Watertown Savings Bank, Securities

2025-03-31Rank
Total securities$694,330,000312
U.S. Government securities$688,856,000240
U.S. Treasury securities$53,867,000361
U.S. Government agency obligations$634,989,000227
Securities issued by states & political subdivisions$350,0003,591
Other domestic debt securities$5,124,0001,294
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$5,124,000415
Other domestic debt securities - All other$01,818
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$120,0003,787
Mortgage-backed securities$470,461,000258
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$240,017,000257
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$173,849,000188
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$56,595,000164
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$265,373,000193
Available-for-sale securities (fair market value)$428,957,000385
Total debt securities$694,330,000307
Structured notes
Amortized cost$5,090,000233
Fair value$5,124,000215
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$678,154,000315
U.S. Government securities$672,775,000243
U.S. Treasury securities$41,589,000456
U.S. Government agency obligations$631,186,000226
Securities issued by states & political subdivisions$353,0003,629
Other domestic debt securities$5,026,0001,312
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$5,026,000417
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$166,0003,821
Mortgage-backed securities$466,099,000249
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$243,559,000250
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$171,691,000184
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$50,849,000163
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$276,281,000190
Available-for-sale securities (fair market value)$401,873,000407
Total debt securities$678,154,000310
Structured notes
Amortized cost$5,093,000242
Fair value$5,026,000225
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$665,605,000326
U.S. Government securities$660,020,000250
U.S. Treasury securities$41,184,000462
U.S. Government agency obligations$618,836,000232
Securities issued by states & political subdivisions$356,0003,665
Other domestic debt securities$5,229,0001,287
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$5,229,000377
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$209,0003,846
Mortgage-backed securities$443,965,000263
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$238,802,000254
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$162,710,000188
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$42,453,000194
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$295,230,000193
Available-for-sale securities (fair market value)$370,375,000455
Total debt securities$665,605,000321
Structured notes
Amortized cost$5,097,000259
Fair value$5,229,000237
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$620,205,000350
U.S. Government securities$619,846,000258
U.S. Treasury securities$40,435,000484
U.S. Government agency obligations$579,411,000240
Securities issued by states & political subdivisions$359,0003,681
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$256,0003,853
Mortgage-backed securities$380,152,000286
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$227,093,000262
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$133,718,000206
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,341,000308
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$323,180,000184
Available-for-sale securities (fair market value)$297,025,000556
Total debt securities$620,205,000345
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$592,731,000373
U.S. Government securities$592,370,000270
U.S. Treasury securities$4,982,0001,765
U.S. Government agency obligations$587,388,000253
Securities issued by states & political subdivisions$361,0003,670
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$307,0003,863
Mortgage-backed securities$368,458,000287
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$233,125,000256
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$132,730,000207
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,603,000922
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$343,081,000176
Available-for-sale securities (fair market value)$249,650,000670
Total debt securities$592,730,000366
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$591,879,000378
U.S. Government securities$591,515,000267
U.S. Treasury securities$4,918,0001,844
U.S. Government agency obligations$586,597,000243
Securities issued by states & political subdivisions$364,0003,693
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$372,0003,867
Mortgage-backed securities$362,712,000291
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$236,764,000256
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$123,323,000210
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,625,000901
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$353,296,000176
Available-for-sale securities (fair market value)$238,583,000704
Total debt securities$591,878,000370
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$583,613,000382
U.S. Government securities$583,246,000274
U.S. Treasury securities$02,809
U.S. Government agency obligations$583,246,000251
Securities issued by states & political subdivisions$367,0003,730
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$422,0003,871
Mortgage-backed securities$365,578,000287
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$240,600,000251
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$122,488,000209
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,490,000908
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$359,817,000173
Available-for-sale securities (fair market value)$223,796,000726
Total debt securities$583,615,000373
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$603,199,000375
U.S. Government securities$602,829,000267
U.S. Treasury securities$02,832
U.S. Government agency obligations$602,829,000246
Securities issued by states & political subdivisions$370,0003,765
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$476,0003,859
Mortgage-backed securities$385,695,000274
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$254,160,000245
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$128,945,000202
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,590,000888
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$367,772,000170
Available-for-sale securities (fair market value)$235,427,000720
Total debt securities$603,199,000366
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$630,837,000374
U.S. Government securities$630,465,000268
U.S. Treasury securities$4,988,0001,969
U.S. Government agency obligations$625,477,000233
Securities issued by states & political subdivisions$372,0003,813
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$535,0003,853
Mortgage-backed securities$405,261,000280
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$266,669,000251
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$135,952,000207
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,640,000915
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$376,051,000176
Available-for-sale securities (fair market value)$254,786,000704
Total debt securities$630,837,000365
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$689,992,000351
U.S. Government securities$689,617,000259
U.S. Treasury securities$10,926,0001,501
U.S. Government agency obligations$678,691,000232
Securities issued by states & political subdivisions$375,0003,848
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$590,0003,804
Mortgage-backed securities$418,639,000278
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$274,827,000253
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$141,211,000202
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,601,000919
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$382,995,000183
Available-for-sale securities (fair market value)$306,997,000613
Total debt securities$689,992,000344
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$729,954,000338
U.S. Government securities$729,576,000253
U.S. Treasury securities$35,838,000730
U.S. Government agency obligations$693,738,000231
Securities issued by states & political subdivisions$378,0003,885
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$661,0003,806
Mortgage-backed securities$438,286,000275
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$284,173,000250
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$148,519,000197
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,594,000652
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$394,670,000180
Available-for-sale securities (fair market value)$335,284,000570
Total debt securities$729,954,000333
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$750,411,000341
U.S. Government securities$750,031,000257
U.S. Treasury securities$40,804,000645
U.S. Government agency obligations$709,227,000235
Securities issued by states & political subdivisions$380,0003,930
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$741,0003,825
Mortgage-backed securities$470,336,000271
Certificates of participation in pools of residential mortgages$304,921,000247
Issued or guaranteed by U.S.$304,921,000246
Privately issued$0231
Collaterized mortgage obligations$159,623,000227
CMOs issued by government agencies or sponsored agencies$159,623,000197
Privately issued$0553
Commercial mortgage-backed securities$5,792,0001,104
Commercial mortgage pass-through securities$5,792,000652
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$405,136,000170
Available-for-sale securities (fair market value)$345,275,000583
Total debt securities$750,411,000337
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$756,928,000335
U.S. Government securities$756,545,000262
U.S. Treasury securities$14,910,0001,142
U.S. Government agency obligations$741,635,000231
Securities issued by states & political subdivisions$383,0003,944
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$843,0003,831
Mortgage-backed securities$504,599,000263
Certificates of participation in pools of residential mortgages$323,601,000245
Issued or guaranteed by U.S.$323,601,000245
Privately issued$0238
Collaterized mortgage obligations$175,055,000215
CMOs issued by government agencies or sponsored agencies$175,055,000190
Privately issued$0536
Commercial mortgage-backed securities$5,943,0001,092
Commercial mortgage pass-through securities$5,943,000659
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$418,427,000150
Available-for-sale securities (fair market value)$338,501,000595
Total debt securities$756,928,000332
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$723,761,000346
U.S. Government securities$723,375,000255
U.S. Treasury securities$02,212
U.S. Government agency obligations$723,375,000232
Securities issued by states & political subdivisions$386,0003,971
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$976,0003,830
Mortgage-backed securities$528,649,000262
Certificates of participation in pools of residential mortgages$325,617,000248
Issued or guaranteed by U.S.$325,617,000248
Privately issued$0246
Collaterized mortgage obligations$196,690,000200
CMOs issued by government agencies or sponsored agencies$196,690,000174
Privately issued$0500
Commercial mortgage-backed securities$6,342,0001,058
Commercial mortgage pass-through securities$6,342,000628
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$161,468,000200
Available-for-sale securities (fair market value)$562,293,000364
Total debt securities$723,762,000343
Structured notes
Amortized cost$71,000975
Fair value$71,000975
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$674,884,000355
U.S. Government securities$674,496,000260
U.S. Treasury securities$02,008
U.S. Government agency obligations$674,496,000240
Securities issued by states & political subdivisions$388,0004,022
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,127,0003,804
Mortgage-backed securities$515,312,000265
Certificates of participation in pools of residential mortgages$285,825,000262
Issued or guaranteed by U.S.$285,825,000262
Privately issued$0234
Collaterized mortgage obligations$223,054,000184
CMOs issued by government agencies or sponsored agencies$223,054,000164
Privately issued$0491
Commercial mortgage-backed securities$6,433,0001,061
Commercial mortgage pass-through securities$6,433,000627
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$150,587,000193
Available-for-sale securities (fair market value)$524,297,000376
Total debt securities$674,884,000352
Structured notes
Amortized cost$76,000870
Fair value$77,000870
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$668,215,000336
U.S. Government securities$667,824,000250
U.S. Treasury securities$01,913
U.S. Government agency obligations$667,824,000234
Securities issued by states & political subdivisions$391,0004,038
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,298,0003,791
Mortgage-backed securities$488,213,000254
Certificates of participation in pools of residential mortgages$255,488,000267
Issued or guaranteed by U.S.$255,488,000266
Privately issued$0247
Collaterized mortgage obligations$229,329,000174
CMOs issued by government agencies or sponsored agencies$229,329,000161
Privately issued$0478
Commercial mortgage-backed securities$3,396,0001,289
Commercial mortgage pass-through securities$3,396,000821
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$173,924,000161
Available-for-sale securities (fair market value)$494,291,000378
Total debt securities$668,215,000329
Structured notes
Amortized cost$84,000803
Fair value$84,000805
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$617,056,000333
U.S. Government securities$616,663,000247
U.S. Treasury securities$01,631
U.S. Government agency obligations$616,663,000236
Securities issued by states & political subdivisions$393,0004,052
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,543,0003,730
Mortgage-backed securities$421,817,000266
Certificates of participation in pools of residential mortgages$201,499,000294
Issued or guaranteed by U.S.$201,499,000293
Privately issued$0261
Collaterized mortgage obligations$216,915,000173
CMOs issued by government agencies or sponsored agencies$216,915,000160
Privately issued$0475
Commercial mortgage-backed securities$3,403,0001,262
Commercial mortgage pass-through securities$3,403,000804
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$198,431,000148
Available-for-sale securities (fair market value)$418,625,000404
Total debt securities$617,056,000328
Structured notes
Amortized cost$89,000602
Fair value$91,000600
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$566,431,000328
U.S. Government securities$566,035,000238
U.S. Treasury securities$01,194
U.S. Government agency obligations$566,035,000230
Securities issued by states & political subdivisions$396,0004,067
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
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$1,772,0003,691
Mortgage-backed securities$358,992,000277
Certificates of participation in pools of residential mortgages$139,594,000348
Issued or guaranteed by U.S.$139,594,000346
Privately issued$0245
Collaterized mortgage obligations$214,043,000168
CMOs issued by government agencies or sponsored agencies$214,043,000153
Privately issued$0474
Commercial mortgage-backed securities$5,355,0001,042
Commercial mortgage pass-through securities$5,355,000619
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$224,623,000123
Available-for-sale securities (fair market value)$341,808,000441
Total debt securities$566,431,000324
Structured notes
Amortized cost$95,000362
Fair value$96,000363
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$521,880,000327
U.S. Government securities$521,482,000246
U.S. Treasury securities$01,216
U.S. Government agency obligations$521,482,000234
Securities issued by states & political subdivisions$398,0004,056
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,446,0003,577
Mortgage-backed securities$368,583,000259
Certificates of participation in pools of residential mortgages$114,143,000387
Issued or guaranteed by U.S.$114,143,000382
Privately issued$0251
Collaterized mortgage obligations$246,129,000150
CMOs issued by government agencies or sponsored agencies$246,129,000138
Privately issued$0464
Commercial mortgage-backed securities$8,311,000844
Commercial mortgage pass-through securities$8,311,000490
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$198,028,000126
Available-for-sale securities (fair market value)$323,852,000441
Total debt securities$521,880,000323
Structured notes
Amortized cost$101,000350
Fair value$103,000351
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$497,734,000334
U.S. Government securities$497,333,000253
U.S. Treasury securities$01,251
U.S. Government agency obligations$497,333,000238
Securities issued by states & political subdivisions$401,0004,067
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
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$3,636,0003,387
Mortgage-backed securities$390,898,000243
Certificates of participation in pools of residential mortgages$108,874,000399
Issued or guaranteed by U.S.$108,874,000392
Privately issued$0251
Collaterized mortgage obligations$275,636,000144
CMOs issued by government agencies or sponsored agencies$275,636,000136
Privately issued$0454
Commercial mortgage-backed securities$6,388,000913
Commercial mortgage pass-through securities$6,388,000547
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$168,504,000139
Available-for-sale securities (fair market value)$329,230,000416
Total debt securities$497,734,000331
Structured notes
Amortized cost$107,000385
Fair value$109,000385
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$525,414,000320
U.S. Government securities$525,011,000245
U.S. Treasury securities$01,297
U.S. Government agency obligations$525,011,000230
Securities issued by states & political subdivisions$403,0004,073
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
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$4,897,0003,192
Mortgage-backed securities$424,726,000235
Certificates of participation in pools of residential mortgages$115,293,000381
Issued or guaranteed by U.S.$115,293,000370
Privately issued$0267
Collaterized mortgage obligations$303,018,000137
CMOs issued by government agencies or sponsored agencies$303,018,000131
Privately issued$0460
Commercial mortgage-backed securities$6,415,000901
Commercial mortgage pass-through securities$6,415,000538
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$184,657,000133
Available-for-sale securities (fair market value)$340,757,000391
Total debt securities$525,414,000315
Structured notes
Amortized cost$112,000547
Fair value$115,000546
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$527,242,000312
U.S. Government securities$526,837,000246
U.S. Treasury securities$01,363
U.S. Government agency obligations$526,837,000233
Securities issued by states & political subdivisions$405,0004,087
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
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$5,523,0003,140
Mortgage-backed securities$420,546,000234
Certificates of participation in pools of residential mortgages$111,788,000386
Issued or guaranteed by U.S.$111,788,000377
Privately issued$0249
Collaterized mortgage obligations$301,799,000136
CMOs issued by government agencies or sponsored agencies$301,799,000129
Privately issued$0457
Commercial mortgage-backed securities$6,959,000854
Commercial mortgage pass-through securities$6,959,000509
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$170,450,000145
Available-for-sale securities (fair market value)$356,792,000371
Total debt securities$527,242,000305
Structured notes
Amortized cost$117,000689
Fair value$118,000687
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$505,398,000320
U.S. Government securities$504,991,000248
U.S. Treasury securities$01,429
U.S. Government agency obligations$504,991,000233
Securities issued by states & political subdivisions$407,0004,144
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
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$6,667,0003,036
Mortgage-backed securities$393,568,000241
Certificates of participation in pools of residential mortgages$114,372,000364
Issued or guaranteed by U.S.$114,372,000355
Privately issued$0287
Collaterized mortgage obligations$272,211,000152
CMOs issued by government agencies or sponsored agencies$272,211,000147
Privately issued$0463
Commercial mortgage-backed securities$6,985,000835
Commercial mortgage pass-through securities$6,985,000509
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$160,350,000157
Available-for-sale securities (fair market value)$345,048,000381
Total debt securities$505,395,000314
Structured notes
Amortized cost$121,000842
Fair value$122,000841
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$476,098,000330
U.S. Government securities$475,688,000263
U.S. Treasury securities$01,467
U.S. Government agency obligations$475,688,000248
Securities issued by states & political subdivisions$410,0004,196
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
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$4,598,0003,396
Mortgage-backed securities$379,730,000245
Certificates of participation in pools of residential mortgages$120,097,000347
Issued or guaranteed by U.S.$120,097,000346
Privately issued$0244
Collaterized mortgage obligations$252,632,000152
CMOs issued by government agencies or sponsored agencies$252,632,000148
Privately issued$0476
Commercial mortgage-backed securities$7,001,000820
Commercial mortgage pass-through securities$7,001,000515
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$156,589,000165
Available-for-sale securities (fair market value)$319,509,000397
Total debt securities$476,097,000325
Structured notes
Amortized cost$128,000900
Fair value$128,000899
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$455,820,000343
U.S. Government securities$455,407,000271
U.S. Treasury securities$01,516
U.S. Government agency obligations$455,407,000256
Securities issued by states & political subdivisions$413,0004,252
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,536,0003,026
Mortgage-backed securities$365,425,000244
Certificates of participation in pools of residential mortgages$127,392,000342
Issued or guaranteed by U.S.$127,392,000342
Privately issued$0248
Collaterized mortgage obligations$231,046,000159
CMOs issued by government agencies or sponsored agencies$231,046,000155
Privately issued$0499
Commercial mortgage-backed securities$6,987,000766
Commercial mortgage pass-through securities$6,987,000499
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$146,238,000182
Available-for-sale securities (fair market value)$309,582,000406
Total debt securities$455,821,000339
Structured notes
Amortized cost$5,133,000219
Fair value$5,132,000215
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$456,178,000341
U.S. Government securities$455,763,000271
U.S. Treasury securities$01,513
U.S. Government agency obligations$455,763,000254
Securities issued by states & political subdivisions$415,0004,296
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,423,0003,698
Mortgage-backed securities$356,828,000246
Certificates of participation in pools of residential mortgages$123,118,000342
Issued or guaranteed by U.S.$123,118,000338
Privately issued$0211
Collaterized mortgage obligations$226,746,000161
CMOs issued by government agencies or sponsored agencies$226,746,000156
Privately issued$0498
Commercial mortgage-backed securities$6,964,000747
Commercial mortgage pass-through securities$6,964,000486
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$160,302,000181
Available-for-sale securities (fair market value)$295,876,000423
Total debt securities$456,178,000337
Structured notes
Amortized cost$138,000943
Fair value$136,000942
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$447,429,000350
U.S. Government securities$447,012,000271
U.S. Treasury securities$01,500
U.S. Government agency obligations$447,012,000254
Securities issued by states & political subdivisions$417,0004,342
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,631,0003,693
Mortgage-backed securities$349,484,000251
Certificates of participation in pools of residential mortgages$119,179,000354
Issued or guaranteed by U.S.$119,179,000353
Privately issued$0145
Collaterized mortgage obligations$223,366,000161
CMOs issued by government agencies or sponsored agencies$223,366,000156
Privately issued$0515
Commercial mortgage-backed securities$6,939,000747
Commercial mortgage pass-through securities$6,939,000471
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$162,625,000183
Available-for-sale securities (fair market value)$284,804,000441
Total debt securities$447,429,000344
Structured notes
Amortized cost$147,000923
Fair value$144,000920
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$448,729,000356
U.S. Government securities$448,309,000274
U.S. Treasury securities$01,475
U.S. Government agency obligations$448,309,000258
Securities issued by states & political subdivisions$420,0004,394
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,928,0003,664
Mortgage-backed securities$358,248,000253
Certificates of participation in pools of residential mortgages$123,296,000346
Issued or guaranteed by U.S.$123,296,000344
Privately issued$0453
Collaterized mortgage obligations$227,983,000158
CMOs issued by government agencies or sponsored agencies$227,983,000152
Privately issued$0544
Commercial mortgage-backed securities$6,969,000737
Commercial mortgage pass-through securities$6,969,000457
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$162,460,000179
Available-for-sale securities (fair market value)$286,269,000442
Total debt securities$448,729,000349
Structured notes
Amortized cost$155,000930
Fair value$152,000925
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$466,776,000344
U.S. Government securities$465,749,000266
U.S. Treasury securities$01,426
U.S. Government agency obligations$465,749,000256
Securities issued by states & political subdivisions$422,0004,435
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$605,000352
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,235,0003,656
Mortgage-backed securities$376,213,000243
Certificates of participation in pools of residential mortgages$131,872,000337
Issued or guaranteed by U.S.$131,872,000335
Privately issued$067
Collaterized mortgage obligations$237,356,000153
CMOs issued by government agencies or sponsored agencies$237,356,000148
Privately issued$0557
Commercial mortgage-backed securities$6,985,000637
Commercial mortgage pass-through securities$6,985,000363
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$165,248,000175
Available-for-sale securities (fair market value)$301,528,000421
Total debt securities$466,171,000339
Structured notes
Amortized cost$164,000891
Fair value$162,000889
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$475,721,000342
U.S. Government securities$472,991,000258
U.S. Treasury securities$01,328
U.S. Government agency obligations$472,991,000248
Securities issued by states & political subdivisions$424,0004,501
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$2,306,000338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,912,0003,610
Mortgage-backed securities$388,231,000236
Certificates of participation in pools of residential mortgages$142,006,000317
Issued or guaranteed by U.S.$142,006,000315
Privately issued$064
Collaterized mortgage obligations$242,213,000143
CMOs issued by government agencies or sponsored agencies$242,213,000138
Privately issued$0573
Commercial mortgage-backed securities$4,012,000782
Commercial mortgage pass-through securities$4,012,000492
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$167,022,000177
Available-for-sale securities (fair market value)$308,699,000415
Total debt securities$473,415,000336
Structured notes
Amortized cost$173,000902
Fair value$173,000898
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$487,845,000332
U.S. Government securities$484,845,000247
U.S. Treasury securities$01,313
U.S. Government agency obligations$484,845,000241
Securities issued by states & political subdivisions$426,0004,549
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$2,574,000338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,236,0003,593
Mortgage-backed securities$398,834,000235
Certificates of participation in pools of residential mortgages$146,609,000311
Issued or guaranteed by U.S.$146,609,000310
Privately issued$069
Collaterized mortgage obligations$248,177,000141
CMOs issued by government agencies or sponsored agencies$248,177,000134
Privately issued$0584
Commercial mortgage-backed securities$4,048,000761
Commercial mortgage pass-through securities$4,048,000491
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$166,986,000181
Available-for-sale securities (fair market value)$320,859,000407
Total debt securities$485,271,000326
Structured notes
Amortized cost$185,000931
Fair value$185,000931
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$487,893,000334
U.S. Government securities$484,866,000251
U.S. Treasury securities$01,351
U.S. Government agency obligations$484,866,000242
Securities issued by states & political subdivisions$428,0004,592
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$2,599,000335
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,571,0003,573
Mortgage-backed securities$398,408,000235
Certificates of participation in pools of residential mortgages$146,616,000312
Issued or guaranteed by U.S.$146,616,000311
Privately issued$067
Collaterized mortgage obligations$247,740,000144
CMOs issued by government agencies or sponsored agencies$247,740,000136
Privately issued$0606
Commercial mortgage-backed securities$4,052,000748
Commercial mortgage pass-through securities$4,052,000475
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$166,559,000187
Available-for-sale securities (fair market value)$321,334,000411
Total debt securities$485,294,000327
Structured notes
Amortized cost$198,000993
Fair value$200,000983
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$479,864,000338
U.S. Government securities$473,888,000254
U.S. Treasury securities$01,390
U.S. Government agency obligations$473,888,000241
Securities issued by states & political subdivisions$430,0004,654
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$5,546,000204
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,968,0004,383
Mortgage-backed securities$398,819,000235
Certificates of participation in pools of residential mortgages$149,321,000306
Issued or guaranteed by U.S.$149,321,000305
Privately issued$066
Collaterized mortgage obligations$248,414,000145
CMOs issued by government agencies or sponsored agencies$248,414,000135
Privately issued$0642
Commercial mortgage-backed securities$1,084,0001,080
Commercial mortgage pass-through securities$1,084,000733
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$160,621,000190
Available-for-sale securities (fair market value)$319,243,000409
Total debt securities$474,318,000336
Structured notes
Amortized cost$213,0001,054
Fair value$215,0001,050
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$460,874,000347
U.S. Government securities$460,441,000253
U.S. Treasury securities$01,367
U.S. Government agency obligations$460,441,000240
Securities issued by states & political subdivisions$433,0004,700
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,130,0004,364
Mortgage-backed securities$396,069,000232
Certificates of participation in pools of residential mortgages$143,382,000302
Issued or guaranteed by U.S.$143,382,000301
Privately issued$071
Collaterized mortgage obligations$251,599,000139
CMOs issued by government agencies or sponsored agencies$251,599,000127
Privately issued$0666
Commercial mortgage-backed securities$1,088,0001,054
Commercial mortgage pass-through securities$1,088,000709
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$157,236,000187
Available-for-sale securities (fair market value)$303,638,000430
Total debt securities$460,874,000340
Structured notes
Amortized cost$231,0001,042
Fair value$233,0001,037
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$443,937,000348
U.S. Government securities$443,502,000251
U.S. Treasury securities$01,214
U.S. Government agency obligations$443,502,000242
Securities issued by states & political subdivisions$435,0004,733
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,297,0004,381
Mortgage-backed securities$378,867,000233
Certificates of participation in pools of residential mortgages$133,366,000328
Issued or guaranteed by U.S.$133,366,000327
Privately issued$067
Collaterized mortgage obligations$244,408,000148
CMOs issued by government agencies or sponsored agencies$244,408,000135
Privately issued$0671
Commercial mortgage-backed securities$1,093,0001,013
Commercial mortgage pass-through securities$1,093,000651
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$166,030,000180
Available-for-sale securities (fair market value)$277,907,000469
Total debt securities$443,937,000343
Structured notes
Amortized cost$247,0001,026
Fair value$250,000994
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$468,180,000328
U.S. Government securities$467,743,000239
U.S. Treasury securities$01,253
U.S. Government agency obligations$467,743,000229
Securities issued by states & political subdivisions$437,0004,772
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,574,0004,382
Mortgage-backed securities$394,906,000230
Certificates of participation in pools of residential mortgages$142,609,000315
Issued or guaranteed by U.S.$142,609,000314
Privately issued$071
Collaterized mortgage obligations$251,199,000149
CMOs issued by government agencies or sponsored agencies$251,199,000137
Privately issued$0687
Commercial mortgage-backed securities$1,098,000951
Commercial mortgage pass-through securities$1,098,000608
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$177,348,000174
Available-for-sale securities (fair market value)$290,832,000447
Total debt securities$468,180,000324
Structured notes
Amortized cost$2,815,000438
Fair value$2,823,000441
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$472,833,000330
U.S. Government securities$472,394,000245
U.S. Treasury securities$01,296
U.S. Government agency obligations$472,394,000237
Securities issued by states & political subdivisions$439,0004,813
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,779,0004,374
Mortgage-backed securities$390,095,000237
Certificates of participation in pools of residential mortgages$141,760,000311
Issued or guaranteed by U.S.$141,760,000310
Privately issued$066
Collaterized mortgage obligations$247,232,000152
CMOs issued by government agencies or sponsored agencies$247,232,000141
Privately issued$0699
Commercial mortgage-backed securities$1,103,000931
Commercial mortgage pass-through securities$1,103,000588
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$177,760,000178
Available-for-sale securities (fair market value)$295,073,000448
Total debt securities$472,833,000327
Structured notes
Amortized cost$2,833,000543
Fair value$2,843,000544
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$482,966,000323
U.S. Government securities$482,525,000243
U.S. Treasury securities$01,367
U.S. Government agency obligations$482,525,000232
Securities issued by states & political subdivisions$441,0004,843
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,972,0004,369
Mortgage-backed securities$397,586,000228
Certificates of participation in pools of residential mortgages$142,555,000304
Issued or guaranteed by U.S.$142,555,000303
Privately issued$066
Collaterized mortgage obligations$253,924,000149
CMOs issued by government agencies or sponsored agencies$253,924,000138
Privately issued$0704
Commercial mortgage-backed securities$1,107,000886
Commercial mortgage pass-through securities$1,107,000561
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$189,431,000171
Available-for-sale securities (fair market value)$293,535,000448
Total debt securities$482,966,000320
Structured notes
Amortized cost$2,803,000618
Fair value$2,791,000621
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$475,407,000328
U.S. Government securities$474,964,000244
U.S. Treasury securities$01,303
U.S. Government agency obligations$474,964,000234
Securities issued by states & political subdivisions$443,0004,891
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,299,0004,353
Mortgage-backed securities$390,954,000226
Certificates of participation in pools of residential mortgages$139,714,000312
Issued or guaranteed by U.S.$139,714,000311
Privately issued$065
Collaterized mortgage obligations$250,128,000146
CMOs issued by government agencies or sponsored agencies$250,128,000135
Privately issued$0721
Commercial mortgage-backed securities$1,112,000850
Commercial mortgage pass-through securities$1,112,000536
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$191,734,000170
Available-for-sale securities (fair market value)$283,673,000461
Total debt securities$475,407,000322
Structured notes
Amortized cost$330,0001,608
Fair value$336,0001,603
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$472,636,000331
U.S. Government securities$472,191,000248
U.S. Treasury securities$01,348
U.S. Government agency obligations$472,191,000238
Securities issued by states & political subdivisions$445,0004,925
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,604,0004,323
Mortgage-backed securities$385,944,000233
Certificates of participation in pools of residential mortgages$133,672,000332
Issued or guaranteed by U.S.$133,672,000331
Privately issued$067
Collaterized mortgage obligations$251,156,000157
CMOs issued by government agencies or sponsored agencies$251,156,000147
Privately issued$0741
Commercial mortgage-backed securities$1,116,000816
Commercial mortgage pass-through securities$1,116,000510
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$200,908,000164
Available-for-sale securities (fair market value)$271,728,000487
Total debt securities$472,636,000324
Structured notes
Amortized cost$362,0001,742
Fair value$368,0001,738
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$481,673,000322
U.S. Government securities$481,226,000243
U.S. Treasury securities$01,327
U.S. Government agency obligations$481,226,000234
Securities issued by states & political subdivisions$447,0004,930
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,871,0004,316
Mortgage-backed securities$391,068,000234
Certificates of participation in pools of residential mortgages$131,463,000331
Issued or guaranteed by U.S.$131,463,000329
Privately issued$070
Collaterized mortgage obligations$258,484,000157
CMOs issued by government agencies or sponsored agencies$258,484,000148
Privately issued$0776
Commercial mortgage-backed securities$1,121,000794
Commercial mortgage pass-through securities$1,121,000493
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$211,322,000157
Available-for-sale securities (fair market value)$270,351,000493
Total debt securities$481,673,000314
Structured notes
Amortized cost$3,407,000774
Fair value$3,421,000775
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$482,281,000317
U.S. Government securities$481,832,000242
U.S. Treasury securities$01,361
U.S. Government agency obligations$481,832,000234
Securities issued by states & political subdivisions$449,0005,020
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,108,0004,329
Mortgage-backed securities$393,358,000235
Certificates of participation in pools of residential mortgages$131,868,000334
Issued or guaranteed by U.S.$131,868,000332
Privately issued$075
Collaterized mortgage obligations$260,365,000153
CMOs issued by government agencies or sponsored agencies$260,365,000145
Privately issued$0785
Commercial mortgage-backed securities$1,125,000776
Commercial mortgage pass-through securities$1,125,000490
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$216,660,000154
Available-for-sale securities (fair market value)$265,621,000497
Total debt securities$482,281,000308
Structured notes
Amortized cost$5,962,000568
Fair value$5,972,000553
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$466,905,000331
U.S. Government securities$465,243,000248
U.S. Treasury securities$01,381
U.S. Government agency obligations$465,243,000241
Securities issued by states & political subdivisions$1,662,0004,567
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,311,0004,321
Mortgage-backed securities$383,007,000241
Certificates of participation in pools of residential mortgages$122,949,000358
Issued or guaranteed by U.S.$122,949,000356
Privately issued$073
Collaterized mortgage obligations$258,929,000153
CMOs issued by government agencies or sponsored agencies$258,929,000144
Privately issued$0821
Commercial mortgage-backed securities$1,129,000745
Commercial mortgage pass-through securities$1,129,000488
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$221,200,000150
Available-for-sale securities (fair market value)$245,705,000520
Total debt securities$466,905,000324
Structured notes
Amortized cost$5,497,000652
Fair value$5,527,000636
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$460,110,000335
U.S. Government securities$457,366,000255
U.S. Treasury securities$01,342
U.S. Government agency obligations$457,366,000249
Securities issued by states & political subdivisions$2,744,0004,276
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,577,0004,310
Mortgage-backed securities$367,104,000250
Certificates of participation in pools of residential mortgages$114,945,000386
Issued or guaranteed by U.S.$114,945,000386
Privately issued$075
Collaterized mortgage obligations$251,025,000160
CMOs issued by government agencies or sponsored agencies$251,025,000151
Privately issued$0840
Commercial mortgage-backed securities$1,134,000727
Commercial mortgage pass-through securities$1,134,000483
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$234,921,000141
Available-for-sale securities (fair market value)$225,189,000579
Total debt securities$460,110,000327
Structured notes
Amortized cost$3,625,000917
Fair value$3,638,000908
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$460,459,000331
U.S. Government securities$457,826,000251
U.S. Treasury securities$01,198
U.S. Government agency obligations$457,826,000244
Securities issued by states & political subdivisions$2,633,0004,343
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,863,0004,255
Mortgage-backed securities$370,065,000246
Certificates of participation in pools of residential mortgages$120,928,000364
Issued or guaranteed by U.S.$120,928,000364
Privately issued$076
Collaterized mortgage obligations$247,999,000157
CMOs issued by government agencies or sponsored agencies$247,999,000150
Privately issued$0874
Commercial mortgage-backed securities$1,138,000716
Commercial mortgage pass-through securities$1,138,000470
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$238,985,000133
Available-for-sale securities (fair market value)$221,474,000603
Total debt securities$460,459,000322
Structured notes
Amortized cost$3,175,000984
Fair value$3,204,000968
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$459,664,000332
U.S. Government securities$458,061,000243
U.S. Treasury securities$01,131
U.S. Government agency obligations$458,061,000235
Securities issued by states & political subdivisions$1,603,0004,692
Other domestic debt securities$02,651
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$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,597,0004,313
Mortgage-backed securities$366,310,000242
Certificates of participation in pools of residential mortgages$121,127,000362
Issued or guaranteed by U.S.$121,127,000362
Privately issued$081
Collaterized mortgage obligations$244,041,000161
CMOs issued by government agencies or sponsored agencies$244,041,000151
Privately issued$0906
Commercial mortgage-backed securities$1,142,000674
Commercial mortgage pass-through securities$1,142,000433
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$241,178,000132
Available-for-sale securities (fair market value)$218,486,000610
Total debt securities$459,664,000326
Structured notes
Amortized cost$5,783,000662
Fair value$5,788,000624
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$482,925,000316
U.S. Government securities$482,750,000236
U.S. Treasury securities$01,131
U.S. Government agency obligations$482,750,000230
Securities issued by states & political subdivisions$175,0005,434
Other domestic debt securities$02,731
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$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,134,0004,471
Mortgage-backed securities$386,416,000231
Certificates of participation in pools of residential mortgages$127,040,000348
Issued or guaranteed by U.S.$127,040,000347
Privately issued$080
Collaterized mortgage obligations$258,232,000156
CMOs issued by government agencies or sponsored agencies$258,232,000148
Privately issued$0947
Commercial mortgage-backed securities$1,144,000662
Commercial mortgage pass-through securities$1,144,000414
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$3,453,0001,545
Available-for-sale securities (fair market value)$479,472,000274
Total debt securities$482,925,000309
Structured notes
Amortized cost$5,989,000633
Fair value$5,948,000601
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$485,810,000313
U.S. Government securities$485,810,000237
U.S. Treasury securities$01,152
U.S. Government agency obligations$485,810,000232
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
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$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,289,0004,435
Mortgage-backed securities$394,386,000228
Certificates of participation in pools of residential mortgages$117,380,000382
Issued or guaranteed by U.S.$117,380,000381
Privately issued$083
Collaterized mortgage obligations$275,829,000148
CMOs issued by government agencies or sponsored agencies$275,829,000139
Privately issued$0969
Commercial mortgage-backed securities$1,177,000628
Commercial mortgage pass-through securities$1,177,000405
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$2,619,0001,598
Available-for-sale securities (fair market value)$483,191,000272
Total debt securities$485,810,000305
Structured notes
Amortized cost$3,754,000868
Fair value$3,725,000862
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$477,648,000323
U.S. Government securities$477,648,000242
U.S. Treasury securities$01,161
U.S. Government agency obligations$477,648,000237
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
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$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,082,0004,286
Mortgage-backed securities$397,654,000229
Certificates of participation in pools of residential mortgages$113,766,000408
Issued or guaranteed by U.S.$113,766,000406
Privately issued$083
Collaterized mortgage obligations$283,888,000148
CMOs issued by government agencies or sponsored agencies$283,888,000138
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)$3,023,0001,514
Available-for-sale securities (fair market value)$474,625,000285
Total debt securities$477,648,000312
Structured notes
Amortized cost$7,081,000530
Fair value$7,125,000528
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$467,198,000326
U.S. Government securities$467,198,000244
U.S. Treasury securities$01,135
U.S. Government agency obligations$467,198,000241
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
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$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,574,0004,161
Mortgage-backed securities$393,886,000226
Certificates of participation in pools of residential mortgages$106,316,000425
Issued or guaranteed by U.S.$106,316,000424
Privately issued$085
Collaterized mortgage obligations$287,570,000151
CMOs issued by government agencies or sponsored agencies$287,570,000140
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)$3,394,0001,477
Available-for-sale securities (fair market value)$463,804,000287
Total debt securities$467,198,000320
Structured notes
Amortized cost$8,425,000484
Fair value$8,486,000486
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$449,799,000343
U.S. Government securities$449,799,000256
U.S. Treasury securities$01,086
U.S. Government agency obligations$449,799,000252
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
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$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,019,0004,102
Mortgage-backed securities$378,579,000254
Certificates of participation in pools of residential mortgages$104,316,000461
Issued or guaranteed by U.S.$104,316,000460
Privately issued$088
Collaterized mortgage obligations$274,263,000172
CMOs issued by government agencies or sponsored agencies$274,263,000161
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)$3,743,0001,452
Available-for-sale securities (fair market value)$446,056,000302
Total debt securities$449,799,000338
Structured notes
Amortized cost$8,783,000492
Fair value$8,844,000490
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$437,961,000351
U.S. Government securities$437,961,000267
U.S. Treasury securities$01,068
U.S. Government agency obligations$437,961,000260
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
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$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,426,0004,037
Mortgage-backed securities$371,752,000258
Certificates of participation in pools of residential mortgages$107,346,000454
Issued or guaranteed by U.S.$107,346,000452
Privately issued$094
Collaterized mortgage obligations$264,406,000172
CMOs issued by government agencies or sponsored agencies$264,406,000161
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)$4,072,0001,415
Available-for-sale securities (fair market value)$433,889,000317
Total debt securities$437,961,000346
Structured notes
Amortized cost$6,160,000758
Fair value$6,220,000756
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$432,951,000361
U.S. Government securities$430,738,000278
U.S. Treasury securities$01,157
U.S. Government agency obligations$430,738,000274
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$2,213,0001,529
Privately issued residential mortgage-backed securities$2,213,000521
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,876,0003,946
Mortgage-backed securities$355,973,000270
Certificates of participation in pools of residential mortgages$100,784,000483
Issued or guaranteed by U.S.$100,784,000482
Privately issued$094
Collaterized mortgage obligations$255,189,000179
CMOs issued by government agencies or sponsored agencies$252,976,000169
Privately issued$2,213,000502
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$4,420,0001,401
Available-for-sale securities (fair market value)$428,531,000326
Total debt securities$432,951,000356
Structured notes
Amortized cost$10,969,000546
Fair value$11,020,000538
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$423,311,000361
U.S. Government securities$421,107,000279
U.S. Treasury securities$01,076
U.S. Government agency obligations$421,107,000272
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$2,204,0001,522
Privately issued residential mortgage-backed securities$2,204,000586
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,017,0003,951
Mortgage-backed securities$330,856,000277
Certificates of participation in pools of residential mortgages$88,399,000517
Issued or guaranteed by U.S.$88,399,000516
Privately issued$0121
Collaterized mortgage obligations$242,457,000181
CMOs issued by government agencies or sponsored agencies$240,253,000155
Privately issued$2,204,000560
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$4,606,0001,421
Available-for-sale securities (fair market value)$418,705,000327
Total debt securities$423,311,000354
Structured notes
Amortized cost$19,632,000287
Fair value$19,721,000286
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$399,949,000366
U.S. Government securities$397,603,000282
U.S. Treasury securities$01,126
U.S. Government agency obligations$397,603,000274
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$2,346,0001,494
Privately issued residential mortgage-backed securities$2,346,000606
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,546,0004,325
Mortgage-backed securities$309,810,000284
Certificates of participation in pools of residential mortgages$79,146,000553
Issued or guaranteed by U.S.$79,146,000550
Privately issued$0132
Collaterized mortgage obligations$230,664,000184
CMOs issued by government agencies or sponsored agencies$228,318,000162
Privately issued$2,346,000573
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$4,807,0001,408
Available-for-sale securities (fair market value)$395,142,000325
Total debt securities$399,949,000360
Structured notes
Amortized cost$23,943,000213
Fair value$24,134,000211
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$388,158,000378
U.S. Government securities$384,439,000289
U.S. Treasury securities$01,225
U.S. Government agency obligations$384,439,000278
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$3,719,0001,163
Privately issued residential mortgage-backed securities$3,719,000514
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,296,0003,514
Mortgage-backed securities$300,651,000285
Certificates of participation in pools of residential mortgages$79,763,000533
Issued or guaranteed by U.S.$79,763,000531
Privately issued$0125
Collaterized mortgage obligations$220,888,000189
CMOs issued by government agencies or sponsored agencies$217,169,000168
Privately issued$3,719,000489
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$5,010,0001,413
Available-for-sale securities (fair market value)$383,148,000335
Total debt securities$388,158,000372
Structured notes
Amortized cost$25,141,000238
Fair value$25,250,000239
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$363,713,000396
U.S. Government securities$357,376,000299
U.S. Treasury securities$01,272
U.S. Government agency obligations$357,376,000287
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$3,994,0001,168
Privately issued residential mortgage-backed securities$3,994,000532
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$2,343,000394
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,800,0003,445
Mortgage-backed securities$282,618,000295
Certificates of participation in pools of residential mortgages$81,648,000511
Issued or guaranteed by U.S.$81,648,000509
Privately issued$0136
Collaterized mortgage obligations$200,970,000198
CMOs issued by government agencies or sponsored agencies$196,976,000171
Privately issued$3,994,000510
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$5,237,0001,403
Available-for-sale securities (fair market value)$358,476,000360
Total debt securities$361,370,000391
Structured notes
Amortized cost$23,446,000295
Fair value$23,216,000293
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$360,876,000391
U.S. Government securities$336,262,000310
U.S. Treasury securities$01,275
U.S. Government agency obligations$336,262,000296
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$20,586,000492
Privately issued residential mortgage-backed securities$20,586,000252
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$4,028,000293
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,738,0003,212
Mortgage-backed securities$290,169,000284
Certificates of participation in pools of residential mortgages$78,410,000510
Issued or guaranteed by U.S.$78,410,000506
Privately issued$0141
Collaterized mortgage obligations$211,759,000186
CMOs issued by government agencies or sponsored agencies$191,173,000173
Privately issued$20,586,000244
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$5,532,0001,369
Available-for-sale securities (fair market value)$355,344,000355
Total debt securities$356,848,000393
Structured notes
Amortized cost$28,694,000201
Fair value$28,579,000196
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$348,319,000385
U.S. Government securities$314,430,000306
U.S. Treasury securities$01,180
U.S. Government agency obligations$314,430,000295
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$26,365,000412
Privately issued residential mortgage-backed securities$26,161,000224
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$204,0001,965
Foreign debt securities$0158
Equity securities$7,524,000186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,751,0003,095
Mortgage-backed securities$281,468,000268
Certificates of participation in pools of residential mortgages$82,756,000467
Issued or guaranteed by U.S.$82,756,000462
Privately issued$0141
Collaterized mortgage obligations$198,712,000190
CMOs issued by government agencies or sponsored agencies$172,551,000178
Privately issued$26,161,000214
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$32,186,000485
Available-for-sale securities (fair market value)$316,133,000367
Total debt securities$340,795,000385
Structured notes
Amortized cost$26,633,000189
Fair value$26,890,000190
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$352,816,000362
U.S. Government securities$316,428,000299
U.S. Treasury securities$01,121
U.S. Government agency obligations$316,428,000289
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$29,854,000378
Privately issued residential mortgage-backed securities$29,655,000213
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$199,0001,942
Foreign debt securities$0158
Equity securities$6,534,000211
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,015,0002,940
Mortgage-backed securities$282,160,000263
Certificates of participation in pools of residential mortgages$82,730,000463
Issued or guaranteed by U.S.$82,730,000458
Privately issued$0148
Collaterized mortgage obligations$199,430,000186
CMOs issued by government agencies or sponsored agencies$169,775,000172
Privately issued$29,655,000205
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$36,013,000455
Available-for-sale securities (fair market value)$316,803,000362
Total debt securities$346,282,000367
Structured notes
Amortized cost$32,966,000159
Fair value$33,220,000160
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$330,607,000404
U.S. Government securities$290,418,000331
U.S. Treasury securities$01,130
U.S. Government agency obligations$290,418,000317
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$33,330,000364
Privately issued residential mortgage-backed securities$33,132,000213
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$198,0001,964
Foreign debt securities$0171
Equity securities$6,859,000203
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,941,0002,894
Mortgage-backed securities$274,391,000271
Certificates of participation in pools of residential mortgages$129,663,000327
Issued or guaranteed by U.S.$129,663,000323
Privately issued$0145
Collaterized mortgage obligations$144,728,000243
CMOs issued by government agencies or sponsored agencies$111,596,000237
Privately issued$33,132,000206
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$40,762,000412
Available-for-sale securities (fair market value)$289,845,000402
Total debt securities$323,748,000405
Structured notes
Amortized cost$24,277,000201
Fair value$24,255,000202
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$311,671,000421
U.S. Government securities$269,188,000342
U.S. Treasury securities$01,077
U.S. Government agency obligations$269,188,000326
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$36,279,000361
Privately issued residential mortgage-backed securities$36,079,000206
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$200,0001,994
Foreign debt securities$0171
Equity securities$6,204,000241
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,890,0003,731
Mortgage-backed securities$272,467,000281
Certificates of participation in pools of residential mortgages$129,628,000335
Issued or guaranteed by U.S.$129,628,000332
Privately issued$0157
Collaterized mortgage obligations$142,839,000234
CMOs issued by government agencies or sponsored agencies$106,760,000227
Privately issued$36,079,000199
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$44,220,000398
Available-for-sale securities (fair market value)$267,451,000426
Total debt securities$305,467,000421
Structured notes
Amortized cost$4,406,000893
Fair value$4,561,000861
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$351,869,000379
U.S. Government securities$306,470,000299
U.S. Treasury securities$01,047
U.S. Government agency obligations$306,470,000289
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$39,405,000361
Privately issued residential mortgage-backed securities$39,204,000213
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$201,0002,090
Foreign debt securities$0175
Equity securities$5,994,000284
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,107,0004,365
Mortgage-backed securities$309,786,000256
Certificates of participation in pools of residential mortgages$147,413,000317
Issued or guaranteed by U.S.$147,413,000313
Privately issued$0171
Collaterized mortgage obligations$162,373,000215
CMOs issued by government agencies or sponsored agencies$123,169,000195
Privately issued$39,204,000210
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$47,706,000382
Available-for-sale securities (fair market value)$304,163,000375
Total debt securities$345,875,000373
Structured notes
Amortized cost$4,631,000612
Fair value$4,790,000601
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$376,177,000358
U.S. Government securities$321,404,000295
U.S. Treasury securities$01,036
U.S. Government agency obligations$321,404,000283
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$48,595,000328
Privately issued residential mortgage-backed securities$48,284,000200
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$311,0002,038
Foreign debt securities$0183
Equity securities$6,178,000307
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,483,0004,264
Mortgage-backed securities$315,818,000251
Certificates of participation in pools of residential mortgages$139,439,000337
Issued or guaranteed by U.S.$139,439,000333
Privately issued$0181
Collaterized mortgage obligations$176,379,000197
CMOs issued by government agencies or sponsored agencies$128,095,000187
Privately issued$48,284,000192
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$57,367,000321
Available-for-sale securities (fair market value)$318,810,000359
Total debt securities$369,999,000357
Structured notes
Amortized cost$19,209,00072
Fair value$19,905,00065
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$377,100,000355
U.S. Government securities$312,857,000300
U.S. Treasury securities$0981
U.S. Government agency obligations$312,857,000293
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$58,499,000281
Privately issued residential mortgage-backed securities$58,256,000195
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$243,0002,249
Foreign debt securities$0181
Equity securities$5,744,000327
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,004,0004,195
Mortgage-backed securities$316,401,000255
Certificates of participation in pools of residential mortgages$146,712,000336
Issued or guaranteed by U.S.$146,712,000331
Privately issued$0191
Collaterized mortgage obligations$169,689,000208
CMOs issued by government agencies or sponsored agencies$111,433,000201
Privately issued$58,256,000186
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,367,000275
Available-for-sale securities (fair market value)$309,733,000367
Total debt securities$371,356,000354
Structured notes
Amortized cost$20,343,00051
Fair value$20,865,00049
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$371,865,000353
U.S. Government securities$299,797,000303
U.S. Treasury securities$0973
U.S. Government agency obligations$299,797,000293
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$65,444,000259
Privately issued residential mortgage-backed securities$65,152,000174
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$292,0002,119
Foreign debt securities$0172
Equity securities$6,624,000269
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,299,0004,167
Mortgage-backed securities$315,286,000254
Certificates of participation in pools of residential mortgages$155,025,000300
Issued or guaranteed by U.S.$155,025,000295
Privately issued$0188
Collaterized mortgage obligations$160,261,000210
CMOs issued by government agencies or sponsored agencies$95,109,000223
Privately issued$65,152,000165
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$74,566,000252
Available-for-sale securities (fair market value)$297,299,000362
Total debt securities$365,241,000353
Structured notes
Amortized cost$20,617,00058
Fair value$20,683,00057
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$457,385,000278
U.S. Government securities$348,588,000261
U.S. Treasury securities$01,019
U.S. Government agency obligations$348,588,000258
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$67,247,000263
Privately issued residential mortgage-backed securities$66,969,000173
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$278,0002,093
Foreign debt securities$0181
Equity securities$41,550,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,262,0004,184
Mortgage-backed securities$311,226,000254
Certificates of participation in pools of residential mortgages$155,484,000288
Issued or guaranteed by U.S.$155,484,000283
Privately issued$0192
Collaterized mortgage obligations$155,742,000211
CMOs issued by government agencies or sponsored agencies$88,773,000216
Privately issued$66,969,000164
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,197,000250
Available-for-sale securities (fair market value)$381,188,000284
Total debt securities$415,835,000300
Structured notes
Amortized cost$18,766,00056
Fair value$18,672,00056
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$525,051,000256
U.S. Government securities$410,344,000215
U.S. Treasury securities$01,021
U.S. Government agency obligations$410,344,000213
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$69,976,000265
Privately issued residential mortgage-backed securities$69,526,000174
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$450,0001,995
Foreign debt securities$0189
Equity securities$44,731,00085
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,433,0004,132
Mortgage-backed securities$360,963,000226
Certificates of participation in pools of residential mortgages$192,200,000242
Issued or guaranteed by U.S.$192,200,000235
Privately issued$0202
Collaterized mortgage obligations$168,763,000197
CMOs issued by government agencies or sponsored agencies$99,237,000199
Privately issued$69,526,000162
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$78,873,000238
Available-for-sale securities (fair market value)$446,178,000244
Total debt securities$480,320,000268
Structured notes
Amortized cost$11,660,000103
Fair value$10,826,000107
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$594,721,000232
U.S. Government securities$359,511,000253
U.S. Treasury securities$01,044
U.S. Government agency obligations$359,511,000246
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$496,0002,618
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$496,0001,906
Foreign debt securities$0199
Equity securities$234,714,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,000,0003,533
Mortgage-backed securities$282,719,000269
Certificates of participation in pools of residential mortgages$188,008,000239
Issued or guaranteed by U.S.$188,008,000232
Privately issued$0205
Collaterized mortgage obligations$94,711,000294
CMOs issued by government agencies or sponsored agencies$94,711,000201
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)$03,628
Available-for-sale securities (fair market value)$594,721,000201
Total debt securities$360,007,000359
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$584,704,000226
U.S. Government securities$339,251,000266
U.S. Treasury securities$01,146
U.S. Government agency obligations$339,251,000258
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$473,0002,475
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$473,0001,814
Foreign debt securities$0202
Equity securities$244,980,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,600,0004,087
Mortgage-backed securities$244,220,000281
Certificates of participation in pools of residential mortgages$154,385,000264
Issued or guaranteed by U.S.$154,385,000258
Privately issued$0191
Collaterized mortgage obligations$89,835,000292
CMOs issued by government agencies or sponsored agencies$89,835,000202
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)$03,689
Available-for-sale securities (fair market value)$584,704,000191
Total debt securities$339,724,000369
Structured notes
Amortized cost$9,992,000226
Fair value$10,003,000224
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$587,252,000229
U.S. Government securities$342,805,000271
U.S. Treasury securities$01,235
U.S. Government agency obligations$342,805,000261
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$523,0002,281
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$523,0001,640
Foreign debt securities$0200
Equity securities$243,924,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,579,0004,098
Mortgage-backed securities$203,346,000315
Certificates of participation in pools of residential mortgages$124,723,000306
Issued or guaranteed by U.S.$124,723,000301
Privately issued$0194
Collaterized mortgage obligations$78,623,000314
CMOs issued by government agencies or sponsored agencies$78,623,000212
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)$03,749
Available-for-sale securities (fair market value)$587,252,000189
Total debt securities$343,328,000368
Structured notes
Amortized cost$9,992,000291
Fair value$9,966,000289
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$594,313,000233
U.S. Government securities$337,847,000282
U.S. Treasury securities$01,362
U.S. Government agency obligations$337,847,000271
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$1,662,0001,610
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,662,0001,097
Foreign debt securities$0201
Equity securities$254,804,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,522,0004,132
Mortgage-backed securities$175,472,000358
Certificates of participation in pools of residential mortgages$107,448,000354
Issued or guaranteed by U.S.$107,448,000347
Privately issued$0207
Collaterized mortgage obligations$68,024,000346
CMOs issued by government agencies or sponsored agencies$68,024,000244
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)$27,304,000634
Available-for-sale securities (fair market value)$567,009,000208
Total debt securities$339,509,000372
Structured notes
Amortized cost$9,991,000308
Fair value$9,847,000310
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$582,539,000241
U.S. Government securities$327,358,000294
U.S. Treasury securities$01,448
U.S. Government agency obligations$327,358,000285
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$375,0002,467
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$375,0001,859
Foreign debt securities$0207
Equity securities$254,806,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,538,0004,136
Mortgage-backed securities$148,421,000405
Certificates of participation in pools of residential mortgages$88,107,000415
Issued or guaranteed by U.S.$88,107,000410
Privately issued$0218
Collaterized mortgage obligations$60,314,000362
CMOs issued by government agencies or sponsored agencies$60,314,000259
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)$47,576,000407
Available-for-sale securities (fair market value)$534,963,000216
Total debt securities$327,733,000384
Structured notes
Amortized cost$29,979,00070
Fair value$29,849,00070
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$551,796,000252
U.S. Government securities$297,921,000324
U.S. Treasury securities$01,498
U.S. Government agency obligations$297,921,000313
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$253,875,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,980,0003,419
Mortgage-backed securities$112,124,000504
Certificates of participation in pools of residential mortgages$62,008,000545
Issued or guaranteed by U.S.$62,008,000536
Privately issued$0208
Collaterized mortgage obligations$50,116,000410
CMOs issued by government agencies or sponsored agencies$50,116,000307
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)$57,748,000355
Available-for-sale securities (fair market value)$494,048,000232
Total debt securities$297,921,000418
Structured notes
Amortized cost$39,965,00053
Fair value$39,720,00053
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$533,296,000259
U.S. Government securities$279,556,000353
U.S. Treasury securities$01,574
U.S. Government agency obligations$279,556,000342
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$253,740,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,885,0003,444
Mortgage-backed securities$79,963,000649
Certificates of participation in pools of residential mortgages$56,742,000608
Issued or guaranteed by U.S.$56,742,000600
Privately issued$0214
Collaterized mortgage obligations$23,221,000631
CMOs issued by government agencies or sponsored agencies$23,221,000503
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)$68,229,000309
Available-for-sale securities (fair market value)$465,067,000246
Total debt securities$279,556,000457
Structured notes
Amortized cost$60,258,00039
Fair value$59,762,00039
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$555,486,000259
U.S. Government securities$288,375,000351
U.S. Treasury securities$01,634
U.S. Government agency obligations$288,375,000341
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$267,111,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,808,0003,451
Mortgage-backed securities$62,506,000786
Certificates of participation in pools of residential mortgages$54,719,000632
Issued or guaranteed by U.S.$54,719,000626
Privately issued$0211
Collaterized mortgage obligations$7,787,0001,169
CMOs issued by government agencies or sponsored agencies$7,787,000972
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)$68,486,000320
Available-for-sale securities (fair market value)$487,000,000242
Total debt securities$288,375,000449
Structured notes
Amortized cost$60,254,00042
Fair value$58,923,00043
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$582,750,000260
U.S. Government securities$315,606,000329
U.S. Treasury securities$01,715
U.S. Government agency obligations$315,606,000318
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$267,144,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,773,0003,439
Mortgage-backed securities$65,602,000760
Certificates of participation in pools of residential mortgages$58,511,000605
Issued or guaranteed by U.S.$58,511,000597
Privately issued$0205
Collaterized mortgage obligations$7,091,0001,239
CMOs issued by government agencies or sponsored agencies$7,091,0001,045
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)$78,783,000294
Available-for-sale securities (fair market value)$503,967,000247
Total debt securities$315,606,000429
Structured notes
Amortized cost$70,237,00038
Fair value$68,874,00038
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$621,614,000254
U.S. Government securities$354,683,000304
U.S. Treasury securities$01,737
U.S. Government agency obligations$354,683,000290
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$266,931,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,836,0003,408
Mortgage-backed securities$69,970,000731
Certificates of participation in pools of residential mortgages$61,696,000591
Issued or guaranteed by U.S.$61,696,000585
Privately issued$0216
Collaterized mortgage obligations$8,274,0001,125
CMOs issued by government agencies or sponsored agencies$8,274,000943
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)$79,270,000299
Available-for-sale securities (fair market value)$542,344,000239
Total debt securities$354,683,000388
Structured notes
Amortized cost$70,233,00037
Fair value$69,028,00037
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$645,157,000245
U.S. Government securities$378,517,000292
U.S. Treasury securities$01,786
U.S. Government agency obligations$378,517,000279
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$266,640,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,960,0003,368
Mortgage-backed securities$76,904,000685
Certificates of participation in pools of residential mortgages$66,670,000562
Issued or guaranteed by U.S.$66,670,000556
Privately issued$0225
Collaterized mortgage obligations$10,234,0001,011
CMOs issued by government agencies or sponsored agencies$10,234,000852
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)$79,976,000294
Available-for-sale securities (fair market value)$565,181,000231
Total debt securities$378,518,000366
Structured notes
Amortized cost$70,228,00032
Fair value$69,251,00032
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$679,697,000233
U.S. Government securities$411,433,000267
U.S. Treasury securities$01,839
U.S. Government agency obligations$411,433,000258
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$268,264,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,975,0003,360
Mortgage-backed securities$88,781,000628
Certificates of participation in pools of residential mortgages$75,235,000526
Issued or guaranteed by U.S.$75,235,000514
Privately issued$0223
Collaterized mortgage obligations$13,546,000901
CMOs issued by government agencies or sponsored agencies$13,546,000754
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)$80,584,000291
Available-for-sale securities (fair market value)$599,113,000221
Total debt securities$411,433,000337
Structured notes
Amortized cost$70,224,00031
Fair value$69,600,00031
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$693,958,000234
U.S. Government securities$425,311,000264
U.S. Treasury securities$01,963
U.S. Government agency obligations$425,311,000256
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$268,647,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,851,0003,382
Mortgage-backed securities$81,685,000680
Certificates of participation in pools of residential mortgages$65,134,000601
Issued or guaranteed by U.S.$65,134,000595
Privately issued$0207
Collaterized mortgage obligations$16,551,000820
CMOs issued by government agencies or sponsored agencies$16,551,000671
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)$81,480,000293
Available-for-sale securities (fair market value)$612,478,000217
Total debt securities$425,311,000336
Structured notes
Amortized cost$80,198,00029
Fair value$78,916,00028
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$711,589,000232
U.S. Government securities$432,448,000273
U.S. Treasury securities$01,963
U.S. Government agency obligations$432,448,000259
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$279,141,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,866,0003,382
Mortgage-backed securities$92,255,000648
Certificates of participation in pools of residential mortgages$73,315,000571
Issued or guaranteed by U.S.$73,315,000567
Privately issued$0203
Collaterized mortgage obligations$18,940,000769
CMOs issued by government agencies or sponsored agencies$18,940,000638
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)$82,163,000290
Available-for-sale securities (fair market value)$629,426,000213
Total debt securities$432,448,000333
Structured notes
Amortized cost$70,215,00033
Fair value$69,512,00033
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$696,571,000239
U.S. Government securities$416,636,000282
U.S. Treasury securities$01,990
U.S. Government agency obligations$416,636,000268
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$279,935,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,900,0003,334
Mortgage-backed securities$101,340,000611
Certificates of participation in pools of residential mortgages$79,657,000534
Issued or guaranteed by U.S.$79,657,000531
Privately issued$0225
Collaterized mortgage obligations$21,683,000689
CMOs issued by government agencies or sponsored agencies$21,683,000579
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)$93,135,000247
Available-for-sale securities (fair market value)$603,436,000234
Total debt securities$416,636,000350
Structured notes
Amortized cost$80,196,00029
Fair value$79,669,00030
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$680,155,000243
U.S. Government securities$413,622,000287
U.S. Treasury securities$02,098
U.S. Government agency obligations$413,622,000274
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$266,533,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$110,922,000578
Certificates of participation in pools of residential mortgages$86,738,000514
Issued or guaranteed by U.S.$86,738,000511
Privately issued$0225
Collaterized mortgage obligations$24,184,000654
CMOs issued by government agencies or sponsored agencies$24,184,000548
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)$94,416,000245
Available-for-sale securities (fair market value)$585,739,000242
Total debt securities$413,622,000350
Structured notes
Amortized cost$80,192,00026
Fair value$77,774,00027
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$642,501,000260
U.S. Government securities$346,478,000321
U.S. Treasury securities$02,082
U.S. Government agency obligations$346,478,000301
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$296,023,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$201,0007,136
Mortgage-backed securities$148,087,000488
Certificates of participation in pools of residential mortgages$115,631,000416
Issued or guaranteed by U.S.$115,631,000413
Privately issued$0230
Collaterized mortgage obligations$32,456,000576
CMOs issued by government agencies or sponsored agencies$32,456,000477
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)$38,714,000569
Available-for-sale securities (fair market value)$603,787,000243
Total debt securities$346,478,000402
Structured notes
Amortized cost$24,454,000103
Fair value$24,454,000104
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$648,863,000256
U.S. Government securities$403,682,000306
U.S. Treasury securities$02,227
U.S. Government agency obligations$403,682,000289
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$245,181,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$223,0007,134
Mortgage-backed securities$152,455,000484
Certificates of participation in pools of residential mortgages$124,410,000401
Issued or guaranteed by U.S.$124,410,000398
Privately issued$0248
Collaterized mortgage obligations$28,045,000620
CMOs issued by government agencies or sponsored agencies$28,045,000567
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,055,0001,056
Available-for-sale securities (fair market value)$631,808,000234
Total debt securities$403,682,000361
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$639,740,000255
U.S. Government securities$399,827,000301
U.S. Treasury securities$02,287
U.S. Government agency obligations$399,827,000288
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$239,913,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,0007,148
Mortgage-backed securities$169,585,000453
Certificates of participation in pools of residential mortgages$137,200,000367
Issued or guaranteed by U.S.$137,200,000359
Privately issued$0253
Collaterized mortgage obligations$32,385,000572
CMOs issued by government agencies or sponsored agencies$32,385,000521
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,082,000935
Available-for-sale securities (fair market value)$619,658,000237
Total debt securities$399,827,000370
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$668,325,000250
U.S. Government securities$385,958,000310
U.S. Treasury securities$02,322
U.S. Government agency obligations$385,958,000298
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$282,367,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$295,0007,137
Mortgage-backed securities$148,171,000498
Certificates of participation in pools of residential mortgages$120,864,000396
Issued or guaranteed by U.S.$120,864,000391
Privately issued$0256
Collaterized mortgage obligations$27,307,000674
CMOs issued by government agencies or sponsored agencies$27,307,000618
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,289,000799
Available-for-sale securities (fair market value)$645,036,000230
Total debt securities$385,958,000363
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$604,714,000271
U.S. Government securities$342,129,000343
U.S. Treasury securities$02,382
U.S. Government agency obligations$342,129,000332
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$262,585,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$333,0007,124
Mortgage-backed securities$176,873,000431
Certificates of participation in pools of residential mortgages$162,563,000309
Issued or guaranteed by U.S.$162,563,000304
Privately issued$0257
Collaterized mortgage obligations$14,310,0001,027
CMOs issued by government agencies or sponsored agencies$14,310,000947
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,343,000713
Available-for-sale securities (fair market value)$577,371,000248
Total debt securities$342,129,000412
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$575,393,000273
U.S. Government securities$337,001,000324
U.S. Treasury securities$02,544
U.S. Government agency obligations$337,001,000310
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$238,392,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$375,0007,129
Mortgage-backed securities$227,637,000340
Certificates of participation in pools of residential mortgages$206,503,000236
Issued or guaranteed by U.S.$206,503,000230
Privately issued$0252
Collaterized mortgage obligations$21,134,000799
CMOs issued by government agencies or sponsored agencies$21,134,000734
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,541,000630
Available-for-sale securities (fair market value)$543,852,000245
Total debt securities$337,001,000387
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$478,620,000290
U.S. Government securities$394,091,000258
U.S. Treasury securities$03,182
U.S. Government agency obligations$394,091,000243
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$84,529,00053
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$523,0007,125
Mortgage-backed securities$290,575,000261
Certificates of participation in pools of residential mortgages$223,846,000210
Issued or guaranteed by U.S.$223,846,000205
Privately issued$0260
Collaterized mortgage obligations$66,729,000379
CMOs issued by government agencies or sponsored agencies$66,729,000331
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,542,000390
Available-for-sale securities (fair market value)$426,078,000274
Total debt securities$394,091,000321
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$339,200,000367
U.S. Government securities$335,879,000281
U.S. Treasury securities$04,186
U.S. Government agency obligations$335,879,000266
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$100,0003,590
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$100,0003,131
Foreign debt securities$0313
Equity securities$3,221,0001,160
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$753,0007,298
Mortgage-backed securities$226,763,000277
Certificates of participation in pools of residential mortgages$71,401,000427
Issued or guaranteed by U.S.$71,401,000422
Privately issued$0308
Collaterized mortgage obligations$155,362,000188
CMOs issued by government agencies or sponsored agencies$155,362,000156
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,127,000714
Available-for-sale securities (fair market value)$304,073,000333
Total debt securities$335,979,000351
Structured notes
Amortized cost$907,000442
Fair value$906,000427
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$262,355,000492
U.S. Government securities$259,414,000391
U.S. Treasury securities$05,412
U.S. Government agency obligations$259,414,000359
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$100,0003,509
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$100,0002,969
Foreign debt securities$0343
Equity securities$2,841,0001,220
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$920,0007,308
Mortgage-backed securities$175,107,000364
Certificates of participation in pools of residential mortgages$55,329,000547
Issued or guaranteed by U.S.$55,329,000540
Privately issued$0307
Collaterized mortgage obligations$119,778,000244
CMOs issued by government agencies or sponsored agencies$119,778,000207
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,284,0001,292
Available-for-sale securities (fair market value)$243,071,000411
Total debt securities$259,514,000474
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$260,747,000494
U.S. Government securities$251,200,000427
U.S. Treasury securities$06,820
U.S. Government agency obligations$251,200,000379
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$1,123,0002,079
Privately issued residential mortgage-backed securities$1,023,000700
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0002,868
Foreign debt securities$0363
Equity securities$8,424,000565
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,347,0006,769
Mortgage-backed securities$219,415,000330
Certificates of participation in pools of residential mortgages$60,418,000557
Issued or guaranteed by U.S.$60,418,000551
Privately issued$0349
Collaterized mortgage obligations$158,997,000195
CMOs issued by government agencies or sponsored agencies$157,974,000168
Privately issued$1,023,000592
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,129,0001,019
Available-for-sale securities (fair market value)$232,618,000421
Total debt securities$252,323,000488
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$237,177,000535
U.S. Government securities$234,911,000459
U.S. Treasury securities$07,921
U.S. Government agency obligations$234,911,000401
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$100,0003,251
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$100,0002,574
Foreign debt securities$0390
Equity securities$2,166,0001,396
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,065,0006,379
Mortgage-backed securities$166,764,000394
Certificates of participation in pools of residential mortgages$60,964,000559
Issued or guaranteed by U.S.$60,964,000549
Privately issued$0394
Collaterized mortgage obligations$105,800,000233
CMOs issued by government agencies or sponsored agencies$105,800,000213
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$41,494,000848
Available-for-sale securities (fair market value)$195,683,000462
Total debt securities$235,011,000524
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$211,863,000602
U.S. Government securities$209,597,000532
U.S. Treasury securities$8,025,0002,683
U.S. Government agency obligations$201,572,000457
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$100,0003,782
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0002,902
Foreign debt securities$0466
Equity securities$2,166,0001,397
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,515,0006,259
Mortgage-backed securities$137,206,000478
Certificates of participation in pools of residential mortgages$89,041,000453
Issued or guaranteed by U.S.$89,041,000446
Privately issued$0472
Collaterized mortgage obligations$48,165,000411
CMOs issued by government agencies or sponsored agencies$48,165,000378
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$46,672,000872
Available-for-sale securities (fair market value)$165,191,000538
Total debt securities$209,738,000595
Structured notes
Amortized cost$2,650,000807
Fair value$2,659,000799
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$192,163,000698
U.S. Government securities$186,033,000604
U.S. Treasury securities$1,053,0008,314
U.S. Government agency obligations$184,980,000478
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$100,0004,419
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0003,460
Foreign debt securities$0553
Equity securities$6,030,000622
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,025,0005,225
Mortgage-backed securities$96,732,000630
Certificates of participation in pools of residential mortgages$88,624,000450
Issued or guaranteed by U.S.$88,624,000439
Privately issued$0558
Collaterized mortgage obligations$8,108,0001,586
CMOs issued by government agencies or sponsored agencies$8,108,0001,522
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,331,0001,022
Available-for-sale securities (fair market value)$149,832,000605
Total debt securities$185,873,000700
Structured notes
Amortized cost$16,996,000139
Fair value$16,928,000140
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$180,741,000745
U.S. Government securities$178,824,000646
U.S. Treasury securities$10,997,0003,105
U.S. Government agency obligations$167,827,000496
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$100,0005,037
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0003,983
Foreign debt securities$0600
Equity securities$1,817,0001,392
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,008,0005,339
Mortgage-backed securities$91,030,000681
Certificates of participation in pools of residential mortgages$85,465,000491
Issued or guaranteed by U.S.$85,465,000476
Privately issued$0564
Collaterized mortgage obligations$5,565,0002,158
CMOs issued by government agencies or sponsored agencies$5,565,0002,051
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$104,506,000727
Available-for-sale securities (fair market value)$76,235,000748
Total debt securities$183,481,000726
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$175,739,000802
U.S. Government securities$173,821,000690
U.S. Treasury securities$4,994,0005,764
U.S. Government agency obligations$168,827,000493
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$100,0005,775
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0004,513
Foreign debt securities$0649
Equity securities$1,818,0001,515
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,010,0005,242
Mortgage-backed securities$74,107,000833
Certificates of participation in pools of residential mortgages$71,249,000571
Issued or guaranteed by U.S.$71,249,000543
Privately issued$0731
Collaterized mortgage obligations$2,858,0003,506
CMOs issued by government agencies or sponsored agencies$2,858,0003,315
Privately issued$02,902
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$173,921,000791
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$172,084,000799
U.S. Government securities$169,578,000659
U.S. Treasury securities$47,359,000783
U.S. Government agency obligations$122,219,000610
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$6,0007,427
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,0005,780
Foreign debt securities$0699
Equity securities$2,500,0001,071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$79,685,000786
Certificates of participation in pools of residential mortgages$79,685,000517
Issued or guaranteed by U.S.$79,685,000480
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
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$169,584,000796
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