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TrustCo Bank, Securities

2023-12-31Rank
Total securities$458,699,000462
U.S. Government securities$379,990,000372
U.S. Treasury securities$02,754
U.S. Government agency obligations$379,990,000340
Securities issued by states & political subdivisions$26,0003,776
Other domestic debt securities$78,052,000295
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$78,052,000116
Foreign debt securities$631,000229
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$155,277,000625
Mortgage-backed securities$244,135,000399
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$231,084,000261
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,051,000938
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$6,458,0001,105
Available-for-sale securities (fair market value)$452,241,000379
Total debt securities$458,696,000455
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$456,824,000456
U.S. Government securities$379,232,000371
U.S. Treasury securities$02,809
U.S. Government agency obligations$379,232,000337
Securities issued by states & political subdivisions$34,0003,820
Other domestic debt securities$76,935,000294
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$76,935,000117
Foreign debt securities$623,000241
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$168,566,000568
Mortgage-backed securities$240,442,000396
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$227,411,000260
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,031,000920
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$6,724,0001,108
Available-for-sale securities (fair market value)$450,100,000374
Total debt securities$456,824,000447
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$459,709,000461
U.S. Government securities$382,438,000375
U.S. Treasury securities$02,832
U.S. Government agency obligations$382,438,000340
Securities issued by states & political subdivisions$34,0003,853
Other domestic debt securities$76,618,000297
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$76,618,000116
Foreign debt securities$619,000240
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,391,000526
Mortgage-backed securities$250,486,000390
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$236,918,000259
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,568,000920
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$7,043,0001,102
Available-for-sale securities (fair market value)$452,666,000379
Total debt securities$459,711,000452
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$484,005,000471
U.S. Government securities$401,891,000381
U.S. Treasury securities$02,901
U.S. Government agency obligations$401,891,000321
Securities issued by states & political subdivisions$34,0003,906
Other domestic debt securities$81,464,000305
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$81,464,000119
Foreign debt securities$616,000215
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$181,699,000507
Mortgage-backed securities$262,938,000402
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$248,487,000264
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$14,451,000921
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$7,383,0001,133
Available-for-sale securities (fair market value)$476,622,000388
Total debt securities$484,006,000464
Structured notes
Amortized cost$5,000,000358
Fair value$4,975,000332
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$489,184,000472
U.S. Government securities$407,187,000387
U.S. Treasury securities$02,941
U.S. Government agency obligations$407,187,000319
Securities issued by states & political subdivisions$34,0003,947
Other domestic debt securities$81,346,000319
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$81,346,000129
Foreign debt securities$617,000220
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$171,405,000482
Mortgage-backed securities$268,023,000399
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$253,506,000270
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$14,517,000921
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$7,707,0001,135
Available-for-sale securities (fair market value)$481,477,000389
Total debt securities$489,186,000464
Structured notes
Amortized cost$5,000,000380
Fair value$4,975,000353
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$476,273,000487
U.S. Government securities$394,609,000398
U.S. Treasury securities$02,957
U.S. Government agency obligations$394,609,000331
Securities issued by states & political subdivisions$41,0003,985
Other domestic debt securities$81,002,000313
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$81,002,000133
Foreign debt securities$621,000226
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,924,000582
Mortgage-backed securities$269,332,000399
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$253,486,000272
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$15,846,000889
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$8,091,0001,104
Available-for-sale securities (fair market value)$468,182,000405
Total debt securities$476,274,000480
Structured notes
Amortized cost$5,000,000379
Fair value$4,975,000350
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$510,923,000461
U.S. Government securities$422,522,000392
U.S. Treasury securities$02,920
U.S. Government agency obligations$422,522,000326
Securities issued by states & political subdivisions$41,0004,024
Other domestic debt securities$87,740,000276
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$87,740,000129
Foreign debt securities$620,000228
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,427,000496
Mortgage-backed securities$295,994,000394
Certificates of participation in pools of residential mortgages$278,350,000267
Issued or guaranteed by U.S.$278,350,000266
Privately issued$0231
Collaterized mortgage obligations$17,644,000932
CMOs issued by government agencies or sponsored agencies$17,644,000853
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$8,545,0001,016
Available-for-sale securities (fair market value)$502,378,000394
Total debt securities$510,922,000454
Structured notes
Amortized cost$5,000,000360
Fair value$4,975,000344
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$418,138,000569
U.S. Government securities$343,373,000469
U.S. Treasury securities$02,666
U.S. Government agency obligations$343,373,000396
Securities issued by states & political subdivisions$41,0004,047
Other domestic debt securities$74,089,000294
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$74,089,000144
Foreign debt securities$635,000229
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$277,095,000306
Mortgage-backed securities$253,228,000445
Certificates of participation in pools of residential mortgages$234,132,000301
Issued or guaranteed by U.S.$234,132,000300
Privately issued$0238
Collaterized mortgage obligations$19,096,000887
CMOs issued by government agencies or sponsored agencies$19,096,000817
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$9,183,000903
Available-for-sale securities (fair market value)$408,955,000501
Total debt securities$418,140,000556
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$417,600,000545
U.S. Government securities$371,575,000411
U.S. Treasury securities$02,212
U.S. Government agency obligations$371,575,000378
Securities issued by states & political subdivisions$41,0004,072
Other domestic debt securities$45,337,000397
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$45,337,000211
Foreign debt securities$647,000217
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$268,942,000301
Mortgage-backed securities$280,721,000410
Certificates of participation in pools of residential mortgages$258,067,000286
Issued or guaranteed by U.S.$258,067,000286
Privately issued$0246
Collaterized mortgage obligations$22,654,000766
CMOs issued by government agencies or sponsored agencies$22,654,000716
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$9,923,000779
Available-for-sale securities (fair market value)$407,677,000492
Total debt securities$417,599,000534
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$445,218,000480
U.S. Government securities$398,604,000364
U.S. Treasury securities$02,008
U.S. Government agency obligations$398,604,000342
Securities issued by states & political subdivisions$48,0004,125
Other domestic debt securities$45,916,000378
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$45,916,000198
Foreign debt securities$650,000204
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$271,500,000296
Mortgage-backed securities$304,286,000384
Certificates of participation in pools of residential mortgages$275,705,000271
Issued or guaranteed by U.S.$275,705,000271
Privately issued$0234
Collaterized mortgage obligations$28,581,000635
CMOs issued by government agencies or sponsored agencies$28,581,000602
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$10,701,000721
Available-for-sale securities (fair market value)$434,517,000437
Total debt securities$445,217,000474
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$494,443,000424
U.S. Government securities$439,098,000324
U.S. Treasury securities$01,913
U.S. Government agency obligations$439,098,000307
Securities issued by states & political subdivisions$48,0004,153
Other domestic debt securities$54,647,000317
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$54,647,000166
Foreign debt securities$650,000197
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$275,920,000281
Mortgage-backed securities$327,320,000347
Certificates of participation in pools of residential mortgages$295,233,000242
Issued or guaranteed by U.S.$295,233,000242
Privately issued$0247
Collaterized mortgage obligations$32,087,000569
CMOs issued by government agencies or sponsored agencies$32,087,000538
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$11,664,000673
Available-for-sale securities (fair market value)$482,779,000382
Total debt securities$494,443,000418
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$540,279,000372
U.S. Government securities$474,742,000287
U.S. Treasury securities$01,631
U.S. Government agency obligations$474,742,000273
Securities issued by states & political subdivisions$48,0004,174
Other domestic debt securities$64,839,000269
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$64,839,000127
Foreign debt securities$650,000205
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$268,095,000276
Mortgage-backed securities$361,046,000297
Certificates of participation in pools of residential mortgages$320,520,000215
Issued or guaranteed by U.S.$320,520,000212
Privately issued$0261
Collaterized mortgage obligations$40,526,000474
CMOs issued by government agencies or sponsored agencies$40,526,000442
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$12,729,000621
Available-for-sale securities (fair market value)$527,550,000336
Total debt securities$540,280,000368
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$452,860,000395
U.S. Government securities$392,167,000299
U.S. Treasury securities$01,194
U.S. Government agency obligations$392,167,000285
Securities issued by states & political subdivisions$103,0004,176
Other domestic debt securities$59,940,000267
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$59,940,000132
Foreign debt securities$650,000202
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$256,065,000288
Mortgage-backed securities$329,982,000296
Certificates of participation in pools of residential mortgages$279,268,000215
Issued or guaranteed by U.S.$279,268,000214
Privately issued$0245
Collaterized mortgage obligations$50,714,000407
CMOs issued by government agencies or sponsored agencies$50,714,000377
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$13,824,000571
Available-for-sale securities (fair market value)$439,036,000368
Total debt securities$452,859,000390
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$469,801,000356
U.S. Government securities$368,933,000297
U.S. Treasury securities$01,216
U.S. Government agency obligations$368,933,000284
Securities issued by states & political subdivisions$111,0004,166
Other domestic debt securities$70,112,000230
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$70,112,000114
Foreign debt securities$30,645,00037
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$227,874,000308
Mortgage-backed securities$324,863,000284
Certificates of participation in pools of residential mortgages$278,237,000200
Issued or guaranteed by U.S.$278,237,000199
Privately issued$0251
Collaterized mortgage obligations$46,626,000435
CMOs issued by government agencies or sponsored agencies$46,626,000405
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$15,094,000538
Available-for-sale securities (fair market value)$454,707,000329
Total debt securities$469,800,000350
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$449,300,000366
U.S. Government securities$394,100,000285
U.S. Treasury securities$01,251
U.S. Government agency obligations$394,100,000270
Securities issued by states & political subdivisions$111,0004,178
Other domestic debt securities$54,439,000269
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$54,439,000140
Foreign debt securities$650,000204
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$206,218,000326
Mortgage-backed securities$348,102,000264
Certificates of participation in pools of residential mortgages$306,606,000177
Issued or guaranteed by U.S.$306,606,000175
Privately issued$0251
Collaterized mortgage obligations$41,496,000489
CMOs issued by government agencies or sponsored agencies$41,496,000451
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$16,633,000516
Available-for-sale securities (fair market value)$432,667,000333
Total debt securities$449,304,000359
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$520,850,000321
U.S. Government securities$471,524,000258
U.S. Treasury securities$01,297
U.S. Government agency obligations$471,524,000245
Securities issued by states & political subdivisions$112,0004,189
Other domestic debt securities$48,564,000278
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$48,564,000143
Foreign debt securities$650,000212
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,722,000307
Mortgage-backed securities$369,786,000257
Certificates of participation in pools of residential mortgages$323,622,000166
Issued or guaranteed by U.S.$323,622,000165
Privately issued$0267
Collaterized mortgage obligations$46,164,000449
CMOs issued by government agencies or sponsored agencies$46,164,000420
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$17,719,000509
Available-for-sale securities (fair market value)$503,131,000292
Total debt securities$520,852,000317
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$592,405,000287
U.S. Government securities$561,157,000235
U.S. Treasury securities$01,363
U.S. Government agency obligations$561,157,000224
Securities issued by states & political subdivisions$162,0004,188
Other domestic debt securities$30,436,000361
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$30,436,000192
Foreign debt securities$650,000196
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$212,996,000290
Mortgage-backed securities$408,134,000240
Certificates of participation in pools of residential mortgages$331,704,000163
Issued or guaranteed by U.S.$331,704,000163
Privately issued$0249
Collaterized mortgage obligations$76,430,000325
CMOs issued by government agencies or sponsored agencies$76,430,000306
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$18,618,000528
Available-for-sale securities (fair market value)$573,787,000260
Total debt securities$592,405,000282
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$682,433,000255
U.S. Government securities$641,335,000212
U.S. Treasury securities$01,429
U.S. Government agency obligations$641,335,000202
Securities issued by states & political subdivisions$169,0004,253
Other domestic debt securities$40,281,000305
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$40,281,000156
Foreign debt securities$648,000207
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$238,265,000257
Mortgage-backed securities$425,875,000231
Certificates of participation in pools of residential mortgages$346,461,000150
Issued or guaranteed by U.S.$346,461,000149
Privately issued$0287
Collaterized mortgage obligations$79,414,000312
CMOs issued by government agencies or sponsored agencies$79,414,000292
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$19,705,000538
Available-for-sale securities (fair market value)$662,728,000234
Total debt securities$682,431,000251
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$654,171,000270
U.S. Government securities$612,884,000222
U.S. Treasury securities$01,467
U.S. Government agency obligations$612,884,000210
Securities issued by states & political subdivisions$170,0004,314
Other domestic debt securities$40,467,000282
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$40,467,000150
Foreign debt securities$650,000220
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$244,423,000258
Mortgage-backed securities$375,345,000246
Certificates of participation in pools of residential mortgages$295,369,000175
Issued or guaranteed by U.S.$295,369,000174
Privately issued$0244
Collaterized mortgage obligations$79,976,000308
CMOs issued by government agencies or sponsored agencies$79,976,000291
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$20,667,000552
Available-for-sale securities (fair market value)$633,504,000247
Total debt securities$654,169,000263
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$568,041,000298
U.S. Government securities$536,961,000250
U.S. Treasury securities$01,516
U.S. Government agency obligations$536,961,000232
Securities issued by states & political subdivisions$172,0004,376
Other domestic debt securities$30,258,000320
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$30,258,000186
Foreign debt securities$650,000235
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,012,000265
Mortgage-backed securities$334,556,000257
Certificates of participation in pools of residential mortgages$264,712,000189
Issued or guaranteed by U.S.$264,712,000189
Privately issued$0248
Collaterized mortgage obligations$69,844,000336
CMOs issued by government agencies or sponsored agencies$69,844,000319
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$21,609,000560
Available-for-sale securities (fair market value)$546,432,000269
Total debt securities$568,041,000294
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$523,929,000314
U.S. Government securities$493,168,000259
U.S. Treasury securities$01,513
U.S. Government agency obligations$493,168,000245
Securities issued by states & political subdivisions$173,0004,427
Other domestic debt securities$29,938,000311
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$29,938,000181
Foreign debt securities$650,000239
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$253,517,000258
Mortgage-backed securities$284,533,000288
Certificates of participation in pools of residential mortgages$271,056,000184
Issued or guaranteed by U.S.$271,056,000184
Privately issued$0211
Collaterized mortgage obligations$13,477,000979
CMOs issued by government agencies or sponsored agencies$13,477,000937
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$22,502,000576
Available-for-sale securities (fair market value)$501,427,000283
Total debt securities$523,929,000309
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$531,309,000310
U.S. Government securities$500,502,000255
U.S. Treasury securities$01,500
U.S. Government agency obligations$500,502,000242
Securities issued by states & political subdivisions$180,0004,473
Other domestic debt securities$29,977,000303
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$29,977,000179
Foreign debt securities$650,000233
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$298,359,000235
Mortgage-backed securities$292,555,000284
Certificates of participation in pools of residential mortgages$278,835,000182
Issued or guaranteed by U.S.$278,835,000181
Privately issued$0145
Collaterized mortgage obligations$13,720,000949
CMOs issued by government agencies or sponsored agencies$13,720,000914
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$23,462,000570
Available-for-sale securities (fair market value)$507,847,000280
Total debt securities$531,309,000305
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$551,712,000298
U.S. Government securities$520,562,000251
U.S. Treasury securities$01,475
U.S. Government agency obligations$520,562,000238
Securities issued by states & political subdivisions$524,0004,351
Other domestic debt securities$29,977,000327
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$29,977,000182
Foreign debt securities$649,000232
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$322,711,000225
Mortgage-backed securities$307,982,000275
Certificates of participation in pools of residential mortgages$293,451,000174
Issued or guaranteed by U.S.$293,451,000173
Privately issued$0453
Collaterized mortgage obligations$14,531,000912
CMOs issued by government agencies or sponsored agencies$14,531,000874
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$24,730,000569
Available-for-sale securities (fair market value)$526,982,000273
Total debt securities$551,712,000293
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$585,221,000282
U.S. Government securities$548,819,000237
U.S. Treasury securities$01,426
U.S. Government agency obligations$548,819,000225
Securities issued by states & political subdivisions$525,0004,392
Other domestic debt securities$35,227,000270
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$35,227,000170
Foreign debt securities$650,000223
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$331,038,000224
Mortgage-backed securities$333,379,000259
Certificates of participation in pools of residential mortgages$308,244,000172
Issued or guaranteed by U.S.$308,244,000170
Privately issued$067
Collaterized mortgage obligations$15,562,000874
CMOs issued by government agencies or sponsored agencies$15,562,000833
Privately issued$0557
Commercial mortgage-backed securities$9,573,000548
Commercial mortgage pass-through securities$9,573,000309
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$26,174,000565
Available-for-sale securities (fair market value)$559,047,000262
Total debt securities$585,221,000276
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$599,479,000274
U.S. Government securities$558,142,000224
U.S. Treasury securities$01,328
U.S. Government agency obligations$558,142,000217
Securities issued by states & political subdivisions$525,0004,462
Other domestic debt securities$40,162,000242
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$40,162,000147
Foreign debt securities$650,000222
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$337,996,000219
Mortgage-backed securities$353,233,000245
Certificates of participation in pools of residential mortgages$327,020,000161
Issued or guaranteed by U.S.$327,020,000159
Privately issued$064
Collaterized mortgage obligations$16,513,000832
CMOs issued by government agencies or sponsored agencies$16,513,000793
Privately issued$0573
Commercial mortgage-backed securities$9,700,000538
Commercial mortgage pass-through securities$9,700,000309
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$27,550,000553
Available-for-sale securities (fair market value)$571,929,000250
Total debt securities$599,480,000267
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$609,662,000267
U.S. Government securities$568,098,000225
U.S. Treasury securities$01,313
U.S. Government agency obligations$568,098,000216
Securities issued by states & political subdivisions$534,0004,499
Other domestic debt securities$40,380,000248
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$40,380,000158
Foreign debt securities$650,000234
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$304,065,000241
Mortgage-backed securities$374,774,000242
Certificates of participation in pools of residential mortgages$347,426,000152
Issued or guaranteed by U.S.$347,426,000150
Privately issued$069
Collaterized mortgage obligations$17,524,000791
CMOs issued by government agencies or sponsored agencies$17,524,000752
Privately issued$0584
Commercial mortgage-backed securities$9,824,000518
Commercial mortgage pass-through securities$9,824,000302
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$29,268,000554
Available-for-sale securities (fair market value)$580,394,000246
Total debt securities$609,662,000259
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$646,629,000259
U.S. Government securities$594,948,000216
U.S. Treasury securities$01,351
U.S. Government agency obligations$594,948,000207
Securities issued by states & political subdivisions$536,0004,543
Other domestic debt securities$50,495,000205
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$50,495,000128
Foreign debt securities$650,000241
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$304,481,000236
Mortgage-backed securities$393,704,000238
Certificates of participation in pools of residential mortgages$363,987,000148
Issued or guaranteed by U.S.$363,987,000146
Privately issued$067
Collaterized mortgage obligations$19,814,000736
CMOs issued by government agencies or sponsored agencies$19,814,000700
Privately issued$0606
Commercial mortgage-backed securities$9,903,000518
Commercial mortgage pass-through securities$9,903,000299
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$41,207,000456
Available-for-sale securities (fair market value)$605,422,000239
Total debt securities$646,629,000252
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$690,794,000250
U.S. Government securities$638,651,000202
U.S. Treasury securities$01,390
U.S. Government agency obligations$638,651,000194
Securities issued by states & political subdivisions$887,0004,480
Other domestic debt securities$50,606,000210
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$50,606,000131
Foreign debt securities$650,000238
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$311,616,000233
Mortgage-backed securities$400,881,000233
Certificates of participation in pools of residential mortgages$369,883,000150
Issued or guaranteed by U.S.$369,883,000148
Privately issued$066
Collaterized mortgage obligations$21,075,000716
CMOs issued by government agencies or sponsored agencies$21,075,000682
Privately issued$0642
Commercial mortgage-backed securities$9,923,000499
Commercial mortgage pass-through securities$9,923,000286
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$43,270,000448
Available-for-sale securities (fair market value)$647,524,000226
Total debt securities$690,794,000245
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$665,815,000251
U.S. Government securities$613,584,000209
U.S. Treasury securities$01,367
U.S. Government agency obligations$613,584,000203
Securities issued by states & political subdivisions$886,0004,526
Other domestic debt securities$50,695,000204
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$50,695,000126
Foreign debt securities$650,000237
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$273,671,000250
Mortgage-backed securities$417,819,000225
Certificates of participation in pools of residential mortgages$384,842,000147
Issued or guaranteed by U.S.$384,842,000145
Privately issued$071
Collaterized mortgage obligations$22,966,000686
CMOs issued by government agencies or sponsored agencies$22,966,000644
Privately issued$0666
Commercial mortgage-backed securities$10,011,000471
Commercial mortgage pass-through securities$10,011,000273
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$45,490,000429
Available-for-sale securities (fair market value)$620,325,000228
Total debt securities$665,815,000246
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$702,495,000237
U.S. Government securities$649,864,000194
U.S. Treasury securities$01,214
U.S. Government agency obligations$649,864,000183
Securities issued by states & political subdivisions$970,0004,508
Other domestic debt securities$51,011,000209
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$51,011,000129
Foreign debt securities$650,000230
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$244,830,000284
Mortgage-backed securities$448,851,000217
Certificates of participation in pools of residential mortgages$412,408,000135
Issued or guaranteed by U.S.$412,408,000134
Privately issued$067
Collaterized mortgage obligations$26,210,000640
CMOs issued by government agencies or sponsored agencies$26,210,000599
Privately issued$0671
Commercial mortgage-backed securities$10,233,000451
Commercial mortgage pass-through securities$10,233,000241
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$48,029,000420
Available-for-sale securities (fair market value)$654,466,000214
Total debt securities$702,495,000232
Structured notes
Amortized cost$10,000,000135
Fair value$10,009,000138
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$671,154,000247
U.S. Government securities$659,548,000192
U.S. Treasury securities$01,253
U.S. Government agency obligations$659,548,000183
Securities issued by states & political subdivisions$974,0004,547
Other domestic debt securities$9,982,000599
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$9,982,000432
Foreign debt securities$650,000231
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$244,230,000287
Mortgage-backed securities$455,213,000209
Certificates of participation in pools of residential mortgages$414,966,000133
Issued or guaranteed by U.S.$414,966,000131
Privately issued$071
Collaterized mortgage obligations$29,873,000600
CMOs issued by government agencies or sponsored agencies$29,873,000560
Privately issued$0687
Commercial mortgage-backed securities$10,374,000421
Commercial mortgage pass-through securities$10,374,000226
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$50,684,000414
Available-for-sale securities (fair market value)$620,470,000230
Total debt securities$671,154,000242
Structured notes
Amortized cost$10,000,000152
Fair value$10,025,000153
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$643,666,000252
U.S. Government securities$606,742,000206
U.S. Treasury securities$01,296
U.S. Government agency obligations$606,742,000200
Securities issued by states & political subdivisions$974,0004,588
Other domestic debt securities$35,300,000282
Privately issued residential mortgage-backed securities$25,321,00088
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$9,979,000434
Foreign debt securities$650,000228
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$257,882,000288
Mortgage-backed securities$476,090,000206
Certificates of participation in pools of residential mortgages$433,566,000128
Issued or guaranteed by U.S.$433,566,000127
Privately issued$066
Collaterized mortgage obligations$32,217,000581
CMOs issued by government agencies or sponsored agencies$6,896,0001,362
Privately issued$25,321,00084
Commercial mortgage-backed securities$10,307,000414
Commercial mortgage pass-through securities$10,307,000221
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$53,574,000409
Available-for-sale securities (fair market value)$590,092,000236
Total debt securities$643,666,000247
Structured notes
Amortized cost$10,000,000170
Fair value$10,021,000172
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$657,467,000249
U.S. Government securities$645,552,000199
U.S. Treasury securities$01,367
U.S. Government agency obligations$645,552,000190
Securities issued by states & political subdivisions$1,290,0004,480
Other domestic debt securities$9,975,000595
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$9,975,000421
Foreign debt securities$650,000216
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$279,756,000266
Mortgage-backed securities$468,398,000207
Certificates of participation in pools of residential mortgages$424,004,000125
Issued or guaranteed by U.S.$424,004,000124
Privately issued$066
Collaterized mortgage obligations$34,214,000571
CMOs issued by government agencies or sponsored agencies$34,214,000537
Privately issued$0704
Commercial mortgage-backed securities$10,180,000392
Commercial mortgage pass-through securities$10,180,000210
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$56,465,000406
Available-for-sale securities (fair market value)$601,002,000231
Total debt securities$657,467,000244
Structured notes
Amortized cost$10,000,000205
Fair value$9,978,000211
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$684,510,000242
U.S. Government securities$671,926,000190
U.S. Treasury securities$01,303
U.S. Government agency obligations$671,926,000181
Securities issued by states & political subdivisions$1,963,0004,323
Other domestic debt securities$9,971,000601
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$9,971,000426
Foreign debt securities$650,000218
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$283,834,000256
Mortgage-backed securities$474,396,000204
Certificates of participation in pools of residential mortgages$426,789,000123
Issued or guaranteed by U.S.$426,789,000122
Privately issued$065
Collaterized mortgage obligations$37,116,000544
CMOs issued by government agencies or sponsored agencies$37,116,000509
Privately issued$0721
Commercial mortgage-backed securities$10,491,000359
Commercial mortgage pass-through securities$10,491,000199
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$59,998,000397
Available-for-sale securities (fair market value)$624,512,000224
Total debt securities$684,510,000236
Structured notes
Amortized cost$5,000,000447
Fair value$5,000,000460
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$753,171,000222
U.S. Government securities$740,585,000171
U.S. Treasury securities$01,348
U.S. Government agency obligations$740,585,000167
Securities issued by states & political subdivisions$1,969,0004,347
Other domestic debt securities$9,967,000593
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$9,967,000411
Foreign debt securities$650,000224
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$306,018,000234
Mortgage-backed securities$493,180,000199
Certificates of participation in pools of residential mortgages$441,828,000122
Issued or guaranteed by U.S.$441,828,000121
Privately issued$067
Collaterized mortgage obligations$40,953,000522
CMOs issued by government agencies or sponsored agencies$40,953,000494
Privately issued$0741
Commercial mortgage-backed securities$10,399,000332
Commercial mortgage pass-through securities$10,399,000182
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$63,543,000379
Available-for-sale securities (fair market value)$689,628,000205
Total debt securities$753,171,000219
Structured notes
Amortized cost$35,000,00082
Fair value$35,051,00078
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$734,076,000232
U.S. Government securities$719,988,000181
U.S. Treasury securities$01,327
U.S. Government agency obligations$719,988,000177
Securities issued by states & political subdivisions$1,974,0004,371
Other domestic debt securities$11,464,000543
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$11,464,000374
Foreign debt securities$650,000228
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$301,074,000241
Mortgage-backed securities$513,072,000195
Certificates of participation in pools of residential mortgages$457,371,000121
Issued or guaranteed by U.S.$457,371,000120
Privately issued$070
Collaterized mortgage obligations$45,198,000497
CMOs issued by government agencies or sponsored agencies$45,198,000471
Privately issued$0776
Commercial mortgage-backed securities$10,503,000320
Commercial mortgage pass-through securities$10,503,000173
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$67,260,000362
Available-for-sale securities (fair market value)$666,816,000212
Total debt securities$734,076,000226
Structured notes
Amortized cost$30,000,000108
Fair value$30,051,000108
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$747,670,000226
U.S. Government securities$733,289,000168
U.S. Treasury securities$01,361
U.S. Government agency obligations$733,289,000162
Securities issued by states & political subdivisions$2,271,0004,334
Other domestic debt securities$11,460,000549
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$11,460,000377
Foreign debt securities$650,000211
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$298,011,000247
Mortgage-backed securities$554,993,000179
Certificates of participation in pools of residential mortgages$497,472,000114
Issued or guaranteed by U.S.$497,472,000113
Privately issued$075
Collaterized mortgage obligations$47,074,000484
CMOs issued by government agencies or sponsored agencies$47,074,000461
Privately issued$0785
Commercial mortgage-backed securities$10,447,000319
Commercial mortgage pass-through securities$10,447,000180
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$70,946,000350
Available-for-sale securities (fair market value)$676,724,000207
Total debt securities$747,670,000221
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$796,767,000207
U.S. Government securities$781,997,000156
U.S. Treasury securities$01,381
U.S. Government agency obligations$781,997,000153
Securities issued by states & political subdivisions$2,769,0004,223
Other domestic debt securities$11,357,000564
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$11,357,000390
Foreign debt securities$644,000211
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$317,586,000227
Mortgage-backed securities$598,419,000166
Certificates of participation in pools of residential mortgages$539,111,000101
Issued or guaranteed by U.S.$539,111,000100
Privately issued$073
Collaterized mortgage obligations$48,891,000485
CMOs issued by government agencies or sponsored agencies$48,891,000462
Privately issued$0821
Commercial mortgage-backed securities$10,417,000316
Commercial mortgage pass-through securities$10,417,000183
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$74,179,000338
Available-for-sale securities (fair market value)$722,588,000193
Total debt securities$796,767,000205
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$889,661,000185
U.S. Government securities$873,742,000144
U.S. Treasury securities$01,342
U.S. Government agency obligations$873,742,000140
Securities issued by states & political subdivisions$3,921,0003,963
Other domestic debt securities$11,354,000583
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$11,354,000393
Foreign debt securities$644,000210
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$339,371,000209
Mortgage-backed securities$668,035,000152
Certificates of participation in pools of residential mortgages$607,246,00092
Issued or guaranteed by U.S.$607,246,00091
Privately issued$075
Collaterized mortgage obligations$50,245,000485
CMOs issued by government agencies or sponsored agencies$50,245,000456
Privately issued$0840
Commercial mortgage-backed securities$10,544,000304
Commercial mortgage pass-through securities$10,544,000175
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$77,926,000328
Available-for-sale securities (fair market value)$811,735,000171
Total debt securities$889,661,000183
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$823,418,000201
U.S. Government securities$801,457,000155
U.S. Treasury securities$01,198
U.S. Government agency obligations$801,457,000153
Securities issued by states & political subdivisions$4,968,0003,766
Other domestic debt securities$16,350,000480
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$16,350,000317
Foreign debt securities$643,000212
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$342,533,000215
Mortgage-backed securities$606,928,000165
Certificates of participation in pools of residential mortgages$545,116,000102
Issued or guaranteed by U.S.$545,116,000101
Privately issued$076
Collaterized mortgage obligations$51,269,000474
CMOs issued by government agencies or sponsored agencies$51,269,000447
Privately issued$0874
Commercial mortgage-backed securities$10,543,000286
Commercial mortgage pass-through securities$10,543,000163
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$82,136,000303
Available-for-sale securities (fair market value)$741,282,000182
Total debt securities$823,418,000199
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$949,959,000179
U.S. Government securities$921,135,000138
U.S. Treasury securities$01,131
U.S. Government agency obligations$921,135,000136
Securities issued by states & political subdivisions$7,758,0003,256
Other domestic debt securities$20,416,000435
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$20,416,000287
Foreign debt securities$650,000210
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$316,704,000228
Mortgage-backed securities$619,277,000160
Certificates of participation in pools of residential mortgages$557,064,000101
Issued or guaranteed by U.S.$557,064,000100
Privately issued$081
Collaterized mortgage obligations$51,655,000472
CMOs issued by government agencies or sponsored agencies$51,655,000440
Privately issued$0906
Commercial mortgage-backed securities$10,558,000270
Commercial mortgage pass-through securities$10,558,000150
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$86,215,000293
Available-for-sale securities (fair market value)$863,744,000162
Total debt securities$949,959,000178
Structured notes
Amortized cost$10,000,000411
Fair value$9,935,000400
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$999,713,000172
U.S. Government securities$924,828,000137
U.S. Treasury securities$01,131
U.S. Government agency obligations$924,828,000134
Securities issued by states & political subdivisions$11,199,0002,721
Other domestic debt securities$63,036,000204
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$63,036,000123
Foreign debt securities$650,000219
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$285,247,000250
Mortgage-backed securities$626,351,000157
Certificates of participation in pools of residential mortgages$572,679,000100
Issued or guaranteed by U.S.$572,679,00099
Privately issued$080
Collaterized mortgage obligations$42,957,000540
CMOs issued by government agencies or sponsored agencies$42,957,000506
Privately issued$0947
Commercial mortgage-backed securities$10,715,000261
Commercial mortgage pass-through securities$10,715,000142
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$91,278,000273
Available-for-sale securities (fair market value)$908,435,000150
Total debt securities$999,713,000170
Structured notes
Amortized cost$10,000,000398
Fair value$10,024,000386
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$976,967,000172
U.S. Government securities$897,672,000141
U.S. Treasury securities$01,152
U.S. Government agency obligations$897,672,000139
Securities issued by states & political subdivisions$12,159,0002,583
Other domestic debt securities$66,486,000193
Privately issued residential mortgage-backed securities$3,496,000300
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$62,990,000125
Foreign debt securities$650,000205
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$287,473,000234
Mortgage-backed securities$604,370,000159
Certificates of participation in pools of residential mortgages$569,375,000102
Issued or guaranteed by U.S.$569,375,000101
Privately issued$083
Collaterized mortgage obligations$24,270,000839
CMOs issued by government agencies or sponsored agencies$20,774,000876
Privately issued$3,496,000285
Commercial mortgage-backed securities$10,725,000246
Commercial mortgage pass-through securities$10,725,000139
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$98,789,000232
Available-for-sale securities (fair market value)$878,178,000157
Total debt securities$976,967,000170
Structured notes
Amortized cost$10,000,000387
Fair value$10,030,000380
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$1,195,447,000147
U.S. Government securities$1,096,449,000119
U.S. Treasury securities$01,161
U.S. Government agency obligations$1,096,449,000117
Securities issued by states & political subdivisions$15,265,0002,236
Other domestic debt securities$83,083,000169
Privately issued residential mortgage-backed securities$3,909,000307
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$79,174,000101
Foreign debt securities$650,000206
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$255,078,000267
Mortgage-backed securities$721,729,000143
Certificates of participation in pools of residential mortgages$684,641,00088
Issued or guaranteed by U.S.$684,641,00086
Privately issued$083
Collaterized mortgage obligations$25,952,000853
CMOs issued by government agencies or sponsored agencies$22,043,000871
Privately issued$3,909,000297
Commercial mortgage-backed securities$11,136,000220
Commercial mortgage pass-through securities$11,136,000133
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$117,973,000193
Available-for-sale securities (fair market value)$1,077,474,000139
Total debt securities$1,195,447,000146
Structured notes
Amortized cost$10,000,000389
Fair value$10,073,000385
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$1,055,507,000161
U.S. Government securities$962,378,000134
U.S. Treasury securities$01,135
U.S. Government agency obligations$962,378,000132
Securities issued by states & political subdivisions$26,457,0001,370
Other domestic debt securities$66,022,000188
Privately issued residential mortgage-backed securities$4,538,000296
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$61,484,000109
Foreign debt securities$650,000205
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$261,064,000263
Mortgage-backed securities$627,246,000155
Certificates of participation in pools of residential mortgages$599,200,00097
Issued or guaranteed by U.S.$599,200,00096
Privately issued$085
Collaterized mortgage obligations$28,046,000800
CMOs issued by government agencies or sponsored agencies$23,508,000843
Privately issued$4,538,000287
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$143,426,000161
Available-for-sale securities (fair market value)$912,081,000155
Total debt securities$1,055,507,000161
Structured notes
Amortized cost$10,000,000411
Fair value$10,091,000407
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$1,208,769,000148
U.S. Government securities$1,084,547,000125
U.S. Treasury securities$01,086
U.S. Government agency obligations$1,084,547,000122
Securities issued by states & political subdivisions$33,857,0001,055
Other domestic debt securities$89,715,000155
Privately issued residential mortgage-backed securities$5,345,000298
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$84,370,00093
Foreign debt securities$650,000205
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$274,252,000257
Mortgage-backed securities$636,757,000160
Certificates of participation in pools of residential mortgages$605,639,00099
Issued or guaranteed by U.S.$605,639,00098
Privately issued$088
Collaterized mortgage obligations$31,118,000783
CMOs issued by government agencies or sponsored agencies$25,773,000840
Privately issued$5,345,000290
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$155,951,000149
Available-for-sale securities (fair market value)$1,052,818,000143
Total debt securities$1,208,769,000148
Structured notes
Amortized cost$30,000,000145
Fair value$30,117,000146
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$1,277,168,000141
U.S. Government securities$1,124,983,000124
U.S. Treasury securities$01,068
U.S. Government agency obligations$1,124,983,000119
Securities issued by states & political subdivisions$36,978,000931
Other domestic debt securities$114,557,000138
Privately issued residential mortgage-backed securities$6,054,000308
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$108,503,00085
Foreign debt securities$650,000196
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$274,722,000251
Mortgage-backed securities$487,847,000200
Certificates of participation in pools of residential mortgages$453,754,000126
Issued or guaranteed by U.S.$453,754,000124
Privately issued$094
Collaterized mortgage obligations$34,093,000750
CMOs issued by government agencies or sponsored agencies$28,039,000799
Privately issued$6,054,000300
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$168,755,000136
Available-for-sale securities (fair market value)$1,108,413,000132
Total debt securities$1,277,168,000141
Structured notes
Amortized cost$35,000,000124
Fair value$35,111,000124
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$1,263,638,000143
U.S. Government securities$1,091,764,000128
U.S. Treasury securities$01,157
U.S. Government agency obligations$1,091,764,000123
Securities issued by states & political subdivisions$38,367,000852
Other domestic debt securities$132,857,000127
Privately issued residential mortgage-backed securities$15,891,000183
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$116,966,00083
Foreign debt securities$650,000145
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$254,938,000264
Mortgage-backed securities$362,930,000265
Certificates of participation in pools of residential mortgages$318,258,000165
Issued or guaranteed by U.S.$318,258,000164
Privately issued$094
Collaterized mortgage obligations$44,672,000626
CMOs issued by government agencies or sponsored agencies$28,781,000802
Privately issued$15,891,000177
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$178,941,000128
Available-for-sale securities (fair market value)$1,084,697,000138
Total debt securities$1,263,638,000143
Structured notes
Amortized cost$44,165,000120
Fair value$44,209,000119
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$1,124,996,000152
U.S. Government securities$876,922,000143
U.S. Treasury securitiesNANA
U.S. Government agency obligations$876,922,000142
Securities issued by states & political subdivisions$43,968,000717
Other domestic debt securities$204,106,000105
Privately issued residential mortgage-backed securities$47,417,000113
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$156,689,00065
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$345,880,000269
Certificates of participation in pools of residential mortgages$298,463,000173
Issued or guaranteed by U.S.$298,463,000173
Privately issued$0121
Collaterized mortgage obligations$47,417,000590
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$47,417,000111
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$216,288,000103
Available-for-sale securities (fair market value)$908,708,000149
Total debt securities$1,124,996,000152
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$1,177,888,000147
U.S. Government securities$940,082,000139
U.S. Treasury securitiesNANA
U.S. Government agency obligations$940,082,000138
Securities issued by states & political subdivisions$51,290,000538
Other domestic debt securities$186,516,000113
Privately issued residential mortgage-backed securities$28,848,000172
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$157,668,00066
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$310,119,000283
Certificates of participation in pools of residential mortgages$281,271,000169
Issued or guaranteed by U.S.$281,271,000168
Privately issued$0132
Collaterized mortgage obligations$28,848,000826
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$28,848,000166
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$194,157,000112
Available-for-sale securities (fair market value)$983,731,000140
Total debt securities$1,177,888,000145
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$1,058,439,000158
U.S. Government securities$839,408,000144
U.S. Treasury securitiesNANA
U.S. Government agency obligations$839,408,000141
Securities issued by states & political subdivisions$57,671,000428
Other domestic debt securities$161,360,000122
Privately issued residential mortgage-backed securities$8,496,000366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$152,864,00065
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$171,842,000444
Certificates of participation in pools of residential mortgages$163,346,000282
Issued or guaranteed by U.S.$163,346,000280
Privately issued$0125
Collaterized mortgage obligations$8,496,0001,690
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$8,496,000350
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$154,529,000135
Available-for-sale securities (fair market value)$903,910,000152
Total debt securities$1,058,439,000157
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$1,179,833,000147
U.S. Government securities$924,813,000142
U.S. Treasury securitiesNANA
U.S. Government agency obligations$924,813,000135
Securities issued by states & political subdivisions$70,393,000323
Other domestic debt securities$184,627,000114
Privately issued residential mortgage-backed securities$8,380,000390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$176,247,00058
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$179,648,000413
Certificates of participation in pools of residential mortgages$171,268,000270
Issued or guaranteed by U.S.$171,268,000269
Privately issued$0136
Collaterized mortgage obligations$8,380,0001,658
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$8,380,000375
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$171,349,000125
Available-for-sale securities (fair market value)$1,008,484,000139
Total debt securities$1,179,833,000146
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$1,076,083,000149
U.S. Government securities$799,724,000152
U.S. Treasury securitiesNANA
U.S. Government agency obligations$799,724,000145
Securities issued by states & political subdivisions$79,765,000263
Other domestic debt securities$196,594,000106
Privately issued residential mortgage-backed securities$11,382,000352
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$185,212,00055
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$196,220,000379
Certificates of participation in pools of residential mortgages$184,838,000235
Issued or guaranteed by U.S.$184,838,000233
Privately issued$0141
Collaterized mortgage obligations$11,382,0001,399
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$11,382,000338
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$191,712,000107
Available-for-sale securities (fair market value)$884,371,000154
Total debt securities$1,076,083,000148
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$1,043,056,000148
U.S. Government securities$760,931,000146
U.S. Treasury securitiesNANA
U.S. Government agency obligations$760,931,000140
Securities issued by states & political subdivisions$75,728,000265
Other domestic debt securities$206,397,00098
Privately issued residential mortgage-backed securities$17,880,000292
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$188,517,00049
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$210,465,000336
Certificates of participation in pools of residential mortgages$192,585,000218
Issued or guaranteed by U.S.$192,585,000215
Privately issued$0141
Collaterized mortgage obligations$17,880,0001,071
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$17,880,000279
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$205,119,00099
Available-for-sale securities (fair market value)$837,937,000152
Total debt securities$1,043,056,000146
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$885,089,000168
U.S. Government securities$630,856,000172
U.S. Treasury securitiesNANA
U.S. Government agency obligations$630,856,000165
Securities issued by states & political subdivisions$80,806,000220
Other domestic debt securities$173,427,000110
Privately issued residential mortgage-backed securities$19,150,000294
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$154,277,00054
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$177,086,000383
Certificates of participation in pools of residential mortgages$157,936,000253
Issued or guaranteed by U.S.$157,936,000250
Privately issued$0148
Collaterized mortgage obligations$19,150,000993
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$19,150,000282
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$222,072,00097
Available-for-sale securities (fair market value)$663,017,000180
Total debt securities$885,089,000169
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$1,014,941,000149
U.S. Government securities$696,206,000157
U.S. Treasury securitiesNANA
U.S. Government agency obligations$696,206,000150
Securities issued by states & political subdivisions$87,593,000191
Other domestic debt securities$231,142,00095
Privately issued residential mortgage-backed securities$70,081,000118
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$161,061,00052
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$263,591,000277
Certificates of participation in pools of residential mortgages$193,510,000223
Issued or guaranteed by U.S.$193,510,000221
Privately issued$0145
Collaterized mortgage obligations$70,081,000417
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$70,081,000113
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$247,733,00088
Available-for-sale securities (fair market value)$767,208,000163
Total debt securities$1,014,941,000150
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$1,178,566,000138
U.S. Government securities$845,953,000135
U.S. Treasury securitiesNANA
U.S. Government agency obligations$845,953,000129
Securities issued by states & political subdivisions$93,215,000181
Other domestic debt securities$239,398,000101
Privately issued residential mortgage-backed securities$78,062,000120
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$161,336,00052
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$301,281,000256
Certificates of participation in pools of residential mortgages$223,219,000207
Issued or guaranteed by U.S.$223,219,000205
Privately issued$0157
Collaterized mortgage obligations$78,062,000380
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$78,062,000115
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$374,872,00059
Available-for-sale securities (fair market value)$803,694,000158
Total debt securities$1,178,566,000135
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$1,103,598,000147
U.S. Government securities$844,482,000133
U.S. Treasury securitiesNANA
U.S. Government agency obligations$844,482,000129
Securities issued by states & political subdivisions$97,692,000174
Other domestic debt securities$162,464,000136
Privately issued residential mortgage-backed securities$82,016,000127
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$80,448,00082
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$1,040,00022
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$351,794,000232
Certificates of participation in pools of residential mortgages$269,778,000173
Issued or guaranteed by U.S.$269,778,000171
Privately issued$0171
Collaterized mortgage obligations$82,016,000360
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$82,016,000122
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$552,051,00055
Available-for-sale securities (fair market value)$551,547,000210
Total debt securities$1,104,638,000145
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$1,040,000178
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$1,142,632,000141
U.S. Government securities$874,113,000128
U.S. Treasury securitiesNANA
U.S. Government agency obligations$874,113,000123
Securities issued by states & political subdivisions$104,115,000156
Other domestic debt securities$165,450,000149
Privately issued residential mortgage-backed securities$87,417,000131
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$78,033,00085
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$1,046,00023
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$351,772,000225
Certificates of participation in pools of residential mortgages$264,355,000180
Issued or guaranteed by U.S.$264,355,000177
Privately issued$0181
Collaterized mortgage obligations$87,417,000327
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$87,417,000124
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$591,822,00046
Available-for-sale securities (fair market value)$550,810,000207
Total debt securities$1,143,678,000141
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$1,046,000187
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$1,029,254,000153
U.S. Government securities$771,439,000142
U.S. Treasury securitiesNANA
U.S. Government agency obligations$771,439,000135
Securities issued by states & political subdivisions$105,808,000146
Other domestic debt securities$168,089,000146
Privately issued residential mortgage-backed securities$92,725,000135
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$75,364,00085
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$16,082,00012
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$276,314,000292
Certificates of participation in pools of residential mortgages$183,589,000271
Issued or guaranteed by U.S.$183,589,000265
Privately issued$0191
Collaterized mortgage obligations$92,725,000327
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$92,725,000127
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$634,700,00042
Available-for-sale securities (fair market value)$394,554,000295
Total debt securities$1,045,336,000153
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$16,082,000104
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$934,471,000159
U.S. Government securities$803,633,000139
U.S. Treasury securitiesNANA
U.S. Government agency obligations$803,633,000135
Securities issued by states & political subdivisions$106,190,000145
Other domestic debt securities$140,974,000156
Privately issued residential mortgage-backed securities$90,486,000139
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$50,488,000112
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$116,326,0008
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$137,918,000501
Certificates of participation in pools of residential mortgages$47,432,000877
Issued or guaranteed by U.S.$47,432,000869
Privately issued$0188
Collaterized mortgage obligations$90,486,000330
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$90,486,000131
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$264,691,00082
Available-for-sale securities (fair market value)$669,780,000180
Total debt securities$1,050,797,000143
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$116,326,00059
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$628,940,000212
U.S. Government securities$666,375,000152
U.S. Treasury securitiesNANA
U.S. Government agency obligations$666,375,000149
Securities issued by states & political subdivisions$106,671,000141
Other domestic debt securities$108,773,000189
Privately issued residential mortgage-backed securities$66,524,000175
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$42,249,000125
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$252,879,0006
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$137,991,000476
Certificates of participation in pools of residential mortgages$71,467,000559
Issued or guaranteed by U.S.$71,467,000551
Privately issued$0192
Collaterized mortgage obligations$66,524,000376
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$66,524,000166
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,717,000168
Available-for-sale securities (fair market value)$513,223,000212
Total debt securities$881,819,000155
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$252,879,00046
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$682,732,000209
U.S. Government securities$685,379,000152
U.S. Treasury securitiesNANA
U.S. Government agency obligations$685,379,000150
Securities issued by states & political subdivisions$114,917,000134
Other domestic debt securities$108,799,000205
Privately issued residential mortgage-backed securities$66,506,000182
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$42,293,000138
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$226,363,0007
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$140,795,000467
Certificates of participation in pools of residential mortgages$74,289,000538
Issued or guaranteed by U.S.$74,289,000532
Privately issued$0202
Collaterized mortgage obligations$66,506,000369
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$66,506,000170
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$166,770,000116
Available-for-sale securities (fair market value)$515,962,000220
Total debt securities$909,095,000160
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$226,363,00046
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$493,968,000271
U.S. Government securities$709,423,000153
U.S. Treasury securitiesNANA
U.S. Government agency obligations$709,423,000150
Securities issued by states & political subdivisions$136,312,000112
Other domestic debt securities$71,158,000262
Privately issued residential mortgage-backed securities$70,510,000172
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$648,0001,745
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$422,925,0006
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$149,260,000437
Certificates of participation in pools of residential mortgages$78,750,000499
Issued or guaranteed by U.S.$78,750,000493
Privately issued$0205
Collaterized mortgage obligations$70,510,000353
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$70,510,000161
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$73,344,000239
Available-for-sale securities (fair market value)$420,624,000267
Total debt securities$916,893,000164
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$422,925,00043
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$583,465,000227
U.S. Government securities$850,628,000134
U.S. Treasury securitiesNANA
U.S. Government agency obligations$850,628,000129
Securities issued by states & political subdivisions$129,270,000115
Other domestic debt securities$68,718,000257
Privately issued residential mortgage-backed securities$68,070,000166
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$648,0001,618
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$465,151,0004
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$148,858,000409
Certificates of participation in pools of residential mortgages$80,788,000453
Issued or guaranteed by U.S.$80,788,000448
Privately issued$0191
Collaterized mortgage obligations$68,070,000358
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$68,070,000155
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,000,000937
Available-for-sale securities (fair market value)$568,465,000200
Total debt securities$1,048,616,000152
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$465,151,00035
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$592,582,000227
U.S. Government securities$847,242,000136
U.S. Treasury securitiesNANA
U.S. Government agency obligations$847,242,000132
Securities issued by states & political subdivisions$128,112,000113
Other domestic debt securities$67,741,000253
Privately issued residential mortgage-backed securities$67,093,000167
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$648,0001,581
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$450,513,0004
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$149,996,000395
Certificates of participation in pools of residential mortgages$82,903,000429
Issued or guaranteed by U.S.$82,903,000424
Privately issued$0194
Collaterized mortgage obligations$67,093,000349
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$67,093,000156
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$82,719,000231
Available-for-sale securities (fair market value)$509,863,000226
Total debt securities$1,043,095,000152
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$450,513,00034
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$490,678,000272
U.S. Government securities$745,302,000156
U.S. Treasury securitiesNANA
U.S. Government agency obligations$745,302,000152
Securities issued by states & political subdivisions$129,574,000110
Other domestic debt securities$66,000,000255
Privately issued residential mortgage-backed securities$65,323,000166
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$677,0001,529
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$450,198,0003
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$150,519,000404
Certificates of participation in pools of residential mortgages$85,196,000422
Issued or guaranteed by U.S.$85,196,000417
Privately issued$0207
Collaterized mortgage obligations$65,323,000355
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$65,323,000154
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,496,000317
Available-for-sale securities (fair market value)$431,182,000264
Total debt securities$940,876,000169
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$450,198,00029
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$493,837,000276
U.S. Government securities$794,179,000150
U.S. Treasury securitiesNANA
U.S. Government agency obligations$794,179,000147
Securities issued by states & political subdivisions$132,426,000106
Other domestic debt securities$72,922,000239
Privately issued residential mortgage-backed securities$72,249,000159
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$673,0001,564
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$505,690,0003
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$163,022,000385
Certificates of participation in pools of residential mortgages$90,773,000408
Issued or guaranteed by U.S.$90,773,000402
Privately issued$0218
Collaterized mortgage obligations$72,249,000317
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$72,249,000146
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,956,000308
Available-for-sale securities (fair market value)$429,881,000264
Total debt securities$999,527,000168
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$505,690,00025
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$1,035,997,000170
U.S. Government securities$829,050,000156
U.S. Treasury securitiesNANA
U.S. Government agency obligations$829,050,000148
Securities issued by states & political subdivisions$132,879,000103
Other domestic debt securities$74,068,000231
Privately issued residential mortgage-backed securities$73,396,000149
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$672,0001,601
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$167,899,000371
Certificates of participation in pools of residential mortgages$94,503,000395
Issued or guaranteed by U.S.$94,503,000390
Privately issued$0208
Collaterized mortgage obligations$73,396,000316
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$73,396,000136
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$66,812,000303
Available-for-sale securities (fair market value)$969,185,000149
Total debt securities$1,035,997,000168
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$1,092,388,000166
U.S. Government securities$880,634,000153
U.S. Treasury securitiesNANA
U.S. Government agency obligations$880,634,000145
Securities issued by states & political subdivisions$135,433,000105
Other domestic debt securities$76,321,000238
Privately issued residential mortgage-backed securities$75,645,000149
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$676,0001,623
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$174,161,000362
Certificates of participation in pools of residential mortgages$98,516,000393
Issued or guaranteed by U.S.$98,516,000387
Privately issued$0214
Collaterized mortgage obligations$75,645,000309
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$75,645,000136
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$69,745,000302
Available-for-sale securities (fair market value)$1,022,643,000147
Total debt securities$1,092,388,000161
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$1,078,045,000169
U.S. Government securities$865,672,000159
U.S. Treasury securitiesNANA
U.S. Government agency obligations$865,672,000149
Securities issued by states & political subdivisions$133,746,000105
Other domestic debt securities$78,627,000230
Privately issued residential mortgage-backed securities$77,953,000148
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$674,0001,670
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$180,278,000360
Certificates of participation in pools of residential mortgages$102,325,000389
Issued or guaranteed by U.S.$102,325,000385
Privately issued$0211
Collaterized mortgage obligations$77,953,000302
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$77,953,000134
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$1,078,045,000145
Total debt securities$1,078,045,000166
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$1,100,595,000171
U.S. Government securities$891,692,000161
U.S. Treasury securitiesNANA
U.S. Government agency obligations$891,692,000152
Securities issued by states & political subdivisions$125,015,000109
Other domestic debt securities$83,888,000227
Privately issued residential mortgage-backed securities$83,211,000147
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$677,0001,735
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$191,946,000348
Certificates of participation in pools of residential mortgages$108,735,000383
Issued or guaranteed by U.S.$108,735,000377
Privately issued$0205
Collaterized mortgage obligations$83,211,000291
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$83,211,000133
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$1,100,595,000146
Total debt securities$1,100,595,000169
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$1,064,363,000178
U.S. Government securities$859,262,000165
U.S. Treasury securitiesNANA
U.S. Government agency obligations$859,262,000154
Securities issued by states & political subdivisions$118,950,000113
Other domestic debt securities$86,151,000223
Privately issued residential mortgage-backed securities$85,470,000143
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$681,0001,841
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$200,968,000344
Certificates of participation in pools of residential mortgages$115,498,000379
Issued or guaranteed by U.S.$115,498,000373
Privately issued$0216
Collaterized mortgage obligations$85,470,000289
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$85,470,000129
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,0004,170
Available-for-sale securities (fair market value)$1,064,357,000155
Total debt securities$1,064,363,000178
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$1,087,115,000175
U.S. Government securities$872,026,000164
U.S. Treasury securitiesNANA
U.S. Government agency obligations$872,026,000156
Securities issued by states & political subdivisions$118,915,000112
Other domestic debt securities$96,174,000216
Privately issued residential mortgage-backed securities$95,489,000137
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0001,906
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$217,911,000328
Certificates of participation in pools of residential mortgages$122,422,000368
Issued or guaranteed by U.S.$122,422,000364
Privately issued$0225
Collaterized mortgage obligations$95,489,000267
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$95,489,000123
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,0004,222
Available-for-sale securities (fair market value)$1,087,107,000154
Total debt securities$1,087,115,000174
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$1,115,971,000175
U.S. Government securities$882,541,000164
U.S. Treasury securitiesNANA
U.S. Government agency obligations$882,541,000160
Securities issued by states & political subdivisions$128,042,000100
Other domestic debt securities$105,388,000207
Privately issued residential mortgage-backed securities$104,703,000129
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0001,991
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$229,768,000320
Certificates of participation in pools of residential mortgages$125,065,000372
Issued or guaranteed by U.S.$125,065,000364
Privately issued$0223
Collaterized mortgage obligations$104,703,000262
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$104,703,000114
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,0004,242
Available-for-sale securities (fair market value)$1,115,955,000155
Total debt securities$1,115,971,000172
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$915,921,000194
U.S. Government securities$653,548,000202
U.S. Treasury securitiesNANA
U.S. Government agency obligations$653,548,000193
Securities issued by states & political subdivisions$151,209,00087
Other domestic debt securities$111,164,000196
Privately issued residential mortgage-backed securities$110,479,000124
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0002,089
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$188,670,000382
Certificates of participation in pools of residential mortgages$78,191,000526
Issued or guaranteed by U.S.$78,191,000520
Privately issued$0207
Collaterized mortgage obligations$110,479,000260
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$110,479,000110
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$915,921,000170
Total debt securities$915,921,000193
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$934,393,000195
U.S. Government securities$660,342,000198
U.S. Treasury securitiesNANA
U.S. Government agency obligations$660,342,000191
Securities issued by states & political subdivisions$154,938,00087
Other domestic debt securities$119,113,000196
Privately issued residential mortgage-backed securities$118,428,000124
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0002,148
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$201,624,000368
Certificates of participation in pools of residential mortgages$83,196,000519
Issued or guaranteed by U.S.$83,196,000515
Privately issued$0203
Collaterized mortgage obligations$118,428,000259
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$118,428,000108
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$934,393,000172
Total debt securities$934,393,000194
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$1,033,702,000183
U.S. Government securities$734,783,000189
U.S. Treasury securitiesNANA
U.S. Government agency obligations$734,783,000179
Securities issued by states & political subdivisions$173,220,00082
Other domestic debt securities$125,699,000190
Privately issued residential mortgage-backed securities$125,014,000114
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0002,202
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$175,938,000414
Certificates of participation in pools of residential mortgages$50,924,000736
Issued or guaranteed by U.S.$50,924,000731
Privately issued$0225
Collaterized mortgage obligations$125,014,000246
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$125,014,00099
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,0004,509
Available-for-sale securities (fair market value)$1,033,700,000163
Total debt securities$1,033,702,000181
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$1,104,242,000178
U.S. Government securities$805,550,000174
U.S. Treasury securitiesNANA
U.S. Government agency obligations$805,550,000168
Securities issued by states & political subdivisions$165,202,00083
Other domestic debt securities$128,915,000179
Privately issued residential mortgage-backed securities$128,234,000114
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$681,0002,310
Foreign debt securitiesNANA
Equity securities$4,575,000634
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$179,078,000410
Certificates of participation in pools of residential mortgages$50,844,000744
Issued or guaranteed by U.S.$50,844,000740
Privately issued$0225
Collaterized mortgage obligations$128,234,000248
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$128,234,00098
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$1,104,242,000160
Total debt securities$1,099,667,000177
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$1,279,281,000164
U.S. Government securities$970,998,000158
U.S. Treasury securitiesNANA
U.S. Government agency obligations$970,998,000151
Securities issued by states & political subdivisions$193,532,00070
Other domestic debt securities$110,176,000201
Privately issued residential mortgage-backed securities$109,491,000124
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0002,385
Foreign debt securitiesNANA
Equity securities$4,575,000676
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$191,399,000406
Certificates of participation in pools of residential mortgages$81,908,000543
Issued or guaranteed by U.S.$81,908,000536
Privately issued$0230
Collaterized mortgage obligations$109,491,000281
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$109,491,000110
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0004,607
Available-for-sale securities (fair market value)$1,279,280,000143
Total debt securities$1,274,706,000163
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$1,157,612,000171
U.S. Government securities$960,411,000155
U.S. Treasury securitiesNANA
U.S. Government agency obligations$960,411,000150
Securities issued by states & political subdivisions$191,727,00065
Other domestic debt securities$685,0002,837
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0002,514
Foreign debt securitiesNANA
Equity securities$4,789,000656
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$66,323,000870
Certificates of participation in pools of residential mortgages$66,323,000638
Issued or guaranteed by U.S.$66,323,000630
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$106,208,000206
Available-for-sale securities (fair market value)$1,051,404,000163
Total debt securities$1,152,823,000170
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$865,506,000207
U.S. Government securities$676,256,000201
U.S. Treasury securitiesNANA
U.S. Government agency obligations$676,256,000195
Securities issued by states & political subdivisions$184,426,00072
Other domestic debt securities$85,0003,771
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$85,0003,360
Foreign debt securitiesNANA
Equity securities$4,739,000708
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$52,671,0001,015
Certificates of participation in pools of residential mortgages$52,671,000748
Issued or guaranteed by U.S.$52,671,000743
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,626,000418
Available-for-sale securities (fair market value)$812,880,000194
Total debt securities$860,767,000202
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$906,464,000189
U.S. Government securities$656,103,000206
U.S. Treasury securitiesNANA
U.S. Government agency obligations$656,103,000197
Securities issued by states & political subdivisions$241,682,00052
Other domestic debt securities$685,0003,048
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$685,0002,704
Foreign debt securitiesNANA
Equity securities$7,994,000504
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$64,047,000889
Certificates of participation in pools of residential mortgages$64,047,000628
Issued or guaranteed by U.S.$64,047,000624
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
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)$906,464,000167
Total debt securities$898,470,000189
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$707,883,000240
U.S. Government securities$405,039,000291
U.S. Treasury securitiesNANA
U.S. Government agency obligations$405,039,000278
Securities issued by states & political subdivisions$235,861,00052
Other domestic debt securities$13,266,000775
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,266,000568
Foreign debt securitiesNANA
Equity securities$53,717,00086
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$75,082,000781
Certificates of participation in pools of residential mortgages$75,082,000558
Issued or guaranteed by U.S.$75,082,000554
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
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)$707,883,000208
Total debt securities$654,166,000250
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$587,775,000265
U.S. Government securities$283,019,000383
U.S. Treasury securitiesNANA
U.S. Government agency obligations$283,019,000365
Securities issued by states & political subdivisions$235,494,00053
Other domestic debt securities$26,138,000487
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$26,138,000340
Foreign debt securitiesNANA
Equity securities$43,124,000110
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$52,591,000983
Certificates of participation in pools of residential mortgages$52,591,000691
Issued or guaranteed by U.S.$52,591,000685
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
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)$587,775,000226
Total debt securities$544,651,000273
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$2,253,0008,786
U.S. Government securities$178,0009,207
U.S. Treasury securitiesNANA
U.S. Government agency obligations$178,0009,072
Securities issued by states & political subdivisions$2,075,0004,279
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$178,0006,824
Certificates of participation in pools of residential mortgages$178,0006,298
Issued or guaranteed by U.S.$178,0006,273
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
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)$2,253,0007,840
Total debt securities$2,253,0008,700
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$3,142,0008,971
U.S. Government securities$516,0009,450
U.S. Treasury securitiesNANA
U.S. Government agency obligations$516,0009,245
Securities issued by states & political subdivisions$2,626,0003,934
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,0007,288
Certificates of participation in pools of residential mortgages$20,0006,868
Issued or guaranteed by U.S.$20,0006,846
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$3,142,0007,826
Total debt securities$3,142,0008,854
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$2,122,0009,584
U.S. Government securities$2,122,0009,285
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,122,0008,858
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$373,0006,655
Certificates of participation in pools of residential mortgages$373,0005,990
Issued or guaranteed by U.S.$373,0005,977
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$305,0005,565
Available-for-sale securities (fair market value)$1,817,0008,487
Total debt securities$2,122,0009,489
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$1,765,0009,862
U.S. Government securities$1,765,0009,548
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,765,0008,894
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$243,0007,122
Certificates of participation in pools of residential mortgages$243,0006,510
Issued or guaranteed by U.S.$243,0006,488
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$247,0006,180
Available-for-sale securities (fair market value)$1,518,0008,640
Total debt securities$1,765,0009,755
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$894,00010,621
U.S. Government securities$894,00010,446
U.S. Treasury securitiesNANA
U.S. Government agency obligations$894,0009,777
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$86,0007,974
Certificates of participation in pools of residential mortgages$86,0007,378
Issued or guaranteed by U.S.$86,0007,352
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$86,0007,238
Available-for-sale securities (fair market value)$808,0009,313
Total debt securities$894,00010,523
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$778,00011,182
U.S. Government securities$776,00011,029
U.S. Treasury securitiesNANA
U.S. Government agency obligations$776,00010,298
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$2,0008,367
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$0312
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$276,0007,982
Certificates of participation in pools of residential mortgages$276,0007,234
Issued or guaranteed by U.S.$276,0007,216
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$778,0007,195
Available-for-sale securities (fair market value)$010,545
Total debt securities$776,00011,093
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$673,00011,704
U.S. Government securities$671,00011,566
U.S. Treasury securities$010,180
U.S. Government agency obligations$671,00010,725
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$2,0008,510
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$0335
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$371,0008,247
Certificates of participation in pools of residential mortgages$371,0007,333
Issued or guaranteed by U.S.$371,0007,301
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$673,0007,659
Available-for-sale securities (fair market value)$011,064
Total debt securities$671,00011,614
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$317,00012,456
U.S. Government securities$315,00012,344
U.S. Treasury securities$011,131
U.S. Government agency obligations$315,00011,453
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$2,0008,694
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$0406
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$215,0009,189
Certificates of participation in pools of residential mortgages$215,0008,283
Issued or guaranteed by U.S.$215,0008,255
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$317,00011,235
Available-for-sale securities (fair market value)$011,262
Total debt securities$315,00012,373
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$266,00013,105
U.S. Government securities$264,00012,938
U.S. Treasury securities$011,566
U.S. Government agency obligations$264,00011,922
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$2,0008,799
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$264,0009,773
Certificates of participation in pools of residential mortgages$264,0008,773
Issued or guaranteed by U.S.$264,0008,719
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
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$264,00012,991
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$464,00013,619
U.S. Government securities$334,00013,473
U.S. Treasury securities$012,156
U.S. Government agency obligations$334,00012,291
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$128,0006,506
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$128,0005,034
Foreign debt securitiesNANA
Equity securities$2,0008,771
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$334,00010,137
Certificates of participation in pools of residential mortgages$334,0009,041
Issued or guaranteed by U.S.$334,0008,971
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
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$462,00013,515
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