Woodforest National Bank, Securities

2019-12-31Rank
Total securities$981,590,000203
U.S. Government securities$871,166,000175
U.S. Treasury securities$2,070,000902
U.S. Government agency obligations$869,096,000165
Securities issued by states & political subdivisions$107,926,000283
Other domestic debt securities$2,498,0001,193
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$2,498,000846
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$104,183,000524
Mortgage-backed securities$576,106,000195
Certificates of participation in pools of residential mortgages$331,528,000164
Issued or guaranteed by U.S.$331,528,000164
Privately issued$0249
Collaterized mortgage obligations$71,093,000341
CMOs issued by government agencies or sponsored agencies$71,093,000319
Privately issued$0457
Commercial mortgage-backed securities$173,485,000145
Commercial mortgage pass-through securities$101,779,00087
Other commercial mortgage-backed securities$71,706,000164
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$981,590,000178
Total debt securities$981,590,000199
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$2,833,000139
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,833,00098
2019-09-30Rank
Total securities$1,006,346,000200
U.S. Government securities$870,351,000175
U.S. Treasury securities$12,051,000393
U.S. Government agency obligations$858,300,000168
Securities issued by states & political subdivisions$83,847,000368
Other domestic debt securities$2,495,0001,198
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$2,495,000847
Foreign debt securities$0294
Equity securities$49,653,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,479,000533
Mortgage-backed securities$504,681,000210
Certificates of participation in pools of residential mortgages$255,955,000187
Issued or guaranteed by U.S.$255,955,000185
Privately issued$0287
Collaterized mortgage obligations$75,929,000320
CMOs issued by government agencies or sponsored agencies$75,929,000303
Privately issued$0463
Commercial mortgage-backed securities$172,797,000143
Commercial mortgage pass-through securities$100,335,00085
Other commercial mortgage-backed securities$72,462,000160
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$1,006,346,000176
Total debt securities$956,693,000199
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$4,013,000139
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$4,013,00097
2019-06-30Rank
Total securities$896,646,000210
U.S. Government securities$796,794,000190
U.S. Treasury securities$12,048,000402
U.S. Government agency obligations$784,746,000184
Securities issued by states & political subdivisions$72,776,000427
Other domestic debt securities$2,485,0001,179
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$2,485,000847
Foreign debt securities$0311
Equity securities$24,591,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,142,000504
Mortgage-backed securities$388,812,000243
Certificates of participation in pools of residential mortgages$172,110,000254
Issued or guaranteed by U.S.$172,110,000254
Privately issued$0244
Collaterized mortgage obligations$59,021,000376
CMOs issued by government agencies or sponsored agencies$59,021,000354
Privately issued$0476
Commercial mortgage-backed securities$157,681,000145
Commercial mortgage pass-through securities$91,900,00090
Other commercial mortgage-backed securities$65,781,000173
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$896,646,000186
Total debt securities$872,055,000211
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$3,398,000134
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$3,398,00098
2019-03-31Rank
Total securities$692,917,000255
U.S. Government securities$595,093,000228
U.S. Treasury securities$11,785,000417
U.S. Government agency obligations$583,308,000217
Securities issued by states & political subdivisions$71,090,000462
Other domestic debt securities$2,420,0001,191
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$2,420,000863
Foreign debt securities$0327
Equity securities$24,314,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$535,775,000150
Mortgage-backed securities$232,456,000337
Certificates of participation in pools of residential mortgages$114,137,000367
Issued or guaranteed by U.S.$114,137,000366
Privately issued$0248
Collaterized mortgage obligations$15,847,000890
CMOs issued by government agencies or sponsored agencies$15,847,000850
Privately issued$0499
Commercial mortgage-backed securities$102,472,000172
Commercial mortgage pass-through securities$66,575,000103
Other commercial mortgage-backed securities$35,897,000204
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$692,917,000226
Total debt securities$668,603,000258
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$2,037,000148
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,037,000102
2018-12-31Rank
Total securities$626,630,000273
U.S. Government securities$529,854,000244
U.S. Treasury securities$11,632,000408
U.S. Government agency obligations$518,222,000235
Securities issued by states & political subdivisions$70,084,000483
Other domestic debt securities$2,378,0001,179
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$2,378,000865
Foreign debt securities$0330
Equity securities$24,314,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$522,191,000155
Mortgage-backed securities$189,224,000385
Certificates of participation in pools of residential mortgages$105,912,000390
Issued or guaranteed by U.S.$105,912,000387
Privately issued$0211
Collaterized mortgage obligations$5,810,0001,491
CMOs issued by government agencies or sponsored agencies$5,810,0001,441
Privately issued$0498
Commercial mortgage-backed securities$77,502,000204
Commercial mortgage pass-through securities$61,553,000108
Other commercial mortgage-backed securities$15,949,000303
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$626,630,000242
Total debt securities$602,316,000277
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$1,361,000158
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$647,000120
2018-09-30Rank
Total securities$639,329,000268
U.S. Government securities$541,603,000240
U.S. Treasury securities$11,459,000392
U.S. Government agency obligations$530,144,000231
Securities issued by states & political subdivisions$71,195,000479
Other domestic debt securities$2,370,0001,137
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$2,370,000867
Foreign debt securities$0330
Equity securities$24,161,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$483,898,000167
Mortgage-backed securities$184,891,000391
Certificates of participation in pools of residential mortgages$102,018,000401
Issued or guaranteed by U.S.$102,018,000400
Privately issued$0145
Collaterized mortgage obligations$5,838,0001,466
CMOs issued by government agencies or sponsored agencies$5,838,0001,417
Privately issued$0515
Commercial mortgage-backed securities$77,035,000193
Commercial mortgage pass-through securities$61,250,000111
Other commercial mortgage-backed securities$15,785,000298
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$639,329,000236
Total debt securities$615,168,000267
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$486,000188
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$486,000122
2018-06-30Rank
Total securities$649,220,000263
U.S. Government securities$549,613,000240
U.S. Treasury securities$11,539,000382
U.S. Government agency obligations$538,074,000231
Securities issued by states & political subdivisions$72,411,000499
Other domestic debt securities$3,414,0001,119
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$3,414,000733
Foreign debt securities$0330
Equity securities$23,782,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$525,935,000149
Mortgage-backed securities$188,166,000381
Certificates of participation in pools of residential mortgages$104,664,000405
Issued or guaranteed by U.S.$104,664,000403
Privately issued$0453
Collaterized mortgage obligations$5,843,0001,471
CMOs issued by government agencies or sponsored agencies$5,843,0001,423
Privately issued$0544
Commercial mortgage-backed securities$77,659,000183
Commercial mortgage pass-through securities$61,850,000105
Other commercial mortgage-backed securities$15,809,000284
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$649,220,000234
Total debt securities$625,438,000267
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$347,000185
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$347,000124
2018-03-31Rank
Total securities$714,193,000252
U.S. Government securities$614,563,000215
U.S. Treasury securities$59,307,000128
U.S. Government agency obligations$555,256,000223
Securities issued by states & political subdivisions$72,803,000492
Other domestic debt securities$3,440,000981
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$3,440,000756
Foreign debt securities$0319
Equity securities$23,387,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$655,941,000129
Mortgage-backed securities$194,135,000381
Certificates of participation in pools of residential mortgages$109,904,000399
Issued or guaranteed by U.S.$109,904,000397
Privately issued$067
Collaterized mortgage obligations$5,840,0001,478
CMOs issued by government agencies or sponsored agencies$5,840,0001,428
Privately issued$0557
Commercial mortgage-backed securities$78,391,000178
Commercial mortgage pass-through securities$62,509,00088
Other commercial mortgage-backed securities$15,882,000272
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$714,193,000222
Total debt securities$690,806,000251
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$211,000192
Revaluation gains on off-balance sheet contracts$211,000130
Revaluation losses on off-balance sheet contracts$211,000130
2017-12-31Rank
Total securities$669,710,000258
U.S. Government securities$572,826,000216
U.S. Treasury securities$9,750,000413
U.S. Government agency obligations$563,076,000213
Securities issued by states & political subdivisions$74,293,000500
Other domestic debt securities$3,502,000959
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$3,502,000748
Foreign debt securities$0316
Equity securities$19,089,00085
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$518,998,000158
Mortgage-backed securities$203,210,000365
Certificates of participation in pools of residential mortgages$116,628,000369
Issued or guaranteed by U.S.$116,628,000368
Privately issued$064
Collaterized mortgage obligations$5,965,0001,445
CMOs issued by government agencies or sponsored agencies$5,965,0001,398
Privately issued$0573
Commercial mortgage-backed securities$80,617,000169
Commercial mortgage pass-through securities$64,323,00085
Other commercial mortgage-backed securities$16,294,000263
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$669,710,000226
Total debt securities$650,621,000255
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$154,000201
Revaluation gains on off-balance sheet contracts$154,000134
Revaluation losses on off-balance sheet contracts$154,000133
2017-09-30Rank
Total securities$542,619,000300
U.S. Government securities$461,670,000260
U.S. Treasury securities$9,858,000397
U.S. Government agency obligations$451,812,000257
Securities issued by states & political subdivisions$60,764,000645
Other domestic debt securities$3,521,000984
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$3,521,000773
Foreign debt securities$0334
Equity securities$16,664,00091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$363,784,000211
Mortgage-backed securities$199,628,000377
Certificates of participation in pools of residential mortgages$124,815,000345
Issued or guaranteed by U.S.$124,815,000344
Privately issued$069
Collaterized mortgage obligations$5,990,0001,435
CMOs issued by government agencies or sponsored agencies$5,990,0001,387
Privately issued$0584
Commercial mortgage-backed securities$68,823,000184
Commercial mortgage pass-through securities$57,396,00099
Other commercial mortgage-backed securities$11,427,000298
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$542,619,000263
Total debt securities$525,955,000307
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$319,000194
Revaluation gains on off-balance sheet contracts$319,000126
Revaluation losses on off-balance sheet contracts$319,000128
2017-06-30Rank
Total securities$611,429,000270
U.S. Government securities$486,648,000249
U.S. Treasury securities$22,339,000239
U.S. Government agency obligations$464,309,000253
Securities issued by states & political subdivisions$104,640,000350
Other domestic debt securities$4,535,000897
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$4,535,000690
Foreign debt securities$0346
Equity securities$15,606,00097
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$318,681,000224
Mortgage-backed securities$224,038,000345
Certificates of participation in pools of residential mortgages$136,913,000329
Issued or guaranteed by U.S.$136,913,000328
Privately issued$067
Collaterized mortgage obligations$10,856,0001,102
CMOs issued by government agencies or sponsored agencies$10,856,0001,051
Privately issued$0606
Commercial mortgage-backed securities$76,269,000172
Commercial mortgage pass-through securities$64,794,00090
Other commercial mortgage-backed securities$11,475,000288
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$611,429,000237
Total debt securities$595,823,000268
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$327,000195
Revaluation gains on off-balance sheet contracts$327,000125
Revaluation losses on off-balance sheet contracts$327,000127
2017-03-31Rank
Total securities$844,314,000213
U.S. Government securities$603,918,000212
U.S. Treasury securities$27,021,000212
U.S. Government agency obligations$576,897,000214
Securities issued by states & political subdivisions$220,847,000139
Other domestic debt securities$4,481,000920
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$4,481,000710
Foreign debt securities$0350
Equity securities$15,068,000105
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$453,278,000174
Mortgage-backed securities$247,514,000320
Certificates of participation in pools of residential mortgages$140,641,000319
Issued or guaranteed by U.S.$140,641,000318
Privately issued$066
Collaterized mortgage obligations$5,994,0001,470
CMOs issued by government agencies or sponsored agencies$5,994,0001,407
Privately issued$0642
Commercial mortgage-backed securities$100,879,000137
Commercial mortgage pass-through securities$69,335,00080
Other commercial mortgage-backed securities$31,544,000173
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$844,314,000184
Total debt securities$829,246,000215
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$843,900,000211
U.S. Government securities$605,945,000210
U.S. Treasury securities$26,877,000219
U.S. Government agency obligations$579,068,000210
Securities issued by states & political subdivisions$222,466,000134
Other domestic debt securities$1,994,0001,280
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$1,994,0001,026
Foreign debt securities$0347
Equity securities$13,495,000113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$402,256,000187
Mortgage-backed securities$212,850,000351
Certificates of participation in pools of residential mortgages$111,684,000383
Issued or guaranteed by U.S.$111,684,000382
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$101,166,000135
Commercial mortgage pass-through securities$69,834,00078
Other commercial mortgage-backed securities$31,332,000169
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$843,900,000178
Total debt securities$830,405,000211
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$894,084,000199
U.S. Government securities$665,466,000187
U.S. Treasury securities$28,047,000191
U.S. Government agency obligations$637,419,000188
Securities issued by states & political subdivisions$214,408,000140
Other domestic debt securities$2,051,0001,255
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$2,051,000993
Foreign debt securities$0338
Equity securities$12,159,000128
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$385,066,000192
Mortgage-backed securities$205,436,000366
Certificates of participation in pools of residential mortgages$116,395,000375
Issued or guaranteed by U.S.$116,395,000374
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$89,041,000138
Commercial mortgage pass-through securities$61,722,00079
Other commercial mortgage-backed securities$27,319,000171
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$894,084,000167
Total debt securities$881,925,000198
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$940,181,000188
U.S. Government securities$669,554,000188
U.S. Treasury securities$43,278,000142
U.S. Government agency obligations$626,276,000193
Securities issued by states & political subdivisions$256,420,000111
Other domestic debt securities$2,033,0001,286
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$2,033,0001,010
Foreign debt securities$0339
Equity securities$12,174,000130
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$378,313,000197
Mortgage-backed securities$190,982,000392
Certificates of participation in pools of residential mortgages$119,386,000366
Issued or guaranteed by U.S.$119,386,000365
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$71,596,000142
Commercial mortgage pass-through securities$44,315,00093
Other commercial mortgage-backed securities$27,281,000161
Held to maturity securities (book value)$224,986,000142
Available-for-sale securities (fair market value)$715,195,000205
Total debt securities$928,007,000188
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$978,510,000182
U.S. Government securities$715,155,000183
U.S. Treasury securities$42,673,000148
U.S. Government agency obligations$672,482,000181
Securities issued by states & political subdivisions$250,101,000110
Other domestic debt securities$1,902,0001,346
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$1,902,0001,065
Foreign debt securities$0334
Equity securities$11,352,000134
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$383,135,000198
Mortgage-backed securities$190,341,000397
Certificates of participation in pools of residential mortgages$120,093,000365
Issued or guaranteed by U.S.$120,093,000364
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$70,248,000133
Commercial mortgage pass-through securities$43,398,00088
Other commercial mortgage-backed securities$26,850,000153
Held to maturity securities (book value)$229,750,000145
Available-for-sale securities (fair market value)$748,760,000198
Total debt securities$967,158,000180
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$1,061,752,000169
U.S. Government securities$791,201,000166
U.S. Treasury securities$66,349,000118
U.S. Government agency obligations$724,852,000172
Securities issued by states & political subdivisions$256,995,000105
Other domestic debt securities$2,986,0001,096
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$2,986,000854
Foreign debt securities$0322
Equity securities$10,570,000146
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$382,026,000196
Mortgage-backed securities$189,302,000391
Certificates of participation in pools of residential mortgages$123,034,000353
Issued or guaranteed by U.S.$123,034,000351
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$66,268,000126
Commercial mortgage pass-through securities$40,026,00087
Other commercial mortgage-backed securities$26,242,000143
Held to maturity securities (book value)$232,843,000145
Available-for-sale securities (fair market value)$828,909,000172
Total debt securities$1,051,182,000168
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$1,089,875,000163
U.S. Government securities$824,907,000154
U.S. Treasury securities$66,978,000106
U.S. Government agency obligations$757,929,000160
Securities issued by states & political subdivisions$251,401,000107
Other domestic debt securities$3,013,0001,107
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$3,013,000860
Foreign debt securities$0326
Equity securities$10,554,000147
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$419,481,000174
Mortgage-backed securities$192,941,000392
Certificates of participation in pools of residential mortgages$126,649,000338
Issued or guaranteed by U.S.$126,649,000337
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$66,292,000122
Commercial mortgage pass-through securities$39,496,00080
Other commercial mortgage-backed securities$26,796,000131
Held to maturity securities (book value)$236,005,000145
Available-for-sale securities (fair market value)$853,870,000167
Total debt securities$1,079,321,000161
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$1,146,204,000154
U.S. Government securities$889,796,000144
U.S. Treasury securities$65,926,000105
U.S. Government agency obligations$823,870,000150
Securities issued by states & political subdivisions$243,470,000103
Other domestic debt securities$3,018,0001,110
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$3,018,000858
Foreign debt securities$0330
Equity securities$9,920,000154
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$403,367,000180
Mortgage-backed securities$197,059,000390
Certificates of participation in pools of residential mortgages$131,260,000336
Issued or guaranteed by U.S.$131,260,000335
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$65,799,000114
Commercial mortgage pass-through securities$39,246,00072
Other commercial mortgage-backed securities$26,553,000123
Held to maturity securities (book value)$239,833,000140
Available-for-sale securities (fair market value)$906,371,000153
Total debt securities$1,136,284,000153
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$1,044,867,000168
U.S. Government securities$819,147,000157
U.S. Treasury securities$57,103,000112
U.S. Government agency obligations$762,044,000164
Securities issued by states & political subdivisions$213,043,000114
Other domestic debt securities$3,041,0001,114
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$3,041,000854
Foreign debt securities$0332
Equity securities$9,636,000166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$405,546,000181
Mortgage-backed securities$153,705,000485
Certificates of participation in pools of residential mortgages$124,174,000349
Issued or guaranteed by U.S.$124,174,000347
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$29,531,000176
Commercial mortgage pass-through securities$29,531,00092
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$243,389,000141
Available-for-sale securities (fair market value)$801,478,000175
Total debt securities$1,035,231,000168
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$997,209,000172
U.S. Government securities$770,160,000159
U.S. Treasury securities$56,328,000110
U.S. Government agency obligations$713,832,000168
Securities issued by states & political subdivisions$215,466,000109
Other domestic debt securities$2,014,0001,340
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$2,014,0001,036
Foreign debt securities$0316
Equity securities$9,569,000164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$388,387,000183
Mortgage-backed securities$144,329,000505
Certificates of participation in pools of residential mortgages$125,916,000343
Issued or guaranteed by U.S.$125,916,000341
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$18,413,000235
Commercial mortgage pass-through securities$18,413,000126
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$247,160,000139
Available-for-sale securities (fair market value)$750,049,000191
Total debt securities$987,640,000171
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$994,152,000174
U.S. Government securities$767,615,000157
U.S. Treasury securities$54,645,000104
U.S. Government agency obligations$712,970,000165
Securities issued by states & political subdivisions$214,978,000110
Other domestic debt securities$1,995,0001,411
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$1,995,0001,081
Foreign debt securities$0309
Equity securities$9,564,000166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$387,193,000177
Mortgage-backed securities$147,587,000501
Certificates of participation in pools of residential mortgages$129,542,000340
Issued or guaranteed by U.S.$129,542,000338
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$18,045,000231
Commercial mortgage pass-through securities$18,045,000123
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$250,640,000135
Available-for-sale securities (fair market value)$743,512,000187
Total debt securities$984,588,000173
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$939,418,000178
U.S. Government securities$722,207,000167
U.S. Treasury securities$59,454,00097
U.S. Government agency obligations$662,753,000175
Securities issued by states & political subdivisions$206,709,000111
Other domestic debt securities$2,017,0001,425
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$2,017,0001,096
Foreign debt securities$0311
Equity securities$8,485,000180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$388,389,000172
Mortgage-backed securities$145,751,000496
Certificates of participation in pools of residential mortgages$127,568,000348
Issued or guaranteed by U.S.$127,568,000347
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$18,183,000221
Commercial mortgage pass-through securities$18,183,000119
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$255,077,000132
Available-for-sale securities (fair market value)$684,341,000202
Total debt securities$930,933,000176
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$847,516,000194
U.S. Government securities$658,393,000183
U.S. Treasury securities$90,377,00068
U.S. Government agency obligations$568,016,000201
Securities issued by states & political subdivisions$178,776,000135
Other domestic debt securities$2,004,0001,468
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$2,004,0001,124
Foreign debt securities$0314
Equity securities$8,343,000185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$389,793,000179
Mortgage-backed securities$120,751,000583
Certificates of participation in pools of residential mortgages$120,751,000365
Issued or guaranteed by U.S.$120,751,000365
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$258,500,000124
Available-for-sale securities (fair market value)$589,016,000224
Total debt securities$839,173,000194
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$913,961,000184
U.S. Government securities$741,552,000158
U.S. Treasury securities$106,201,00053
U.S. Government agency obligations$635,351,000180
Securities issued by states & political subdivisions$162,096,000152
Other domestic debt securities$1,986,0001,521
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$1,986,0001,178
Foreign debt securities$0320
Equity securities$8,327,000185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$418,522,000172
Mortgage-backed securities$116,625,000597
Certificates of participation in pools of residential mortgages$116,625,000376
Issued or guaranteed by U.S.$116,625,000376
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$248,058,000128
Available-for-sale securities (fair market value)$665,903,000206
Total debt securities$905,634,000181
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$1,002,685,000171
U.S. Government securities$837,676,000146
U.S. Treasury securities$243,740,00032
U.S. Government agency obligations$593,936,000183
Securities issued by states & political subdivisions$154,697,000163
Other domestic debt securities$1,976,0001,576
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$1,976,0001,224
Foreign debt securities$0328
Equity securities$8,336,000190
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$404,647,000177
Mortgage-backed securities$105,917,000638
Certificates of participation in pools of residential mortgages$105,917,000421
Issued or guaranteed by U.S.$105,917,000420
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$229,813,000127
Available-for-sale securities (fair market value)$772,872,000175
Total debt securities$994,349,000171
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$893,428,000178
U.S. Government securities$753,810,000155
U.S. Treasury securities$237,930,00035
U.S. Government agency obligations$515,880,000215
Securities issued by states & political subdivisions$129,393,000203
Other domestic debt securities$2,022,0001,577
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$2,022,0001,209
Foreign debt securities$0316
Equity securities$8,203,000188
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$399,522,000177
Mortgage-backed securities$63,532,0001,022
Certificates of participation in pools of residential mortgages$63,532,000699
Issued or guaranteed by U.S.$63,532,000697
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$163,574,000155
Available-for-sale securities (fair market value)$729,854,000192
Total debt securities$885,225,000178
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$599,235,000261
U.S. Government securities$472,039,000246
U.S. Treasury securities$94,876,00057
U.S. Government agency obligations$377,163,000288
Securities issued by states & political subdivisions$117,742,000222
Other domestic debt securities$2,046,0001,577
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$2,046,0001,183
Foreign debt securities$0322
Equity securities$7,408,000199
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$394,833,000184
Mortgage-backed securities$15,457,0002,720
Certificates of participation in pools of residential mortgages$15,457,0002,130
Issued or guaranteed by U.S.$15,457,0002,129
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$102,974,000209
Available-for-sale securities (fair market value)$496,261,000273
Total debt securities$591,827,000258
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$546,093,000285
U.S. Government securities$431,049,000262
U.S. Treasury securities$110,205,00055
U.S. Government agency obligations$320,844,000328
Securities issued by states & political subdivisions$105,378,000256
Other domestic debt securities$2,070,0001,550
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$2,070,0001,152
Foreign debt securities$0317
Equity securities$7,596,000189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$375,953,000192
Mortgage-backed securities$4,884,0004,106
Certificates of participation in pools of residential mortgages$4,884,0003,558
Issued or guaranteed by U.S.$4,884,0003,555
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$79,006,000245
Available-for-sale securities (fair market value)$467,087,000284
Total debt securities$538,497,000286
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$489,925,000320
U.S. Government securities$386,201,000295
U.S. Treasury securities$125,579,00048
U.S. Government agency obligations$260,622,000421
Securities issued by states & political subdivisions$95,261,000275
Other domestic debt securities$1,038,0002,002
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$1,038,0001,500
Foreign debt securities$0302
Equity securities$7,425,000195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$369,171,000192
Mortgage-backed securities$4,991,0004,224
Certificates of participation in pools of residential mortgages$4,991,0003,683
Issued or guaranteed by U.S.$4,991,0003,681
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$68,976,000272
Available-for-sale securities (fair market value)$420,949,000322
Total debt securities$482,500,000318
Structured notes
Amortized cost$855,0001,983
Fair value$861,0001,981
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$507,025,000313
U.S. Government securities$405,697,000291
U.S. Treasury securities$175,767,00040
U.S. Government agency obligations$229,930,000467
Securities issued by states & political subdivisions$91,762,000275
Other domestic debt securities$2,155,0001,562
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$2,155,0001,153
Foreign debt securities$0295
Equity securities$7,411,000192
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$364,627,000198
Mortgage-backed securities$5,138,0004,217
Certificates of participation in pools of residential mortgages$5,138,0003,666
Issued or guaranteed by U.S.$5,138,0003,663
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$66,429,000281
Available-for-sale securities (fair market value)$440,596,000310
Total debt securities$499,614,000307
Structured notes
Amortized cost$938,0002,191
Fair value$951,0002,180
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$522,777,000305
U.S. Government securities$422,188,000283
U.S. Treasury securities$175,878,00040
U.S. Government agency obligations$246,310,000450
Securities issued by states & political subdivisions$91,778,000261
Other domestic debt securities$2,143,0001,552
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$2,143,0001,132
Foreign debt securities$0227
Equity securities$6,668,000189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$327,269,000220
Mortgage-backed securities$5,364,0004,211
Certificates of participation in pools of residential mortgages$5,364,0003,615
Issued or guaranteed by U.S.$5,364,0003,610
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$66,569,000283
Available-for-sale securities (fair market value)$456,208,000312
Total debt securities$516,109,000302
Structured notes
Amortized cost$1,049,0002,151
Fair value$1,072,0002,146
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$508,364,000305
U.S. Government securities$379,676,000300
U.S. Treasury securities$225,905,00034
U.S. Government agency obligations$153,771,000671
Securities issued by states & political subdivisions$89,582,000266
Other domestic debt securities$2,143,0001,540
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$2,143,0001,072
Foreign debt securities$0182
Equity securities$36,963,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$347,023,000184
Mortgage-backed securities$5,520,0004,128
Certificates of participation in pools of residential mortgages$5,520,0003,490
Issued or guaranteed by U.S.$5,520,0003,487
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$63,221,000288
Available-for-sale securities (fair market value)$445,143,000307
Total debt securities$471,401,000320
Structured notes
Amortized cost$1,129,0002,081
Fair value$1,159,0002,072
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$508,763,000289
U.S. Government securities$417,787,000268
U.S. Treasury securities$226,575,00036
U.S. Government agency obligations$191,212,000535
Securities issued by states & political subdivisions$56,093,000476
Other domestic debt securities$1,025,0001,968
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$1,025,0001,396
Foreign debt securities$0176
Equity securities$33,858,00055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$317,631,000196
Mortgage-backed securities$5,794,0004,059
Certificates of participation in pools of residential mortgages$5,794,0003,380
Issued or guaranteed by U.S.$5,794,0003,376
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$29,030,000525
Available-for-sale securities (fair market value)$479,733,000272
Total debt securities$474,905,000303
Structured notes
Amortized cost$1,165,0002,144
Fair value$1,202,0002,140
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$533,460,000284
U.S. Government securities$468,727,000240
U.S. Treasury securities$276,522,00035
U.S. Government agency obligations$192,205,000528
Securities issued by states & political subdivisions$32,034,000904
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
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$32,699,00061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$289,515,000210
Mortgage-backed securities$6,091,0003,957
Certificates of participation in pools of residential mortgages$6,091,0003,283
Issued or guaranteed by U.S.$6,091,0003,275
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$5,549,0001,371
Available-for-sale securities (fair market value)$527,911,000251
Total debt securities$500,761,000290
Structured notes
Amortized cost$1,231,0002,361
Fair value$1,277,0002,338
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$450,718,000328
U.S. Government securities$385,571,000279
U.S. Treasury securities$163,425,00052
U.S. Government agency obligations$222,146,000459
Securities issued by states & political subdivisions$23,449,0001,233
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
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$41,698,00052
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$284,622,000218
Mortgage-backed securities$5,461,0003,991
Certificates of participation in pools of residential mortgages$5,461,0003,350
Issued or guaranteed by U.S.$5,461,0003,343
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$450,718,000292
Total debt securities$409,020,000350
Structured notes
Amortized cost$1,310,0002,364
Fair value$1,359,0002,351
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$392,971,000359
U.S. Government securities$368,344,000276
U.S. Treasury securities$140,118,00056
U.S. Government agency obligations$228,226,000433
Securities issued by states & political subdivisions$21,027,0001,360
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
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$3,600,000314
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$272,770,000229
Mortgage-backed securities$5,903,0003,824
Certificates of participation in pools of residential mortgages$5,903,0003,139
Issued or guaranteed by U.S.$5,903,0003,132
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$392,971,000319
Total debt securities$389,371,000358
Structured notes
Amortized cost$1,376,0002,207
Fair value$1,432,0002,181
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$279,947,000471
U.S. Government securities$253,990,000382
U.S. Treasury securities$24,893,000180
U.S. Government agency obligations$229,097,000404
Securities issued by states & political subdivisions$22,357,0001,228
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$3,600,000331
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$266,393,000221
Mortgage-backed securities$6,180,0003,770
Certificates of participation in pools of residential mortgages$6,180,0003,035
Issued or guaranteed by U.S.$6,180,0003,027
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$279,947,000419
Total debt securities$276,347,000472
Structured notes
Amortized cost$1,546,0002,120
Fair value$1,607,0002,112
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$298,562,000436
U.S. Government securities$273,116,000351
U.S. Treasury securities$30,114,000149
U.S. Government agency obligations$243,002,000380
Securities issued by states & political subdivisions$21,846,0001,171
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$3,600,000334
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$268,950,000228
Mortgage-backed securities$6,738,0003,665
Certificates of participation in pools of residential mortgages$6,738,0002,963
Issued or guaranteed by U.S.$6,738,0002,954
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$298,562,000381
Total debt securities$294,962,000432
Structured notes
Amortized cost$1,667,0002,206
Fair value$1,740,0002,190
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$450,792,000299
U.S. Government securities$393,013,000252
U.S. Treasury securities$19,984,000191
U.S. Government agency obligations$373,029,000255
Securities issued by states & political subdivisions$54,179,000378
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$3,600,000340
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$283,303,000228
Mortgage-backed securities$6,983,0003,687
Certificates of participation in pools of residential mortgages$6,983,0003,015
Issued or guaranteed by U.S.$6,983,0003,007
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$450,792,000262
Total debt securities$447,192,000291
Structured notes
Amortized cost$1,847,0001,935
Fair value$1,922,0001,916
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$480,189,000277
U.S. Government securities$422,185,000228
U.S. Treasury securities$01,077
U.S. Government agency obligations$422,185,000221
Securities issued by states & political subdivisions$54,404,000377
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$3,600,000360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$285,547,000223
Mortgage-backed securities$7,072,0003,732
Certificates of participation in pools of residential mortgages$7,072,0003,068
Issued or guaranteed by U.S.$7,072,0003,061
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$480,189,000236
Total debt securities$476,589,000274
Structured notes
Amortized cost$2,362,0001,414
Fair value$2,433,0001,395
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$465,994,000289
U.S. Government securities$409,345,000236
U.S. Treasury securities$01,047
U.S. Government agency obligations$409,345,000228
Securities issued by states & political subdivisions$53,049,000384
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$3,600,000400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$294,659,000214
Mortgage-backed securities$7,317,0003,756
Certificates of participation in pools of residential mortgages$7,317,0003,097
Issued or guaranteed by U.S.$7,317,0003,087
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$52,229,000345
Available-for-sale securities (fair market value)$413,765,000282
Total debt securities$462,394,000280
Structured notes
Amortized cost$2,492,000989
Fair value$2,568,000949
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$463,415,000290
U.S. Government securities$405,807,000225
U.S. Treasury securities$01,036
U.S. Government agency obligations$405,807,000219
Securities issued by states & political subdivisions$54,008,000366
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$3,600,000437
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$282,064,000228
Mortgage-backed securities$7,584,0003,747
Certificates of participation in pools of residential mortgages$7,584,0003,103
Issued or guaranteed by U.S.$7,584,0003,091
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$52,749,000351
Available-for-sale securities (fair market value)$410,666,000280
Total debt securities$459,815,000277
Structured notes
Amortized cost$2,774,000629
Fair value$2,833,000611
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$331,660,000404
U.S. Government securities$277,946,000340
U.S. Treasury securities$0981
U.S. Government agency obligations$277,946,000330
Securities issued by states & political subdivisions$50,114,000377
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$3,600,000444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$280,908,000235
Mortgage-backed securities$7,985,0003,747
Certificates of participation in pools of residential mortgages$7,985,0003,094
Issued or guaranteed by U.S.$7,985,0003,082
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,602,000380
Available-for-sale securities (fair market value)$284,058,000393
Total debt securities$328,060,000399
Structured notes
Amortized cost$3,186,000389
Fair value$3,229,000380
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$349,471,000372
U.S. Government securities$291,225,000309
U.S. Treasury securities$0973
U.S. Government agency obligations$291,225,000299
Securities issued by states & political subdivisions$54,646,000319
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$3,600,000407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$263,609,000258
Mortgage-backed securities$8,474,0003,603
Certificates of participation in pools of residential mortgages$8,474,0002,969
Issued or guaranteed by U.S.$8,474,0002,956
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,423,000347
Available-for-sale securities (fair market value)$298,048,000361
Total debt securities$345,871,000366
Structured notes
Amortized cost$3,391,000413
Fair value$3,406,000408
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$328,695,000379
U.S. Government securities$319,004,000280
U.S. Treasury securities$25,352,00089
U.S. Government agency obligations$293,652,000295
Securities issued by states & political subdivisions$6,291,0002,759
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$3,400,000437
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$276,160,000241
Mortgage-backed securities$9,083,0003,389
Certificates of participation in pools of residential mortgages$9,083,0002,784
Issued or guaranteed by U.S.$9,083,0002,770
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,699,0002,036
Available-for-sale securities (fair market value)$325,996,000322
Total debt securities$325,295,000375
Structured notes
Amortized cost$3,544,000375
Fair value$3,555,000368
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$316,360,000405
U.S. Government securities$305,554,000286
U.S. Treasury securities$4,991,000288
U.S. Government agency obligations$300,563,000284
Securities issued by states & political subdivisions$8,306,0002,371
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$2,500,000685
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$290,518,000234
Mortgage-backed securities$10,489,0003,185
Certificates of participation in pools of residential mortgages$10,489,0002,579
Issued or guaranteed by U.S.$10,489,0002,563
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,043,0001,946
Available-for-sale securities (fair market value)$313,317,000348
Total debt securities$313,860,000396
Structured notes
Amortized cost$3,615,000397
Fair value$3,560,000397
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$314,590,000418
U.S. Government securities$303,480,000291
U.S. Treasury securities$9,972,000188
U.S. Government agency obligations$293,508,000291
Securities issued by states & political subdivisions$8,610,0002,302
Other domestic debt securities$03,172
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$02,362
Foreign debt securities$0199
Equity securities$2,500,000722
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$306,928,000215
Mortgage-backed securities$11,826,0002,931
Certificates of participation in pools of residential mortgages$11,826,0002,309
Issued or guaranteed by U.S.$11,826,0002,298
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,092,0001,967
Available-for-sale securities (fair market value)$311,498,000360
Total debt securities$312,090,000402
Structured notes
Amortized cost$3,945,000391
Fair value$3,952,000390
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$311,469,000406
U.S. Government securities$299,527,000300
U.S. Treasury securities$01,146
U.S. Government agency obligations$299,527,000293
Securities issued by states & political subdivisions$9,442,0002,156
Other domestic debt securities$03,016
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$02,243
Foreign debt securities$0202
Equity securities$2,500,000669
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$300,442,000220
Mortgage-backed securities$13,589,0002,470
Certificates of participation in pools of residential mortgages$13,589,0001,897
Issued or guaranteed by U.S.$13,589,0001,887
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,236,0002,000
Available-for-sale securities (fair market value)$308,233,000354
Total debt securities$308,969,000394
Structured notes
Amortized cost$4,333,000574
Fair value$4,267,000577
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$324,379,000394
U.S. Government securities$312,174,000297
U.S. Treasury securities$01,235
U.S. Government agency obligations$312,174,000290
Securities issued by states & political subdivisions$10,205,0001,988
Other domestic debt securities$02,992
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$02,218
Foreign debt securities$0200
Equity securities$2,000,000752
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$260,437,000250
Mortgage-backed securities$14,182,0002,247
Certificates of participation in pools of residential mortgages$14,182,0001,698
Issued or guaranteed by U.S.$14,182,0001,688
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,605,0001,978
Available-for-sale securities (fair market value)$320,774,000341
Total debt securities$322,379,000383
Structured notes
Amortized cost$4,781,000656
Fair value$4,642,000668
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$367,628,000366
U.S. Government securities$354,368,000272
U.S. Treasury securities$01,362
U.S. Government agency obligations$354,368,000263
Securities issued by states & political subdivisions$11,760,0001,744
Other domestic debt securities$02,951
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$02,192
Foreign debt securities$0201
Equity securities$1,500,000846
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$226,500,000278
Mortgage-backed securities$15,461,0002,072
Certificates of participation in pools of residential mortgages$15,461,0001,544
Issued or guaranteed by U.S.$15,461,0001,537
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,020,0001,935
Available-for-sale securities (fair market value)$363,608,000313
Total debt securities$366,128,000355
Structured notes
Amortized cost$4,865,000673
Fair value$4,666,000688
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$299,147,000430
U.S. Government securities$284,225,000337
U.S. Treasury securities$01,448
U.S. Government agency obligations$284,225,000328
Securities issued by states & political subdivisions$13,422,0001,569
Other domestic debt securities$02,981
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$02,233
Foreign debt securities$0207
Equity securities$1,500,000867
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$212,079,000285
Mortgage-backed securities$17,340,0001,931
Certificates of participation in pools of residential mortgages$17,340,0001,436
Issued or guaranteed by U.S.$17,340,0001,430
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,069,0001,956
Available-for-sale securities (fair market value)$295,078,000369
Total debt securities$297,647,000420
Structured notes
Amortized cost$5,672,000624
Fair value$5,493,000636
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$261,666,000490
U.S. Government securities$245,354,000392
U.S. Treasury securities$01,498
U.S. Government agency obligations$245,354,000384
Securities issued by states & political subdivisions$14,382,0001,455
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$1,930,000820
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,196,000287
Mortgage-backed securities$18,597,0001,847
Certificates of participation in pools of residential mortgages$18,597,0001,373
Issued or guaranteed by U.S.$18,597,0001,366
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,465,0001,911
Available-for-sale securities (fair market value)$257,201,000419
Total debt securities$259,736,000475
Structured notes
Amortized cost$6,425,000584
Fair value$6,196,000593
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$281,563,000466
U.S. Government securities$265,606,000372
U.S. Treasury securities$4,985,000458
U.S. Government agency obligations$260,621,000366
Securities issued by states & political subdivisions$14,524,0001,412
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$1,433,000915
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$211,453,000293
Mortgage-backed securities$19,809,0001,764
Certificates of participation in pools of residential mortgages$19,809,0001,331
Issued or guaranteed by U.S.$19,809,0001,321
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,633,0001,945
Available-for-sale securities (fair market value)$276,930,000400
Total debt securities$280,130,000455
Structured notes
Amortized cost$6,896,000590
Fair value$6,627,000604
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$312,223,000437
U.S. Government securities$295,574,000345
U.S. Treasury securities$4,951,000510
U.S. Government agency obligations$290,623,000339
Securities issued by states & political subdivisions$15,216,0001,314
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$1,433,000917
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,486,000301
Mortgage-backed securities$21,591,0001,666
Certificates of participation in pools of residential mortgages$21,591,0001,259
Issued or guaranteed by U.S.$21,591,0001,251
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,355,0001,861
Available-for-sale securities (fair market value)$306,868,000373
Total debt securities$310,791,000425
Structured notes
Amortized cost$7,161,000595
Fair value$6,836,000607
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$291,097,000467
U.S. Government securities$274,382,000375
U.S. Treasury securities$4,930,000565
U.S. Government agency obligations$269,452,000364
Securities issued by states & political subdivisions$15,282,0001,311
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$1,433,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,525,000303
Mortgage-backed securities$23,152,0001,612
Certificates of participation in pools of residential mortgages$23,152,0001,209
Issued or guaranteed by U.S.$23,152,0001,199
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,405,0001,875
Available-for-sale securities (fair market value)$285,692,000399
Total debt securities$289,664,000456
Structured notes
Amortized cost$8,504,000525
Fair value$8,225,000535
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$291,089,000473
U.S. Government securities$270,772,000390
U.S. Treasury securities$9,897,000349
U.S. Government agency obligations$260,875,000386
Securities issued by states & political subdivisions$17,718,0001,126
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$2,599,000718
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$208,116,000305
Mortgage-backed securities$24,320,0001,580
Certificates of participation in pools of residential mortgages$24,320,0001,199
Issued or guaranteed by U.S.$24,320,0001,192
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,725,0001,725
Available-for-sale securities (fair market value)$284,364,000407
Total debt securities$288,490,000466
Structured notes
Amortized cost$8,814,000513
Fair value$8,585,000518
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$310,642,000448
U.S. Government securities$290,086,000358
U.S. Treasury securities$19,845,000202
U.S. Government agency obligations$270,241,000368
Securities issued by states & political subdivisions$17,957,0001,108
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$2,599,000735
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$227,887,000275
Mortgage-backed securities$26,804,0001,499
Certificates of participation in pools of residential mortgages$26,804,0001,134
Issued or guaranteed by U.S.$26,804,0001,124
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,891,0001,720
Available-for-sale securities (fair market value)$303,751,000382
Total debt securities$308,042,000437
Structured notes
Amortized cost$9,056,000493
Fair value$9,003,000492
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$300,554,000460
U.S. Government securities$279,631,000377
U.S. Treasury securities$19,801,000219
U.S. Government agency obligations$259,830,000384
Securities issued by states & political subdivisions$18,324,0001,069
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$2,599,000748
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$229,478,000270
Mortgage-backed securities$30,500,0001,403
Certificates of participation in pools of residential mortgages$30,500,0001,052
Issued or guaranteed by U.S.$30,500,0001,042
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,281,0001,710
Available-for-sale securities (fair market value)$293,273,000397
Total debt securities$297,955,000455
Structured notes
Amortized cost$9,445,000467
Fair value$9,441,000461
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$272,030,000498
U.S. Government securities$251,050,000419
U.S. Treasury securities$19,741,000228
U.S. Government agency obligations$231,309,000435
Securities issued by states & political subdivisions$18,375,0001,044
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$2,605,000769
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$231,169,000268
Mortgage-backed securities$32,296,0001,381
Certificates of participation in pools of residential mortgages$32,296,0001,046
Issued or guaranteed by U.S.$32,296,0001,037
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,341,0001,714
Available-for-sale securities (fair market value)$264,689,000438
Total debt securities$269,425,000492
Structured notes
Amortized cost$9,784,000443
Fair value$9,643,000441
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$257,487,000540
U.S. Government securities$235,412,000450
U.S. Treasury securities$19,803,000236
U.S. Government agency obligations$215,609,000473
Securities issued by states & political subdivisions$19,470,000979
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$2,605,000803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$204,885,000292
Mortgage-backed securities$34,330,0001,355
Certificates of participation in pools of residential mortgages$34,330,0001,012
Issued or guaranteed by U.S.$34,330,0001,005
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,257,0001,625
Available-for-sale securities (fair market value)$249,230,000467
Total debt securities$254,882,000528
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$261,566,000531
U.S. Government securities$239,652,000448
U.S. Treasury securities$19,925,000230
U.S. Government agency obligations$219,727,000471
Securities issued by states & political subdivisions$19,559,000981
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$2,355,000872
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$172,691,000326
Mortgage-backed securities$36,757,0001,286
Certificates of participation in pools of residential mortgages$36,757,000962
Issued or guaranteed by U.S.$36,757,000955
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,313,0001,634
Available-for-sale securities (fair market value)$253,253,000463
Total debt securities$259,211,000523
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$279,320,000511
U.S. Government securities$255,830,000418
U.S. Treasury securities$19,825,000240
U.S. Government agency obligations$236,005,000439
Securities issued by states & political subdivisions$21,135,000892
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$2,355,000892
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$178,101,000315
Mortgage-backed securities$38,241,0001,269
Certificates of participation in pools of residential mortgages$38,241,000939
Issued or guaranteed by U.S.$38,241,000933
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,155,0001,479
Available-for-sale securities (fair market value)$269,165,000442
Total debt securities$276,965,000492
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$207,689,000657
U.S. Government securities$183,401,000587
U.S. Treasury securities$20,101,000226
U.S. Government agency obligations$163,300,000621
Securities issued by states & political subdivisions$21,931,000876
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$2,357,000949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,072,000316
Mortgage-backed securities$224,0006,519
Certificates of participation in pools of residential mortgages$224,0006,097
Issued or guaranteed by U.S.$224,0006,075
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,602,0001,402
Available-for-sale securities (fair market value)$197,087,000589
Total debt securities$205,332,000645
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$216,700,000642
U.S. Government securities$197,027,000568
U.S. Treasury securities$20,050,000250
U.S. Government agency obligations$176,977,000600
Securities issued by states & political subdivisions$17,751,0001,089
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$1,922,0001,058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,213,000355
Mortgage-backed securities$284,0006,465
Certificates of participation in pools of residential mortgages$284,0006,046
Issued or guaranteed by U.S.$284,0006,022
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
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)$11,502,0001,343
Available-for-sale securities (fair market value)$205,198,000583
Total debt securities$214,778,000632
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$235,834,000597
U.S. Government securities$218,778,000515
U.S. Treasury securities$20,109,000251
U.S. Government agency obligations$198,669,000548
Securities issued by states & political subdivisions$15,384,0001,279
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$1,672,0001,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$140,637,000364
Mortgage-backed securities$337,0006,443
Certificates of participation in pools of residential mortgages$337,0006,016
Issued or guaranteed by U.S.$337,0005,990
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
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)$11,843,0001,318
Available-for-sale securities (fair market value)$223,991,000549
Total debt securities$234,162,000588
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$251,315,000557
U.S. Government securities$240,126,000465
U.S. Treasury securities$38,758,000141
U.S. Government agency obligations$201,368,000527
Securities issued by states & political subdivisions$9,498,0002,001
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$1,691,0001,168
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,738,000263
Mortgage-backed securities$462,0006,366
Certificates of participation in pools of residential mortgages$462,0005,900
Issued or guaranteed by U.S.$462,0005,879
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
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)$9,960,0001,453
Available-for-sale securities (fair market value)$241,355,000500
Total debt securities$249,624,000544
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$252,089,000550
U.S. Government securities$240,742,000458
U.S. Treasury securities$38,877,000150
U.S. Government agency obligations$201,865,000510
Securities issued by states & political subdivisions$9,656,0001,886
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$1,691,0001,165
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$227,061,000238
Mortgage-backed securities$553,0006,292
Certificates of participation in pools of residential mortgages$553,0005,790
Issued or guaranteed by U.S.$553,0005,774
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
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)$10,209,0001,451
Available-for-sale securities (fair market value)$241,880,000492
Total debt securities$250,398,000532
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$264,931,000512
U.S. Government securities$251,875,000420
U.S. Treasury securities$39,506,000153
U.S. Government agency obligations$212,369,000466
Securities issued by states & political subdivisions$11,364,0001,598
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$1,692,0001,178
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$240,147,000227
Mortgage-backed securities$5,450,0004,008
Certificates of participation in pools of residential mortgages$642,0005,686
Issued or guaranteed by U.S.$642,0005,669
Privately issued$0252
Collaterized mortgage obligations$4,808,0001,859
CMOs issued by government agencies or sponsored agencies$4,808,0001,755
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)$12,006,0001,338
Available-for-sale securities (fair market value)$252,925,000445
Total debt securities$263,239,000493
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$280,982,000439
U.S. Government securities$267,235,000351
U.S. Treasury securities$33,759,000187
U.S. Government agency obligations$233,476,000378
Securities issued by states & political subdivisions$12,556,0001,365
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$1,191,0001,254
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,233,000260
Mortgage-backed securities$919,0005,970
Certificates of participation in pools of residential mortgages$919,0005,275
Issued or guaranteed by U.S.$919,0005,254
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$13,475,0001,261
Available-for-sale securities (fair market value)$267,507,000397
Total debt securities$279,791,000424
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$190,714,000609
U.S. Government securities$169,486,000513
U.S. Treasury securities$24,002,000291
U.S. Government agency obligations$145,484,000545
Securities issued by states & political subdivisions$13,281,0001,258
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$7,947,000607
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,793,000280
Mortgage-backed securities$1,219,0005,336
Certificates of participation in pools of residential mortgages$1,211,0004,582
Issued or guaranteed by U.S.$1,211,0004,566
Privately issued$0308
Collaterized mortgage obligations$8,0004,223
CMOs issued by government agencies or sponsored agencies$8,0003,978
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)$14,500,0001,472
Available-for-sale securities (fair market value)$176,214,000518
Total debt securities$182,767,000597
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$181,375,000663
U.S. Government securities$167,885,000548
U.S. Treasury securities$29,879,000332
U.S. Government agency obligations$138,006,000590
Securities issued by states & political subdivisions$10,781,0001,563
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$2,709,0001,251
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,174,000337
Mortgage-backed securities$1,654,0005,320
Certificates of participation in pools of residential mortgages$1,540,0004,547
Issued or guaranteed by U.S.$1,540,0004,534
Privately issued$0307
Collaterized mortgage obligations$114,0004,162
CMOs issued by government agencies or sponsored agencies$114,0003,971
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)$12,435,0001,842
Available-for-sale securities (fair market value)$168,940,000557
Total debt securities$178,666,000635
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$158,965,000752
U.S. Government securities$150,796,000619
U.S. Treasury securities$47,628,000285
U.S. Government agency obligations$103,168,000758
Securities issued by states & political subdivisions$7,560,0002,189
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$609,0003,183
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,204,000285
Mortgage-backed securities$559,0006,591
Certificates of participation in pools of residential mortgages$559,0005,880
Issued or guaranteed by U.S.$559,0005,866
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,119,0002,646
Available-for-sale securities (fair market value)$150,846,000608
Total debt securities$158,356,000722
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$158,813,000759
U.S. Government securities$150,806,000658
U.S. Treasury securities$64,107,000304
U.S. Government agency obligations$86,699,000874
Securities issued by states & political subdivisions$7,583,0001,954
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$424,0003,969
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,031,000334
Mortgage-backed securities$1,482,0005,849
Certificates of participation in pools of residential mortgages$1,482,0004,836
Issued or guaranteed by U.S.$1,482,0004,818
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
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)$9,065,0002,982
Available-for-sale securities (fair market value)$149,748,000568
Total debt securities$158,389,000738
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 contractsNANA
1996-12-31Rank
Total securities$120,411,000999
U.S. Government securities$113,466,000886
U.S. Treasury securities$50,710,000462
U.S. Government agency obligations$62,756,0001,176
Securities issued by states & political subdivisions$6,663,0002,195
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$282,0004,647
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,550,000521
Mortgage-backed securities$2,203,0005,734
Certificates of participation in pools of residential mortgages$2,203,0004,588
Issued or guaranteed by U.S.$2,203,0004,566
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$8,866,0003,436
Available-for-sale securities (fair market value)$111,545,000760
Total debt securities$120,129,000972
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$83,368,0001,516
U.S. Government securities$78,680,0001,291
U.S. Treasury securities$31,317,000887
U.S. Government agency obligations$47,363,0001,488
Securities issued by states & political subdivisions$4,389,0003,118
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$299,0004,249
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,601,000615
Mortgage-backed securities$2,943,0005,577
Certificates of participation in pools of residential mortgages$2,943,0004,198
Issued or guaranteed by U.S.$2,943,0004,172
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$7,332,0004,099
Available-for-sale securities (fair market value)$76,036,0001,111
Total debt securities$83,069,0001,473
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$74,553,0001,760
U.S. Government securities$70,998,0001,496
U.S. Treasury securities$18,170,0001,939
U.S. Government agency obligations$52,828,0001,341
Securities issued by states & political subdivisions$3,396,0003,885
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$159,0005,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,945,000583
Mortgage-backed securities$3,298,0005,651
Certificates of participation in pools of residential mortgages$3,298,0004,180
Issued or guaranteed by U.S.$3,298,0004,153
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
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)$14,723,0004,369
Available-for-sale securities (fair market value)$59,830,000956
Total debt securities$74,394,0001,715
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$65,957,0002,077
U.S. Government securities$63,890,0001,724
U.S. Treasury securities$3,069,0007,261
U.S. Government agency obligations$60,821,0001,212
Securities issued by states & political subdivisions$1,881,0005,470
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$186,0004,658
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,776,000631
Mortgage-backed securities$6,528,0004,601
Certificates of participation in pools of residential mortgages$6,528,0003,234
Issued or guaranteed by U.S.$6,528,0003,205
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
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$65,771,0002,028
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$69,536,0001,946
U.S. Government securities$68,500,0001,573
U.S. Treasury securities$3,121,0007,360
U.S. Government agency obligations$65,379,0001,092
Securities issued by states & political subdivisions$893,0006,806
Other domestic debt securities$07,520
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$05,875
Foreign debt securitiesNANA
Equity securities$143,0004,503
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,948,000679
Mortgage-backed securities$6,209,0004,905
Certificates of participation in pools of residential mortgages$6,209,0003,484
Issued or guaranteed by U.S.$6,209,0003,439
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$69,393,0001,894
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