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Southside Bank, Securities

2019-12-31Rank
Total securities$2,499,425,000115
U.S. Government securities$1,677,546,000118
U.S. Treasury securities$01,363
U.S. Government agency obligations$1,677,546,000110
Securities issued by states & political subdivisions$805,690,00038
Other domestic debt securities$10,224,000646
Privately issued residential mortgage-backed securities$87,000554
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$10,137,000413
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,094,037,00090
Mortgage-backed securities$1,677,633,000107
Certificates of participation in pools of residential mortgages$590,453,000109
Issued or guaranteed by U.S.$590,453,000109
Privately issued$0249
Collaterized mortgage obligations$779,890,00080
CMOs issued by government agencies or sponsored agencies$779,803,00075
Privately issued$87,000369
Commercial mortgage-backed securities$307,290,000106
Commercial mortgage pass-through securities$148,271,00070
Other commercial mortgage-backed securities$159,019,000111
Held to maturity securities (book value)$134,863,000169
Available-for-sale securities (fair market value)$2,358,597,000108
Total debt securities$2,493,460,000115
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$2,387,329,000120
U.S. Government securities$1,715,283,000115
U.S. Treasury securities$01,429
U.S. Government agency obligations$1,715,283,000105
Securities issued by states & political subdivisions$662,988,00042
Other domestic debt securities$3,065,0001,107
Privately issued residential mortgage-backed securities$109,000584
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$2,956,000801
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$871,873,000103
Mortgage-backed securities$1,715,392,000102
Certificates of participation in pools of residential mortgages$611,418,000107
Issued or guaranteed by U.S.$611,418,000107
Privately issued$0287
Collaterized mortgage obligations$787,110,00082
CMOs issued by government agencies or sponsored agencies$787,001,00076
Privately issued$109,000360
Commercial mortgage-backed securities$316,864,000102
Commercial mortgage pass-through securities$155,178,00064
Other commercial mortgage-backed securities$161,686,000107
Held to maturity securities (book value)$140,955,000168
Available-for-sale securities (fair market value)$2,240,381,000109
Total debt securities$2,381,336,000119
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$2,241,826,000119
U.S. Government securities$1,700,925,000116
U.S. Treasury securities$01,467
U.S. Government agency obligations$1,700,925,000104
Securities issued by states & political subdivisions$531,873,00052
Other domestic debt securities$3,080,0001,088
Privately issued residential mortgage-backed securities$121,000550
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$2,959,000801
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$949,241,000102
Mortgage-backed securities$1,701,046,000103
Certificates of participation in pools of residential mortgages$638,897,000103
Issued or guaranteed by U.S.$638,897,000103
Privately issued$0244
Collaterized mortgage obligations$739,845,00083
CMOs issued by government agencies or sponsored agencies$739,724,00079
Privately issued$121,000367
Commercial mortgage-backed securities$322,304,00093
Commercial mortgage pass-through securities$160,756,00059
Other commercial mortgage-backed securities$161,548,000105
Held to maturity securities (book value)$147,091,000171
Available-for-sale securities (fair market value)$2,088,787,000112
Total debt securities$2,235,878,000120
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$2,029,550,000123
U.S. Government securities$1,564,336,000120
U.S. Treasury securities$01,516
U.S. Government agency obligations$1,564,336,000107
Securities issued by states & political subdivisions$456,296,00056
Other domestic debt securities$3,054,0001,085
Privately issued residential mortgage-backed securities$133,000558
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$2,921,000799
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,031,016,00095
Mortgage-backed securities$1,564,469,000101
Certificates of participation in pools of residential mortgages$353,862,000150
Issued or guaranteed by U.S.$353,862,000150
Privately issued$0248
Collaterized mortgage obligations$709,560,00083
CMOs issued by government agencies or sponsored agencies$709,427,00080
Privately issued$133,000376
Commercial mortgage-backed securities$501,047,00063
Commercial mortgage pass-through securities$159,883,00058
Other commercial mortgage-backed securities$341,164,00060
Held to maturity securities (book value)$147,431,000181
Available-for-sale securities (fair market value)$1,876,255,000114
Total debt securities$2,023,686,000122
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$2,158,158,000123
U.S. Government securities$1,429,825,000130
U.S. Treasury securities$01,513
U.S. Government agency obligations$1,429,825,000116
Securities issued by states & political subdivisions$719,684,00042
Other domestic debt securities$2,858,0001,109
Privately issued residential mortgage-backed securities$149,000516
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,709,000825
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,077,969,00095
Mortgage-backed securities$1,429,974,000107
Certificates of participation in pools of residential mortgages$87,991,000456
Issued or guaranteed by U.S.$87,991,000453
Privately issued$0211
Collaterized mortgage obligations$704,636,00085
CMOs issued by government agencies or sponsored agencies$704,487,00081
Privately issued$149,000366
Commercial mortgage-backed securities$637,347,00051
Commercial mortgage pass-through securities$181,263,00054
Other commercial mortgage-backed securities$456,084,00048
Held to maturity securities (book value)$162,931,000177
Available-for-sale securities (fair market value)$1,989,436,000113
Total debt securities$2,152,367,000122
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$2,108,377,000122
U.S. Government securities$1,397,298,000126
U.S. Treasury securities$19,748,000281
U.S. Government agency obligations$1,377,550,000115
Securities issued by states & political subdivisions$702,156,00047
Other domestic debt securities$3,188,0001,008
Privately issued residential mortgage-backed securities$161,000461
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$3,027,000770
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,149,075,00089
Mortgage-backed securities$1,377,711,000108
Certificates of participation in pools of residential mortgages$46,991,000702
Issued or guaranteed by U.S.$46,991,000699
Privately issued$0145
Collaterized mortgage obligations$700,286,00082
CMOs issued by government agencies or sponsored agencies$700,125,00081
Privately issued$161,000368
Commercial mortgage-backed securities$630,434,00048
Commercial mortgage pass-through securities$180,412,00050
Other commercial mortgage-backed securities$450,022,00047
Held to maturity securities (book value)$163,365,000182
Available-for-sale securities (fair market value)$1,939,277,000112
Total debt securities$2,102,642,000121
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$2,208,050,000117
U.S. Government securities$1,399,853,000122
U.S. Treasury securities$01,475
U.S. Government agency obligations$1,399,853,000113
Securities issued by states & political subdivisions$799,210,00042
Other domestic debt securities$3,207,0001,144
Privately issued residential mortgage-backed securities$175,000715
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$3,032,000767
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,234,207,00087
Mortgage-backed securities$1,400,028,000106
Certificates of participation in pools of residential mortgages$24,670,0001,182
Issued or guaranteed by U.S.$24,670,0001,146
Privately issued$0453
Collaterized mortgage obligations$734,448,00079
CMOs issued by government agencies or sponsored agencies$734,273,00077
Privately issued$175,000378
Commercial mortgage-backed securities$640,910,00047
Commercial mortgage pass-through securities$187,417,00049
Other commercial mortgage-backed securities$453,493,00045
Held to maturity securities (book value)$164,276,000177
Available-for-sale securities (fair market value)$2,037,994,000109
Total debt securities$2,202,270,000115
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$2,233,211,000113
U.S. Government securities$1,437,630,000118
U.S. Treasury securities$01,426
U.S. Government agency obligations$1,437,630,000109
Securities issued by states & political subdivisions$784,565,00042
Other domestic debt securities$5,191,000807
Privately issued residential mortgage-backed securities$193,000421
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$4,998,000623
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,338,683,00080
Mortgage-backed securities$1,437,823,00099
Certificates of participation in pools of residential mortgages$26,649,0001,138
Issued or guaranteed by U.S.$26,649,0001,135
Privately issued$067
Collaterized mortgage obligations$765,397,00074
CMOs issued by government agencies or sponsored agencies$765,204,00070
Privately issued$193,000391
Commercial mortgage-backed securities$645,777,00046
Commercial mortgage pass-through securities$188,591,00047
Other commercial mortgage-backed securities$457,186,00044
Held to maturity securities (book value)$164,847,000176
Available-for-sale securities (fair market value)$2,062,539,000108
Total debt securities$2,227,386,000113
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$2,448,261,000105
U.S. Government securities$1,614,124,000105
U.S. Treasury securities$01,328
U.S. Government agency obligations$1,614,124,00098
Securities issued by states & political subdivisions$806,296,00039
Other domestic debt securities$21,921,000359
Privately issued residential mortgage-backed securities$16,866,00096
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$5,055,000618
Foreign debt securities$0316
Equity securities$5,920,000190
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,241,749,00085
Mortgage-backed securities$1,522,121,00095
Certificates of participation in pools of residential mortgages$26,951,0001,154
Issued or guaranteed by U.S.$26,951,0001,152
Privately issued$064
Collaterized mortgage obligations$820,122,00067
CMOs issued by government agencies or sponsored agencies$803,256,00064
Privately issued$16,866,00092
Commercial mortgage-backed securities$675,048,00044
Commercial mortgage pass-through securities$194,264,00044
Other commercial mortgage-backed securities$480,784,00042
Held to maturity securities (book value)$909,506,00064
Available-for-sale securities (fair market value)$1,538,755,000123
Total debt securities$2,442,341,000104
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$2,201,916,000110
U.S. Government securities$1,436,510,000111
U.S. Treasury securities$01,313
U.S. Government agency obligations$1,436,510,000103
Securities issued by states & political subdivisions$752,402,00042
Other domestic debt securities$7,044,000703
Privately issued residential mortgage-backed securities$1,929,000234
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$5,115,000632
Foreign debt securities$0334
Equity securities$5,960,000198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,148,501,00089
Mortgage-backed securities$1,438,439,00097
Certificates of participation in pools of residential mortgages$31,384,0001,057
Issued or guaranteed by U.S.$31,384,0001,057
Privately issued$069
Collaterized mortgage obligations$715,594,00073
CMOs issued by government agencies or sponsored agencies$713,665,00068
Privately issued$1,929,000221
Commercial mortgage-backed securities$691,461,00043
Commercial mortgage pass-through securities$190,068,00038
Other commercial mortgage-backed securities$501,393,00041
Held to maturity securities (book value)$909,844,00065
Available-for-sale securities (fair market value)$1,292,072,000136
Total debt securities$2,195,956,000108
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$2,323,349,000105
U.S. Government securities$1,564,322,000108
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,564,322,00099
Securities issued by states & political subdivisions$745,984,00041
Other domestic debt securities$7,089,000706
Privately issued residential mortgage-backed securities$1,945,000240
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$5,144,000636
Foreign debt securities$0346
Equity securities$5,954,000192
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,212,818,00084
Mortgage-backed securities$1,566,267,00091
Certificates of participation in pools of residential mortgages$34,222,0001,003
Issued or guaranteed by U.S.$34,222,0001,002
Privately issued$067
Collaterized mortgage obligations$749,664,00071
CMOs issued by government agencies or sponsored agencies$747,719,00067
Privately issued$1,945,000225
Commercial mortgage-backed securities$782,381,00039
Commercial mortgage pass-through securities$198,695,00039
Other commercial mortgage-backed securities$583,686,00038
Held to maturity securities (book value)$925,538,00065
Available-for-sale securities (fair market value)$1,397,811,000122
Total debt securities$2,317,395,000104
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$2,373,836,000104
U.S. Government securities$1,613,960,000102
U.S. Treasury securities$59,214,000133
U.S. Government agency obligations$1,554,746,00094
Securities issued by states & political subdivisions$741,980,00041
Other domestic debt securities$11,976,000544
Privately issued residential mortgage-backed securities$5,318,000165
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$6,658,000562
Foreign debt securities$0350
Equity securities$5,920,000195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,289,567,00081
Mortgage-backed securities$1,560,064,00090
Certificates of participation in pools of residential mortgages$37,799,000965
Issued or guaranteed by U.S.$37,799,000965
Privately issued$066
Collaterized mortgage obligations$779,078,00068
CMOs issued by government agencies or sponsored agencies$773,760,00065
Privately issued$5,318,000158
Commercial mortgage-backed securities$743,187,00039
Commercial mortgage pass-through securities$208,297,00036
Other commercial mortgage-backed securities$534,890,00039
Held to maturity securities (book value)$929,793,00066
Available-for-sale securities (fair market value)$1,444,043,000120
Total debt securities$2,367,916,000103
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$2,417,087,000103
U.S. Government securities$1,593,166,000102
U.S. Treasury securities$70,069,000118
U.S. Government agency obligations$1,523,097,00097
Securities issued by states & political subdivisions$811,007,00040
Other domestic debt securities$6,994,000720
Privately issued residential mortgage-backed securities$343,000445
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$6,651,000547
Foreign debt securities$0347
Equity securities$5,920,000198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,504,078,00068
Mortgage-backed securities$1,523,440,00091
Certificates of participation in pools of residential mortgages$39,773,000927
Issued or guaranteed by U.S.$39,773,000927
Privately issued$071
Collaterized mortgage obligations$724,047,00071
CMOs issued by government agencies or sponsored agencies$723,704,00068
Privately issued$343,000420
Commercial mortgage-backed securities$759,620,00038
Commercial mortgage pass-through securities$207,347,00032
Other commercial mortgage-backed securities$552,273,00038
Held to maturity securities (book value)$937,487,00065
Available-for-sale securities (fair market value)$1,479,600,000111
Total debt securities$2,411,167,000102
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$2,397,810,000103
U.S. Government securities$1,580,590,000102
U.S. Treasury securities$79,847,00098
U.S. Government agency obligations$1,500,743,000100
Securities issued by states & political subdivisions$802,907,00037
Other domestic debt securities$8,202,000667
Privately issued residential mortgage-backed securities$372,000440
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$7,830,000511
Foreign debt securities$0338
Equity securities$6,111,000189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,405,702,00074
Mortgage-backed securities$1,501,115,00089
Certificates of participation in pools of residential mortgages$64,281,000634
Issued or guaranteed by U.S.$64,281,000634
Privately issued$067
Collaterized mortgage obligations$671,211,00075
CMOs issued by government agencies or sponsored agencies$670,839,00074
Privately issued$372,000419
Commercial mortgage-backed securities$765,623,00037
Commercial mortgage pass-through securities$195,013,00030
Other commercial mortgage-backed securities$570,610,00039
Held to maturity securities (book value)$775,682,00070
Available-for-sale securities (fair market value)$1,622,128,000106
Total debt securities$2,391,699,000101
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$2,201,260,000107
U.S. Government securities$1,508,790,000104
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,508,790,00099
Securities issued by states & political subdivisions$678,111,00040
Other domestic debt securities$8,220,000675
Privately issued residential mortgage-backed securities$398,000452
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$7,822,000510
Foreign debt securities$0339
Equity securities$6,139,000192
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,127,151,00086
Mortgage-backed securities$1,509,188,00089
Certificates of participation in pools of residential mortgages$67,922,000602
Issued or guaranteed by U.S.$67,922,000600
Privately issued$071
Collaterized mortgage obligations$645,832,00076
CMOs issued by government agencies or sponsored agencies$645,434,00075
Privately issued$398,000427
Commercial mortgage-backed securities$795,434,00038
Commercial mortgage pass-through securities$199,429,00030
Other commercial mortgage-backed securities$596,005,00038
Held to maturity securities (book value)$784,925,00070
Available-for-sale securities (fair market value)$1,416,335,000113
Total debt securities$2,195,121,000106
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$2,116,960,000106
U.S. Government securities$1,434,510,000107
U.S. Treasury securities$01,296
U.S. Government agency obligations$1,434,510,000103
Securities issued by states & political subdivisions$663,114,00038
Other domestic debt securities$13,236,000517
Privately issued residential mortgage-backed securities$427,000443
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$12,809,000373
Foreign debt securities$0334
Equity securities$6,100,000190
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,133,005,00088
Mortgage-backed securities$1,434,937,00093
Certificates of participation in pools of residential mortgages$62,716,000649
Issued or guaranteed by U.S.$62,716,000649
Privately issued$066
Collaterized mortgage obligations$536,437,00089
CMOs issued by government agencies or sponsored agencies$536,010,00084
Privately issued$427,000422
Commercial mortgage-backed securities$835,784,00034
Commercial mortgage pass-through securities$200,068,00029
Other commercial mortgage-backed securities$635,716,00032
Held to maturity securities (book value)$784,579,00072
Available-for-sale securities (fair market value)$1,332,381,000121
Total debt securities$2,110,860,000106
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$2,244,788,000102
U.S. Government securities$1,595,796,00099
U.S. Treasury securities$103,587,00084
U.S. Government agency obligations$1,492,209,00099
Securities issued by states & political subdivisions$629,742,00041
Other domestic debt securities$13,234,000501
Privately issued residential mortgage-backed securities$444,000441
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$12,790,000362
Foreign debt securities$0322
Equity securities$6,016,000195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,334,599,00084
Mortgage-backed securities$1,492,653,00087
Certificates of participation in pools of residential mortgages$103,888,000412
Issued or guaranteed by U.S.$103,888,000411
Privately issued$066
Collaterized mortgage obligations$515,992,00092
CMOs issued by government agencies or sponsored agencies$515,548,00086
Privately issued$444,000423
Commercial mortgage-backed securities$872,773,00034
Commercial mortgage pass-through securities$200,347,00026
Other commercial mortgage-backed securities$672,426,00030
Held to maturity securities (book value)$784,296,00070
Available-for-sale securities (fair market value)$1,460,492,000110
Total debt securities$2,238,772,000102
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$2,146,909,000102
U.S. Government securities$1,473,458,000104
U.S. Treasury securities$10,086,000361
U.S. Government agency obligations$1,463,372,000100
Securities issued by states & political subdivisions$654,036,00038
Other domestic debt securities$13,332,000504
Privately issued residential mortgage-backed securities$469,000447
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$12,863,000361
Foreign debt securities$0326
Equity securities$6,083,000200
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,044,560,00094
Mortgage-backed securities$1,458,897,00087
Certificates of participation in pools of residential mortgages$110,985,000388
Issued or guaranteed by U.S.$110,985,000387
Privately issued$065
Collaterized mortgage obligations$549,886,00088
CMOs issued by government agencies or sponsored agencies$549,417,00082
Privately issued$469,000426
Commercial mortgage-backed securities$798,026,00034
Commercial mortgage pass-through securities$182,713,00025
Other commercial mortgage-backed securities$615,313,00030
Held to maturity securities (book value)$771,914,00070
Available-for-sale securities (fair market value)$1,374,995,000109
Total debt securities$2,140,826,000103
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$2,209,702,000101
U.S. Government securities$1,556,307,00099
U.S. Treasury securities$100,523,00081
U.S. Government agency obligations$1,455,784,00098
Securities issued by states & political subdivisions$633,632,00040
Other domestic debt securities$13,736,000489
Privately issued residential mortgage-backed securities$533,000443
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$13,203,000350
Foreign debt securities$0330
Equity securities$6,027,000195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,103,578,00092
Mortgage-backed securities$1,451,471,00092
Certificates of participation in pools of residential mortgages$124,645,000349
Issued or guaranteed by U.S.$124,645,000347
Privately issued$067
Collaterized mortgage obligations$642,835,00078
CMOs issued by government agencies or sponsored agencies$642,302,00073
Privately issued$533,000422
Commercial mortgage-backed securities$683,991,00034
Commercial mortgage pass-through securities$148,299,00031
Other commercial mortgage-backed securities$535,692,00030
Held to maturity securities (book value)$743,881,00073
Available-for-sale securities (fair market value)$1,465,821,000110
Total debt securities$2,203,675,000102
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$2,071,411,000109
U.S. Government securities$1,419,083,000104
U.S. Treasury securities$25,153,000209
U.S. Government agency obligations$1,393,930,000101
Securities issued by states & political subdivisions$632,435,00038
Other domestic debt securities$13,787,000497
Privately issued residential mortgage-backed securities$558,000472
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$13,229,000353
Foreign debt securities$0332
Equity securities$6,106,000202
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,089,269,00096
Mortgage-backed securities$1,389,570,00095
Certificates of participation in pools of residential mortgages$149,853,000300
Issued or guaranteed by U.S.$149,853,000298
Privately issued$070
Collaterized mortgage obligations$704,856,00074
CMOs issued by government agencies or sponsored agencies$704,298,00069
Privately issued$558,000448
Commercial mortgage-backed securities$534,861,00037
Commercial mortgage pass-through securities$95,957,00038
Other commercial mortgage-backed securities$438,904,00035
Held to maturity securities (book value)$637,536,00078
Available-for-sale securities (fair market value)$1,433,875,000110
Total debt securities$2,065,305,000109
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$2,091,027,000104
U.S. Government securities$1,414,646,000104
U.S. Treasury securities$14,906,000298
U.S. Government agency obligations$1,399,740,00099
Securities issued by states & political subdivisions$656,507,00034
Other domestic debt securities$13,825,000500
Privately issued residential mortgage-backed securities$586,000469
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$13,239,000352
Foreign debt securities$0316
Equity securities$6,049,000202
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,122,295,00095
Mortgage-backed securities$1,395,498,00095
Certificates of participation in pools of residential mortgages$255,427,000179
Issued or guaranteed by U.S.$255,427,000178
Privately issued$075
Collaterized mortgage obligations$761,088,00071
CMOs issued by government agencies or sponsored agencies$760,502,00067
Privately issued$586,000443
Commercial mortgage-backed securities$378,983,00041
Commercial mortgage pass-through securities$97,419,00038
Other commercial mortgage-backed securities$281,564,00041
Held to maturity securities (book value)$642,319,00077
Available-for-sale securities (fair market value)$1,448,708,000110
Total debt securities$2,084,978,000104
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$1,641,807,000120
U.S. Government securities$965,218,000130
U.S. Treasury securities$34,771,000151
U.S. Government agency obligations$930,447,000132
Securities issued by states & political subdivisions$662,720,00033
Other domestic debt securities$13,869,000503
Privately issued residential mortgage-backed securities$610,000491
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$13,259,000358
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$918,606,000103
Mortgage-backed securities$931,057,000118
Certificates of participation in pools of residential mortgages$50,943,000835
Issued or guaranteed by U.S.$50,943,000834
Privately issued$073
Collaterized mortgage obligations$585,129,00088
CMOs issued by government agencies or sponsored agencies$584,519,00081
Privately issued$610,000468
Commercial mortgage-backed securities$294,985,00046
Commercial mortgage pass-through securities$87,029,00041
Other commercial mortgage-backed securities$207,956,00045
Held to maturity securities (book value)$646,057,00073
Available-for-sale securities (fair market value)$995,750,000145
Total debt securities$1,641,807,000120
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$1,754,528,000115
U.S. Government securities$1,041,149,000122
U.S. Treasury securities$29,406,000163
U.S. Government agency obligations$1,011,743,000123
Securities issued by states & political subdivisions$699,452,00031
Other domestic debt securities$13,927,000513
Privately issued residential mortgage-backed securities$656,000485
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$13,271,000356
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$976,598,000102
Mortgage-backed securities$1,012,399,000115
Certificates of participation in pools of residential mortgages$56,872,000773
Issued or guaranteed by U.S.$56,872,000773
Privately issued$075
Collaterized mortgage obligations$654,440,00083
CMOs issued by government agencies or sponsored agencies$653,784,00076
Privately issued$656,000464
Commercial mortgage-backed securities$301,087,00043
Commercial mortgage pass-through securities$87,248,00042
Other commercial mortgage-backed securities$213,839,00041
Held to maturity securities (book value)$650,880,00072
Available-for-sale securities (fair market value)$1,103,648,000133
Total debt securities$1,754,528,000115
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$1,831,239,000111
U.S. Government securities$1,190,529,000116
U.S. Treasury securities$01,198
U.S. Government agency obligations$1,190,529,000113
Securities issued by states & political subdivisions$626,790,00034
Other domestic debt securities$13,920,000531
Privately issued residential mortgage-backed securities$688,000505
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$13,232,000367
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,096,866,00098
Mortgage-backed securities$1,180,688,000106
Certificates of participation in pools of residential mortgages$60,852,000735
Issued or guaranteed by U.S.$60,852,000733
Privately issued$076
Collaterized mortgage obligations$800,915,00070
CMOs issued by government agencies or sponsored agencies$800,227,00065
Privately issued$688,000483
Commercial mortgage-backed securities$318,921,00042
Commercial mortgage pass-through securities$105,875,00035
Other commercial mortgage-backed securities$213,046,00040
Held to maturity securities (book value)$656,516,00073
Available-for-sale securities (fair market value)$1,174,723,000129
Total debt securities$1,831,239,000111
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$1,844,808,000110
U.S. Government securities$1,125,245,000119
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,125,245,000116
Securities issued by states & political subdivisions$705,626,00031
Other domestic debt securities$13,937,000552
Privately issued residential mortgage-backed securities$711,000534
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$13,226,000379
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$1,136,102,00090
Mortgage-backed securities$1,115,827,000108
Certificates of participation in pools of residential mortgages$64,381,000688
Issued or guaranteed by U.S.$64,381,000687
Privately issued$081
Collaterized mortgage obligations$781,734,00073
CMOs issued by government agencies or sponsored agencies$781,023,00065
Privately issued$711,000507
Commercial mortgage-backed securities$269,712,00046
Commercial mortgage pass-through securities$102,535,00034
Other commercial mortgage-backed securities$167,177,00046
Held to maturity securities (book value)$667,121,00068
Available-for-sale securities (fair market value)$1,177,687,000119
Total debt securities$1,844,808,000110
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$1,911,405,000109
U.S. Government securities$1,165,977,000116
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,165,977,000113
Securities issued by states & political subdivisions$730,340,00029
Other domestic debt securities$15,088,000550
Privately issued residential mortgage-backed securities$755,000556
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$1,167,000182
Other domestic debt securities - All other$13,166,000389
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,145,115,00083
Mortgage-backed securities$1,155,557,000105
Certificates of participation in pools of residential mortgages$143,637,000315
Issued or guaranteed by U.S.$143,637,000314
Privately issued$080
Collaterized mortgage obligations$745,895,00076
CMOs issued by government agencies or sponsored agencies$745,140,00068
Privately issued$755,000530
Commercial mortgage-backed securities$266,025,00047
Commercial mortgage pass-through securities$102,826,00033
Other commercial mortgage-backed securities$163,199,00042
Held to maturity securities (book value)$685,920,00060
Available-for-sale securities (fair market value)$1,225,485,000118
Total debt securities$1,910,238,000108
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$1,853,589,000112
U.S. Government securities$1,075,658,000119
U.S. Treasury securities$01,152
U.S. Government agency obligations$1,075,658,000116
Securities issued by states & political subdivisions$762,821,00027
Other domestic debt securities$15,110,000542
Privately issued residential mortgage-backed securities$814,000558
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$1,144,000177
Other domestic debt securities - All other$13,152,000391
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$912,141,00098
Mortgage-backed securities$1,062,274,000111
Certificates of participation in pools of residential mortgages$152,810,000296
Issued or guaranteed by U.S.$152,810,000295
Privately issued$083
Collaterized mortgage obligations$656,000,00082
CMOs issued by government agencies or sponsored agencies$655,186,00076
Privately issued$814,000533
Commercial mortgage-backed securities$253,464,00044
Commercial mortgage pass-through securities$89,582,00036
Other commercial mortgage-backed securities$163,882,00040
Held to maturity securities (book value)$543,508,00061
Available-for-sale securities (fair market value)$1,310,081,000118
Total debt securities$1,852,445,000112
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$1,826,155,000114
U.S. Government securities$1,177,222,000117
U.S. Treasury securities$01,161
U.S. Government agency obligations$1,177,222,000115
Securities issued by states & political subdivisions$634,242,00031
Other domestic debt securities$14,691,000555
Privately issued residential mortgage-backed securities$846,000571
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$592,000216
Other domestic debt securities - All other$13,253,000384
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$934,542,00096
Mortgage-backed securities$1,139,352,000109
Certificates of participation in pools of residential mortgages$231,119,000209
Issued or guaranteed by U.S.$231,119,000207
Privately issued$083
Collaterized mortgage obligations$627,548,00088
CMOs issued by government agencies or sponsored agencies$626,702,00079
Privately issued$846,000549
Commercial mortgage-backed securities$280,685,00041
Commercial mortgage pass-through securities$91,658,00033
Other commercial mortgage-backed securities$189,027,00036
Held to maturity securities (book value)$235,254,000104
Available-for-sale securities (fair market value)$1,590,901,000102
Total debt securities$1,825,563,000114
Structured notes
Amortized cost$568,0001,925
Fair value$567,0001,926
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$1,670,614,000119
U.S. Government securities$1,111,874,000119
U.S. Treasury securities$01,135
U.S. Government agency obligations$1,111,874,000116
Securities issued by states & political subdivisions$546,697,00039
Other domestic debt securities$12,043,000615
Privately issued residential mortgage-backed securities$887,000598
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$990,000178
Other domestic debt securities - All other$10,166,000444
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$945,703,00097
Mortgage-backed securities$1,051,898,000116
Certificates of participation in pools of residential mortgages$350,527,000140
Issued or guaranteed by U.S.$350,527,000139
Privately issued$085
Collaterized mortgage obligations$698,327,00080
CMOs issued by government agencies or sponsored agencies$697,440,00075
Privately issued$887,000578
Commercial mortgage-backed securities$3,044,000348
Commercial mortgage pass-through securities$3,044,000230
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$246,547,00097
Available-for-sale securities (fair market value)$1,424,067,000109
Total debt securities$1,669,624,000119
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$1,718,895,000113
U.S. Government securities$1,158,297,000118
U.S. Treasury securities$01,086
U.S. Government agency obligations$1,158,297,000115
Securities issued by states & political subdivisions$556,023,00035
Other domestic debt securities$4,575,0001,107
Privately issued residential mortgage-backed securities$955,000621
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$703,000209
Other domestic debt securities - All other$2,917,0001,018
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$950,882,00094
Mortgage-backed securities$1,159,252,000109
Certificates of participation in pools of residential mortgages$424,099,000131
Issued or guaranteed by U.S.$424,099,000129
Privately issued$088
Collaterized mortgage obligations$732,087,00076
CMOs issued by government agencies or sponsored agencies$731,132,00071
Privately issued$955,000598
Commercial mortgage-backed securities$3,066,000328
Commercial mortgage pass-through securities$3,066,000203
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$294,309,00085
Available-for-sale securities (fair market value)$1,424,586,000112
Total debt securities$1,718,192,000113
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$1,954,122,000106
U.S. Government securities$1,533,897,000102
U.S. Treasury securities$01,068
U.S. Government agency obligations$1,533,897,00096
Securities issued by states & political subdivisions$415,907,00044
Other domestic debt securities$4,318,0001,151
Privately issued residential mortgage-backed securities$1,000,000665
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$623,000219
Other domestic debt securities - All other$2,695,0001,059
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,008,328,00091
Mortgage-backed securities$1,534,897,00085
Certificates of participation in pools of residential mortgages$701,619,00093
Issued or guaranteed by U.S.$701,619,00092
Privately issued$094
Collaterized mortgage obligations$830,198,00071
CMOs issued by government agencies or sponsored agencies$829,198,00066
Privately issued$1,000,000640
Commercial mortgage-backed securities$3,080,000313
Commercial mortgage pass-through securities$3,080,000182
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$331,148,00077
Available-for-sale securities (fair market value)$1,622,974,000102
Total debt securities$1,953,499,000105
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$1,775,887,000114
U.S. Government securities$1,482,142,000110
U.S. Treasury securities$01,157
U.S. Government agency obligations$1,482,142,000103
Securities issued by states & political subdivisions$291,015,00059
Other domestic debt securities$2,730,0001,403
Privately issued residential mortgage-backed securities$807,000740
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$658,000212
Other domestic debt securities - All other$1,265,0001,407
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$831,544,000108
Mortgage-backed securities$1,482,949,00092
Certificates of participation in pools of residential mortgages$598,418,000105
Issued or guaranteed by U.S.$598,418,000104
Privately issued$094
Collaterized mortgage obligations$881,541,00069
CMOs issued by government agencies or sponsored agencies$880,734,00064
Privately issued$807,000718
Commercial mortgage-backed securities$2,990,000291
Commercial mortgage pass-through securities$2,990,000164
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$350,258,00076
Available-for-sale securities (fair market value)$1,425,629,000113
Total debt securities$1,775,229,000113
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$1,366,209,000133
U.S. Government securities$1,080,676,000127
U.S. Treasury securities$01,076
U.S. Government agency obligations$1,080,676,000123
Securities issued by states & political subdivisions$283,467,00058
Other domestic debt securities$2,066,0001,569
Privately issued residential mortgage-backed securities$1,081,000751
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$499,000210
Other domestic debt securities - All other$486,0001,775
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$993,912,00084
Mortgage-backed securities$1,081,757,000111
Certificates of participation in pools of residential mortgages$179,207,000274
Issued or guaranteed by U.S.$179,207,000271
Privately issued$0121
Collaterized mortgage obligations$899,551,00068
CMOs issued by government agencies or sponsored agencies$898,470,00060
Privately issued$1,081,000715
Commercial mortgage-backed securities$2,999,000234
Commercial mortgage pass-through securities$2,999,000135
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$367,127,00070
Available-for-sale securities (fair market value)$999,082,000142
Total debt securities$1,365,710,000133
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$647,759,00025
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$1,401,018,000136
U.S. Government securities$1,093,412,000124
U.S. Treasury securities$01,126
U.S. Government agency obligations$1,093,412,000120
Securities issued by states & political subdivisions$305,058,00054
Other domestic debt securities$2,548,0001,448
Privately issued residential mortgage-backed securities$1,116,000775
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$947,000172
Other domestic debt securities - All other$485,0001,766
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$958,616,00087
Mortgage-backed securities$1,094,528,000110
Certificates of participation in pools of residential mortgages$170,413,000278
Issued or guaranteed by U.S.$170,413,000275
Privately issued$0132
Collaterized mortgage obligations$921,097,00067
CMOs issued by government agencies or sponsored agencies$919,981,00058
Privately issued$1,116,000733
Commercial mortgage-backed securities$3,018,000200
Commercial mortgage pass-through securities$3,018,000120
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$380,832,00071
Available-for-sale securities (fair market value)$1,020,186,000136
Total debt securities$1,400,071,000135
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$567,639,00027
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$1,472,343,000126
U.S. Government securities$1,167,669,000122
U.S. Treasury securities$01,225
U.S. Government agency obligations$1,167,669,000116
Securities issued by states & political subdivisions$302,092,00056
Other domestic debt securities$2,582,0001,385
Privately issued residential mortgage-backed securities$1,140,000792
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$957,000188
Other domestic debt securities - All other$485,0001,693
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$901,377,00092
Mortgage-backed securities$1,168,809,000102
Certificates of participation in pools of residential mortgages$252,873,000184
Issued or guaranteed by U.S.$252,873,000182
Privately issued$0125
Collaterized mortgage obligations$913,050,00067
CMOs issued by government agencies or sponsored agencies$911,910,00056
Privately issued$1,140,000752
Commercial mortgage-backed securities$2,886,000174
Commercial mortgage pass-through securities$2,886,000106
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$386,717,00066
Available-for-sale securities (fair market value)$1,085,626,000130
Total debt securities$1,471,386,000126
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$367,140,00032
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$1,593,487,000122
U.S. Government securities$1,274,796,000113
U.S. Treasury securities$4,700,000524
U.S. Government agency obligations$1,270,096,000110
Securities issued by states & political subdivisions$316,026,00053
Other domestic debt securities$2,665,0001,386
Privately issued residential mortgage-backed securities$1,176,000820
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$1,005,000173
Other domestic debt securities - All other$484,0001,734
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$935,612,00090
Mortgage-backed securities$1,271,272,00098
Certificates of participation in pools of residential mortgages$306,128,000154
Issued or guaranteed by U.S.$306,128,000153
Privately issued$0136
Collaterized mortgage obligations$962,264,00061
CMOs issued by government agencies or sponsored agencies$961,088,00054
Privately issued$1,176,000779
Commercial mortgage-backed securities$2,880,000165
Commercial mortgage pass-through securities$2,880,000101
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$398,074,00066
Available-for-sale securities (fair market value)$1,195,413,000123
Total debt securities$1,592,482,000122
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$233,260,00034
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$1,592,780,000122
U.S. Government securities$1,292,497,000111
U.S. Treasury securities$4,700,000529
U.S. Government agency obligations$1,287,797,000108
Securities issued by states & political subdivisions$295,274,00057
Other domestic debt securities$5,009,0001,111
Privately issued residential mortgage-backed securities$1,256,000839
Commercial mortgage-backed securities - Total$2,888,000141
Asset backed securities$0234
Structured financial products - Total$189,000274
Other domestic debt securities - All other$676,0001,560
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$971,847,00090
Mortgage-backed securities$1,291,941,00091
Certificates of participation in pools of residential mortgages$183,142,000239
Issued or guaranteed by U.S.$183,142,000237
Privately issued$0141
Collaterized mortgage obligations$1,105,911,00056
CMOs issued by government agencies or sponsored agencies$1,104,655,00048
Privately issued$1,256,000800
Commercial mortgage-backed securities$2,888,000141
Commercial mortgage pass-through securities$2,888,00092
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$406,862,00062
Available-for-sale securities (fair market value)$1,185,918,000119
Total debt securities$1,592,591,000118
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$72,176,00051
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$1,714,006,000106
U.S. Government securities$1,467,385,00094
U.S. Treasury securities$4,698,000479
U.S. Government agency obligations$1,462,687,00090
Securities issued by states & political subdivisions$241,441,00065
Other domestic debt securities$5,180,0001,127
Privately issued residential mortgage-backed securities$1,299,000899
Commercial mortgage-backed securities - Total$3,016,000128
Asset backed securities$0226
Structured financial products - Total$188,000296
Other domestic debt securities - All other$677,0001,572
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$897,360,00092
Mortgage-backed securities$1,467,002,00081
Certificates of participation in pools of residential mortgages$197,732,000213
Issued or guaranteed by U.S.$197,732,000210
Privately issued$0141
Collaterized mortgage obligations$1,266,254,00049
CMOs issued by government agencies or sponsored agencies$1,264,955,00041
Privately issued$1,299,000857
Commercial mortgage-backed securities$3,016,000128
Commercial mortgage pass-through securities$3,016,00084
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$441,628,00054
Available-for-sale securities (fair market value)$1,272,378,000110
Total debt securities$1,713,818,000105
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$1,715,153,000107
U.S. Government securities$1,462,540,00090
U.S. Treasury securities$4,699,000475
U.S. Government agency obligations$1,457,841,00088
Securities issued by states & political subdivisions$247,265,00061
Other domestic debt securities$5,348,0001,094
Privately issued residential mortgage-backed securities$1,359,000919
Commercial mortgage-backed securities - Total$2,955,000128
Asset backed securities$0230
Structured financial products - Total$187,000299
Other domestic debt securities - All other$847,0001,446
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$989,131,00090
Mortgage-backed securities$1,462,155,00079
Certificates of participation in pools of residential mortgages$251,298,000168
Issued or guaranteed by U.S.$251,298,000167
Privately issued$0148
Collaterized mortgage obligations$1,207,902,00050
CMOs issued by government agencies or sponsored agencies$1,206,543,00043
Privately issued$1,359,000885
Commercial mortgage-backed securities$2,955,000128
Commercial mortgage pass-through securities$2,955,00079
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$461,171,00052
Available-for-sale securities (fair market value)$1,253,982,000107
Total debt securities$1,714,966,000104
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$1,813,038,00098
U.S. Government securities$1,529,966,00088
U.S. Treasury securities$4,900,000463
U.S. Government agency obligations$1,525,066,00087
Securities issued by states & political subdivisions$277,707,00051
Other domestic debt securities$5,365,0001,147
Privately issued residential mortgage-backed securities$1,369,000972
Commercial mortgage-backed securities - Total$2,910,000135
Asset backed securities$0238
Structured financial products - Total$231,000299
Other domestic debt securities - All other$855,0001,471
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,016,832,00082
Mortgage-backed securities$1,529,345,00080
Certificates of participation in pools of residential mortgages$298,382,000149
Issued or guaranteed by U.S.$298,382,000148
Privately issued$0145
Collaterized mortgage obligations$1,228,053,00048
CMOs issued by government agencies or sponsored agencies$1,226,684,00041
Privately issued$1,369,000935
Commercial mortgage-backed securities$2,910,000135
Commercial mortgage pass-through securities$2,910,00082
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$440,615,00055
Available-for-sale securities (fair market value)$1,372,423,000100
Total debt securities$1,812,807,00099
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$1,747,400,000104
U.S. Government securities$1,481,318,00088
U.S. Treasury securities$4,899,000417
U.S. Government agency obligations$1,476,419,00086
Securities issued by states & political subdivisions$260,539,00057
Other domestic debt securities$5,543,0001,172
Privately issued residential mortgage-backed securities$1,520,000974
Commercial mortgage-backed securities - Total$2,908,000130
Asset backed securities$0262
Structured financial products - Total$270,000295
Other domestic debt securities - All other$845,0001,509
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,059,188,00077
Mortgage-backed securities$1,480,847,00080
Certificates of participation in pools of residential mortgages$386,904,000130
Issued or guaranteed by U.S.$386,904,000129
Privately issued$0157
Collaterized mortgage obligations$1,091,035,00056
CMOs issued by government agencies or sponsored agencies$1,089,515,00046
Privately issued$1,520,000938
Commercial mortgage-backed securities$2,908,000130
Commercial mortgage pass-through securities$2,908,00077
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$244,158,00086
Available-for-sale securities (fair market value)$1,503,242,00099
Total debt securities$1,747,130,000103
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$1,711,848,000109
U.S. Government securities$1,485,383,00095
U.S. Treasury securities$4,896,000373
U.S. Government agency obligations$1,480,487,00090
Securities issued by states & political subdivisions$220,680,00068
Other domestic debt securities$5,785,0001,208
Privately issued residential mortgage-backed securities$1,574,0001,022
Commercial mortgage-backed securities - Total$2,954,000144
Asset backed securities$0266
Structured financial products - Total$286,000307
Other domestic debt securities - All other$971,0001,538
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$990,098,00089
Mortgage-backed securities$1,445,643,00084
Certificates of participation in pools of residential mortgages$292,513,000165
Issued or guaranteed by U.S.$292,513,000163
Privately issued$0171
Collaterized mortgage obligations$1,150,176,00055
CMOs issued by government agencies or sponsored agencies$1,148,602,00042
Privately issued$1,574,000981
Commercial mortgage-backed securities$2,954,000144
Commercial mortgage pass-through securities$2,954,00081
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$237,565,00094
Available-for-sale securities (fair market value)$1,474,283,000101
Total debt securities$1,711,811,000110
Structured notes
Amortized cost$40,446,00044
Fair value$39,372,00044
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$1,511,384,000119
U.S. Government securities$1,307,498,000103
U.S. Treasury securities$4,953,000361
U.S. Government agency obligations$1,302,545,000100
Securities issued by states & political subdivisions$197,571,00076
Other domestic debt securities$6,315,0001,169
Privately issued residential mortgage-backed securities$1,623,0001,039
Commercial mortgage-backed securities - Total$2,974,000127
Asset backed securities$0288
Structured financial products - Total$669,000285
Other domestic debt securities - All other$1,049,0001,474
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$858,211,00098
Mortgage-backed securities$1,293,022,00096
Certificates of participation in pools of residential mortgages$228,922,000211
Issued or guaranteed by U.S.$228,922,000208
Privately issued$0181
Collaterized mortgage obligations$1,061,126,00057
CMOs issued by government agencies or sponsored agencies$1,059,503,00042
Privately issued$1,623,000997
Commercial mortgage-backed securities$2,974,000127
Commercial mortgage pass-through securities$2,974,00066
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$242,197,00093
Available-for-sale securities (fair market value)$1,269,187,000115
Total debt securities$1,511,384,000117
Structured notes
Amortized cost$14,326,000102
Fair value$14,120,000101
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$1,515,937,000120
U.S. Government securities$1,394,621,00097
U.S. Treasury securities$4,986,000324
U.S. Government agency obligations$1,389,635,00094
Securities issued by states & political subdivisions$118,416,000126
Other domestic debt securities$2,900,0001,602
Privately issued residential mortgage-backed securities$1,598,0001,078
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,302,0001,397
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$932,055,00091
Mortgage-backed securities$1,360,703,00092
Certificates of participation in pools of residential mortgages$380,561,000149
Issued or guaranteed by U.S.$380,561,000145
Privately issued$0191
Collaterized mortgage obligations$980,142,00061
CMOs issued by government agencies or sponsored agencies$978,544,00045
Privately issued$1,598,0001,033
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$224,354,000102
Available-for-sale securities (fair market value)$1,291,583,000117
Total debt securities$1,515,937,000116
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$1,462,656,000113
U.S. Government securities$1,247,672,00097
U.S. Treasury securities$5,031,000278
U.S. Government agency obligations$1,242,641,00093
Securities issued by states & political subdivisions$211,594,00068
Other domestic debt securities$3,390,0001,463
Privately issued residential mortgage-backed securities$1,710,0001,023
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,680,0001,227
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$952,577,00093
Mortgage-backed securities$1,183,800,00098
Certificates of participation in pools of residential mortgages$354,538,000156
Issued or guaranteed by U.S.$354,538,000153
Privately issued$0188
Collaterized mortgage obligations$829,262,00064
CMOs issued by government agencies or sponsored agencies$827,552,00042
Privately issued$1,710,000981
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$157,765,000125
Available-for-sale securities (fair market value)$1,304,891,000105
Total debt securities$1,462,656,000110
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$1,299,229,000118
U.S. Government securities$1,196,830,00094
U.S. Treasury securities$4,896,000297
U.S. Government agency obligations$1,191,934,00093
Securities issued by states & political subdivisions$97,570,000158
Other domestic debt securities$4,829,0001,208
Privately issued residential mortgage-backed securities$1,765,000997
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,064,000857
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$836,753,00091
Mortgage-backed securities$1,177,243,00091
Certificates of participation in pools of residential mortgages$478,869,000109
Issued or guaranteed by U.S.$478,869,000106
Privately issued$0192
Collaterized mortgage obligations$698,374,00067
CMOs issued by government agencies or sponsored agencies$696,609,00045
Privately issued$1,765,000956
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$165,765,000122
Available-for-sale securities (fair market value)$1,133,464,000110
Total debt securities$1,299,229,000117
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$1,095,263,000139
U.S. Government securities$1,003,755,000112
U.S. Treasury securities$4,862,000291
U.S. Government agency obligations$998,893,000112
Securities issued by states & political subdivisions$83,379,000188
Other domestic debt securities$8,129,000964
Privately issued residential mortgage-backed securities$1,816,000976
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,313,000604
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$593,468,000121
Mortgage-backed securities$984,360,000104
Certificates of participation in pools of residential mortgages$373,510,000134
Issued or guaranteed by U.S.$373,510,000126
Privately issued$0202
Collaterized mortgage obligations$610,850,00075
CMOs issued by government agencies or sponsored agencies$609,034,00050
Privately issued$1,816,000928
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$173,930,000111
Available-for-sale securities (fair market value)$921,333,000140
Total debt securities$1,095,263,000137
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$1,046,322,000155
U.S. Government securities$892,922,000126
U.S. Treasury securities$4,862,000306
U.S. Government agency obligations$888,060,000123
Securities issued by states & political subdivisions$144,201,000100
Other domestic debt securities$9,199,000878
Privately issued residential mortgage-backed securities$1,946,000924
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,253,000544
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$625,297,000117
Mortgage-backed securities$866,733,000117
Certificates of participation in pools of residential mortgages$256,877,000184
Issued or guaranteed by U.S.$256,877,000176
Privately issued$0205
Collaterized mortgage obligations$609,856,00076
CMOs issued by government agencies or sponsored agencies$607,910,00047
Privately issued$1,946,000882
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$184,031,000103
Available-for-sale securities (fair market value)$862,291,000157
Total debt securities$1,046,322,000150
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$1,014,302,000160
U.S. Government securities$934,242,000125
U.S. Treasury securities$4,886,000329
U.S. Government agency obligations$929,356,000122
Securities issued by states & political subdivisions$65,761,000249
Other domestic debt securities$14,299,000638
Privately issued residential mortgage-backed securities$6,785,000548
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,514,000525
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$489,761,000141
Mortgage-backed securities$904,382,000112
Certificates of participation in pools of residential mortgages$255,251,000172
Issued or guaranteed by U.S.$255,251,000166
Privately issued$0191
Collaterized mortgage obligations$649,131,00079
CMOs issued by government agencies or sponsored agencies$642,346,00049
Privately issued$6,785,000515
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,440,000104
Available-for-sale securities (fair market value)$823,862,000157
Total debt securities$1,014,302,000157
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$952,067,000171
U.S. Government securities$876,135,000132
U.S. Treasury securities$14,844,000156
U.S. Government agency obligations$861,291,000129
Securities issued by states & political subdivisions$60,094,000279
Other domestic debt securities$15,838,000570
Privately issued residential mortgage-backed securities$6,936,000514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,902,000464
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$338,273,000194
Mortgage-backed securities$863,042,000113
Certificates of participation in pools of residential mortgages$199,539,000201
Issued or guaranteed by U.S.$199,539,000194
Privately issued$0194
Collaterized mortgage obligations$663,503,00073
CMOs issued by government agencies or sponsored agencies$656,567,00048
Privately issued$6,936,000486
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$199,152,000106
Available-for-sale securities (fair market value)$752,915,000164
Total debt securities$952,067,000165
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$896,507,000176
U.S. Government securities$823,903,000145
U.S. Treasury securities$17,106,000164
U.S. Government agency obligations$806,797,000145
Securities issued by states & political subdivisions$54,958,000303
Other domestic debt securities$17,646,000514
Privately issued residential mortgage-backed securities$8,788,000437
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,858,000434
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$322,893,000206
Mortgage-backed securities$806,588,000126
Certificates of participation in pools of residential mortgages$142,564,000279
Issued or guaranteed by U.S.$142,564,000272
Privately issued$0207
Collaterized mortgage obligations$664,024,00081
CMOs issued by government agencies or sponsored agencies$655,236,00052
Privately issued$8,788,000415
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$208,615,000100
Available-for-sale securities (fair market value)$687,892,000178
Total debt securities$896,507,000171
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$900,832,000176
U.S. Government securities$828,155,000145
U.S. Treasury securities$17,539,000178
U.S. Government agency obligations$810,616,000145
Securities issued by states & political subdivisions$54,639,000308
Other domestic debt securities$18,038,000512
Privately issued residential mortgage-backed securities$9,170,000419
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,868,000444
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$347,204,000205
Mortgage-backed securities$807,727,000122
Certificates of participation in pools of residential mortgages$137,109,000295
Issued or guaranteed by U.S.$137,109,000287
Privately issued$0218
Collaterized mortgage obligations$670,618,00082
CMOs issued by government agencies or sponsored agencies$661,448,00053
Privately issued$9,170,000396
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$217,206,000106
Available-for-sale securities (fair market value)$683,626,000181
Total debt securities$900,832,000176
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$969,629,000174
U.S. Government securities$896,212,000151
U.S. Treasury securities$26,383,000130
U.S. Government agency obligations$869,829,000145
Securities issued by states & political subdivisions$55,135,000304
Other domestic debt securities$18,282,000504
Privately issued residential mortgage-backed securities$9,420,000408
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,862,000449
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$454,631,000164
Mortgage-backed securities$869,326,000121
Certificates of participation in pools of residential mortgages$143,975,000283
Issued or guaranteed by U.S.$143,975,000276
Privately issued$0208
Collaterized mortgage obligations$725,351,00080
CMOs issued by government agencies or sponsored agencies$715,931,00048
Privately issued$9,420,000389
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$227,513,000101
Available-for-sale securities (fair market value)$742,116,000174
Total debt securities$969,629,000172
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$980,074,000179
U.S. Government securities$905,718,000146
U.S. Treasury securities$22,490,000161
U.S. Government agency obligations$883,228,000144
Securities issued by states & political subdivisions$55,665,000290
Other domestic debt securities$18,691,000505
Privately issued residential mortgage-backed securities$9,818,000397
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,873,000444
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$479,440,000157
Mortgage-backed securities$893,046,000121
Certificates of participation in pools of residential mortgages$151,997,000284
Issued or guaranteed by U.S.$151,997,000277
Privately issued$0214
Collaterized mortgage obligations$741,049,00084
CMOs issued by government agencies or sponsored agencies$731,231,00058
Privately issued$9,818,000375
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$237,608,000101
Available-for-sale securities (fair market value)$742,466,000181
Total debt securities$980,074,000175
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$988,804,000182
U.S. Government securities$913,719,000148
U.S. Treasury securities$21,631,000181
U.S. Government agency obligations$892,088,000143
Securities issued by states & political subdivisions$56,140,000282
Other domestic debt securities$18,945,000505
Privately issued residential mortgage-backed securities$10,019,000381
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,926,000445
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$505,513,000153
Mortgage-backed securities$898,858,000121
Certificates of participation in pools of residential mortgages$161,075,000278
Issued or guaranteed by U.S.$161,075,000273
Privately issued$0211
Collaterized mortgage obligations$737,783,00084
CMOs issued by government agencies or sponsored agencies$727,764,00058
Privately issued$10,019,000362
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$247,160,00098
Available-for-sale securities (fair market value)$741,644,000181
Total debt securities$988,804,000179
Structured notes
Amortized cost$3,395,0001,173
Fair value$3,249,0001,181
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$945,093,000191
U.S. Government securities$871,427,000164
U.S. Treasury securities$27,018,000156
U.S. Government agency obligations$844,409,000160
Securities issued by states & political subdivisions$55,434,000290
Other domestic debt securities$18,232,000528
Privately issued residential mortgage-backed securities$10,616,000376
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,616,000536
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$474,307,000156
Mortgage-backed securities$849,598,000130
Certificates of participation in pools of residential mortgages$169,475,000269
Issued or guaranteed by U.S.$169,475,000262
Privately issued$0205
Collaterized mortgage obligations$680,123,00086
CMOs issued by government agencies or sponsored agencies$669,507,00059
Privately issued$10,616,000355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$221,943,000111
Available-for-sale securities (fair market value)$723,150,000190
Total debt securities$945,093,000190
Structured notes
Amortized cost$3,564,0001,139
Fair value$3,433,0001,162
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$942,996,000194
U.S. Government securities$860,949,000163
U.S. Treasury securities$23,770,000180
U.S. Government agency obligations$837,179,000161
Securities issued by states & political subdivisions$68,339,000217
Other domestic debt securities$13,708,000619
Privately issued residential mortgage-backed securities$6,102,000469
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,606,000553
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$528,927,000146
Mortgage-backed securities$821,756,000138
Certificates of participation in pools of residential mortgages$187,348,000255
Issued or guaranteed by U.S.$187,348,000249
Privately issued$0216
Collaterized mortgage obligations$634,408,00087
CMOs issued by government agencies or sponsored agencies$628,306,00064
Privately issued$6,102,000446
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$229,321,000110
Available-for-sale securities (fair market value)$713,675,000193
Total debt securities$942,996,000192
Structured notes
Amortized cost$3,709,0001,117
Fair value$3,606,0001,121
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$903,319,000195
U.S. Government securities$812,779,000175
U.S. Treasury securities$18,820,000216
U.S. Government agency obligations$793,959,000169
Securities issued by states & political subdivisions$76,346,000193
Other domestic debt securities$14,194,000612
Privately issued residential mortgage-backed securities$6,570,000445
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,624,000566
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$552,289,000140
Mortgage-backed securities$793,661,000145
Certificates of participation in pools of residential mortgages$201,487,000243
Issued or guaranteed by U.S.$201,487,000238
Privately issued$0225
Collaterized mortgage obligations$592,174,00090
CMOs issued by government agencies or sponsored agencies$585,604,00066
Privately issued$6,570,000420
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$229,113,000111
Available-for-sale securities (fair market value)$674,206,000199
Total debt securities$903,319,000193
Structured notes
Amortized cost$3,942,0001,054
Fair value$3,847,0001,064
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$884,929,000199
U.S. Government securities$797,126,000177
U.S. Treasury securities$16,110,000243
U.S. Government agency obligations$781,016,000173
Securities issued by states & political subdivisions$76,217,000191
Other domestic debt securities$11,586,000699
Privately issued residential mortgage-backed securities$3,941,000530
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,645,000572
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$522,312,000145
Mortgage-backed securities$774,736,000149
Certificates of participation in pools of residential mortgages$196,606,000255
Issued or guaranteed by U.S.$196,606,000248
Privately issued$0223
Collaterized mortgage obligations$578,130,00095
CMOs issued by government agencies or sponsored agencies$574,189,00069
Privately issued$3,941,000496
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$232,540,000106
Available-for-sale securities (fair market value)$652,389,000210
Total debt securities$884,929,000197
Structured notes
Amortized cost$4,236,000963
Fair value$4,199,000962
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$866,383,000203
U.S. Government securities$767,477,000184
U.S. Treasury securities$3,944,000738
U.S. Government agency obligations$763,533,000174
Securities issued by states & political subdivisions$83,347,000163
Other domestic debt securities$15,559,000601
Privately issued residential mortgage-backed securities$7,939,000405
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,620,000613
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$525,505,000141
Mortgage-backed securities$737,605,000154
Certificates of participation in pools of residential mortgages$191,607,000260
Issued or guaranteed by U.S.$191,607,000254
Privately issued$0207
Collaterized mortgage obligations$545,998,00094
CMOs issued by government agencies or sponsored agencies$538,059,00069
Privately issued$7,939,000375
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$239,865,000104
Available-for-sale securities (fair market value)$626,518,000214
Total debt securities$866,383,000201
Structured notes
Amortized cost$4,503,000926
Fair value$4,395,000953
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$854,068,000211
U.S. Government securities$756,381,000183
U.S. Treasury securities$3,988,000730
U.S. Government agency obligations$752,393,000176
Securities issued by states & political subdivisions$84,172,000158
Other domestic debt securities$13,515,000682
Privately issued residential mortgage-backed securities$8,021,000399
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,494,000792
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$515,444,000154
Mortgage-backed securities$720,533,000162
Certificates of participation in pools of residential mortgages$213,523,000247
Issued or guaranteed by U.S.$213,523,000240
Privately issued$0203
Collaterized mortgage obligations$507,010,00098
CMOs issued by government agencies or sponsored agencies$498,989,00071
Privately issued$8,021,000372
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$241,058,000103
Available-for-sale securities (fair market value)$613,010,000216
Total debt securities$854,068,000208
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$791,844,000222
U.S. Government securities$692,758,000196
U.S. Treasury securities$4,001,000713
U.S. Government agency obligations$688,757,000186
Securities issued by states & political subdivisions$85,077,000157
Other domestic debt securities$14,009,000671
Privately issued residential mortgage-backed securities$8,512,000371
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,497,000811
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$478,380,000164
Mortgage-backed securities$663,189,000168
Certificates of participation in pools of residential mortgages$209,378,000251
Issued or guaranteed by U.S.$209,378,000245
Privately issued$0225
Collaterized mortgage obligations$453,811,000100
CMOs issued by government agencies or sponsored agencies$445,299,00075
Privately issued$8,512,000343
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$247,256,000100
Available-for-sale securities (fair market value)$544,588,000248
Total debt securities$791,844,000219
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$771,591,000224
U.S. Government securities$681,999,000194
U.S. Treasury securities$6,997,000504
U.S. Government agency obligations$675,002,000187
Securities issued by states & political subdivisions$79,005,000169
Other domestic debt securities$10,587,000786
Privately issued residential mortgage-backed securities$9,132,000346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,455,0001,794
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$496,076,000156
Mortgage-backed securities$660,229,000170
Certificates of participation in pools of residential mortgages$230,160,000235
Issued or guaranteed by U.S.$230,160,000227
Privately issued$0225
Collaterized mortgage obligations$430,069,000103
CMOs issued by government agencies or sponsored agencies$420,937,00078
Privately issued$9,132,000323
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$253,005,00099
Available-for-sale securities (fair market value)$518,586,000265
Total debt securities$771,591,000222
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$751,198,000229
U.S. Government securities$650,106,000205
U.S. Treasury securities$7,052,000485
U.S. Government agency obligations$643,054,000201
Securities issued by states & political subdivisions$89,660,000144
Other domestic debt securities$11,432,000806
Privately issued residential mortgage-backed securities$10,295,000339
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,137,0002,010
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$476,469,000158
Mortgage-backed securities$631,368,000177
Certificates of participation in pools of residential mortgages$236,978,000234
Issued or guaranteed by U.S.$236,978,000227
Privately issued$0230
Collaterized mortgage obligations$394,390,000114
CMOs issued by government agencies or sponsored agencies$384,095,00087
Privately issued$10,295,000318
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,743,000437
Available-for-sale securities (fair market value)$701,455,000216
Total debt securities$751,198,000228
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$735,839,000235
U.S. Government securities$620,929,000217
U.S. Treasury securities$20,946,000240
U.S. Government agency obligations$599,983,000217
Securities issued by states & political subdivisions$101,807,000124
Other domestic debt securities$13,103,000725
Privately issued residential mortgage-backed securities$11,995,000254
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,108,0002,152
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$503,168,000144
Mortgage-backed securities$590,963,000184
Certificates of participation in pools of residential mortgages$257,650,000229
Issued or guaranteed by U.S.$257,650,000223
Privately issued$0248
Collaterized mortgage obligations$333,313,000125
CMOs issued by government agencies or sponsored agencies$321,318,000107
Privately issued$11,995,000218
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,382,0001,869
Available-for-sale securities (fair market value)$729,457,000212
Total debt securities$735,839,000233
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$714,375,000233
U.S. Government securities$587,084,000222
U.S. Treasury securities$20,553,000240
U.S. Government agency obligations$566,531,000221
Securities issued by states & political subdivisions$112,678,000115
Other domestic debt securities$14,613,000693
Privately issued residential mortgage-backed securities$13,518,000234
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,095,0002,270
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$427,290,000157
Mortgage-backed securities$578,041,000185
Certificates of participation in pools of residential mortgages$280,306,000212
Issued or guaranteed by U.S.$280,306,000206
Privately issued$0253
Collaterized mortgage obligations$297,735,000131
CMOs issued by government agencies or sponsored agencies$284,217,000118
Privately issued$13,518,000206
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$714,375,000210
Total debt securities$714,375,000229
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$686,365,000243
U.S. Government securities$575,074,000224
U.S. Treasury securities$21,319,000236
U.S. Government agency obligations$553,755,000217
Securities issued by states & political subdivisions$94,377,000134
Other domestic debt securities$16,914,000664
Privately issued residential mortgage-backed securities$16,193,000227
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$721,0002,684
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$415,607,000154
Mortgage-backed securities$567,927,000187
Certificates of participation in pools of residential mortgages$320,532,000178
Issued or guaranteed by U.S.$320,532,000175
Privately issued$0256
Collaterized mortgage obligations$247,395,000168
CMOs issued by government agencies or sponsored agencies$231,202,000152
Privately issued$16,193,000202
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$686,365,000217
Total debt securities$686,365,000238
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$604,994,000270
U.S. Government securities$502,495,000256
U.S. Treasury securities$14,047,000338
U.S. Government agency obligations$488,448,000248
Securities issued by states & political subdivisions$82,793,000152
Other domestic debt securities$19,706,000604
Privately issued residential mortgage-backed securities$19,556,000204
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$150,0003,341
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$354,347,000177
Mortgage-backed securities$492,089,000206
Certificates of participation in pools of residential mortgages$290,318,000184
Issued or guaranteed by U.S.$290,318,000180
Privately issued$0257
Collaterized mortgage obligations$201,771,000203
CMOs issued by government agencies or sponsored agencies$182,215,000187
Privately issued$19,556,000180
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$604,994,000236
Total debt securities$604,994,000267
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$640,524,000243
U.S. Government securities$500,351,000245
U.S. Treasury securities$26,854,000215
U.S. Government agency obligations$473,497,000242
Securities issued by states & political subdivisions$111,646,000109
Other domestic debt securities$28,527,000462
Privately issued residential mortgage-backed securities$28,377,000170
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$150,0003,371
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$401,502,000155
Mortgage-backed securities$489,015,000198
Certificates of participation in pools of residential mortgages$292,318,000177
Issued or guaranteed by U.S.$292,318,000172
Privately issued$0252
Collaterized mortgage obligations$196,697,000194
CMOs issued by government agencies or sponsored agencies$168,320,000183
Privately issued$28,377,000149
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$640,524,000211
Total debt securities$640,524,000240
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$612,896,000236
U.S. Government securities$439,371,000234
U.S. Treasury securities$11,065,000436
U.S. Government agency obligations$428,306,000227
Securities issued by states & political subdivisions$126,421,00097
Other domestic debt securities$47,104,000329
Privately issued residential mortgage-backed securities$47,001,000141
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$103,0003,388
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$376,236,000156
Mortgage-backed securities$454,078,000191
Certificates of participation in pools of residential mortgages$254,487,000185
Issued or guaranteed by U.S.$254,487,000182
Privately issued$0260
Collaterized mortgage obligations$199,591,000183
CMOs issued by government agencies or sponsored agencies$152,590,000180
Privately issued$47,001,000122
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$612,896,000205
Total debt securities$612,896,000230
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$593,758,000232
U.S. Government securities$371,570,000265
U.S. Treasury securities$6,015,000935
U.S. Government agency obligations$365,555,000246
Securities issued by states & political subdivisions$100,144,000114
Other domestic debt securities$101,818,000168
Privately issued residential mortgage-backed securities$90,082,00089
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,736,000603
Foreign debt securities$0313
Equity securities$20,226,000289
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$343,955,000170
Mortgage-backed securities$412,247,000182
Certificates of participation in pools of residential mortgages$233,394,000176
Issued or guaranteed by U.S.$233,394,000176
Privately issued$0308
Collaterized mortgage obligations$178,853,000168
CMOs issued by government agencies or sponsored agencies$88,771,000226
Privately issued$90,082,00078
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$247,469,000117
Available-for-sale securities (fair market value)$346,289,000297
Total debt securities$573,532,000230
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$548,569,000263
U.S. Government securities$321,328,000328
U.S. Treasury securities$9,467,000930
U.S. Government agency obligations$311,861,000306
Securities issued by states & political subdivisions$98,591,000109
Other domestic debt securities$110,107,000173
Privately issued residential mortgage-backed securities$99,752,00098
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,355,000649
Foreign debt securities$0343
Equity securities$18,543,000317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$436,357,000159
Mortgage-backed securities$347,574,000233
Certificates of participation in pools of residential mortgages$119,467,000307
Issued or guaranteed by U.S.$119,467,000301
Privately issued$0307
Collaterized mortgage obligations$228,107,000162
CMOs issued by government agencies or sponsored agencies$128,355,000195
Privately issued$99,752,00088
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$160,106,000179
Available-for-sale securities (fair market value)$388,463,000291
Total debt securities$530,026,000261
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$487,969,000294
U.S. Government securities$278,439,000391
U.S. Treasury securities$19,198,000707
U.S. Government agency obligations$259,241,000365
Securities issued by states & political subdivisions$90,533,000128
Other domestic debt securities$104,826,000154
Privately issued residential mortgage-backed securities$103,487,00091
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,339,0001,627
Foreign debt securities$0363
Equity securities$14,171,000389
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$306,409,000168
Mortgage-backed securities$341,004,000238
Certificates of participation in pools of residential mortgages$41,203,000744
Issued or guaranteed by U.S.$41,203,000734
Privately issued$0349
Collaterized mortgage obligations$299,801,000123
CMOs issued by government agencies or sponsored agencies$196,314,000143
Privately issued$103,487,00075
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,157,0002,637
Available-for-sale securities (fair market value)$479,812,000240
Total debt securities$473,798,000287
Structured notes
Amortized cost$347,0001,253
Fair value$347,0001,251
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$216,506,000574
U.S. Government securities$129,034,000741
U.S. Treasury securities$19,956,000962
U.S. Government agency obligations$109,078,000710
Securities issued by states & political subdivisions$47,658,000215
Other domestic debt securities$36,556,000253
Privately issued residential mortgage-backed securities$33,770,000138
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,786,000903
Foreign debt securities$0390
Equity securities$3,258,0001,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,844,0001,026
Mortgage-backed securities$141,413,000448
Certificates of participation in pools of residential mortgages$9,530,0001,995
Issued or guaranteed by U.S.$9,530,0001,982
Privately issued$0394
Collaterized mortgage obligations$131,883,000202
CMOs issued by government agencies or sponsored agencies$98,113,000223
Privately issued$33,770,00095
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,466,0002,163
Available-for-sale securities (fair market value)$202,040,000450
Total debt securities$213,248,000567
Structured notes
Amortized cost$804,0001,558
Fair value$799,0001,559
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$174,401,000719
U.S. Government securities$112,859,000895
U.S. Treasury securities$5,054,0003,718
U.S. Government agency obligations$107,805,000735
Securities issued by states & political subdivisions$40,239,000262
Other domestic debt securities$19,083,000376
Privately issued residential mortgage-backed securities$16,132,000211
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,951,000886
Foreign debt securities$0466
Equity securities$2,220,0001,374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,474,0001,819
Mortgage-backed securities$114,356,000537
Certificates of participation in pools of residential mortgages$33,401,000916
Issued or guaranteed by U.S.$33,401,000900
Privately issued$0472
Collaterized mortgage obligations$80,955,000292
CMOs issued by government agencies or sponsored agencies$64,823,000315
Privately issued$16,132,000144
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,516,0001,558
Available-for-sale securities (fair market value)$148,885,000587
Total debt securities$172,181,000705
Structured notes
Amortized cost$1,124,0001,594
Fair value$1,110,0001,592
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$178,438,000743
U.S. Government securities$128,856,000824
U.S. Treasury securities$7,064,0003,588
U.S. Government agency obligations$121,792,000661
Securities issued by states & political subdivisions$41,261,000264
Other domestic debt securities$6,209,000934
Privately issued residential mortgage-backed securities$4,744,000408
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,465,0001,618
Foreign debt securities$0553
Equity securities$2,112,0001,376
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,042,0001,597
Mortgage-backed securities$99,407,000614
Certificates of participation in pools of residential mortgages$41,391,000795
Issued or guaranteed by U.S.$41,391,000774
Privately issued$0558
Collaterized mortgage obligations$58,016,000408
CMOs issued by government agencies or sponsored agencies$53,272,000395
Privately issued$4,744,000279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$36,619,0001,193
Available-for-sale securities (fair market value)$141,819,000632
Total debt securities$176,326,000735
Structured notes
Amortized cost$4,663,000776
Fair value$4,656,000763
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$172,805,000782
U.S. Government securities$136,495,000800
U.S. Treasury securities$16,870,0002,092
U.S. Government agency obligations$119,625,000663
Securities issued by states & political subdivisions$30,544,000360
Other domestic debt securities$3,761,0001,387
Privately issued residential mortgage-backed securities$3,509,000494
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$252,0003,448
Foreign debt securities$0600
Equity securities$2,005,0001,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,663,0002,585
Mortgage-backed securities$88,080,000702
Certificates of participation in pools of residential mortgages$47,641,000731
Issued or guaranteed by U.S.$47,641,000715
Privately issued$0564
Collaterized mortgage obligations$40,439,000567
CMOs issued by government agencies or sponsored agencies$36,930,000558
Privately issued$3,509,000352
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$117,451,000641
Available-for-sale securities (fair market value)$55,354,0001,019
Total debt securities$170,800,000769
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$187,204,000759
U.S. Government securities$145,172,000792
U.S. Treasury securities$29,278,0001,281
U.S. Government agency obligations$115,894,000678
Securities issued by states & political subdivisions$32,993,000328
Other domestic debt securities$7,100,0001,096
Privately issued residential mortgage-backed securities$4,542,000534
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,558,0001,566
Foreign debt securities$0649
Equity securities$1,939,0001,454
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,578,0001,987
Mortgage-backed securities$116,204,000596
Certificates of participation in pools of residential mortgages$56,052,000666
Issued or guaranteed by U.S.$56,052,000635
Privately issued$0731
Collaterized mortgage obligations$60,152,000457
CMOs issued by government agencies or sponsored agencies$55,610,000449
Privately issued$4,542,000351
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$185,265,000748
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$179,600,000770
U.S. Government securities$150,927,000728
U.S. Treasury securities$37,877,000981
U.S. Government agency obligations$113,050,000659
Securities issued by states & political subdivisions$16,204,000749
Other domestic debt securities$12,200,000901
Privately issued residential mortgage-backed securities$9,057,000465
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,143,0001,583
Foreign debt securities$0699
Equity securities$269,0003,497
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,506,0002,220
Mortgage-backed securities$120,245,000566
Certificates of participation in pools of residential mortgages$77,976,000530
Issued or guaranteed by U.S.$77,976,000496
Privately issued$0831
Collaterized mortgage obligations$42,269,000571
CMOs issued by government agencies or sponsored agencies$33,212,000617
Privately issued$9,057,000289
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$179,331,000755
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