately issued$0256
Collaterized mortgage obligations$170,819,000212
CMOs issued by government agencies or sponsored agencies$160,725,000199
Privately issued$10,094,000264
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,818,0001,802
Available-for-sale securities (fair market value)$1,137,796,000147
Total debt securities$1,144,614,000159
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$1,200,616,000153
U.S. Government securities$725,400,000188
U.S. Treasury securities$02,382
U.S. Government agency obligations$725,400,000178
Securities issued by states & political subdivisions$433,619,00029
Other domestic debt securities$41,347,000352
Privately issued residential mortgage-backed securities$10,912,000295
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$30,435,000303
Foreign debt securities$250,000179
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$673,280,000108
Mortgage-backed securities$336,052,000274
Certificates of participation in pools of residential mortgages$120,832,000396
Issued or guaranteed by U.S.$120,832,000393
Privately issued$0257
Collaterized mortgage obligations$215,220,000186
CMOs issued by government agencies or sponsored agencies$204,308,000174
Privately issued$10,912,000265
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,506,0001,739
Available-for-sale securities (fair market value)$1,193,110,000137
Total debt securities$1,200,616,000153
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$1,252,099,000154
U.S. Government securities$783,064,000166
U.S. Treasury securities$02,544
U.S. Government agency obligations$783,064,000157
Securities issued by states & political subdivisions$428,017,00027
Other domestic debt securities$40,768,000353
Privately issued residential mortgage-backed securities$10,793,000282
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,975,000308
Foreign debt securities$250,000185
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$685,102,000107
Mortgage-backed securities$382,072,000231
Certificates of participation in pools of residential mortgages$136,703,000328
Issued or guaranteed by U.S.$136,703,000324
Privately issued$0252
Collaterized mortgage obligations$245,369,000158
CMOs issued by government agencies or sponsored agencies$234,576,000145
Privately issued$10,793,000247
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,412,0001,806
Available-for-sale securities (fair market value)$1,244,687,000140
Total debt securities$1,252,099,000152
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$1,116,667,000158
U.S. Government securities$777,290,000157
U.S. Treasury securities$102,0003,083
U.S. Government agency obligations$777,188,000151
Securities issued by states & political subdivisions$285,201,00036
Other domestic debt securities$53,925,000297
Privately issued residential mortgage-backed securities$9,777,000318
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$44,148,000222
Foreign debt securities$251,000194
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$572,030,000109
Mortgage-backed securities$582,883,000164
Certificates of participation in pools of residential mortgages$180,817,000238
Issued or guaranteed by U.S.$180,817,000232
Privately issued$0260
Collaterized mortgage obligations$402,066,000104
CMOs issued by government agencies or sponsored agencies$392,289,00085
Privately issued$9,777,000283
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,608,0001,828
Available-for-sale securities (fair market value)$1,109,059,000139
Total debt securities$1,116,667,000154
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$761,253,000194
U.S. Government securities$519,509,000198
U.S. Treasury securities$04,186
U.S. Government agency obligations$519,509,000187
Securities issued by states & political subdivisions$141,532,00083
Other domestic debt securities$74,315,000215
Privately issued residential mortgage-backed securities$29,663,000157
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$44,652,000220
Foreign debt securities$0313
Equity securities$25,897,000238
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$562,952,000118
Mortgage-backed securities$296,791,000230
Certificates of participation in pools of residential mortgages$66,984,000444
Issued or guaranteed by U.S.$46,416,000556
Privately issued$20,568,00037
Collaterized mortgage obligations$229,807,000139
CMOs issued by government agencies or sponsored agencies$220,712,000121
Privately issued$9,095,000263
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,351,0002,692
Available-for-sale securities (fair market value)$755,902,000163
Total debt securities$735,356,000193
Structured notes
Amortized cost$479,000658
Fair value$498,000556
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$629,867,000236
U.S. Government securities$426,667,000252
U.S. Treasury securities$3,039,0002,118
U.S. Government agency obligations$423,628,000233
Securities issued by states & political subdivisions$115,167,00088
Other domestic debt securities$62,316,000255
Privately issued residential mortgage-backed securities$29,217,000177
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,099,000297
Foreign debt securities$0343
Equity securities$25,717,000245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$457,512,000153
Mortgage-backed securities$284,091,000267
Certificates of participation in pools of residential mortgages$92,549,000366
Issued or guaranteed by U.S.$72,100,000455
Privately issued$20,449,00050
Collaterized mortgage obligations$191,542,000183
CMOs issued by government agencies or sponsored agencies$182,774,000160
Privately issued$8,768,000274
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,042,0003,058
Available-for-sale securities (fair market value)$624,825,000195
Total debt securities$604,150,000238
Structured notes
Amortized cost$472,000966
Fair value$463,000936
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$592,898,000245
U.S. Government securities$492,818,000232
U.S. Treasury securities$3,165,0002,983
U.S. Government agency obligations$489,653,000204
Securities issued by states & political subdivisions$45,367,000278
Other domestic debt securities$29,397,000380
Privately issued residential mortgage-backed securities$20,015,000202
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,382,000617
Foreign debt securities$0363
Equity securities$25,316,000223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$387,740,000142
Mortgage-backed securities$336,967,000242
Certificates of participation in pools of residential mortgages$91,275,000403
Issued or guaranteed by U.S.$71,260,000486
Privately issued$20,015,00055
Collaterized mortgage obligations$245,692,000139
CMOs issued by government agencies or sponsored agencies$245,692,000118
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,038,0003,759
Available-for-sale securities (fair market value)$588,860,000200
Total debt securities$567,582,000244
Structured notes
Amortized cost$2,001,000333
Fair value$1,983,000374
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$611,365,000237
U.S. Government securities$562,422,000205
U.S. Treasury securities$2,992,0004,365
U.S. Government agency obligations$559,430,000172
Securities issued by states & political subdivisions$20,531,000639
Other domestic debt securities$3,091,0001,088
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$3,091,000850
Foreign debt securities$5,000372
Equity securities$25,316,000187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$342,075,000151
Mortgage-backed securities$313,498,000250
Certificates of participation in pools of residential mortgages$115,900,000356
Issued or guaranteed by U.S.$115,900,000342
Privately issued$0394
Collaterized mortgage obligations$197,598,000152
CMOs issued by government agencies or sponsored agencies$197,598,000138
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)$263,659,000143
Available-for-sale securities (fair market value)$347,706,000298
Total debt securities$586,049,000239
Structured notes
Amortized cost$2,003,000684
Fair value$1,963,000782
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$578,053,000269
U.S. Government securities$538,613,000236
U.S. Treasury securities$2,989,0005,134
U.S. Government agency obligations$535,624,000190
Securities issued by states & political subdivisions$18,248,000710
Other domestic debt securities$2,0004,432
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$2,0003,312
Foreign debt securities$5,000440
Equity securities$21,185,000215
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$301,344,000178
Mortgage-backed securities$250,351,000317
Certificates of participation in pools of residential mortgages$134,320,000345
Issued or guaranteed by U.S.$134,320,000332
Privately issued$0472
Collaterized mortgage obligations$116,031,000228
CMOs issued by government agencies or sponsored agencies$116,031,000197
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)$369,857,000129
Available-for-sale securities (fair market value)$208,196,000443
Total debt securities$556,868,000274
Structured notes
Amortized cost$2,005,000991
Fair value$1,930,0001,147
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$467,702,000339
U.S. Government securities$430,680,000306
U.S. Treasury securities$8,525,0003,097
U.S. Government agency obligations$422,155,000240
Securities issued by states & political subdivisions$15,868,000848
Other domestic debt securities$2,0005,139
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$2,0003,915
Foreign debt securities$5,000520
Equity securities$21,147,000202
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$214,342,000256
Mortgage-backed securities$195,188,000394
Certificates of participation in pools of residential mortgages$116,170,000378
Issued or guaranteed by U.S.$116,170,000367
Privately issued$0558
Collaterized mortgage obligations$79,018,000328
CMOs issued by government agencies or sponsored agencies$79,018,000293
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)$315,806,000152
Available-for-sale securities (fair market value)$151,896,000599
Total debt securities$446,555,000344
Structured notes
Amortized cost$2,007,0001,589
Fair value$1,897,0001,808
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$378,171,000416
U.S. Government securities$342,456,000387
U.S. Treasury securities$16,624,0002,124
U.S. Government agency obligations$325,832,000301
Securities issued by states & political subdivisions$20,777,000582
Other domestic debt securities$503,0003,529
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$503,0002,821
Foreign debt securities$5,000567
Equity securities$14,430,000253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,317,000323
Mortgage-backed securities$155,370,000468
Certificates of participation in pools of residential mortgages$120,172,000373
Issued or guaranteed by U.S.$120,172,000357
Privately issued$0564
Collaterized mortgage obligations$35,198,000617
CMOs issued by government agencies or sponsored agencies$35,198,000576
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)$292,156,000325
Available-for-sale securities (fair market value)$86,015,000653
Total debt securities$363,741,000415
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$253,109,000594
U.S. Government securities$222,428,000546
U.S. Treasury securities$27,797,0001,347
U.S. Government agency obligations$194,631,000440
Securities issued by states & political subdivisions$24,585,000461
Other domestic debt securities$1,123,0003,148
Privately issued residential mortgage-backed securities$29,0003,171
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,094,0002,425
Foreign debt securities$5,000614
Equity securities$4,968,000738
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$132,506,000330
Mortgage-backed securities$108,039,000630
Certificates of participation in pools of residential mortgages$54,666,000680
Issued or guaranteed by U.S.$54,666,000647
Privately issued$0731
Collaterized mortgage obligations$53,373,000504
CMOs issued by government agencies or sponsored agencies$53,344,000465
Privately issued$29,0002,710
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$248,141,000590
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$262,471,000569
U.S. Government securities$224,569,000528
U.S. Treasury securities$29,018,0001,283
U.S. Government agency obligations$195,551,000416
Securities issued by states & political subdivisions$27,940,000362
Other domestic debt securities$5,285,0001,626
Privately issued residential mortgage-backed securities$153,0003,261
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,132,0001,171
Foreign debt securities$0699
Equity securities$4,677,000674
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$166,095,000250
Mortgage-backed securities$190,685,000403
Certificates of participation in pools of residential mortgages$148,269,000315
Issued or guaranteed by U.S.$148,269,000293
Privately issued$0831
Collaterized mortgage obligations$42,416,000567
CMOs issued by government agencies or sponsored agencies$42,263,000506
Privately issued$153,0002,786
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$257,794,000561
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