First Commonwealth Bank, Securities

2019-12-31Rank
Total securities$1,238,438,000171
U.S. Government securities$1,156,851,000155
U.S. Treasury securities$01,363
U.S. Government agency obligations$1,156,851,000144
Securities issued by states & political subdivisions$57,025,000586
Other domestic debt securities$23,962,000418
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$23,962,000239
Foreign debt securities$600,000199
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$891,623,000105
Mortgage-backed securities$1,155,851,000131
Certificates of participation in pools of residential mortgages$606,535,000108
Issued or guaranteed by U.S.$606,535,000108
Privately issued$0249
Collaterized mortgage obligations$296,811,000139
CMOs issued by government agencies or sponsored agencies$296,811,000132
Privately issued$0457
Commercial mortgage-backed securities$252,505,000121
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$252,505,00087
Held to maturity securities (book value)$337,123,00090
Available-for-sale securities (fair market value)$901,315,000195
Total debt securities$1,238,437,000169
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$1,169,290,000178
U.S. Government securities$1,081,572,000154
U.S. Treasury securities$01,429
U.S. Government agency obligations$1,081,572,000146
Securities issued by states & political subdivisions$63,083,000527
Other domestic debt securities$24,035,000400
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$24,035,000235
Foreign debt securities$600,000208
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$954,279,00098
Mortgage-backed securities$1,080,574,000137
Certificates of participation in pools of residential mortgages$535,467,000112
Issued or guaranteed by U.S.$535,467,000112
Privately issued$0287
Collaterized mortgage obligations$306,911,000138
CMOs issued by government agencies or sponsored agencies$306,911,000130
Privately issued$0463
Commercial mortgage-backed securities$238,196,000116
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$238,196,00085
Held to maturity securities (book value)$357,890,00096
Available-for-sale securities (fair market value)$811,400,000199
Total debt securities$1,169,290,000176
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$1,238,386,000173
U.S. Government securities$1,145,657,000151
U.S. Treasury securities$01,467
U.S. Government agency obligations$1,145,657,000143
Securities issued by states & political subdivisions$68,195,000464
Other domestic debt securities$23,934,000372
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$23,934,000226
Foreign debt securities$600,000223
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$923,009,000105
Mortgage-backed securities$1,135,654,000132
Certificates of participation in pools of residential mortgages$561,697,000108
Issued or guaranteed by U.S.$561,697,000107
Privately issued$0244
Collaterized mortgage obligations$336,161,000131
CMOs issued by government agencies or sponsored agencies$336,161,000127
Privately issued$0476
Commercial mortgage-backed securities$237,796,000114
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$237,796,00080
Held to maturity securities (book value)$373,453,00095
Available-for-sale securities (fair market value)$864,933,000192
Total debt securities$1,238,386,000171
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$1,277,059,000165
U.S. Government securities$1,183,544,000145
U.S. Treasury securities$01,516
U.S. Government agency obligations$1,183,544,000138
Securities issued by states & political subdivisions$69,566,000473
Other domestic debt securities$23,549,000374
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$23,549,000220
Foreign debt securities$400,000271
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$949,862,000101
Mortgage-backed securities$1,173,538,000129
Certificates of participation in pools of residential mortgages$582,467,000110
Issued or guaranteed by U.S.$582,467,000108
Privately issued$0248
Collaterized mortgage obligations$355,159,000124
CMOs issued by government agencies or sponsored agencies$355,159,000119
Privately issued$0499
Commercial mortgage-backed securities$235,912,000110
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$235,912,00079
Held to maturity securities (book value)$384,909,00092
Available-for-sale securities (fair market value)$892,150,000188
Total debt securities$1,277,060,000161
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$1,302,596,000164
U.S. Government securities$1,211,646,000144
U.S. Treasury securities$01,513
U.S. Government agency obligations$1,211,646,000132
Securities issued by states & political subdivisions$69,538,000488
Other domestic debt securities$21,012,000392
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$21,012,000243
Foreign debt securities$400,000275
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$886,616,000109
Mortgage-backed securities$1,201,634,000125
Certificates of participation in pools of residential mortgages$597,733,000108
Issued or guaranteed by U.S.$597,733,000108
Privately issued$0211
Collaterized mortgage obligations$367,777,000124
CMOs issued by government agencies or sponsored agencies$367,777,000119
Privately issued$0498
Commercial mortgage-backed securities$236,124,000103
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$236,124,00073
Held to maturity securities (book value)$393,855,00098
Available-for-sale securities (fair market value)$908,741,000185
Total debt securities$1,302,596,000162
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$1,276,510,000168
U.S. Government securities$1,185,542,000144
U.S. Treasury securities$01,500
U.S. Government agency obligations$1,185,542,000132
Securities issued by states & political subdivisions$69,467,000497
Other domestic debt securities$21,101,000366
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$21,101,000240
Foreign debt securities$400,000274
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$979,776,00097
Mortgage-backed securities$1,185,442,000122
Certificates of participation in pools of residential mortgages$595,394,000107
Issued or guaranteed by U.S.$595,394,000107
Privately issued$0145
Collaterized mortgage obligations$353,498,000125
CMOs issued by government agencies or sponsored agencies$353,498,000119
Privately issued$0515
Commercial mortgage-backed securities$236,550,000100
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$236,550,00071
Held to maturity securities (book value)$389,621,00098
Available-for-sale securities (fair market value)$886,889,000184
Total debt securities$1,276,510,000165
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$1,252,592,000166
U.S. Government securities$1,161,457,000145
U.S. Treasury securities$01,475
U.S. Government agency obligations$1,161,457,000134
Securities issued by states & political subdivisions$69,646,000520
Other domestic debt securities$21,089,000411
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$21,089,000243
Foreign debt securities$400,000274
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,085,443,00092
Mortgage-backed securities$1,161,357,000124
Certificates of participation in pools of residential mortgages$622,957,000106
Issued or guaranteed by U.S.$622,957,000104
Privately issued$0453
Collaterized mortgage obligations$347,465,000125
CMOs issued by government agencies or sponsored agencies$347,465,000121
Privately issued$0544
Commercial mortgage-backed securities$190,935,000110
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$190,935,00077
Held to maturity securities (book value)$403,019,00097
Available-for-sale securities (fair market value)$849,573,000191
Total debt securities$1,252,592,000164
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$1,221,463,000171
U.S. Government securities$1,118,409,000148
U.S. Treasury securities$01,426
U.S. Government agency obligations$1,118,409,000135
Securities issued by states & political subdivisions$67,670,000550
Other domestic debt securities$35,184,000271
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$13,958,00052
Other domestic debt securities - All other$21,226,000247
Foreign debt securities$200,000296
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$979,313,000102
Mortgage-backed securities$1,117,311,000129
Certificates of participation in pools of residential mortgages$648,333,000106
Issued or guaranteed by U.S.$648,333,000105
Privately issued$067
Collaterized mortgage obligations$325,220,000129
CMOs issued by government agencies or sponsored agencies$325,220,000125
Privately issued$0557
Commercial mortgage-backed securities$143,758,000124
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$143,758,00089
Held to maturity securities (book value)$410,430,00098
Available-for-sale securities (fair market value)$811,033,000196
Total debt securities$1,221,463,000169
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$1,151,610,000169
U.S. Government securities$1,043,495,000143
U.S. Treasury securities$01,328
U.S. Government agency obligations$1,043,495,000134
Securities issued by states & political subdivisions$67,950,000570
Other domestic debt securities$39,965,000244
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$23,472,00045
Other domestic debt securities - All other$16,493,000294
Foreign debt securities$200,000294
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$907,363,000106
Mortgage-backed securities$1,042,398,000130
Certificates of participation in pools of residential mortgages$655,915,000102
Issued or guaranteed by U.S.$655,915,000101
Privately issued$064
Collaterized mortgage obligations$290,029,000129
CMOs issued by government agencies or sponsored agencies$290,029,000126
Privately issued$0573
Commercial mortgage-backed securities$96,454,000146
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$96,454,000104
Held to maturity securities (book value)$422,096,000101
Available-for-sale securities (fair market value)$729,514,000209
Total debt securities$1,151,610,000167
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$1,212,757,000166
U.S. Government securities$1,093,562,000137
U.S. Treasury securities$01,313
U.S. Government agency obligations$1,093,562,000127
Securities issued by states & political subdivisions$68,086,000565
Other domestic debt securities$50,909,000206
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$34,331,00045
Other domestic debt securities - All other$16,578,000304
Foreign debt securities$200,000314
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$878,616,000112
Mortgage-backed securities$1,092,465,000120
Certificates of participation in pools of residential mortgages$687,516,00099
Issued or guaranteed by U.S.$687,516,00098
Privately issued$069
Collaterized mortgage obligations$307,728,000125
CMOs issued by government agencies or sponsored agencies$307,728,000119
Privately issued$0584
Commercial mortgage-backed securities$97,221,000143
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$97,221,000102
Held to maturity securities (book value)$436,081,000100
Available-for-sale securities (fair market value)$776,676,000199
Total debt securities$1,212,757,000163
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$1,235,156,000164
U.S. Government securities$1,117,052,000138
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,117,052,000129
Securities issued by states & political subdivisions$68,158,000566
Other domestic debt securities$49,746,000207
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$33,342,00048
Other domestic debt securities - All other$16,404,000314
Foreign debt securities$200,000325
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$813,510,000114
Mortgage-backed securities$1,115,956,000120
Certificates of participation in pools of residential mortgages$680,257,000102
Issued or guaranteed by U.S.$680,257,000101
Privately issued$067
Collaterized mortgage obligations$362,526,000119
CMOs issued by government agencies or sponsored agencies$362,526,000110
Privately issued$0606
Commercial mortgage-backed securities$73,173,000179
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$73,173,000115
Held to maturity securities (book value)$450,886,000100
Available-for-sale securities (fair market value)$784,270,000197
Total debt securities$1,235,156,000162
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$1,201,195,000166
U.S. Government securities$1,084,692,000138
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,084,692,000129
Securities issued by states & political subdivisions$66,494,000578
Other domestic debt securities$49,809,000214
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$33,440,00046
Other domestic debt securities - All other$16,369,000323
Foreign debt securities$200,000326
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$656,183,000131
Mortgage-backed securities$1,084,592,000120
Certificates of participation in pools of residential mortgages$680,403,000102
Issued or guaranteed by U.S.$680,403,000101
Privately issued$066
Collaterized mortgage obligations$355,459,000117
CMOs issued by government agencies or sponsored agencies$355,459,000111
Privately issued$0642
Commercial mortgage-backed securities$48,730,000211
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$48,730,000136
Held to maturity securities (book value)$386,954,000110
Available-for-sale securities (fair market value)$814,241,000194
Total debt securities$1,201,195,000165
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$1,132,621,000167
U.S. Government securities$1,027,416,000137
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,027,416,000127
Securities issued by states & political subdivisions$65,896,000591
Other domestic debt securities$39,309,000256
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$32,991,00048
Other domestic debt securities - All other$6,318,000567
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$564,924,000142
Mortgage-backed securities$1,027,317,000122
Certificates of participation in pools of residential mortgages$683,275,000100
Issued or guaranteed by U.S.$683,275,00099
Privately issued$071
Collaterized mortgage obligations$294,922,000131
CMOs issued by government agencies or sponsored agencies$294,922,000121
Privately issued$0666
Commercial mortgage-backed securities$49,120,000210
Commercial mortgage pass-through securities$1,000958
Other commercial mortgage-backed securities$49,119,000131
Held to maturity securities (book value)$372,513,000108
Available-for-sale securities (fair market value)$760,108,000197
Total debt securities$1,132,621,000166
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$1,181,982,000161
U.S. Government securities$1,075,433,000132
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,075,433,000123
Securities issued by states & political subdivisions$64,734,000613
Other domestic debt securities$41,815,000248
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$35,296,00045
Other domestic debt securities - All other$6,519,000562
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$780,424,000115
Mortgage-backed securities$1,075,333,000116
Certificates of participation in pools of residential mortgages$706,600,00093
Issued or guaranteed by U.S.$706,600,00092
Privately issued$067
Collaterized mortgage obligations$318,297,000132
CMOs issued by government agencies or sponsored agencies$318,297,000120
Privately issued$0671
Commercial mortgage-backed securities$50,436,000192
Commercial mortgage pass-through securities$1,000886
Other commercial mortgage-backed securities$50,435,000121
Held to maturity securities (book value)$389,513,000107
Available-for-sale securities (fair market value)$792,469,000187
Total debt securities$1,181,982,000160
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$1,240,112,000154
U.S. Government securities$1,136,428,000127
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,136,428,000119
Securities issued by states & political subdivisions$63,844,000610
Other domestic debt securities$39,840,000262
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$33,418,00050
Other domestic debt securities - All other$6,422,000574
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$767,315,000114
Mortgage-backed securities$1,136,328,000113
Certificates of participation in pools of residential mortgages$745,431,00089
Issued or guaranteed by U.S.$745,431,00088
Privately issued$071
Collaterized mortgage obligations$339,426,000124
CMOs issued by government agencies or sponsored agencies$339,426,000115
Privately issued$0687
Commercial mortgage-backed securities$51,471,000175
Commercial mortgage pass-through securities$2,000841
Other commercial mortgage-backed securities$51,469,000114
Held to maturity securities (book value)$405,976,000106
Available-for-sale securities (fair market value)$834,136,000177
Total debt securities$1,240,112,000153
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$1,264,934,000154
U.S. Government securities$1,163,899,000128
U.S. Treasury securities$01,296
U.S. Government agency obligations$1,163,899,000119
Securities issued by states & political subdivisions$61,725,000619
Other domestic debt securities$39,310,000262
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$32,974,00050
Other domestic debt securities - All other$6,336,000572
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$536,452,000147
Mortgage-backed securities$1,163,899,000108
Certificates of participation in pools of residential mortgages$722,557,00088
Issued or guaranteed by U.S.$722,557,00087
Privately issued$066
Collaterized mortgage obligations$409,485,000113
CMOs issued by government agencies or sponsored agencies$409,485,000107
Privately issued$0699
Commercial mortgage-backed securities$31,857,000206
Commercial mortgage pass-through securities$23,000801
Other commercial mortgage-backed securities$31,834,000134
Held to maturity securities (book value)$396,444,000110
Available-for-sale securities (fair market value)$868,490,000172
Total debt securities$1,264,934,000151
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$1,249,294,000153
U.S. Government securities$1,152,111,000125
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,152,111,000117
Securities issued by states & political subdivisions$59,508,000647
Other domestic debt securities$37,675,000268
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$35,356,00047
Other domestic debt securities - All other$2,319,000955
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$461,784,000165
Mortgage-backed securities$1,152,111,000109
Certificates of participation in pools of residential mortgages$717,041,00088
Issued or guaranteed by U.S.$717,041,00087
Privately issued$066
Collaterized mortgage obligations$403,013,000115
CMOs issued by government agencies or sponsored agencies$403,013,000106
Privately issued$0704
Commercial mortgage-backed securities$32,057,000195
Commercial mortgage pass-through securities$28,000773
Other commercial mortgage-backed securities$32,029,000130
Held to maturity securities (book value)$384,324,000112
Available-for-sale securities (fair market value)$864,970,000168
Total debt securities$1,249,294,000150
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$1,183,350,000151
U.S. Government securities$1,100,221,000129
U.S. Treasury securities$01,303
U.S. Government agency obligations$1,100,221,000123
Securities issued by states & political subdivisions$45,314,000882
Other domestic debt securities$37,815,000263
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$35,482,00042
Other domestic debt securities - All other$2,333,000962
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$496,601,000153
Mortgage-backed securities$983,641,000118
Certificates of participation in pools of residential mortgages$593,215,000101
Issued or guaranteed by U.S.$593,215,000100
Privately issued$065
Collaterized mortgage obligations$375,089,000121
CMOs issued by government agencies or sponsored agencies$375,089,000111
Privately issued$0721
Commercial mortgage-backed securities$15,337,000293
Commercial mortgage pass-through securities$38,000741
Other commercial mortgage-backed securities$15,299,000174
Held to maturity securities (book value)$154,035,000202
Available-for-sale securities (fair market value)$1,029,315,000138
Total debt securities$1,183,350,000151
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$1,200,092,000151
U.S. Government securities$1,122,489,000124
U.S. Treasury securities$01,348
U.S. Government agency obligations$1,122,489,000119
Securities issued by states & political subdivisions$40,084,000980
Other domestic debt securities$37,519,000264
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$35,226,00041
Other domestic debt securities - All other$2,293,000971
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$541,741,000141
Mortgage-backed securities$1,006,058,000113
Certificates of participation in pools of residential mortgages$614,075,00099
Issued or guaranteed by U.S.$614,075,00098
Privately issued$067
Collaterized mortgage obligations$391,924,000119
CMOs issued by government agencies or sponsored agencies$391,924,000111
Privately issued$0741
Commercial mortgage-backed securities$59,0001,039
Commercial mortgage pass-through securities$59,000703
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$131,780,000224
Available-for-sale securities (fair market value)$1,068,312,000136
Total debt securities$1,200,092,000149
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$1,278,005,000144
U.S. Government securities$1,208,542,000117
U.S. Treasury securities$01,327
U.S. Government agency obligations$1,208,542,000112
Securities issued by states & political subdivisions$31,487,0001,217
Other domestic debt securities$37,976,000260
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$30,724,00038
Other domestic debt securities - All other$7,252,000509
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$557,745,000140
Mortgage-backed securities$967,045,000116
Certificates of participation in pools of residential mortgages$597,840,00098
Issued or guaranteed by U.S.$597,840,00097
Privately issued$070
Collaterized mortgage obligations$369,139,000122
CMOs issued by government agencies or sponsored agencies$369,139,000114
Privately issued$0776
Commercial mortgage-backed securities$66,0001,017
Commercial mortgage pass-through securities$66,000683
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$30,253,000610
Available-for-sale securities (fair market value)$1,247,752,000123
Total debt securities$1,278,005,000143
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$1,288,858,000145
U.S. Government securities$1,225,612,000114
U.S. Treasury securities$01,361
U.S. Government agency obligations$1,225,612,000108
Securities issued by states & political subdivisions$27,378,0001,391
Other domestic debt securities$35,868,000261
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$28,613,00039
Other domestic debt securities - All other$7,255,000507
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$563,196,000137
Mortgage-backed securities$976,891,000115
Certificates of participation in pools of residential mortgages$594,901,00096
Issued or guaranteed by U.S.$594,901,00095
Privately issued$075
Collaterized mortgage obligations$381,916,000121
CMOs issued by government agencies or sponsored agencies$381,916,000112
Privately issued$0785
Commercial mortgage-backed securities$74,000996
Commercial mortgage pass-through securities$74,000688
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$1,288,858,000121
Total debt securities$1,288,858,000145
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$1,311,833,000144
U.S. Government securities$1,255,799,000111
U.S. Treasury securities$01,381
U.S. Government agency obligations$1,255,799,000106
Securities issued by states & political subdivisions$19,669,0001,862
Other domestic debt securities$36,365,000262
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$29,079,00038
Other domestic debt securities - All other$7,286,000516
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$547,149,000135
Mortgage-backed securities$1,007,226,000109
Certificates of participation in pools of residential mortgages$611,963,00091
Issued or guaranteed by U.S.$611,963,00090
Privately issued$073
Collaterized mortgage obligations$395,182,000116
CMOs issued by government agencies or sponsored agencies$395,182,000108
Privately issued$0821
Commercial mortgage-backed securities$81,000966
Commercial mortgage pass-through securities$81,000679
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$1,311,833,000119
Total debt securities$1,311,833,000144
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$1,326,627,000142
U.S. Government securities$1,275,714,000109
U.S. Treasury securities$01,342
U.S. Government agency obligations$1,275,714,000105
Securities issued by states & political subdivisions$15,889,0002,197
Other domestic debt securities$35,024,000281
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$27,775,00039
Other domestic debt securities - All other$7,249,000525
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$511,917,000143
Mortgage-backed securities$1,026,512,000112
Certificates of participation in pools of residential mortgages$583,727,00097
Issued or guaranteed by U.S.$583,727,00096
Privately issued$075
Collaterized mortgage obligations$442,695,000107
CMOs issued by government agencies or sponsored agencies$442,695,00097
Privately issued$0840
Commercial mortgage-backed securities$90,000956
Commercial mortgage pass-through securities$90,000674
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$1,326,627,000115
Total debt securities$1,326,627,000142
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$1,330,090,000139
U.S. Government securities$1,286,088,000111
U.S. Treasury securities$01,198
U.S. Government agency obligations$1,286,088,000105
Securities issued by states & political subdivisions$9,360,0003,006
Other domestic debt securities$34,642,000296
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$27,515,00035
Other domestic debt securities - All other$7,127,000551
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$548,387,000142
Mortgage-backed securities$1,037,945,000113
Certificates of participation in pools of residential mortgages$603,442,00095
Issued or guaranteed by U.S.$603,442,00093
Privately issued$076
Collaterized mortgage obligations$434,405,000112
CMOs issued by government agencies or sponsored agencies$434,405,000101
Privately issued$0874
Commercial mortgage-backed securities$98,000938
Commercial mortgage pass-through securities$98,000668
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$1,330,090,000114
Total debt securities$1,330,090,000139
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$1,298,623,000139
U.S. Government securities$1,268,344,000111
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,268,344,000106
Securities issued by states & political subdivisions$81,0005,460
Other domestic debt securities$30,198,000337
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$23,177,00043
Other domestic debt securities - All other$7,021,000561
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$594,864,000133
Mortgage-backed securities$1,020,195,000116
Certificates of participation in pools of residential mortgages$598,455,00093
Issued or guaranteed by U.S.$598,455,00092
Privately issued$081
Collaterized mortgage obligations$421,635,000114
CMOs issued by government agencies or sponsored agencies$421,635,000102
Privately issued$0906
Commercial mortgage-backed securities$105,000876
Commercial mortgage pass-through securities$105,000613
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$1,298,623,000114
Total debt securities$1,298,623,000139
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$1,271,189,000143
U.S. Government securities$1,239,144,000113
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,239,144,000109
Securities issued by states & political subdivisions$82,0005,496
Other domestic debt securities$31,963,000329
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$24,963,00045
Other domestic debt securities - All other$7,000,000578
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$627,960,000124
Mortgage-backed securities$990,800,000118
Certificates of participation in pools of residential mortgages$605,037,00092
Issued or guaranteed by U.S.$605,037,00091
Privately issued$080
Collaterized mortgage obligations$385,646,000118
CMOs issued by government agencies or sponsored agencies$385,646,000107
Privately issued$0947
Commercial mortgage-backed securities$117,000861
Commercial mortgage pass-through securities$117,000591
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$1,271,189,000115
Total debt securities$1,271,189,000142
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$1,286,162,000138
U.S. Government securities$1,253,719,000112
U.S. Treasury securities$01,152
U.S. Government agency obligations$1,253,719,000109
Securities issued by states & political subdivisions$83,0005,497
Other domestic debt securities$32,360,000329
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$25,376,00037
Other domestic debt securities - All other$6,984,000594
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$645,556,000122
Mortgage-backed securities$1,006,347,000114
Certificates of participation in pools of residential mortgages$617,582,00094
Issued or guaranteed by U.S.$617,582,00092
Privately issued$083
Collaterized mortgage obligations$388,639,000121
CMOs issued by government agencies or sponsored agencies$388,639,000109
Privately issued$0969
Commercial mortgage-backed securities$126,000835
Commercial mortgage pass-through securities$126,000591
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$1,286,162,000119
Total debt securities$1,286,162,000137
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$1,276,749,000141
U.S. Government securities$1,245,699,000113
U.S. Treasury securities$01,161
U.S. Government agency obligations$1,245,699,000108
Securities issued by states & political subdivisions$85,0005,528
Other domestic debt securities$30,965,000342
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$23,992,00035
Other domestic debt securities - All other$6,973,000597
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$602,039,000126
Mortgage-backed securities$1,021,262,000117
Certificates of participation in pools of residential mortgages$627,264,00095
Issued or guaranteed by U.S.$627,264,00094
Privately issued$083
Collaterized mortgage obligations$393,858,000122
CMOs issued by government agencies or sponsored agencies$393,858,000110
Privately issued$01,005
Commercial mortgage-backed securities$140,000746
Commercial mortgage pass-through securities$140,000543
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$1,276,749,000122
Total debt securities$1,276,749,000140
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$1,150,860,000150
U.S. Government securities$1,120,876,000118
U.S. Treasury securities$01,135
U.S. Government agency obligations$1,120,876,000115
Securities issued by states & political subdivisions$86,0005,577
Other domestic debt securities$29,898,000345
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$22,907,00031
Other domestic debt securities - All other$6,991,000575
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$630,975,000125
Mortgage-backed securities$896,214,000127
Certificates of participation in pools of residential mortgages$578,987,000101
Issued or guaranteed by U.S.$578,987,000100
Privately issued$085
Collaterized mortgage obligations$317,079,000139
CMOs issued by government agencies or sponsored agencies$317,079,000128
Privately issued$01,025
Commercial mortgage-backed securities$148,000631
Commercial mortgage pass-through securities$148,000473
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$1,150,860,000129
Total debt securities$1,150,860,000150
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$1,110,492,000158
U.S. Government securities$1,076,665,000126
U.S. Treasury securities$01,086
U.S. Government agency obligations$1,076,665,000123
Securities issued by states & political subdivisions$87,0005,627
Other domestic debt securities$33,740,000329
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$22,596,00028
Other domestic debt securities - All other$11,144,000436
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$599,600,000126
Mortgage-backed securities$851,799,000133
Certificates of participation in pools of residential mortgages$535,407,000113
Issued or guaranteed by U.S.$535,407,000111
Privately issued$088
Collaterized mortgage obligations$316,226,000151
CMOs issued by government agencies or sponsored agencies$316,226,000140
Privately issued$01,068
Commercial mortgage-backed securities$166,000603
Commercial mortgage pass-through securities$166,000437
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$1,110,492,000137
Total debt securities$1,110,492,000158
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$1,139,181,000152
U.S. Government securities$1,105,388,000126
U.S. Treasury securities$01,068
U.S. Government agency obligations$1,105,388,000120
Securities issued by states & political subdivisions$449,0005,353
Other domestic debt securities$33,344,000334
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$21,345,00028
Other domestic debt securities - All other$11,999,000409
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$622,803,000124
Mortgage-backed securities$880,536,000127
Certificates of participation in pools of residential mortgages$563,559,000110
Issued or guaranteed by U.S.$563,559,000108
Privately issued$094
Collaterized mortgage obligations$316,801,000150
CMOs issued by government agencies or sponsored agencies$316,801,000140
Privately issued$01,117
Commercial mortgage-backed securities$176,000566
Commercial mortgage pass-through securities$176,000400
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$1,139,181,000129
Total debt securities$1,139,181,000152
Structured notes
Amortized cost$02,893
Fair value$02,893
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$1,186,726,000150
U.S. Government securities$1,150,284,000124
U.S. Treasury securities$01,157
U.S. Government agency obligations$1,150,284,000121
Securities issued by states & political subdivisions$454,0005,339
Other domestic debt securities$35,988,000309
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$24,071,00028
Other domestic debt securities - All other$11,917,000413
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$647,627,000125
Mortgage-backed securities$899,677,000124
Certificates of participation in pools of residential mortgages$611,957,000103
Issued or guaranteed by U.S.$611,957,000102
Privately issued$094
Collaterized mortgage obligations$287,534,000165
CMOs issued by government agencies or sponsored agencies$287,534,000152
Privately issued$01,155
Commercial mortgage-backed securities$186,000526
Commercial mortgage pass-through securities$186,000370
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$1,186,726,000128
Total debt securities$1,186,726,000150
Structured notes
Amortized cost$03,105
Fair value$03,105
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$1,122,694,000153
U.S. Government securities$1,088,251,000126
U.S. Treasury securities$01,076
U.S. Government agency obligations$1,088,251,000121
Securities issued by states & political subdivisions$459,0005,338
Other domestic debt securities$33,984,000329
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$22,573,00027
Other domestic debt securities - All other$11,411,000406
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$668,813,000117
Mortgage-backed securities$837,418,000126
Certificates of participation in pools of residential mortgages$606,600,000102
Issued or guaranteed by U.S.$606,600,000102
Privately issued$0121
Collaterized mortgage obligations$230,625,000189
CMOs issued by government agencies or sponsored agencies$230,625,000168
Privately issued$01,216
Commercial mortgage-backed securities$193,000458
Commercial mortgage pass-through securities$193,000322
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$1,122,694,000129
Total debt securities$1,122,694,000153
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$1,014,955,000162
U.S. Government securities$978,807,000136
U.S. Treasury securities$01,126
U.S. Government agency obligations$978,807,000133
Securities issued by states & political subdivisions$465,0005,329
Other domestic debt securities$35,645,000319
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$24,278,00027
Other domestic debt securities - All other$11,367,000386
Foreign debt securities$0176
Equity securities$38,0001,097
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$647,345,000116
Mortgage-backed securities$753,051,000135
Certificates of participation in pools of residential mortgages$548,701,000106
Issued or guaranteed by U.S.$548,701,000104
Privately issued$0132
Collaterized mortgage obligations$204,148,000207
CMOs issued by government agencies or sponsored agencies$204,148,000184
Privately issued$01,235
Commercial mortgage-backed securities$202,000404
Commercial mortgage pass-through securities$202,000286
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$1,014,955,000137
Total debt securities$1,014,917,000162
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$988,666,000165
U.S. Government securities$948,408,000139
U.S. Treasury securities$01,225
U.S. Government agency obligations$948,408,000134
Securities issued by states & political subdivisions$1,057,0004,868
Other domestic debt securities$38,497,000294
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$26,532,00027
Other domestic debt securities - All other$11,965,000346
Foreign debt securities$0168
Equity securities$704,000662
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$675,354,000113
Mortgage-backed securities$722,994,000136
Certificates of participation in pools of residential mortgages$554,730,000105
Issued or guaranteed by U.S.$554,730,000104
Privately issued$0125
Collaterized mortgage obligations$168,052,000230
CMOs issued by government agencies or sponsored agencies$168,052,000199
Privately issued$01,265
Commercial mortgage-backed securities$212,000390
Commercial mortgage pass-through securities$212,000286
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$988,666,000141
Total debt securities$987,962,000164
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$987,683,000167
U.S. Government securities$940,191,000140
U.S. Treasury securities$01,272
U.S. Government agency obligations$940,191,000134
Securities issued by states & political subdivisions$3,701,0003,792
Other domestic debt securities$42,093,000282
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$27,278,00028
Other domestic debt securities - All other$14,815,000304
Foreign debt securities$0165
Equity securities$1,698,000466
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$603,991,000124
Mortgage-backed securities$716,206,000133
Certificates of participation in pools of residential mortgages$560,087,000104
Issued or guaranteed by U.S.$560,087,000102
Privately issued$0136
Collaterized mortgage obligations$155,895,000238
CMOs issued by government agencies or sponsored agencies$155,895,000202
Privately issued$01,299
Commercial mortgage-backed securities$224,000380
Commercial mortgage pass-through securities$224,000278
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$987,683,000142
Total debt securities$969,158,000169
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$947,442,000167
U.S. Government securities$856,911,000142
U.S. Treasury securities$01,275
U.S. Government agency obligations$856,911,000138
Securities issued by states & political subdivisions$47,819,000508
Other domestic debt securities$41,121,000294
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$233,000345
Asset backed securities$0234
Structured financial products - Total$25,951,00029
Other domestic debt securities - All other$14,937,000292
Foreign debt securities$0158
Equity securities$1,591,000478
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$659,510,000115
Mortgage-backed securities$682,807,000136
Certificates of participation in pools of residential mortgages$531,548,000105
Issued or guaranteed by U.S.$531,548,000103
Privately issued$0141
Collaterized mortgage obligations$151,026,000239
CMOs issued by government agencies or sponsored agencies$151,026,000201
Privately issued$01,350
Commercial mortgage-backed securities$233,000345
Commercial mortgage pass-through securities$233,000263
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$947,442,000142
Total debt securities$930,429,000168
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$906,873,000163
U.S. Government securities$815,182,000144
U.S. Treasury securities$01,180
U.S. Government agency obligations$815,182,000137
Securities issued by states & political subdivisions$52,953,000439
Other domestic debt securities$37,404,000328
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$241,000315
Asset backed securities$0226
Structured financial products - Total$22,431,00030
Other domestic debt securities - All other$14,732,000280
Foreign debt securities$0158
Equity securities$1,334,000554
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$601,152,000118
Mortgage-backed securities$689,885,000134
Certificates of participation in pools of residential mortgages$578,876,00098
Issued or guaranteed by U.S.$578,876,00096
Privately issued$0141
Collaterized mortgage obligations$110,768,000307
CMOs issued by government agencies or sponsored agencies$110,768,000251
Privately issued$01,417
Commercial mortgage-backed securities$241,000315
Commercial mortgage pass-through securities$241,000235
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$906,873,000137
Total debt securities$894,892,000163
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$976,367,000154
U.S. Government securities$806,016,000146
U.S. Treasury securities$01,121
U.S. Government agency obligations$806,016,000138
Securities issued by states & political subdivisions$121,564,000127
Other domestic debt securities$43,089,000289
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$262,000304
Asset backed securities$0230
Structured financial products - Total$28,295,00028
Other domestic debt securities - All other$14,532,000267
Foreign debt securities$0158
Equity securities$5,698,000232
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$645,114,000114
Mortgage-backed securities$730,977,000129
Certificates of participation in pools of residential mortgages$599,504,00088
Issued or guaranteed by U.S.$599,504,00086
Privately issued$0148
Collaterized mortgage obligations$131,211,000261
CMOs issued by government agencies or sponsored agencies$131,211,000216
Privately issued$01,445
Commercial mortgage-backed securities$262,000304
Commercial mortgage pass-through securities$262,000225
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$976,367,000132
Total debt securities$964,553,000155
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$1,075,362,000143
U.S. Government securities$837,008,000140
U.S. Treasury securities$01,130
U.S. Government agency obligations$837,008,000132
Securities issued by states & political subdivisions$189,951,00078
Other domestic debt securities$42,146,000308
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$272,000318
Asset backed securities$0238
Structured financial products - Total$27,869,00032
Other domestic debt securities - All other$14,005,000271
Foreign debt securities$0171
Equity securities$6,257,000219
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$626,930,000116
Mortgage-backed securities$762,262,000122
Certificates of participation in pools of residential mortgages$637,108,00089
Issued or guaranteed by U.S.$637,108,00085
Privately issued$0145
Collaterized mortgage obligations$124,882,000274
CMOs issued by government agencies or sponsored agencies$124,882,000222
Privately issued$01,481
Commercial mortgage-backed securities$272,000318
Commercial mortgage pass-through securities$272,000234
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$31,891,000513
Available-for-sale securities (fair market value)$1,043,471,000130
Total debt securities$1,062,847,000145
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$1,151,933,000141
U.S. Government securities$900,237,000124
U.S. Treasury securities$01,077
U.S. Government agency obligations$900,237,000119
Securities issued by states & political subdivisions$203,217,00072
Other domestic debt securities$41,884,000320
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$276,000304
Asset backed securities$0262
Structured financial products - Total$29,395,00032
Other domestic debt securities - All other$12,213,000303
Foreign debt securities$0171
Equity securities$6,595,000223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$673,848,000114
Mortgage-backed securities$825,539,000119
Certificates of participation in pools of residential mortgages$679,752,00093
Issued or guaranteed by U.S.$679,752,00090
Privately issued$0157
Collaterized mortgage obligations$145,511,000232
CMOs issued by government agencies or sponsored agencies$145,511,000182
Privately issued$01,512
Commercial mortgage-backed securities$276,000304
Commercial mortgage pass-through securities$276,000224
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$36,758,000463
Available-for-sale securities (fair market value)$1,115,175,000124
Total debt securities$1,142,414,000139
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$1,253,979,000133
U.S. Government securities$970,872,000121
U.S. Treasury securities$01,047
U.S. Government agency obligations$970,872,000117
Securities issued by states & political subdivisions$228,685,00067
Other domestic debt securities$47,162,000318
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$284,000321
Asset backed securities$0266
Structured financial products - Total$33,106,00035
Other domestic debt securities - All other$13,772,000291
Foreign debt securities$0175
Equity securities$7,260,000239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$666,779,000115
Mortgage-backed securities$895,824,000117
Certificates of participation in pools of residential mortgages$730,235,00091
Issued or guaranteed by U.S.$730,235,00087
Privately issued$0171
Collaterized mortgage obligations$165,305,000212
CMOs issued by government agencies or sponsored agencies$165,305,000158
Privately issued$01,566
Commercial mortgage-backed securities$284,000321
Commercial mortgage pass-through securities$284,000226
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$41,397,000433
Available-for-sale securities (fair market value)$1,212,582,000116
Total debt securities$1,243,217,000135
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$1,292,331,000132
U.S. Government securities$1,009,294,000117
U.S. Treasury securities$01,036
U.S. Government agency obligations$1,009,294,000114
Securities issued by states & political subdivisions$225,048,00067
Other domestic debt securities$50,209,000318
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$297,000261
Asset backed securities$0288
Structured financial products - Total$37,760,00030
Other domestic debt securities - All other$12,152,000340
Foreign debt securities$0183
Equity securities$7,780,000249
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,056,637,00086
Mortgage-backed securities$933,890,000118
Certificates of participation in pools of residential mortgages$745,504,00091
Issued or guaranteed by U.S.$745,504,00089
Privately issued$0181
Collaterized mortgage obligations$188,089,000184
CMOs issued by government agencies or sponsored agencies$188,089,000132
Privately issued$01,581
Commercial mortgage-backed securities$297,000261
Commercial mortgage pass-through securities$297,000166
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$44,399,000404
Available-for-sale securities (fair market value)$1,247,932,000116
Total debt securities$1,284,021,000133
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$1,302,706,000134
U.S. Government securities$1,003,219,000116
U.S. Treasury securities$0981
U.S. Government agency obligations$1,003,219,000112
Securities issued by states & political subdivisions$244,973,00060
Other domestic debt securities$45,944,000323
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$45,944,000122
Foreign debt securities$0181
Equity securities$8,570,000244
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,236,332,00078
Mortgage-backed securities$926,992,000116
Certificates of participation in pools of residential mortgages$713,477,00095
Issued or guaranteed by U.S.$713,477,00093
Privately issued$0191
Collaterized mortgage obligations$213,515,000176
CMOs issued by government agencies or sponsored agencies$213,515,000119
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)$46,433,000390
Available-for-sale securities (fair market value)$1,256,273,000119
Total debt securities$1,294,136,000130
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$1,382,994,000116
U.S. Government securities$1,057,920,000106
U.S. Treasury securities$0973
U.S. Government agency obligations$1,057,920,000104
Securities issued by states & political subdivisions$255,611,00060
Other domestic debt securities$59,610,000273
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$59,610,000100
Foreign debt securities$0172
Equity securities$9,853,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$722,931,000108
Mortgage-backed securities$981,014,000111
Certificates of participation in pools of residential mortgages$752,484,00086
Issued or guaranteed by U.S.$752,484,00084
Privately issued$0188
Collaterized mortgage obligations$228,530,000158
CMOs issued by government agencies or sponsored agencies$228,530,000109
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)$50,840,000351
Available-for-sale securities (fair market value)$1,332,154,000103
Total debt securities$1,373,141,000113
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$1,389,178,000110
U.S. Government securities$1,052,316,000103
U.S. Treasury securities$01,019
U.S. Government agency obligations$1,052,316,000102
Securities issued by states & political subdivisions$261,502,00060
Other domestic debt securities$68,321,000260
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$68,321,00095
Foreign debt securities$0181
Equity securities$7,039,000253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$819,135,00092
Mortgage-backed securities$976,113,000103
Certificates of participation in pools of residential mortgages$735,396,00083
Issued or guaranteed by U.S.$735,396,00080
Privately issued$0192
Collaterized mortgage obligations$240,717,000149
CMOs issued by government agencies or sponsored agencies$240,717,00095
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)$56,839,000316
Available-for-sale securities (fair market value)$1,332,339,000100
Total debt securities$1,382,139,000108
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$1,515,034,000104
U.S. Government securities$1,122,617,00099
U.S. Treasury securities$01,021
U.S. Government agency obligations$1,122,617,00099
Securities issued by states & political subdivisions$279,534,00058
Other domestic debt securities$96,460,000221
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$96,460,00081
Foreign debt securities$0189
Equity securities$16,423,000180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,266,476,00073
Mortgage-backed securities$1,021,117,00099
Certificates of participation in pools of residential mortgages$763,866,00080
Issued or guaranteed by U.S.$763,866,00078
Privately issued$0202
Collaterized mortgage obligations$257,251,000143
CMOs issued by government agencies or sponsored agencies$257,251,00096
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)$59,200,000305
Available-for-sale securities (fair market value)$1,455,834,00092
Total debt securities$1,498,611,000105
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$1,621,195,000111
U.S. Government securities$1,181,332,000100
U.S. Treasury securities$01,044
U.S. Government agency obligations$1,181,332,000100
Securities issued by states & political subdivisions$307,148,00050
Other domestic debt securities$112,194,000193
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$112,194,00069
Foreign debt securities$0199
Equity securities$20,521,000184
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$989,150,00085
Mortgage-backed securities$1,053,246,000104
Certificates of participation in pools of residential mortgages$770,997,00080
Issued or guaranteed by U.S.$770,997,00077
Privately issued$0205
Collaterized mortgage obligations$282,249,000138
CMOs issued by government agencies or sponsored agencies$282,249,00086
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)$65,935,000267
Available-for-sale securities (fair market value)$1,555,260,000101
Total debt securities$1,600,674,000112
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$1,590,923,000116
U.S. Government securities$1,129,663,000108
U.S. Treasury securities$01,146
U.S. Government agency obligations$1,129,663,000107
Securities issued by states & political subdivisions$322,736,00048
Other domestic debt securities$118,517,000180
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$118,517,00065
Foreign debt securities$0202
Equity securities$20,007,000167
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$933,190,00088
Mortgage-backed securities$968,199,000107
Certificates of participation in pools of residential mortgages$674,590,00083
Issued or guaranteed by U.S.$674,590,00080
Privately issued$0191
Collaterized mortgage obligations$293,609,000131
CMOs issued by government agencies or sponsored agencies$293,609,00083
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)$71,496,000257
Available-for-sale securities (fair market value)$1,519,427,000100
Total debt securities$1,570,916,000115
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$1,484,646,000128
U.S. Government securities$1,044,515,000120
U.S. Treasury securities$01,235
U.S. Government agency obligations$1,044,515,000118
Securities issued by states & political subdivisions$298,620,00053
Other domestic debt securities$120,290,000179
Privately issued residential mortgage-backed securities$252,0001,221
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$120,038,00066
Foreign debt securities$25,000188
Equity securities$21,196,000162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$901,242,00094
Mortgage-backed securities$884,953,000110
Certificates of participation in pools of residential mortgages$576,924,00089
Issued or guaranteed by U.S.$576,924,00086
Privately issued$0194
Collaterized mortgage obligations$308,029,000126
CMOs issued by government agencies or sponsored agencies$307,777,00078
Privately issued$252,0001,159
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$73,024,000268
Available-for-sale securities (fair market value)$1,411,622,000107
Total debt securities$1,463,450,000126
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$1,477,139,000132
U.S. Government securities$1,030,221,000129
U.S. Treasury securities$998,000854
U.S. Government agency obligations$1,029,223,000127
Securities issued by states & political subdivisions$298,240,00052
Other domestic debt securities$127,251,000173
Privately issued residential mortgage-backed securities$438,0001,092
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$126,813,00065
Foreign debt securities$25,000189
Equity securities$21,402,000145
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$876,666,000105
Mortgage-backed securities$871,078,000119
Certificates of participation in pools of residential mortgages$547,302,000101
Issued or guaranteed by U.S.$547,302,00096
Privately issued$0207
Collaterized mortgage obligations$323,776,000123
CMOs issued by government agencies or sponsored agencies$323,338,00087
Privately issued$438,0001,029
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,366,000254
Available-for-sale securities (fair market value)$1,400,773,000117
Total debt securities$1,455,737,000133
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$1,585,797,000126
U.S. Government securities$1,121,502,000122
U.S. Treasury securities$995,000961
U.S. Government agency obligations$1,120,507,000121
Securities issued by states & political subdivisions$299,690,00051
Other domestic debt securities$143,281,000159
Privately issued residential mortgage-backed securities$488,0001,042
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$142,793,00052
Foreign debt securities$275,000132
Equity securities$21,049,000144
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$985,553,00092
Mortgage-backed securities$910,618,000113
Certificates of participation in pools of residential mortgages$562,206,00099
Issued or guaranteed by U.S.$562,206,00095
Privately issued$0218
Collaterized mortgage obligations$348,412,000121
CMOs issued by government agencies or sponsored agencies$347,924,00084
Privately issued$488,000977
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$78,092,000262
Available-for-sale securities (fair market value)$1,507,705,000110
Total debt securities$1,564,748,000126
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$1,664,022,000120
U.S. Government securities$1,181,700,000124
U.S. Treasury securities$992,0001,023
U.S. Government agency obligations$1,180,708,000121
Securities issued by states & political subdivisions$293,009,00053
Other domestic debt securities$166,626,000144
Privately issued residential mortgage-backed securities$522,000996
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$166,104,00050
Foreign debt securities$275,000132
Equity securities$22,412,000138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,088,145,00086
Mortgage-backed securities$925,761,000113
Certificates of participation in pools of residential mortgages$559,961,000102
Issued or guaranteed by U.S.$559,961,000100
Privately issued$0208
Collaterized mortgage obligations$365,800,000122
CMOs issued by government agencies or sponsored agencies$365,278,00083
Privately issued$522,000938
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$78,501,000263
Available-for-sale securities (fair market value)$1,585,521,000106
Total debt securities$1,641,610,000122
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$1,674,075,000124
U.S. Government securities$1,195,383,000125
U.S. Treasury securities$2,994,000637
U.S. Government agency obligations$1,192,389,000122
Securities issued by states & political subdivisions$275,410,00056
Other domestic debt securities$181,492,000145
Privately issued residential mortgage-backed securities$613,000962
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$180,879,00052
Foreign debt securities$305,000131
Equity securities$21,485,000142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,193,361,00086
Mortgage-backed securities$960,609,000116
Certificates of participation in pools of residential mortgages$574,219,000102
Issued or guaranteed by U.S.$574,219,00099
Privately issued$0214
Collaterized mortgage obligations$386,390,000118
CMOs issued by government agencies or sponsored agencies$385,777,00088
Privately issued$613,000896
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$79,841,000273
Available-for-sale securities (fair market value)$1,594,234,000111
Total debt securities$1,652,590,000123
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$1,700,556,000120
U.S. Government securities$1,207,324,000121
U.S. Treasury securities$2,974,000689
U.S. Government agency obligations$1,204,350,000117
Securities issued by states & political subdivisions$277,395,00056
Other domestic debt securities$194,856,000140
Privately issued residential mortgage-backed securities$678,000924
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$194,178,00039
Foreign debt securities$305,000138
Equity securities$20,676,000153
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,216,932,00086
Mortgage-backed securities$974,571,000118
Certificates of participation in pools of residential mortgages$597,439,000101
Issued or guaranteed by U.S.$597,439,00096
Privately issued$0211
Collaterized mortgage obligations$377,132,000117
CMOs issued by government agencies or sponsored agencies$376,454,00086
Privately issued$678,000866
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$82,720,000270
Available-for-sale securities (fair market value)$1,617,836,000108
Total debt securities$1,679,881,000120
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$1,758,370,000122
U.S. Government securities$1,284,624,000115
U.S. Treasury securities$2,960,000746
U.S. Government agency obligations$1,281,664,000112
Securities issued by states & political subdivisions$271,127,00054
Other domestic debt securities$182,050,000148
Privately issued residential mortgage-backed securities$943,000865
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$181,107,00048
Foreign debt securities$305,000140
Equity securities$20,264,000151
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$977,024,00093
Mortgage-backed securities$1,041,033,000116
Certificates of participation in pools of residential mortgages$638,280,000102
Issued or guaranteed by U.S.$638,280,00097
Privately issued$0205
Collaterized mortgage obligations$402,753,000113
CMOs issued by government agencies or sponsored agencies$401,810,00080
Privately issued$943,000810
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,673,000267
Available-for-sale securities (fair market value)$1,672,697,000111
Total debt securities$1,738,106,000119
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$1,839,216,000121
U.S. Government securities$1,357,104,000117
U.S. Treasury securities$2,954,000768
U.S. Government agency obligations$1,354,150,000114
Securities issued by states & political subdivisions$277,700,00053
Other domestic debt securities$188,391,000145
Privately issued residential mortgage-backed securities$1,357,000753
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,050,00087
Structured financial products - TotalNANA
Other domestic debt securities - All other$176,984,00046
Foreign debt securities$305,000135
Equity securities$15,716,000202
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,096,331,00091
Mortgage-backed securities$1,113,627,000112
Certificates of participation in pools of residential mortgages$683,978,000101
Issued or guaranteed by U.S.$683,978,00096
Privately issued$0216
Collaterized mortgage obligations$429,649,000111
CMOs issued by government agencies or sponsored agencies$428,292,00080
Privately issued$1,357,000702
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$86,908,000270
Available-for-sale securities (fair market value)$1,752,308,000109
Total debt securities$1,823,500,000118
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$2,015,523,000114
U.S. Government securities$1,532,266,000105
U.S. Treasury securities$2,949,000765
U.S. Government agency obligations$1,529,317,000103
Securities issued by states & political subdivisions$277,582,00049
Other domestic debt securities$189,869,000148
Privately issued residential mortgage-backed securities$1,488,000735
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,050,00089
Structured financial products - TotalNANA
Other domestic debt securities - All other$178,331,00045
Foreign debt securities$305,000140
Equity securities$15,501,000204
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,249,021,00079
Mortgage-backed securities$1,191,230,000109
Certificates of participation in pools of residential mortgages$727,288,00097
Issued or guaranteed by U.S.$727,288,00094
Privately issued$0225
Collaterized mortgage obligations$463,942,000106
CMOs issued by government agencies or sponsored agencies$462,454,00075
Privately issued$1,488,000685
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$89,790,000260
Available-for-sale securities (fair market value)$1,925,733,000104
Total debt securities$2,000,022,000113
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$2,059,227,000112
U.S. Government securities$1,573,688,000104
U.S. Treasury securities$2,957,000789
U.S. Government agency obligations$1,570,731,000102
Securities issued by states & political subdivisions$277,091,00049
Other domestic debt securities$192,039,000157
Privately issued residential mortgage-backed securities$1,630,000693
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$190,409,00041
Foreign debt securities$305,000141
Equity securities$16,104,000199
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,112,607,00090
Mortgage-backed securities$1,255,245,000112
Certificates of participation in pools of residential mortgages$795,661,00091
Issued or guaranteed by U.S.$795,661,00089
Privately issued$0223
Collaterized mortgage obligations$459,584,000108
CMOs issued by government agencies or sponsored agencies$457,954,00077
Privately issued$1,630,000650
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$86,789,000280
Available-for-sale securities (fair market value)$1,972,438,000103
Total debt securities$2,043,123,000113
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$2,111,685,000112
U.S. Government securities$1,630,198,000107
U.S. Treasury securities$2,946,000863
U.S. Government agency obligations$1,627,252,000102
Securities issued by states & political subdivisions$268,254,00047
Other domestic debt securities$196,794,000145
Privately issued residential mortgage-backed securities$1,915,000645
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$194,879,00040
Foreign debt securities$405,000138
Equity securities$16,034,000208
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,090,031,00096
Mortgage-backed securities$1,312,832,000112
Certificates of participation in pools of residential mortgages$847,615,00094
Issued or guaranteed by U.S.$847,615,00092
Privately issued$0207
Collaterized mortgage obligations$465,217,000105
CMOs issued by government agencies or sponsored agencies$463,302,00076
Privately issued$1,915,000603
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$82,220,000290
Available-for-sale securities (fair market value)$2,029,465,000101
Total debt securities$2,095,651,000112
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$2,132,400,000115
U.S. Government securities$1,643,916,000112
U.S. Treasury securities$2,979,000880
U.S. Government agency obligations$1,640,937,000107
Securities issued by states & political subdivisions$264,871,00046
Other domestic debt securities$204,068,000140
Privately issued residential mortgage-backed securities$2,293,000605
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$201,775,00037
Foreign debt securities$405,000139
Equity securities$19,140,000184
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,160,246,00099
Mortgage-backed securities$1,369,161,000111
Certificates of participation in pools of residential mortgages$893,727,00089
Issued or guaranteed by U.S.$893,727,00087
Privately issued$0203
Collaterized mortgage obligations$475,434,000105
CMOs issued by government agencies or sponsored agencies$473,141,00075
Privately issued$2,293,000564
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,965,000310
Available-for-sale securities (fair market value)$2,055,435,000106
Total debt securities$2,113,260,000114
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$2,182,939,000108
U.S. Government securities$1,697,915,000105
U.S. Treasury securities$2,601,000890
U.S. Government agency obligations$1,695,314,00099
Securities issued by states & political subdivisions$263,059,00045
Other domestic debt securities$203,396,000138
Privately issued residential mortgage-backed securities$2,665,000533
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$200,731,00042
Foreign debt securities$408,000140
Equity securities$18,161,000198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,189,891,00096
Mortgage-backed securities$1,420,896,000104
Certificates of participation in pools of residential mortgages$962,588,00088
Issued or guaranteed by U.S.$962,588,00082
Privately issued$0225
Collaterized mortgage obligations$458,308,00098
CMOs issued by government agencies or sponsored agencies$455,643,00073
Privately issued$2,665,000495
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$72,704,000318
Available-for-sale securities (fair market value)$2,110,235,00099
Total debt securities$2,164,778,000109
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$2,251,408,000109
U.S. Government securities$1,776,278,000107
U.S. Treasury securities$2,604,000943
U.S. Government agency obligations$1,773,674,00099
Securities issued by states & political subdivisions$255,154,00046
Other domestic debt securities$205,141,000136
Privately issued residential mortgage-backed securities$2,985,000512
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$202,156,00040
Foreign debt securities$408,000140
Equity securities$14,427,000262
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,074,281,00099
Mortgage-backed securities$1,486,872,000103
Certificates of participation in pools of residential mortgages$1,025,244,00088
Issued or guaranteed by U.S.$1,025,244,00084
Privately issued$0225
Collaterized mortgage obligations$461,628,000100
CMOs issued by government agencies or sponsored agencies$458,643,00073
Privately issued$2,985,000483
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$83,506,000272
Available-for-sale securities (fair market value)$2,167,902,000100
Total debt securities$2,236,981,000109
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$1,992,500,000126
U.S. Government securities$1,538,101,000112
U.S. Treasury securities$2,616,000901
U.S. Government agency obligations$1,535,485,000107
Securities issued by states & political subdivisions$224,678,00058
Other domestic debt securities$214,733,000135
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,267,000140
Structured financial products - TotalNANA
Other domestic debt securities - All other$211,466,00039
Foreign debt securities$407,000149
Equity securities$14,581,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,024,800,000103
Mortgage-backed securities$1,269,578,000113
Certificates of participation in pools of residential mortgages$770,549,00096
Issued or guaranteed by U.S.$770,549,00093
Privately issued$0230
Collaterized mortgage obligations$499,029,000103
CMOs issued by government agencies or sponsored agencies$499,029,00077
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$97,395,000226
Available-for-sale securities (fair market value)$1,895,105,000110
Total debt securities$1,977,919,000124
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$1,976,199,000122
U.S. Government securities$1,487,952,000116
U.S. Treasury securities$3,020,000913
U.S. Government agency obligations$1,484,932,000111
Securities issued by states & political subdivisions$231,992,00054
Other domestic debt securities$219,379,000109
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,214,000131
Structured financial products - TotalNANA
Other domestic debt securities - All other$215,165,00042
Foreign debt securities$458,000154
Equity securities$36,418,000117
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,047,775,00094
Mortgage-backed securities$1,222,894,000115
Certificates of participation in pools of residential mortgages$738,207,000102
Issued or guaranteed by U.S.$738,207,00098
Privately issued$0248
Collaterized mortgage obligations$484,687,000101
CMOs issued by government agencies or sponsored agencies$484,687,00084
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$102,864,000214
Available-for-sale securities (fair market value)$1,873,335,000108
Total debt securities$1,939,781,000123
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$1,941,376,000121
U.S. Government securities$1,443,383,000119
U.S. Treasury securities$3,040,000906
U.S. Government agency obligations$1,440,343,000111
Securities issued by states & political subdivisions$229,763,00054
Other domestic debt securities$236,570,000104
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,332,000129
Structured financial products - TotalNANA
Other domestic debt securities - All other$231,238,00041
Foreign debt securities$458,000161
Equity securities$31,202,000142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$972,577,00097
Mortgage-backed securities$1,192,360,000116
Certificates of participation in pools of residential mortgages$723,821,000101
Issued or guaranteed by U.S.$723,821,00099
Privately issued$0253
Collaterized mortgage obligations$468,539,000103
CMOs issued by government agencies or sponsored agencies$468,539,00085
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$112,876,000195
Available-for-sale securities (fair market value)$1,828,500,000110
Total debt securities$1,910,174,000122
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$1,916,229,000122
U.S. Government securities$1,383,123,000124
U.S. Treasury securities$3,559,000821
U.S. Government agency obligations$1,379,564,000118
Securities issued by states & political subdivisions$241,257,00053
Other domestic debt securities$262,247,00092
Privately issued residential mortgage-backed securities$4,364,000412
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,459,000120
Structured financial products - TotalNANA
Other domestic debt securities - All other$251,424,00036
Foreign debt securities$458,000160
Equity securities$29,144,000166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,044,936,00091
Mortgage-backed securities$1,111,130,000119
Certificates of participation in pools of residential mortgages$656,251,000105
Issued or guaranteed by U.S.$656,251,000103
Privately issued$0256
Collaterized mortgage obligations$454,879,000111
CMOs issued by government agencies or sponsored agencies$450,515,00096
Privately issued$4,364,000367
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$126,374,000176
Available-for-sale securities (fair market value)$1,789,855,000112
Total debt securities$1,887,085,000124
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$1,640,584,000134
U.S. Government securities$1,124,666,000137
U.S. Treasury securities$4,571,000729
U.S. Government agency obligations$1,120,095,000129
Securities issued by states & political subdivisions$226,563,00053
Other domestic debt securities$255,585,00095
Privately issued residential mortgage-backed securities$14,558,000253
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,497,000112
Structured financial products - TotalNANA
Other domestic debt securities - All other$231,530,00040
Foreign debt securities$457,000158
Equity securities$33,313,000140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$828,030,00097
Mortgage-backed securities$952,786,000129
Certificates of participation in pools of residential mortgages$620,983,000110
Issued or guaranteed by U.S.$620,983,000107
Privately issued$0257
Collaterized mortgage obligations$331,803,000137
CMOs issued by government agencies or sponsored agencies$317,245,000120
Privately issued$14,558,000228
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$169,257,000131
Available-for-sale securities (fair market value)$1,471,327,000128
Total debt securities$1,607,271,000137
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$1,634,553,000134
U.S. Government securities$1,080,279,000141
U.S. Treasury securities$3,596,000872
U.S. Government agency obligations$1,076,683,000134
Securities issued by states & political subdivisions$209,600,00057
Other domestic debt securities$318,360,00074
Privately issued residential mortgage-backed securities$30,743,000163
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,602,00083
Structured financial products - TotalNANA
Other domestic debt securities - All other$266,015,00033
Foreign debt securities$482,000156
Equity securities$25,832,000188
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$861,947,00097
Mortgage-backed securities$989,637,000125
Certificates of participation in pools of residential mortgages$657,769,000101
Issued or guaranteed by U.S.$657,769,000100
Privately issued$0252
Collaterized mortgage obligations$331,868,000129
CMOs issued by government agencies or sponsored agencies$301,125,000120
Privately issued$30,743,000144
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$196,270,000120
Available-for-sale securities (fair market value)$1,438,283,000129
Total debt securities$1,608,721,000135
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$1,219,054,000148
U.S. Government securities$778,602,000156
U.S. Treasury securities$11,143,000430
U.S. Government agency obligations$767,459,000152
Securities issued by states & political subdivisions$158,150,00072
Other domestic debt securities$270,419,00096
Privately issued residential mortgage-backed securities$59,302,000127
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,516,00076
Structured financial products - TotalNANA
Other domestic debt securities - All other$190,601,00049
Foreign debt securities$532,000149
Equity securities$11,351,000370
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$696,891,00099
Mortgage-backed securities$716,546,000143
Certificates of participation in pools of residential mortgages$477,003,000120
Issued or guaranteed by U.S.$477,003,000119
Privately issued$0260
Collaterized mortgage obligations$239,543,000158
CMOs issued by government agencies or sponsored agencies$180,241,000160
Privately issued$59,302,000111
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$201,291,000108
Available-for-sale securities (fair market value)$1,017,763,000150
Total debt securities$1,207,703,000148
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$1,125,863,000153
U.S. Government securities$739,703,000156
U.S. Treasury securities$8,035,000753
U.S. Government agency obligations$731,668,000149
Securities issued by states & political subdivisions$155,727,00075
Other domestic debt securities$190,769,000104
Privately issued residential mortgage-backed securities$48,377,000119
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$142,392,00074
Foreign debt securities$783,000115
Equity securities$38,881,000161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$641,489,000107
Mortgage-backed securities$617,670,000138
Certificates of participation in pools of residential mortgages$481,384,000110
Issued or guaranteed by U.S.$481,384,000108
Privately issued$0308
Collaterized mortgage obligations$136,286,000209
CMOs issued by government agencies or sponsored agencies$87,909,000227
Privately issued$48,377,000101
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$304,907,00096
Available-for-sale securities (fair market value)$820,956,000152
Total debt securities$1,086,983,000150
Structured notes
Amortized cost$3,417,000115
Fair value$3,400,000112
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$1,095,703,000167
U.S. Government securities$768,517,000165
U.S. Treasury securities$2,992,0002,233
U.S. Government agency obligations$765,525,000154
Securities issued by states & political subdivisions$158,397,00063
Other domestic debt securities$119,847,000168
Privately issued residential mortgage-backed securities$50,798,000134
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$69,049,000156
Foreign debt securities$788,000129
Equity securities$48,154,000137
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$626,278,000118
Mortgage-backed securities$644,606,000150
Certificates of participation in pools of residential mortgages$497,560,000114
Issued or guaranteed by U.S.$497,560,000110
Privately issued$0307
Collaterized mortgage obligations$147,046,000219
CMOs issued by government agencies or sponsored agencies$96,248,000241
Privately issued$50,798,000113
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$359,955,00092
Available-for-sale securities (fair market value)$735,748,000178
Total debt securities$1,047,549,000166
Structured notes
Amortized cost$4,313,000129
Fair value$4,122,000129
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$1,073,308,000154
U.S. Government securities$839,460,000148
U.S. Treasury securities$3,031,0003,123
U.S. Government agency obligations$836,429,000133
Securities issued by states & political subdivisions$152,547,00062
Other domestic debt securities$46,649,000273
Privately issued residential mortgage-backed securities$33,829,000164
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,820,000502
Foreign debt securities$818,000122
Equity securities$33,834,000174
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$424,993,000134
Mortgage-backed securities$667,398,000145
Certificates of participation in pools of residential mortgages$500,227,000114
Issued or guaranteed by U.S.$500,227,000111
Privately issued$0349
Collaterized mortgage obligations$167,171,000189
CMOs issued by government agencies or sponsored agencies$133,342,000195
Privately issued$33,829,000131
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$414,987,00083
Available-for-sale securities (fair market value)$658,321,000186
Total debt securities$1,039,474,000152
Structured notes
Amortized cost$20,525,00036
Fair value$20,573,00036
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$851,012,000179
U.S. Government securities$745,980,000167
U.S. Treasury securities$71,472,000269
U.S. Government agency obligations$674,508,000151
Securities issued by states & political subdivisions$84,449,000110
Other domestic debt securities$4,472,000909
Privately issued residential mortgage-backed securities$1,045,000589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,427,000809
Foreign debt securities$820,000129
Equity securities$15,291,000304
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$396,731,000137
Mortgage-backed securities$470,890,000177
Certificates of participation in pools of residential mortgages$164,739,000273
Issued or guaranteed by U.S.$164,739,000266
Privately issued$0394
Collaterized mortgage obligations$306,151,000108
CMOs issued by government agencies or sponsored agencies$305,106,00095
Privately issued$1,045,000447
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$457,678,00088
Available-for-sale securities (fair market value)$393,334,000274
Total debt securities$835,721,000179
Structured notes
Amortized cost$6,643,000206
Fair value$6,628,000206
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$657,124,000244
U.S. Government securities$540,224,000234
U.S. Treasury securities$47,806,000492
U.S. Government agency obligations$492,418,000207
Securities issued by states & political subdivisions$75,685,000119
Other domestic debt securities$10,233,000560
Privately issued residential mortgage-backed securities$1,560,000605
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,673,000427
Foreign debt securities$823,000154
Equity securities$30,159,000161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$320,841,000167
Mortgage-backed securities$381,953,000223
Certificates of participation in pools of residential mortgages$55,618,000635
Issued or guaranteed by U.S.$55,618,000624
Privately issued$0472
Collaterized mortgage obligations$326,335,000102
CMOs issued by government agencies or sponsored agencies$324,775,00089
Privately issued$1,560,000448
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$437,739,000108
Available-for-sale securities (fair market value)$219,385,000427
Total debt securities$626,965,000246
Structured notes
Amortized cost$4,600,000429
Fair value$4,529,000428
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$700,536,000249
U.S. Government securities$599,821,000240
U.S. Treasury securities$60,206,000457
U.S. Government agency obligations$539,615,000199
Securities issued by states & political subdivisions$58,508,000166
Other domestic debt securities$22,185,000415
Privately issued residential mortgage-backed securities$13,225,000251
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,960,000530
Foreign debt securities$725,000186
Equity securities$19,297,000220
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$299,235,000199
Mortgage-backed securities$411,428,000233
Certificates of participation in pools of residential mortgages$64,938,000568
Issued or guaranteed by U.S.$64,938,000551
Privately issued$0558
Collaterized mortgage obligations$346,490,000108
CMOs issued by government agencies or sponsored agencies$333,265,00095
Privately issued$13,225,000163
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$480,846,000111
Available-for-sale securities (fair market value)$219,690,000446
Total debt securities$681,239,000252
Structured notes
Amortized cost$16,494,000146
Fair value$16,468,000146
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$136,938,000964
U.S. Government securities$110,378,000979
U.S. Treasury securities$23,183,0001,507
U.S. Government agency obligations$87,195,000863
Securities issued by states & political subdivisions$14,695,000922
Other domestic debt securities$5,746,0001,079
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$5,746,000803
Foreign debt securities$0600
Equity securities$6,119,000540
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,686,000543
Mortgage-backed securities$60,638,000887
Certificates of participation in pools of residential mortgages$5,886,0003,110
Issued or guaranteed by U.S.$5,886,0003,098
Privately issued$0564
Collaterized mortgage obligations$54,752,000449
CMOs issued by government agencies or sponsored agencies$54,752,000413
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)$62,059,0001,200
Available-for-sale securities (fair market value)$74,879,000766
Total debt securities$130,819,000981
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$157,308,000877
U.S. Government securities$132,473,000859
U.S. Treasury securities$25,019,0001,507
U.S. Government agency obligations$107,454,000725
Securities issued by states & political subdivisions$16,065,000831
Other domestic debt securities$2,517,0002,099
Privately issued residential mortgage-backed securities$1,988,000846
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$529,0003,160
Foreign debt securities$0649
Equity securities$6,253,000597
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,672,000644
Mortgage-backed securities$69,692,000876
Certificates of participation in pools of residential mortgages$1,422,0006,427
Issued or guaranteed by U.S.$1,422,0006,380
Privately issued$0731
Collaterized mortgage obligations$68,270,000407
CMOs issued by government agencies or sponsored agencies$66,282,000384
Privately issued$1,988,000603
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$151,055,000888
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$140,603,000959
U.S. Government securities$110,749,000983
U.S. Treasury securities$15,121,0002,451
U.S. Government agency obligations$95,628,000759
Securities issued by states & political subdivisions$16,510,000727
Other domestic debt securities$5,639,0001,558
Privately issued residential mortgage-backed securities$3,796,000797
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,843,0002,160
Foreign debt securities$0699
Equity securities$7,705,000443
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,775,000751
Mortgage-backed securities$66,587,000898
Certificates of participation in pools of residential mortgages$3,480,0004,805
Issued or guaranteed by U.S.$3,480,0004,754
Privately issued$0831
Collaterized mortgage obligations$63,107,000427
CMOs issued by government agencies or sponsored agencies$59,311,000398
Privately issued$3,796,000573
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$132,898,000990
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