Washington Federal Bank, Securities

2022-03-31Rank
Total securities$2,210,825,000162
U.S. Government securities$948,933,000222
U.S. Treasury securities$02,666
U.S. Government agency obligations$948,933,000197
Securities issued by states & political subdivisions$38,468,0001,302
Other domestic debt securities$1,223,424,00048
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$889,426,00020
Structured financial products - Total$0169
Other domestic debt securities - All other$333,998,00044
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$584,789,000170
Mortgage-backed securities$899,123,000184
Certificates of participation in pools of residential mortgages$622,703,000157
Issued or guaranteed by U.S.$622,703,000156
Privately issued$0238
Collaterized mortgage obligations$210,650,000186
CMOs issued by government agencies or sponsored agencies$210,650,000158
Privately issued$0536
Commercial mortgage-backed securities$65,770,000309
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$65,770,000212
Held to maturity securities (book value)$301,221,000185
Available-for-sale securities (fair market value)$1,909,604,000152
Total debt securities$2,210,825,000158
Structured notes
Amortized cost$157,270,00017
Fair value$151,540,00016
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$2,272,526,000161
U.S. Government securities$924,298,000220
U.S. Treasury securities$02,212
U.S. Government agency obligations$924,298,000203
Securities issued by states & political subdivisions$40,148,0001,309
Other domestic debt securities$1,308,080,00044
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$959,894,00020
Structured financial products - Total$0173
Other domestic debt securities - All other$348,186,00042
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$644,452,000157
Mortgage-backed securities$866,731,000189
Certificates of participation in pools of residential mortgages$674,408,000145
Issued or guaranteed by U.S.$674,408,000144
Privately issued$0246
Collaterized mortgage obligations$119,698,000275
CMOs issued by government agencies or sponsored agencies$119,698,000250
Privately issued$0500
Commercial mortgage-backed securities$72,625,000288
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$72,625,000202
Held to maturity securities (book value)$326,387,000140
Available-for-sale securities (fair market value)$1,946,139,000150
Total debt securities$2,272,526,000160
Structured notes
Amortized cost$157,352,00014
Fair value$160,348,00014
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$2,504,284,000145
U.S. Government securities$1,034,630,000194
U.S. Treasury securities$02,008
U.S. Government agency obligations$1,034,630,000180
Securities issued by states & political subdivisions$39,985,0001,276
Other domestic debt securities$1,429,669,00042
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,078,681,00019
Structured financial products - Total$0173
Other domestic debt securities - All other$350,988,00044
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$580,466,000163
Mortgage-backed securities$972,852,000170
Certificates of participation in pools of residential mortgages$753,737,000128
Issued or guaranteed by U.S.$753,737,000127
Privately issued$0234
Collaterized mortgage obligations$131,926,000257
CMOs issued by government agencies or sponsored agencies$131,926,000234
Privately issued$0491
Commercial mortgage-backed securities$87,189,000254
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$87,189,000179
Held to maturity securities (book value)$366,025,000120
Available-for-sale securities (fair market value)$2,138,259,000140
Total debt securities$2,504,284,000144
Structured notes
Amortized cost$157,435,00010
Fair value$161,685,00010
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$2,708,404,000133
U.S. Government securities$1,164,584,000177
U.S. Treasury securities$01,913
U.S. Government agency obligations$1,164,584,000163
Securities issued by states & political subdivisions$39,337,0001,250
Other domestic debt securities$1,504,483,00036
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,132,155,00017
Structured financial products - Total$0166
Other domestic debt securities - All other$372,328,00037
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$604,152,000158
Mortgage-backed securities$1,097,100,000156
Certificates of participation in pools of residential mortgages$848,710,000106
Issued or guaranteed by U.S.$848,710,000105
Privately issued$0247
Collaterized mortgage obligations$148,001,000229
CMOs issued by government agencies or sponsored agencies$148,001,000212
Privately issued$0478
Commercial mortgage-backed securities$100,389,000220
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$100,389,000146
Held to maturity securities (book value)$415,748,000103
Available-for-sale securities (fair market value)$2,292,656,000129
Total debt securities$2,708,404,000132
Structured notes
Amortized cost$157,517,0008
Fair value$162,415,0008
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$2,932,991,000125
U.S. Government securities$1,326,057,000151
U.S. Treasury securities$01,631
U.S. Government agency obligations$1,326,057,000142
Securities issued by states & political subdivisions$38,669,0001,220
Other domestic debt securities$1,568,265,00030
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,183,977,00017
Structured financial products - Total$0158
Other domestic debt securities - All other$380,114,00030
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$539,567,000166
Mortgage-backed securities$1,258,719,000137
Certificates of participation in pools of residential mortgages$973,878,00096
Issued or guaranteed by U.S.$973,878,00096
Privately issued$0261
Collaterized mortgage obligations$167,126,000208
CMOs issued by government agencies or sponsored agencies$167,126,000191
Privately issued$0475
Commercial mortgage-backed securities$117,715,000189
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$117,715,000131
Held to maturity securities (book value)$494,089,00086
Available-for-sale securities (fair market value)$2,438,902,000119
Total debt securities$2,932,991,000124
Structured notes
Amortized cost$157,599,0009
Fair value$160,335,0009
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$3,069,816,000117
U.S. Government securities$1,527,806,000134
U.S. Treasury securities$01,194
U.S. Government agency obligations$1,527,806,000126
Securities issued by states & political subdivisions$38,703,0001,164
Other domestic debt securities$1,503,307,00030
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,210,356,00016
Structured financial products - Total$0156
Other domestic debt securities - All other$287,394,00043
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$522,275,000171
Mortgage-backed securities$1,455,082,000125
Certificates of participation in pools of residential mortgages$1,124,732,00084
Issued or guaranteed by U.S.$1,124,732,00084
Privately issued$0245
Collaterized mortgage obligations$186,765,000189
CMOs issued by government agencies or sponsored agencies$186,765,000171
Privately issued$0474
Commercial mortgage-backed securities$143,585,000170
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$143,585,000119
Held to maturity securities (book value)$586,871,00069
Available-for-sale securities (fair market value)$2,482,945,000115
Total debt securities$3,069,816,000116
Structured notes
Amortized cost$76,980,0009
Fair value$80,940,0009
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$2,955,330,000113
U.S. Government securities$1,686,010,000122
U.S. Treasury securities$01,216
U.S. Government agency obligations$1,686,010,000113
Securities issued by states & political subdivisions$38,314,0001,088
Other domestic debt securities$1,231,006,00033
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$936,917,00019
Structured financial products - Total$0152
Other domestic debt securities - All other$287,185,00042
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$470,749,000178
Mortgage-backed securities$1,674,090,000111
Certificates of participation in pools of residential mortgages$1,324,225,00077
Issued or guaranteed by U.S.$1,324,225,00077
Privately issued$0251
Collaterized mortgage obligations$184,444,000182
CMOs issued by government agencies or sponsored agencies$184,444,000170
Privately issued$0464
Commercial mortgage-backed securities$165,421,000156
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$165,421,000110
Held to maturity securities (book value)$705,838,00058
Available-for-sale securities (fair market value)$2,249,492,000117
Total debt securities$2,955,330,000111
Structured notes
Amortized cost$231,164,0004
Fair value$238,401,0004
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$2,891,276,000110
U.S. Government securities$1,874,993,000115
U.S. Treasury securities$01,251
U.S. Government agency obligations$1,874,993,000104
Securities issued by states & political subdivisions$38,041,0001,013
Other domestic debt securities$978,242,00034
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$649,230,00020
Structured financial products - Total$0154
Other domestic debt securities - All other$322,000,00040
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$509,050,000171
Mortgage-backed securities$1,861,330,00097
Certificates of participation in pools of residential mortgages$1,523,425,00067
Issued or guaranteed by U.S.$1,523,425,00067
Privately issued$0251
Collaterized mortgage obligations$161,077,000198
CMOs issued by government agencies or sponsored agencies$161,077,000183
Privately issued$0454
Commercial mortgage-backed securities$176,828,000148
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$176,828,000107
Held to maturity securities (book value)$827,316,00056
Available-for-sale securities (fair market value)$2,063,960,000121
Total debt securities$2,891,276,000108
Structured notes
Amortized cost$241,037,0004
Fair value$246,662,0004
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$2,613,301,000113
U.S. Government securities$2,006,957,000111
U.S. Treasury securities$01,297
U.S. Government agency obligations$2,006,957,000102
Securities issued by states & political subdivisions$21,998,0001,448
Other domestic debt securities$584,346,00045
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$317,810,00029
Structured financial products - Total$0155
Other domestic debt securities - All other$259,524,00037
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$515,895,000166
Mortgage-backed securities$1,993,419,00095
Certificates of participation in pools of residential mortgages$1,693,988,00060
Issued or guaranteed by U.S.$1,693,988,00060
Privately issued$0267
Collaterized mortgage obligations$122,092,000232
CMOs issued by government agencies or sponsored agencies$122,092,000219
Privately issued$0460
Commercial mortgage-backed securities$177,339,000147
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$177,339,000106
Held to maturity securities (book value)$920,255,00052
Available-for-sale securities (fair market value)$1,693,046,000130
Total debt securities$2,613,301,000112
Structured notes
Amortized cost$244,204,0004
Fair value$239,130,0004
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$2,856,279,000105
U.S. Government securities$2,298,265,000100
U.S. Treasury securities$01,363
U.S. Government agency obligations$2,298,265,00089
Securities issued by states & political subdivisions$22,490,0001,395
Other domestic debt securities$535,524,00047
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$12,100,00084
Asset backed securities$312,775,00028
Structured financial products - Total$0159
Other domestic debt securities - All other$210,649,00040
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$518,769,000142
Mortgage-backed securities$2,289,627,00086
Certificates of participation in pools of residential mortgages$1,885,604,00057
Issued or guaranteed by U.S.$1,885,604,00057
Privately issued$0249
Collaterized mortgage obligations$127,934,000229
CMOs issued by government agencies or sponsored agencies$127,934,000213
Privately issued$0457
Commercial mortgage-backed securities$276,089,000113
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$276,089,00080
Held to maturity securities (book value)$1,360,693,00048
Available-for-sale securities (fair market value)$1,495,586,000137
Total debt securities$2,856,279,000103
Structured notes
Amortized cost$186,974,0006
Fair value$190,475,0006
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$2,929,222,00097
U.S. Government securities$2,432,128,00095
U.S. Treasury securities$01,429
U.S. Government agency obligations$2,432,128,00084
Securities issued by states & political subdivisions$22,642,0001,383
Other domestic debt securities$474,452,00057
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$15,000,00078
Asset backed securities$249,690,00035
Structured financial products - Total$0154
Other domestic debt securities - All other$209,762,00041
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$532,077,000140
Mortgage-backed securities$2,426,040,00078
Certificates of participation in pools of residential mortgages$2,006,653,00055
Issued or guaranteed by U.S.$2,006,653,00055
Privately issued$0287
Collaterized mortgage obligations$135,530,000217
CMOs issued by government agencies or sponsored agencies$135,530,000206
Privately issued$0463
Commercial mortgage-backed securities$283,857,000110
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$283,857,00077
Held to maturity securities (book value)$1,443,480,00052
Available-for-sale securities (fair market value)$1,485,742,000137
Total debt securities$2,929,222,00095
Structured notes
Amortized cost$186,863,0007
Fair value$189,617,0007
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$3,016,114,00090
U.S. Government securities$2,542,476,00083
U.S. Treasury securities$01,467
U.S. Government agency obligations$2,542,476,00073
Securities issued by states & political subdivisions$22,885,0001,403
Other domestic debt securities$450,753,00059
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$15,000,00076
Asset backed securities$227,045,00036
Structured financial products - Total$0152
Other domestic debt securities - All other$208,708,00042
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$554,144,000139
Mortgage-backed securities$2,535,579,00073
Certificates of participation in pools of residential mortgages$2,109,266,00049
Issued or guaranteed by U.S.$2,109,266,00049
Privately issued$0244
Collaterized mortgage obligations$143,750,000204
CMOs issued by government agencies or sponsored agencies$143,750,000197
Privately issued$0476
Commercial mortgage-backed securities$282,563,000104
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$282,563,00072
Held to maturity securities (book value)$1,508,176,00050
Available-for-sale securities (fair market value)$1,507,938,000134
Total debt securities$3,016,114,00089
Structured notes
Amortized cost$186,752,0008
Fair value$188,708,0008
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$3,099,289,00091
U.S. Government securities$2,590,162,00083
U.S. Treasury securities$01,516
U.S. Government agency obligations$2,590,162,00074
Securities issued by states & political subdivisions$22,408,0001,489
Other domestic debt securities$436,711,00056
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$15,000,00070
Asset backed securities$213,737,00034
Structured financial products - Total$0154
Other domestic debt securities - All other$207,974,00040
Foreign debt securities$50,008,00031
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$562,120,000143
Mortgage-backed securities$2,583,619,00074
Certificates of participation in pools of residential mortgages$2,157,497,00049
Issued or guaranteed by U.S.$2,157,497,00049
Privately issued$0248
Collaterized mortgage obligations$150,298,000201
CMOs issued by government agencies or sponsored agencies$150,298,000195
Privately issued$0499
Commercial mortgage-backed securities$275,824,00099
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$275,824,00071
Held to maturity securities (book value)$1,553,683,00051
Available-for-sale securities (fair market value)$1,545,606,000133
Total debt securities$3,099,289,00090
Structured notes
Amortized cost$236,641,0008
Fair value$238,455,0008
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$3,038,156,00093
U.S. Government securities$2,598,507,00084
U.S. Treasury securities$01,513
U.S. Government agency obligations$2,598,507,00075
Securities issued by states & political subdivisions$23,058,0001,481
Other domestic debt securities$368,726,00063
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$15,000,00065
Asset backed securities$179,050,00039
Structured financial products - Total$0154
Other domestic debt securities - All other$174,676,00045
Foreign debt securities$47,865,00032
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$576,302,000140
Mortgage-backed securities$2,591,853,00072
Certificates of participation in pools of residential mortgages$2,197,243,00049
Issued or guaranteed by U.S.$2,197,243,00049
Privately issued$0211
Collaterized mortgage obligations$155,208,000200
CMOs issued by government agencies or sponsored agencies$155,208,000194
Privately issued$0498
Commercial mortgage-backed securities$239,402,000102
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$239,402,00072
Held to maturity securities (book value)$1,586,815,00052
Available-for-sale securities (fair market value)$1,451,341,000141
Total debt securities$3,038,156,00092
Structured notes
Amortized cost$206,418,0007
Fair value$203,216,0007
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$2,940,377,00089
U.S. Government securities$2,527,845,00081
U.S. Treasury securities$01,500
U.S. Government agency obligations$2,527,845,00073
Securities issued by states & political subdivisions$22,978,0001,485
Other domestic debt securities$339,994,00067
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$18,462,00059
Asset backed securities$185,907,00036
Structured financial products - Total$0171
Other domestic debt securities - All other$135,625,00049
Foreign debt securities$49,072,00032
Equity securities$488,000345
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$592,996,000139
Mortgage-backed securities$2,524,921,00071
Certificates of participation in pools of residential mortgages$2,229,696,00050
Issued or guaranteed by U.S.$2,229,696,00050
Privately issued$0145
Collaterized mortgage obligations$161,080,000195
CMOs issued by government agencies or sponsored agencies$161,080,000189
Privately issued$0515
Commercial mortgage-backed securities$134,145,000142
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$134,145,00098
Held to maturity securities (book value)$1,625,420,00052
Available-for-sale securities (fair market value)$1,314,957,000142
Total debt securities$2,939,890,00088
Structured notes
Amortized cost$163,762,0008
Fair value$164,696,0007
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$2,925,851,00089
U.S. Government securities$2,506,380,00079
U.S. Treasury securities$01,475
U.S. Government agency obligations$2,506,380,00073
Securities issued by states & political subdivisions$22,755,0001,551
Other domestic debt securities$346,859,00061
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$18,465,00055
Asset backed securities$193,528,00033
Structured financial products - Total$0186
Other domestic debt securities - All other$134,866,00050
Foreign debt securities$49,366,00033
Equity securities$491,000355
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$444,171,000178
Mortgage-backed securities$2,502,364,00071
Certificates of participation in pools of residential mortgages$2,304,214,00049
Issued or guaranteed by U.S.$2,304,214,00049
Privately issued$0453
Collaterized mortgage obligations$169,677,000187
CMOs issued by government agencies or sponsored agencies$169,677,000181
Privately issued$0544
Commercial mortgage-backed securities$28,473,000327
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$28,473,000206
Held to maturity securities (book value)$1,670,450,00052
Available-for-sale securities (fair market value)$1,255,401,000145
Total debt securities$2,925,360,00088
Structured notes
Amortized cost$163,727,0008
Fair value$164,507,0007
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$2,985,837,00089
U.S. Government securities$2,594,424,00079
U.S. Treasury securities$01,426
U.S. Government agency obligations$2,594,424,00073
Securities issued by states & political subdivisions$26,196,0001,406
Other domestic debt securities$315,464,00063
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$23,361,00047
Asset backed securities$157,903,00037
Structured financial products - Total$0193
Other domestic debt securities - All other$134,200,00048
Foreign debt securities$49,258,00032
Equity securities$495,000377
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$539,889,000154
Mortgage-backed securities$2,591,749,00069
Certificates of participation in pools of residential mortgages$2,380,617,00046
Issued or guaranteed by U.S.$2,380,617,00046
Privately issued$067
Collaterized mortgage obligations$177,660,000182
CMOs issued by government agencies or sponsored agencies$177,660,000177
Privately issued$0557
Commercial mortgage-backed securities$33,472,000278
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$33,472,000188
Held to maturity securities (book value)$1,716,566,00051
Available-for-sale securities (fair market value)$1,269,271,000144
Total debt securities$2,985,342,00086
Structured notes
Amortized cost$163,692,0008
Fair value$163,416,0007
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$3,011,741,00084
U.S. Government securities$2,610,070,00075
U.S. Treasury securities$01,328
U.S. Government agency obligations$2,610,070,00069
Securities issued by states & political subdivisions$26,211,0001,471
Other domestic debt securities$325,265,00058
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$23,366,00049
Asset backed securities$167,175,00034
Structured financial products - Total$0204
Other domestic debt securities - All other$134,724,00047
Foreign debt securities$49,692,00032
Equity securities$503,000597
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$534,450,000154
Mortgage-backed securities$2,605,741,00068
Certificates of participation in pools of residential mortgages$2,385,879,00048
Issued or guaranteed by U.S.$2,385,879,00048
Privately issued$064
Collaterized mortgage obligations$186,128,000171
CMOs issued by government agencies or sponsored agencies$186,128,000166
Privately issued$0573
Commercial mortgage-backed securities$33,734,000273
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$33,734,000180
Held to maturity securities (book value)$1,765,886,00049
Available-for-sale securities (fair market value)$1,245,855,000142
Total debt securities$3,011,238,00082
Structured notes
Amortized cost$163,657,0008
Fair value$164,241,0008
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$2,913,065,00084
U.S. Government securities$2,514,999,00076
U.S. Treasury securities$01,313
U.S. Government agency obligations$2,514,999,00070
Securities issued by states & political subdivisions$26,623,0001,467
Other domestic debt securities$320,726,00063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$8,391,00064
Asset backed securities$177,232,00032
Structured financial products - Total$0214
Other domestic debt securities - All other$135,103,00045
Foreign debt securities$50,195,00032
Equity securities$522,000605
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$512,869,000158
Mortgage-backed securities$2,489,544,00069
Certificates of participation in pools of residential mortgages$2,273,412,00048
Issued or guaranteed by U.S.$2,273,412,00048
Privately issued$069
Collaterized mortgage obligations$197,243,000163
CMOs issued by government agencies or sponsored agencies$197,243,000157
Privately issued$0584
Commercial mortgage-backed securities$18,889,000358
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$18,889,000236
Held to maturity securities (book value)$1,646,856,00051
Available-for-sale securities (fair market value)$1,266,209,000140
Total debt securities$2,912,543,00083
Structured notes
Amortized cost$163,622,0008
Fair value$165,323,0008
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$2,921,942,00086
U.S. Government securities$2,487,323,00076
U.S. Treasury securities$01,351
U.S. Government agency obligations$2,487,323,00069
Securities issued by states & political subdivisions$26,736,0001,478
Other domestic debt securities$357,617,00062
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$8,309,00063
Asset backed securities$187,843,00034
Structured financial products - Total$0219
Other domestic debt securities - All other$161,465,00043
Foreign debt securities$49,744,00034
Equity securities$522,000613
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$420,665,000190
Mortgage-backed securities$2,461,230,00068
Certificates of participation in pools of residential mortgages$2,234,904,00049
Issued or guaranteed by U.S.$2,234,904,00048
Privately issued$067
Collaterized mortgage obligations$207,546,000161
CMOs issued by government agencies or sponsored agencies$207,546,000152
Privately issued$0606
Commercial mortgage-backed securities$18,780,000350
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$18,780,000230
Held to maturity securities (book value)$1,651,528,00047
Available-for-sale securities (fair market value)$1,270,414,000138
Total debt securities$2,921,420,00084
Structured notes
Amortized cost$163,587,0009
Fair value$163,457,0009
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$3,086,432,00080
U.S. Government securities$2,595,514,00076
U.S. Treasury securities$01,390
U.S. Government agency obligations$2,595,514,00069
Securities issued by states & political subdivisions$26,654,0001,494
Other domestic debt securities$414,780,00055
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$52,975,00038
Asset backed securities$200,786,00035
Structured financial products - Total$0221
Other domestic debt securities - All other$161,019,00045
Foreign debt securities$48,962,00035
Equity securities$522,000614
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$371,432,000207
Mortgage-backed securities$2,613,657,00067
Certificates of participation in pools of residential mortgages$2,333,632,00048
Issued or guaranteed by U.S.$2,333,632,00047
Privately issued$066
Collaterized mortgage obligations$216,563,000160
CMOs issued by government agencies or sponsored agencies$216,563,000147
Privately issued$0642
Commercial mortgage-backed securities$63,462,000183
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$63,462,000121
Held to maturity securities (book value)$1,697,650,00048
Available-for-sale securities (fair market value)$1,388,782,000122
Total debt securities$3,085,910,00079
Structured notes
Amortized cost$163,552,0009
Fair value$161,975,0009
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$3,193,945,00078
U.S. Government securities$2,693,408,00075
U.S. Treasury securities$01,367
U.S. Government agency obligations$2,693,408,00068
Securities issued by states & political subdivisions$26,459,0001,488
Other domestic debt securities$424,690,00051
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$52,814,00036
Asset backed securities$212,717,00033
Structured financial products - Total$0226
Other domestic debt securities - All other$159,159,00044
Foreign debt securities$48,866,00035
Equity securities$522,000621
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$292,061,000241
Mortgage-backed securities$2,711,671,00064
Certificates of participation in pools of residential mortgages$2,422,890,00043
Issued or guaranteed by U.S.$2,422,890,00042
Privately issued$071
Collaterized mortgage obligations$225,414,000153
CMOs issued by government agencies or sponsored agencies$225,414,000140
Privately issued$0666
Commercial mortgage-backed securities$63,367,000176
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$63,367,000114
Held to maturity securities (book value)$1,752,010,00045
Available-for-sale securities (fair market value)$1,441,935,000114
Total debt securities$3,193,423,00077
Structured notes
Amortized cost$163,516,00010
Fair value$161,285,00010
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$3,340,493,00072
U.S. Government securities$2,420,967,00073
U.S. Treasury securities$01,214
U.S. Government agency obligations$2,420,967,00071
Securities issued by states & political subdivisions$27,668,0001,441
Other domestic debt securities$488,789,00050
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$79,870,00032
Asset backed securities$223,780,00031
Structured financial products - Total$0228
Other domestic debt securities - All other$185,139,00044
Foreign debt securities$301,245,00018
Equity securities$101,824,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$277,617,000253
Mortgage-backed securities$2,490,510,00068
Certificates of participation in pools of residential mortgages$2,154,348,00045
Issued or guaranteed by U.S.$2,154,348,00044
Privately issued$067
Collaterized mortgage obligations$245,346,000146
CMOs issued by government agencies or sponsored agencies$245,346,000133
Privately issued$0671
Commercial mortgage-backed securities$90,816,000134
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$90,816,00099
Held to maturity securities (book value)$1,417,599,00050
Available-for-sale securities (fair market value)$1,922,894,00097
Total debt securities$3,238,669,00075
Structured notes
Amortized cost$163,481,0009
Fair value$163,198,0009
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$3,462,349,00070
U.S. Government securities$2,555,295,00073
U.S. Treasury securities$01,253
U.S. Government agency obligations$2,555,295,00067
Securities issued by states & political subdivisions$27,488,0001,455
Other domestic debt securities$476,544,00052
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$78,803,00034
Asset backed securities$238,479,00033
Structured financial products - Total$0235
Other domestic debt securities - All other$159,262,00048
Foreign debt securities$301,137,00018
Equity securities$101,885,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$297,047,000233
Mortgage-backed securities$2,623,525,00066
Certificates of participation in pools of residential mortgages$2,276,929,00045
Issued or guaranteed by U.S.$2,276,929,00043
Privately issued$071
Collaterized mortgage obligations$262,058,000146
CMOs issued by government agencies or sponsored agencies$262,058,000133
Privately issued$0687
Commercial mortgage-backed securities$84,538,000128
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$84,538,00096
Held to maturity securities (book value)$1,492,480,00051
Available-for-sale securities (fair market value)$1,969,869,00094
Total debt securities$3,360,465,00070
Structured notes
Amortized cost$163,446,0009
Fair value$162,504,0009
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$3,655,173,00068
U.S. Government securities$2,939,863,00068
U.S. Treasury securities$01,296
U.S. Government agency obligations$2,939,863,00063
Securities issued by states & political subdivisions$27,335,0001,435
Other domestic debt securities$285,191,00077
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$80,115,00033
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$205,076,00046
Foreign debt securities$301,194,00020
Equity securities$101,590,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$315,828,000236
Mortgage-backed securities$2,755,434,00064
Certificates of participation in pools of residential mortgages$2,385,283,00043
Issued or guaranteed by U.S.$2,385,283,00041
Privately issued$066
Collaterized mortgage obligations$277,820,000143
CMOs issued by government agencies or sponsored agencies$277,820,000133
Privately issued$0699
Commercial mortgage-backed securities$92,331,000114
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$92,331,00088
Held to maturity securities (book value)$1,558,087,00050
Available-for-sale securities (fair market value)$2,097,086,00087
Total debt securities$3,553,583,00068
Structured notes
Amortized cost$183,411,00010
Fair value$182,406,00010
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$3,903,158,00063
U.S. Government securities$3,189,332,00065
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,189,332,00061
Securities issued by states & political subdivisions$27,232,0001,439
Other domestic debt securities$314,816,00069
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$79,630,00032
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$235,186,00042
Foreign debt securities$270,220,00020
Equity securities$101,558,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$224,271,000317
Mortgage-backed securities$2,843,148,00062
Certificates of participation in pools of residential mortgages$2,460,304,00041
Issued or guaranteed by U.S.$2,460,304,00039
Privately issued$066
Collaterized mortgage obligations$287,153,000140
CMOs issued by government agencies or sponsored agencies$287,153,000130
Privately issued$0704
Commercial mortgage-backed securities$95,691,000102
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$95,691,00081
Held to maturity securities (book value)$1,598,370,00049
Available-for-sale securities (fair market value)$2,304,788,00080
Total debt securities$3,801,601,00063
Structured notes
Amortized cost$308,359,0008
Fair value$306,313,0008
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$4,023,779,00063
U.S. Government securities$3,303,431,00063
U.S. Treasury securities$01,303
U.S. Government agency obligations$3,303,431,00059
Securities issued by states & political subdivisions$27,123,0001,450
Other domestic debt securities$320,840,00067
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$85,473,00029
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$235,367,00041
Foreign debt securities$270,433,00021
Equity securities$101,952,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$189,940,000372
Mortgage-backed securities$2,906,440,00062
Certificates of participation in pools of residential mortgages$2,557,303,00040
Issued or guaranteed by U.S.$2,557,303,00038
Privately issued$065
Collaterized mortgage obligations$246,431,000149
CMOs issued by government agencies or sponsored agencies$246,431,000138
Privately issued$0721
Commercial mortgage-backed securities$102,706,00091
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$102,706,00077
Held to maturity securities (book value)$1,643,216,00044
Available-for-sale securities (fair market value)$2,380,563,00077
Total debt securities$3,921,827,00063
Structured notes
Amortized cost$349,538,0006
Fair value$348,096,0006
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$4,210,888,00061
U.S. Government securities$3,465,664,00060
U.S. Treasury securities$01,348
U.S. Government agency obligations$3,465,664,00056
Securities issued by states & political subdivisions$27,275,0001,414
Other domestic debt securities$313,734,00069
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$86,786,00030
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$226,948,00043
Foreign debt securities$301,768,00019
Equity securities$102,447,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$218,405,000326
Mortgage-backed securities$3,022,978,00060
Certificates of participation in pools of residential mortgages$2,657,606,00038
Issued or guaranteed by U.S.$2,657,606,00036
Privately issued$067
Collaterized mortgage obligations$257,760,000151
CMOs issued by government agencies or sponsored agencies$257,760,000140
Privately issued$0741
Commercial mortgage-backed securities$107,612,00082
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$107,612,00069
Held to maturity securities (book value)$1,586,514,00048
Available-for-sale securities (fair market value)$2,624,374,00069
Total debt securities$4,108,441,00062
Structured notes
Amortized cost$374,502,0008
Fair value$375,103,0007
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$4,236,687,00061
U.S. Government securities$3,495,071,00061
U.S. Treasury securities$01,327
U.S. Government agency obligations$3,495,071,00056
Securities issued by states & political subdivisions$24,014,0001,565
Other domestic debt securities$313,728,00066
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$86,761,00029
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$226,967,00041
Foreign debt securities$301,597,00020
Equity securities$102,277,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$279,118,000261
Mortgage-backed securities$3,047,388,00059
Certificates of participation in pools of residential mortgages$2,667,736,00037
Issued or guaranteed by U.S.$2,667,736,00035
Privately issued$070
Collaterized mortgage obligations$268,990,000148
CMOs issued by government agencies or sponsored agencies$268,990,000137
Privately issued$0776
Commercial mortgage-backed securities$110,662,00080
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$110,662,00067
Held to maturity securities (book value)$1,479,781,00049
Available-for-sale securities (fair market value)$2,756,906,00065
Total debt securities$4,134,411,00062
Structured notes
Amortized cost$360,265,0008
Fair value$361,043,0008
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$4,411,275,00059
U.S. Government securities$3,664,046,00058
U.S. Treasury securities$01,361
U.S. Government agency obligations$3,664,046,00053
Securities issued by states & political subdivisions$24,068,0001,572
Other domestic debt securities$621,525,00043
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$93,586,00029
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$527,939,00021
Foreign debt securities$0316
Equity securities$101,636,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$291,469,000252
Mortgage-backed securities$3,137,614,00057
Certificates of participation in pools of residential mortgages$2,765,791,00036
Issued or guaranteed by U.S.$2,765,791,00034
Privately issued$075
Collaterized mortgage obligations$278,237,000147
CMOs issued by government agencies or sponsored agencies$278,237,000137
Privately issued$0785
Commercial mortgage-backed securities$93,586,00088
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$93,586,00072
Held to maturity securities (book value)$1,516,219,00045
Available-for-sale securities (fair market value)$2,895,056,00062
Total debt securities$4,309,639,00059
Structured notes
Amortized cost$429,461,0008
Fair value$429,345,0008
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$4,597,707,00056
U.S. Government securities$3,864,716,00055
U.S. Treasury securities$01,381
U.S. Government agency obligations$3,864,716,00051
Securities issued by states & political subdivisions$23,681,0001,595
Other domestic debt securities$607,923,00043
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$98,916,00028
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$509,007,00023
Foreign debt securities$0309
Equity securities$101,387,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$303,395,000240
Mortgage-backed securities$3,231,689,00055
Certificates of participation in pools of residential mortgages$2,844,026,00036
Issued or guaranteed by U.S.$2,844,026,00034
Privately issued$073
Collaterized mortgage obligations$288,747,000143
CMOs issued by government agencies or sponsored agencies$288,747,000132
Privately issued$0821
Commercial mortgage-backed securities$98,916,00083
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$98,916,00068
Held to maturity securities (book value)$1,548,265,00044
Available-for-sale securities (fair market value)$3,049,442,00060
Total debt securities$4,496,322,00057
Structured notes
Amortized cost$388,201,0008
Fair value$388,021,0008
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$4,686,874,00056
U.S. Government securities$3,967,166,00055
U.S. Treasury securities$01,342
U.S. Government agency obligations$3,967,166,00051
Securities issued by states & political subdivisions$23,277,0001,619
Other domestic debt securities$594,450,00045
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$109,367,00029
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$485,083,00024
Foreign debt securities$0311
Equity securities$101,981,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$326,746,000220
Mortgage-backed securities$3,355,221,00053
Certificates of participation in pools of residential mortgages$2,945,186,00037
Issued or guaranteed by U.S.$2,945,186,00035
Privately issued$075
Collaterized mortgage obligations$300,668,000140
CMOs issued by government agencies or sponsored agencies$300,668,000130
Privately issued$0840
Commercial mortgage-backed securities$109,367,00079
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$109,367,00063
Held to maturity securities (book value)$1,583,853,00043
Available-for-sale securities (fair market value)$3,103,021,00061
Total debt securities$4,584,892,00056
Structured notes
Amortized cost$438,165,0007
Fair value$439,760,0006
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$4,721,878,00056
U.S. Government securities$4,103,432,00053
U.S. Treasury securities$01,198
U.S. Government agency obligations$4,103,432,00051
Securities issued by states & political subdivisions$22,912,0001,641
Other domestic debt securities$494,037,00051
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$59,467,00035
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$434,570,00026
Foreign debt securities$0314
Equity securities$101,497,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$264,288,000273
Mortgage-backed securities$3,380,642,00054
Certificates of participation in pools of residential mortgages$3,011,566,00036
Issued or guaranteed by U.S.$3,011,566,00034
Privately issued$076
Collaterized mortgage obligations$309,609,000138
CMOs issued by government agencies or sponsored agencies$309,609,000129
Privately issued$0874
Commercial mortgage-backed securities$59,467,000108
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$59,467,00075
Held to maturity securities (book value)$1,611,303,00043
Available-for-sale securities (fair market value)$3,110,575,00062
Total debt securities$4,620,381,00056
Structured notes
Amortized cost$438,130,0007
Fair value$437,905,0006
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$4,469,440,00059
U.S. Government securities$3,895,937,00057
U.S. Treasury securities$01,131
U.S. Government agency obligations$3,895,937,00054
Securities issued by states & political subdivisions$22,640,0001,652
Other domestic debt securities$450,114,00059
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$450,114,00026
Foreign debt securities$0320
Equity securities$100,749,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$161,252,000413
Mortgage-backed securities$3,264,611,00052
Certificates of participation in pools of residential mortgages$2,947,047,00035
Issued or guaranteed by U.S.$2,947,047,00033
Privately issued$081
Collaterized mortgage obligations$317,564,000137
CMOs issued by government agencies or sponsored agencies$317,564,000126
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$1,630,936,00041
Available-for-sale securities (fair market value)$2,838,504,00066
Total debt securities$4,368,691,00059
Structured notes
Amortized cost$238,095,00014
Fair value$234,452,00014
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$4,015,614,00061
U.S. Government securities$3,439,817,00058
U.S. Treasury securities$01,131
U.S. Government agency obligations$3,439,817,00055
Securities issued by states & political subdivisions$22,545,0001,671
Other domestic debt securities$452,015,00059
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$452,015,00024
Foreign debt securities$0328
Equity securities$101,237,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$168,415,000396
Mortgage-backed securities$2,905,842,00057
Certificates of participation in pools of residential mortgages$2,578,839,00038
Issued or guaranteed by U.S.$2,578,839,00036
Privately issued$080
Collaterized mortgage obligations$327,003,000133
CMOs issued by government agencies or sponsored agencies$327,003,000122
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$1,654,666,00039
Available-for-sale securities (fair market value)$2,360,948,00072
Total debt securities$3,914,377,00062
Structured notes
Amortized cost$238,060,00014
Fair value$210,247,00014
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$3,647,924,00064
U.S. Government securities$3,172,754,00060
U.S. Treasury securities$01,152
U.S. Government agency obligations$3,172,754,00057
Securities issued by states & political subdivisions$22,545,0001,656
Other domestic debt securities$452,111,00055
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$452,111,00025
Foreign debt securities$0316
Equity securities$514,000738
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$190,341,000338
Mortgage-backed securities$2,627,169,00062
Certificates of participation in pools of residential mortgages$2,627,169,00037
Issued or guaranteed by U.S.$2,627,169,00035
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$1,589,779,00033
Available-for-sale securities (fair market value)$2,058,145,00081
Total debt securities$3,647,410,00064
Structured notes
Amortized cost$305,737,0009
Fair value$303,430,00010
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$3,492,651,00067
U.S. Government securities$3,063,205,00063
U.S. Treasury securities$01,161
U.S. Government agency obligations$3,063,205,00061
Securities issued by states & political subdivisions$24,804,0001,495
Other domestic debt securities$404,111,00062
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$404,111,00029
Foreign debt securities$0322
Equity securities$531,000738
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$199,458,000338
Mortgage-backed securities$2,573,682,00063
Certificates of participation in pools of residential mortgages$2,573,682,00037
Issued or guaranteed by U.S.$2,573,682,00035
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$1,469,983,00030
Available-for-sale securities (fair market value)$2,022,668,00085
Total debt securities$3,492,120,00066
Structured notes
Amortized cost$183,903,00013
Fair value$184,433,00013
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$3,411,023,00066
U.S. Government securities$2,982,070,00060
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,982,070,00059
Securities issued by states & political subdivisions$25,061,0001,447
Other domestic debt securities$403,357,00060
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$403,357,00026
Foreign debt securities$0317
Equity securities$535,000727
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$204,848,000331
Mortgage-backed securities$2,575,234,00062
Certificates of participation in pools of residential mortgages$2,575,234,00037
Issued or guaranteed by U.S.$2,575,234,00035
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$1,407,246,00029
Available-for-sale securities (fair market value)$2,003,777,00084
Total debt securities$3,410,488,00065
Structured notes
Amortized cost$136,464,00022
Fair value$138,070,00022
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$2,973,192,00073
U.S. Government securities$2,543,686,00069
U.S. Treasury securities$01,086
U.S. Government agency obligations$2,543,686,00069
Securities issued by states & political subdivisions$25,639,0001,387
Other domestic debt securities$403,326,00060
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$403,326,00027
Foreign debt securities$0302
Equity securities$541,000725
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$159,726,000417
Mortgage-backed securities$2,360,668,00068
Certificates of participation in pools of residential mortgages$2,360,668,00038
Issued or guaranteed by U.S.$2,360,668,00036
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$1,191,487,00031
Available-for-sale securities (fair market value)$1,781,705,00091
Total debt securities$2,972,654,00073
Structured notes
Amortized cost$61,919,00050
Fair value$64,236,00045
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$3,661,343,00061
U.S. Government securities$3,332,796,00059
U.S. Treasury securities$01,068
U.S. Government agency obligations$3,332,796,00056
Securities issued by states & political subdivisions$24,796,0001,388
Other domestic debt securities$303,214,00075
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$303,214,00035
Foreign debt securities$0295
Equity securities$537,000723
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,035,705,00088
Mortgage-backed securities$3,219,190,00053
Certificates of participation in pools of residential mortgages$3,219,190,00032
Issued or guaranteed by U.S.$3,219,190,00030
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$35,228,000450
Available-for-sale securities (fair market value)$3,626,115,00055
Total debt securities$3,660,805,00061
Structured notes
Amortized cost$130,000,00018
Fair value$129,239,00018
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$3,726,333,00061
U.S. Government securities$3,423,919,00059
U.S. Treasury securities$01,157
U.S. Government agency obligations$3,423,919,00056
Securities issued by states & political subdivisions$24,295,0001,357
Other domestic debt securities$277,587,00080
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$277,587,00041
Foreign debt securities$0227
Equity securities$532,000707
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,081,216,00087
Mortgage-backed securities$3,410,309,00052
Certificates of participation in pools of residential mortgages$3,410,309,00031
Issued or guaranteed by U.S.$3,410,309,00029
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$38,707,000420
Available-for-sale securities (fair market value)$3,687,626,00056
Total debt securities$3,725,801,00061
Structured notes
Amortized cost$30,000,000183
Fair value$29,034,000193
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$3,590,302,00065
U.S. Government securities$3,535,895,00057
U.S. Treasury securities$01,076
U.S. Government agency obligations$3,535,895,00053
Securities issued by states & political subdivisions$24,505,0001,312
Other domestic debt securities$29,371,000362
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$29,371,000198
Foreign debt securities$0182
Equity securities$531,000697
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,006,395,00083
Mortgage-backed securities$3,385,201,00052
Certificates of participation in pools of residential mortgages$3,385,201,00031
Issued or guaranteed by U.S.$3,385,201,00031
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$42,226,000400
Available-for-sale securities (fair market value)$3,548,076,00057
Total debt securities$3,589,773,00065
Structured notes
Amortized cost$125,522,00025
Fair value$126,127,00024
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$3,302,180,00068
U.S. Government securities$3,246,169,00058
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,246,169,00054
Securities issued by states & political subdivisions$25,518,0001,218
Other domestic debt securities$29,959,000356
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$29,959,000187
Foreign debt securitiesNANA
Equity securities$534,000719
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,056,176,00053
Certificates of participation in pools of residential mortgages$3,056,176,00033
Issued or guaranteed by U.S.$3,056,176,00033
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,036,000347
Available-for-sale securities (fair market value)$3,255,144,00062
Total debt securities$3,301,646,00068
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$3,175,913,00072
U.S. Government securities$3,140,662,00060
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,140,662,00055
Securities issued by states & political subdivisions$23,919,0001,244
Other domestic debt securities$10,811,000666
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,811,000369
Foreign debt securitiesNANA
Equity securities$521,000726
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,865,037,00054
Certificates of participation in pools of residential mortgages$2,865,037,00031
Issued or guaranteed by U.S.$2,865,037,00030
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,503,000335
Available-for-sale securities (fair market value)$3,126,410,00065
Total debt securities$3,175,392,00072
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$2,957,787,00073
U.S. Government securities$2,924,469,00063
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,924,469,00059
Securities issued by states & political subdivisions$22,807,0001,278
Other domestic debt securities$10,000,000721
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,000,000383
Foreign debt securitiesNANA
Equity securities$511,000744
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,617,582,00057
Certificates of participation in pools of residential mortgages$2,617,582,00034
Issued or guaranteed by U.S.$2,617,582,00034
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,710,000323
Available-for-sale securities (fair market value)$2,905,077,00066
Total debt securities$2,957,276,00070
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$2,880,861,00075
U.S. Government securities$2,847,540,00065
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,847,540,00058
Securities issued by states & political subdivisions$22,908,0001,250
Other domestic debt securities$9,900,000763
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,900,000378
Foreign debt securitiesNANA
Equity securities$513,000756
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,438,216,00059
Certificates of participation in pools of residential mortgages$2,438,216,00032
Issued or guaranteed by U.S.$2,438,216,00032
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$68,746,000251
Available-for-sale securities (fair market value)$2,812,115,00070
Total debt securities$2,880,348,00073
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$2,561,200,00081
U.S. Government securities$2,553,620,00066
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,553,620,00062
Securities issued by states & political subdivisions$7,055,0002,893
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$525,000795
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,203,139,00061
Certificates of participation in pools of residential mortgages$2,203,139,00035
Issued or guaranteed by U.S.$2,203,139,00035
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$80,106,000232
Available-for-sale securities (fair market value)$2,481,094,00072
Total debt securities$2,560,675,00081
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$2,341,007,00081
U.S. Government securities$2,333,430,00070
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,333,430,00065
Securities issued by states & political subdivisions$7,055,0002,771
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$522,000820
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,901,115,00065
Certificates of participation in pools of residential mortgages$1,901,115,00042
Issued or guaranteed by U.S.$1,901,115,00042
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,220,000231
Available-for-sale securities (fair market value)$2,255,787,00072
Total debt securities$2,340,485,00081
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$2,369,021,00078
U.S. Government securities$2,361,454,00069
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,361,454,00065
Securities issued by states & political subdivisions$7,055,0002,750
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$512,000845
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,997,239,00066
Certificates of participation in pools of residential mortgages$1,997,239,00040
Issued or guaranteed by U.S.$1,997,239,00039
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$91,958,000201
Available-for-sale securities (fair market value)$2,277,063,00070
Total debt securities$2,368,509,00078
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$2,017,960,00096
U.S. Government securities$2,010,365,00076
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,010,365,00074
Securities issued by states & political subdivisions$7,080,0002,754
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$515,000858
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,917,502,00068
Certificates of participation in pools of residential mortgages$1,917,502,00044
Issued or guaranteed by U.S.$1,917,502,00043
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$97,795,000191
Available-for-sale securities (fair market value)$1,920,165,00083
Total debt securities$2,017,445,00095
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$2,304,125,00091
U.S. Government securities$2,296,174,00072
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,296,174,00070
Securities issued by states & political subdivisions$7,435,0002,695
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$516,000897
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,282,865,00062
Certificates of participation in pools of residential mortgages$2,282,865,00041
Issued or guaranteed by U.S.$2,282,865,00041
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$103,042,000196
Available-for-sale securities (fair market value)$2,201,083,00080
Total debt securities$2,303,609,00090
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$2,037,563,000101
U.S. Government securities$2,027,262,00078
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,027,262,00075
Securities issued by states & political subdivisions$7,440,0002,642
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$2,861,000498
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,013,978,00073
Certificates of participation in pools of residential mortgages$2,013,978,00043
Issued or guaranteed by U.S.$2,013,978,00042
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$109,690,000187
Available-for-sale securities (fair market value)$1,927,873,00087
Total debt securities$2,034,702,000101
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$2,081,515,00098
U.S. Government securities$2,072,280,00074
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,072,280,00072
Securities issued by states & political subdivisions$7,440,0002,567
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$1,795,000621
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,033,905,00070
Certificates of participation in pools of residential mortgages$2,033,905,00039
Issued or guaranteed by U.S.$2,033,905,00039
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$117,280,000176
Available-for-sale securities (fair market value)$1,964,235,00087
Total debt securities$2,079,720,00095
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$2,102,465,00089
U.S. Government securities$2,093,671,00069
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,093,671,00067
Securities issued by states & political subdivisions$7,440,0002,537
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$1,354,000661
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,054,811,00067
Certificates of participation in pools of residential mortgages$2,054,811,00040
Issued or guaranteed by U.S.$2,054,811,00040
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$121,735,000170
Available-for-sale securities (fair market value)$1,980,730,00080
Total debt securities$2,101,111,00087
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$1,600,604,000103
U.S. Government securities$1,589,377,00078
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,589,377,00077
Securities issued by states & political subdivisions$7,770,0002,433
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$3,457,000432
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,551,602,00076
Certificates of participation in pools of residential mortgages$1,551,602,00051
Issued or guaranteed by U.S.$1,551,602,00049
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$124,537,000162
Available-for-sale securities (fair market value)$1,476,067,00090
Total debt securities$1,597,147,000102
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$1,709,840,000102
U.S. Government securities$1,637,110,00081
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,637,110,00077
Securities issued by states & political subdivisions$7,785,0002,464
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$64,945,00066
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,573,796,00078
Certificates of participation in pools of residential mortgages$1,573,796,00052
Issued or guaranteed by U.S.$1,573,796,00051
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$127,177,000156
Available-for-sale securities (fair market value)$1,582,663,00089
Total debt securities$1,644,895,000103
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$1,769,662,000108
U.S. Government securities$1,691,617,00078
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,691,617,00075
Securities issued by states & political subdivisions$7,800,0002,473
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$70,245,00064
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,612,436,00080
Certificates of participation in pools of residential mortgages$1,612,436,00055
Issued or guaranteed by U.S.$1,612,436,00051
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$131,270,000140
Available-for-sale securities (fair market value)$1,638,392,00096
Total debt securities$1,699,417,000107
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$1,780,994,000110
U.S. Government securities$1,700,469,00079
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,700,469,00079
Securities issued by states & political subdivisions$8,106,0002,382
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$72,419,00063
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,549,936,00077
Certificates of participation in pools of residential mortgages$1,549,936,00050
Issued or guaranteed by U.S.$1,549,936,00048
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,022,000145
Available-for-sale securities (fair market value)$1,645,972,00097
Total debt securities$1,708,575,000110
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$1,653,961,000120
U.S. Government securities$1,562,682,00089
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,562,682,00085
Securities issued by states & political subdivisions$8,107,0002,340
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$83,172,00050
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,413,668,00084
Certificates of participation in pools of residential mortgages$1,413,668,00050
Issued or guaranteed by U.S.$1,413,668,00048
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$138,273,000142
Available-for-sale securities (fair market value)$1,515,688,000103
Total debt securities$1,570,789,000119
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$1,564,783,000129
U.S. Government securities$1,461,909,00097
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,461,909,00095
Securities issued by states & political subdivisions$8,118,0002,348
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$94,756,00037
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,315,074,00095
Certificates of participation in pools of residential mortgages$1,315,074,00053
Issued or guaranteed by U.S.$1,315,074,00050
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$143,213,000141
Available-for-sale securities (fair market value)$1,421,570,000115
Total debt securities$1,470,027,000131
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$1,513,115,000130
U.S. Government securities$1,422,908,000100
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,422,908,00097
Securities issued by states & political subdivisions$8,119,0002,354
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$82,088,00047
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,294,154,00098
Certificates of participation in pools of residential mortgages$1,294,154,00057
Issued or guaranteed by U.S.$1,294,154,00052
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$147,215,000140
Available-for-sale securities (fair market value)$1,365,900,000120
Total debt securities$1,431,027,000132
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$1,538,424,000128
U.S. Government securities$1,450,633,000106
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,450,633,000103
Securities issued by states & political subdivisions$8,120,0002,357
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$79,671,00043
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,336,741,00097
Certificates of participation in pools of residential mortgages$1,336,741,00054
Issued or guaranteed by U.S.$1,336,741,00051
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$152,637,000137
Available-for-sale securities (fair market value)$1,385,787,000123
Total debt securities$1,458,753,000133
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$1,635,965,000125
U.S. Government securities$1,545,876,000106
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,545,876,000104
Securities issued by states & political subdivisions$8,121,0002,354
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$81,968,00041
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,379,316,000101
Certificates of participation in pools of residential mortgages$1,379,316,00059
Issued or guaranteed by U.S.$1,379,316,00055
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$184,927,000122
Available-for-sale securities (fair market value)$1,451,038,000120
Total debt securities$1,553,997,000126
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$1,613,517,000124
U.S. Government securities$1,532,842,000103
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,532,842,000101
Securities issued by states & political subdivisions$8,132,0002,322
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$72,543,00047
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,344,372,000100
Certificates of participation in pools of residential mortgages$1,344,372,00056
Issued or guaranteed by U.S.$1,344,372,00053
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,283,000125
Available-for-sale securities (fair market value)$1,423,234,000121
Total debt securities$1,540,974,000126
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$1,356,823,000143
U.S. Government securities$1,272,563,000118
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,272,563,000115
Securities issued by states & political subdivisions$8,133,0002,304
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$76,127,00048
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,146,906,000107
Certificates of participation in pools of residential mortgages$1,146,906,00069
Issued or guaranteed by U.S.$1,146,906,00062
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$196,954,000126
Available-for-sale securities (fair market value)$1,159,869,000139
Total debt securities$1,280,696,000149
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$1,309,489,000149
U.S. Government securities$1,230,157,000120
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,230,157,000117
Securities issued by states & political subdivisions$8,139,0002,302
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$71,193,00050
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,103,754,000114
Certificates of participation in pools of residential mortgages$1,103,754,00071
Issued or guaranteed by U.S.$1,103,754,00067
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$203,059,000122
Available-for-sale securities (fair market value)$1,106,430,000152
Total debt securities$1,238,296,000154
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$1,290,336,000151
U.S. Government securities$1,202,345,000120
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,202,345,000117
Securities issued by states & political subdivisions$10,158,0001,903
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$77,833,00045
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,075,342,000120
Certificates of participation in pools of residential mortgages$1,075,342,00071
Issued or guaranteed by U.S.$1,075,342,00067
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$212,480,000122
Available-for-sale securities (fair market value)$1,077,856,000155
Total debt securities$1,212,503,000157
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$1,326,951,000157
U.S. Government securities$1,241,190,000127
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,241,190,000121
Securities issued by states & political subdivisions$10,159,0001,900
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$75,602,00044
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$963,201,000129
Certificates of participation in pools of residential mortgages$963,201,00081
Issued or guaranteed by U.S.$963,201,00079
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$138,464,000164
Available-for-sale securities (fair market value)$1,188,487,000147
Total debt securities$1,251,349,000158
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$1,297,247,000158
U.S. Government securities$1,213,527,000130
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,213,527,000126
Securities issued by states & political subdivisions$10,159,0001,890
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$73,561,00050
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$887,382,000137
Certificates of participation in pools of residential mortgages$887,382,00090
Issued or guaranteed by U.S.$887,382,00088
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$144,043,000157
Available-for-sale securities (fair market value)$1,153,204,000152
Total debt securities$1,223,686,000161
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$1,221,468,000165
U.S. Government securities$1,137,380,000141
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,137,380,000138
Securities issued by states & political subdivisions$10,160,0001,912
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$73,928,00054
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$818,581,000149
Certificates of participation in pools of residential mortgages$818,581,00093
Issued or guaranteed by U.S.$818,581,00091
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$150,099,000154
Available-for-sale securities (fair market value)$1,071,369,000157
Total debt securities$1,147,540,000172
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$1,055,898,000180
U.S. Government securities$961,486,000156
U.S. Treasury securitiesNANA
U.S. Government agency obligations$961,486,000152
Securities issued by states & political subdivisions$10,161,0001,908
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$84,251,00049
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$641,215,000169
Certificates of participation in pools of residential mortgages$641,215,000110
Issued or guaranteed by U.S.$641,215,000107
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$156,373,000150
Available-for-sale securities (fair market value)$899,525,000180
Total debt securities$971,647,000189
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$1,089,413,000181
U.S. Government securities$991,261,000156
U.S. Treasury securitiesNANA
U.S. Government agency obligations$991,261,000152
Securities issued by states & political subdivisions$10,182,0001,889
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$87,970,00053
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$672,011,000169
Certificates of participation in pools of residential mortgages$672,011,000110
Issued or guaranteed by U.S.$672,011,000106
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$164,277,000146
Available-for-sale securities (fair market value)$925,136,000174
Total debt securities$1,001,443,000188
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$1,117,156,000176
U.S. Government securities$1,016,600,000152
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,016,600,000147
Securities issued by states & political subdivisions$10,183,0001,920
Other domestic debt securities$03,839
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$03,226
Foreign debt securitiesNANA
Equity securities$90,373,00052
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$678,449,000171
Certificates of participation in pools of residential mortgages$678,449,000107
Issued or guaranteed by U.S.$678,449,000103
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$176,316,000138
Available-for-sale securities (fair market value)$940,840,000174
Total debt securities$1,026,783,000185
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$915,010,000195
U.S. Government securities$774,940,000181
U.S. Treasury securitiesNANA
U.S. Government agency obligations$774,940,000172
Securities issued by states & political subdivisions$10,834,0001,826
Other domestic debt securities$03,890
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$03,361
Foreign debt securitiesNANA
Equity securities$129,236,00035
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$711,489,000169
Certificates of participation in pools of residential mortgages$711,489,000107
Issued or guaranteed by U.S.$711,489,000103
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)$173,701,000134
Available-for-sale securities (fair market value)$741,309,000208
Total debt securities$785,774,000223
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$935,976,000192
U.S. Government securities$663,396,000206
U.S. Treasury securitiesNANA
U.S. Government agency obligations$663,396,000199
Securities issued by states & political subdivisions$14,127,0001,395
Other domestic debt securities$03,996
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$03,464
Foreign debt securitiesNANA
Equity securities$258,453,00013
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$625,758,000174
Certificates of participation in pools of residential mortgages$625,758,000116
Issued or guaranteed by U.S.$625,758,000114
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)$131,790,000171
Available-for-sale securities (fair market value)$804,186,000196
Total debt securities$677,523,000242
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$919,887,000183
U.S. Government securities$645,369,000210
U.S. Treasury securitiesNANA
U.S. Government agency obligations$645,369,000201
Securities issued by states & political subdivisions$14,028,0001,375
Other domestic debt securities$04,051
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$03,493
Foreign debt securitiesNANA
Equity securities$260,490,00020
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$614,382,000178
Certificates of participation in pools of residential mortgages$612,984,000112
Issued or guaranteed by U.S.$612,984,000110
Privately issued$0256
Collaterized mortgage obligations$1,398,0002,783
CMOs issued by government agencies or sponsored agencies$1,398,0002,628
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$165,816,000137
Available-for-sale securities (fair market value)$754,071,000199
Total debt securities$659,397,000244
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$1,000,559,000174
U.S. Government securities$766,687,000176
U.S. Treasury securitiesNANA
U.S. Government agency obligations$766,687,000169
Securities issued by states & political subdivisions$14,029,0001,328
Other domestic debt securities$04,116
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$03,546
Foreign debt securitiesNANA
Equity securities$219,843,00020
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$737,038,000158
Certificates of participation in pools of residential mortgages$733,575,00093
Issued or guaranteed by U.S.$733,575,00091
Privately issued$0257
Collaterized mortgage obligations$3,463,0002,105
CMOs issued by government agencies or sponsored agencies$3,463,0001,996
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,796,000150
Available-for-sale securities (fair market value)$854,763,000175
Total debt securities$780,716,000208
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$894,968,000181
U.S. Government securities$800,627,000164
U.S. Treasury securitiesNANA
U.S. Government agency obligations$800,627,000156
Securities issued by states & political subdivisions$14,030,0001,312
Other domestic debt securities$04,152
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$03,582
Foreign debt securitiesNANA
Equity securities$80,311,00061
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$769,431,000148
Certificates of participation in pools of residential mortgages$765,213,00092
Issued or guaranteed by U.S.$765,213,00089
Privately issued$0252
Collaterized mortgage obligations$4,218,0001,965
CMOs issued by government agencies or sponsored agencies$4,218,0001,866
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$112,722,000192
Available-for-sale securities (fair market value)$782,246,000183
Total debt securities$814,657,000202
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$1,192,693,000151
U.S. Government securities$1,088,190,000133
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,088,190,000127
Securities issued by states & political subdivisions$22,841,000704
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$81,662,00057
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,058,619,000118
Certificates of participation in pools of residential mortgages$1,046,110,00072
Issued or guaranteed by U.S.$1,046,110,00071
Privately issued$0260
Collaterized mortgage obligations$12,509,0001,137
CMOs issued by government agencies or sponsored agencies$12,509,0001,047
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$36,041,000565
Available-for-sale securities (fair market value)$1,156,652,000137
Total debt securities$1,111,031,000155
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$1,470,428,000129
U.S. Government securities$1,353,662,000104
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,353,662,00099
Securities issued by states & political subdivisions$25,488,000572
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$91,278,00085
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,324,436,00089
Certificates of participation in pools of residential mortgages$1,300,247,00052
Issued or guaranteed by U.S.$1,300,247,00049
Privately issued$0308
Collaterized mortgage obligations$24,189,000598
CMOs issued by government agencies or sponsored agencies$24,189,000536
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$285,030,000101
Available-for-sale securities (fair market value)$1,185,398,000121
Total debt securities$1,379,150,000130
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$1,438,397,000134
U.S. Government securities$1,344,938,000108
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,344,938,00099
Securities issued by states & political subdivisions$21,476,000732
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$71,983,00097
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,297,305,00093
Certificates of participation in pools of residential mortgages$1,269,787,00057
Issued or guaranteed by U.S.$1,269,787,00054
Privately issued$0307
Collaterized mortgage obligations$27,518,000603
CMOs issued by government agencies or sponsored agencies$27,518,000531
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$313,354,000103
Available-for-sale securities (fair market value)$1,125,043,000131
Total debt securities$1,366,414,000135
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$1,279,388,000136
U.S. Government securities$1,193,475,000109
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,193,475,00096
Securities issued by states & political subdivisions$21,474,000734
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$64,439,000103
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,071,261,000106
Certificates of participation in pools of residential mortgages$1,026,875,00072
Issued or guaranteed by U.S.$1,026,875,00069
Privately issued$0349
Collaterized mortgage obligations$44,386,000443
CMOs issued by government agencies or sponsored agencies$44,386,000389
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$407,848,00084
Available-for-sale securities (fair market value)$871,540,000142
Total debt securities$1,214,949,000134
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$1,203,325,000137
U.S. Government securities$1,115,938,000122
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,115,938,000104
Securities issued by states & political subdivisions$23,471,000526
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$63,916,00073
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$911,420,000109
Certificates of participation in pools of residential mortgages$828,628,00076
Issued or guaranteed by U.S.$828,628,00073
Privately issued$0394
Collaterized mortgage obligations$82,792,000277
CMOs issued by government agencies or sponsored agencies$82,792,000255
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$540,983,00074
Available-for-sale securities (fair market value)$662,342,000173
Total debt securities$1,139,409,000139
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$1,426,772,000122
U.S. Government securities$1,378,880,000100
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,378,880,00080
Securities issued by states & political subdivisions$23,469,000513
Other domestic debt securities$1,341,0001,810
Privately issued residential mortgage-backed securities$1,341,000642
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$50,343,00092
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$27,261,0002
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,167,558,00094
Certificates of participation in pools of residential mortgages$972,695,00074
Issued or guaranteed by U.S.$971,354,00070
Privately issued$1,341,000234
Collaterized mortgage obligations$194,863,000162
CMOs issued by government agencies or sponsored agencies$194,863,000140
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$615,915,00078
Available-for-sale securities (fair market value)$810,857,000140
Total debt securities$1,403,690,000120
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$1,319,503,000145
U.S. Government securities$1,293,167,000118
U.S. Treasury securities$31,159,000895
U.S. Government agency obligations$1,262,008,00089
Securities issued by states & political subdivisions$44,862,000237
Other domestic debt securities$1,662,0001,968
Privately issued residential mortgage-backed securities$1,662,000684
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$4,0008,425
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$20,192,0004
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,073,929,00099
Certificates of participation in pools of residential mortgages$1,065,033,00066
Issued or guaranteed by U.S.$1,063,371,00062
Privately issued$1,662,000250
Collaterized mortgage obligations$8,896,0001,511
CMOs issued by government agencies or sponsored agencies$8,896,0001,453
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$731,031,00076
Available-for-sale securities (fair market value)$588,472,000214
Total debt securities$1,339,691,000139
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$1,342,636,000150
U.S. Government securities$1,295,130,000129
U.S. Treasury securities$44,545,000790
U.S. Government agency obligations$1,250,585,00089
Securities issued by states & political subdivisions$68,245,000149
Other domestic debt securities$1,880,0002,112
Privately issued residential mortgage-backed securities$1,880,000677
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$4,0008,600
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$22,623,0005
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,153,423,00097
Certificates of participation in pools of residential mortgages$1,143,292,00061
Issued or guaranteed by U.S.$1,141,412,00054
Privately issued$1,880,000221
Collaterized mortgage obligations$10,131,0001,465
CMOs issued by government agencies or sponsored agencies$10,131,0001,384
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,072,527,000117
Available-for-sale securities (fair market value)$270,109,000240
Total debt securities$1,365,255,000148
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$776,959,000247
U.S. Government securities$697,170,000216
U.S. Treasury securities$6,985,0004,610
U.S. Government agency obligations$690,185,000146
Securities issued by states & political subdivisions$80,047,000123
Other domestic debt securities$12,897,000730
Privately issued residential mortgage-backed securities$2,684,000719
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,213,000607
Foreign debt securitiesNANA
Equity securities$4,0008,665
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$13,159,0006
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$661,591,000158
Certificates of participation in pools of residential mortgages$649,072,00097
Issued or guaranteed by U.S.$646,388,00082
Privately issued$2,684,000274
Collaterized mortgage obligations$12,519,0001,442
CMOs issued by government agencies or sponsored agencies$12,519,0001,355
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$790,114,000237
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$826,346,000219
U.S. Government securities$594,867,000233
U.S. Treasury securities$27,222,0001,383
U.S. Government agency obligations$567,645,000167
Securities issued by states & political subdivisions$80,722,000116
Other domestic debt securities$169,055,000118
Privately issued residential mortgage-backed securities$4,404,000727
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$164,651,00054
Foreign debt securitiesNANA
Equity securities$4,0008,619
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$18,302,0005
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$526,772,000179
Certificates of participation in pools of residential mortgages$526,772,000104
Issued or guaranteed by U.S.$522,368,00082
Privately issued$4,404,000254
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$844,644,000215
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