Zions Bancorporation, N.A., Securities

2021-12-31Rank
Total securities$24,489,090,00032
U.S. Government securities$22,280,168,00033
U.S. Treasury securities$133,602,000145
U.S. Government agency obligations$22,146,566,00028
Securities issued by states & political subdivisions$2,094,086,00024
Other domestic debt securities$64,631,000314
Privately issued residential mortgage-backed securities$24,136,000144
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$79,000532
Structured financial products - Total$0173
Other domestic debt securities - All other$25,039,000344
Foreign debt securities$50,537,00035
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,095,599,00050
Mortgage-backed securities$20,428,660,00028
Certificates of participation in pools of residential mortgages$13,186,884,00022
Issued or guaranteed by U.S.$13,162,753,00022
Privately issued$24,131,00039
Collaterized mortgage obligations$3,837,796,00035
CMOs issued by government agencies or sponsored agencies$3,837,791,00030
Privately issued$5,000478
Commercial mortgage-backed securities$3,403,980,00032
Commercial mortgage pass-through securities$280,211,00067
Other commercial mortgage-backed securities$3,123,769,00023
Held to maturity securities (book value)$441,300,000113
Available-for-sale securities (fair market value)$24,048,122,00027
Total debt securities$24,489,421,00032
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$575,388,00025
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$50,634,00038
2021-09-30Rank
Total securities$20,919,720,00034
U.S. Government securities$18,832,125,00033
U.S. Treasury securities$127,711,000113
U.S. Government agency obligations$18,704,414,00029
Securities issued by states & political subdivisions$1,968,667,00024
Other domestic debt securities$68,952,000286
Privately issued residential mortgage-backed securities$24,311,000131
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$81,000538
Structured financial products - Total$0173
Other domestic debt securities - All other$25,047,000322
Foreign debt securities$50,252,00032
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,430,488,00063
Mortgage-backed securities$16,864,405,00029
Certificates of participation in pools of residential mortgages$11,195,525,00024
Issued or guaranteed by U.S.$11,171,219,00024
Privately issued$24,306,00040
Collaterized mortgage obligations$2,766,932,00040
CMOs issued by government agencies or sponsored agencies$2,766,927,00036
Privately issued$5,000470
Commercial mortgage-backed securities$2,901,948,00036
Commercial mortgage pass-through securities$189,853,00090
Other commercial mortgage-backed securities$2,712,095,00027
Held to maturity securities (book value)$458,878,000104
Available-for-sale securities (fair market value)$20,461,118,00031
Total debt securities$20,919,996,00034
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$547,255,00026
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$44,254,00042
2021-06-30Rank
Total securities$18,790,311,00033
U.S. Government securities$16,522,625,00035
U.S. Treasury securities$127,972,000103
U.S. Government agency obligations$16,394,653,00031
Securities issued by states & political subdivisions$2,146,916,00021
Other domestic debt securities$70,763,000271
Privately issued residential mortgage-backed securities$25,880,000123
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$100,000548
Structured financial products - Total$0166
Other domestic debt securities - All other$25,034,000321
Foreign debt securities$50,263,00031
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,926,650,00071
Mortgage-backed securities$14,370,672,00031
Certificates of participation in pools of residential mortgages$9,433,443,00024
Issued or guaranteed by U.S.$9,407,568,00024
Privately issued$25,875,00039
Collaterized mortgage obligations$2,321,903,00046
CMOs issued by government agencies or sponsored agencies$2,321,898,00038
Privately issued$5,000457
Commercial mortgage-backed securities$2,615,326,00037
Commercial mortgage pass-through securities$194,637,00085
Other commercial mortgage-backed securities$2,420,689,00028
Held to maturity securities (book value)$620,163,00081
Available-for-sale securities (fair market value)$18,170,404,00031
Total debt securities$18,790,566,00033
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$448,480,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$43,164,00049
2021-03-31Rank
Total securities$17,226,535,00035
U.S. Government securities$15,000,962,00037
U.S. Treasury securities$167,830,00077
U.S. Government agency obligations$14,833,132,00031
Securities issued by states & political subdivisions$2,104,527,00019
Other domestic debt securities$71,052,000253
Privately issued residential mortgage-backed securities$25,928,000120
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$101,000548
Structured financial products - Total$0158
Other domestic debt securities - All other$25,039,000305
Foreign debt securities$50,274,00031
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,084,396,00064
Mortgage-backed securities$12,701,123,00032
Certificates of participation in pools of residential mortgages$8,350,340,00025
Issued or guaranteed by U.S.$8,324,417,00025
Privately issued$25,923,00040
Collaterized mortgage obligations$2,059,257,00049
CMOs issued by government agencies or sponsored agencies$2,059,252,00044
Privately issued$5,000455
Commercial mortgage-backed securities$2,291,526,00037
Commercial mortgage pass-through securities$188,223,00079
Other commercial mortgage-backed securities$2,103,303,00032
Held to maturity securities (book value)$583,200,00080
Available-for-sale securities (fair market value)$16,643,615,00032
Total debt securities$17,226,814,00035
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$426,776,00029
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$69,782,00040
2020-12-31Rank
Total securities$16,367,026,00035
U.S. Government securities$14,136,535,00037
U.S. Treasury securities$192,081,00067
U.S. Government agency obligations$13,944,454,00031
Securities issued by states & political subdivisions$2,054,381,00019
Other domestic debt securities$26,174,000461
Privately issued residential mortgage-backed securities$1,022,000401
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$112,000520
Structured financial products - Total$0156
Other domestic debt securities - All other$25,040,000286
Foreign debt securities$150,025,00024
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,264,321,00060
Mortgage-backed securities$11,694,167,00033
Certificates of participation in pools of residential mortgages$7,849,607,00024
Issued or guaranteed by U.S.$7,848,592,00024
Privately issued$1,015,000157
Collaterized mortgage obligations$1,760,187,00049
CMOs issued by government agencies or sponsored agencies$1,760,180,00045
Privately issued$7,000449
Commercial mortgage-backed securities$2,084,373,00038
Commercial mortgage pass-through securities$157,844,00078
Other commercial mortgage-backed securities$1,926,529,00030
Held to maturity securities (book value)$635,700,00066
Available-for-sale securities (fair market value)$15,731,415,00032
Total debt securities$16,367,114,00035
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$660,177,00029
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$34,766,00064
2020-09-30Rank
Total securities$15,254,235,00036
U.S. Government securities$13,266,818,00039
U.S. Treasury securities$198,883,00067
U.S. Government agency obligations$13,067,935,00031
Securities issued by states & political subdivisions$1,911,496,00021
Other domestic debt securities$26,216,000443
Privately issued residential mortgage-backed securities$1,073,000399
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$112,000504
Structured financial products - Total$0152
Other domestic debt securities - All other$25,031,000270
Foreign debt securities$49,898,00032
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,187,935,00064
Mortgage-backed securities$10,737,014,00035
Certificates of participation in pools of residential mortgages$7,650,162,00025
Issued or guaranteed by U.S.$7,649,096,00025
Privately issued$1,066,000165
Collaterized mortgage obligations$1,406,676,00056
CMOs issued by government agencies or sponsored agencies$1,406,669,00052
Privately issued$7,000441
Commercial mortgage-backed securities$1,680,176,00039
Commercial mortgage pass-through securities$29,441,000204
Other commercial mortgage-backed securities$1,650,735,00031
Held to maturity securities (book value)$592,055,00065
Available-for-sale securities (fair market value)$14,662,373,00034
Total debt securities$15,254,426,00036
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$639,963,00030
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$32,257,00064
2020-06-30Rank
Total securities$14,888,778,00036
U.S. Government securities$12,875,209,00038
U.S. Treasury securities$99,988,000102
U.S. Government agency obligations$12,775,221,00031
Securities issued by states & political subdivisions$1,987,917,00019
Other domestic debt securities$25,873,000437
Privately issued residential mortgage-backed securities$1,132,000372
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$123,000455
Structured financial products - Total$0154
Other domestic debt securities - All other$24,618,000265
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,208,792,00061
Mortgage-backed securities$10,214,202,00034
Certificates of participation in pools of residential mortgages$7,925,668,00022
Issued or guaranteed by U.S.$7,924,543,00022
Privately issued$1,125,000156
Collaterized mortgage obligations$997,032,00067
CMOs issued by government agencies or sponsored agencies$997,025,00066
Privately issued$7,000431
Commercial mortgage-backed securities$1,291,502,00043
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$1,291,502,00036
Held to maturity securities (book value)$687,572,00060
Available-for-sale securities (fair market value)$14,201,427,00033
Total debt securities$14,888,999,00036
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$623,260,00030
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$34,391,00066
2020-03-31Rank
Total securities$14,815,705,00033
U.S. Government securities$12,909,197,00036
U.S. Treasury securities$24,995,000239
U.S. Government agency obligations$12,884,202,00032
Securities issued by states & political subdivisions$1,882,446,00020
Other domestic debt securities$24,291,000435
Privately issued residential mortgage-backed securities$1,163,000383
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$122,000437
Structured financial products - Total$0155
Other domestic debt securities - All other$23,006,000268
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,043,397,00067
Mortgage-backed securities$10,137,432,00034
Certificates of participation in pools of residential mortgages$8,195,639,00022
Issued or guaranteed by U.S.$8,194,483,00022
Privately issued$1,156,000167
Collaterized mortgage obligations$984,734,00065
CMOs issued by government agencies or sponsored agencies$984,727,00063
Privately issued$7,000437
Commercial mortgage-backed securities$957,059,00052
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$957,059,00039
Held to maturity securities (book value)$584,474,00069
Available-for-sale securities (fair market value)$14,231,460,00030
Total debt securities$14,815,936,00033
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$614,785,00032
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$36,255,00069
2019-12-31Rank
Total securities$14,316,458,00033
U.S. Government securities$12,380,129,00035
U.S. Treasury securities$24,927,000247
U.S. Government agency obligations$12,355,202,00031
Securities issued by states & political subdivisions$1,909,699,00016
Other domestic debt securities$26,630,000397
Privately issued residential mortgage-backed securities$1,202,000364
Commercial mortgage-backed securities - Total$0179
Asset backed securities$137,000414
Structured financial products - Total$0159
Other domestic debt securities - All other$25,291,000222
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$2,037,300,00056
Mortgage-backed securities$9,560,286,00034
Certificates of participation in pools of residential mortgages$7,819,055,00022
Issued or guaranteed by U.S.$7,817,861,00022
Privately issued$1,194,000157
Collaterized mortgage obligations$983,792,00068
CMOs issued by government agencies or sponsored agencies$983,784,00064
Privately issued$8,000429
Commercial mortgage-backed securities$757,439,00054
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$757,439,00043
Held to maturity securities (book value)$591,791,00072
Available-for-sale securities (fair market value)$13,724,667,00030
Total debt securities$14,316,457,00033
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$332,634,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$18,353,00061
2019-09-30Rank
Total securities$14,691,354,00033
U.S. Government securities$12,664,432,00034
U.S. Treasury securities$24,911,000245
U.S. Government agency obligations$12,639,521,00030
Securities issued by states & political subdivisions$2,001,014,00015
Other domestic debt securities$25,908,000379
Privately issued residential mortgage-backed securities$1,257,000374
Commercial mortgage-backed securities - Total$0182
Asset backed securities$139,000409
Structured financial products - Total$0154
Other domestic debt securities - All other$24,512,000227
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,088,761,00055
Mortgage-backed securities$9,743,850,00034
Certificates of participation in pools of residential mortgages$7,996,965,00023
Issued or guaranteed by U.S.$7,995,717,00023
Privately issued$1,248,000172
Collaterized mortgage obligations$1,032,865,00068
CMOs issued by government agencies or sponsored agencies$1,032,856,00065
Privately issued$9,000431
Commercial mortgage-backed securities$714,020,00054
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$714,020,00043
Held to maturity securities (book value)$657,995,00076
Available-for-sale securities (fair market value)$14,033,359,00028
Total debt securities$14,691,355,00033
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$485,158,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$15,290,00068
2019-06-30Rank
Total securities$15,366,240,00031
U.S. Government securities$13,297,191,00032
U.S. Treasury securities$39,833,000175
U.S. Government agency obligations$13,257,358,00028
Securities issued by states & political subdivisions$2,042,851,00014
Other domestic debt securities$26,198,000350
Privately issued residential mortgage-backed securities$1,500,000325
Commercial mortgage-backed securities - Total$0177
Asset backed securities$158,000392
Structured financial products - Total$0152
Other domestic debt securities - All other$24,540,000219
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,081,500,00059
Mortgage-backed securities$10,134,596,00034
Certificates of participation in pools of residential mortgages$8,399,465,00024
Issued or guaranteed by U.S.$8,398,165,00024
Privately issued$1,300,000133
Collaterized mortgage obligations$1,069,182,00066
CMOs issued by government agencies or sponsored agencies$1,068,982,00064
Privately issued$200,000338
Commercial mortgage-backed securities$665,949,00051
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$665,949,00043
Held to maturity securities (book value)$694,646,00072
Available-for-sale securities (fair market value)$14,671,594,00027
Total debt securities$15,366,240,00031
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$290,244,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$12,724,00066
2019-03-31Rank
Total securities$15,667,503,00030
U.S. Government securities$13,598,322,00031
U.S. Treasury securities$39,790,000180
U.S. Government agency obligations$13,558,532,00028
Securities issued by states & political subdivisions$2,044,809,00015
Other domestic debt securities$24,372,000361
Privately issued residential mortgage-backed securities$2,151,000302
Commercial mortgage-backed securities - Total$0171
Asset backed securities$155,000383
Structured financial products - Total$0154
Other domestic debt securities - All other$22,066,000239
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,073,674,00041
Mortgage-backed securities$10,286,334,00031
Certificates of participation in pools of residential mortgages$8,595,182,00024
Issued or guaranteed by U.S.$8,593,254,00024
Privately issued$1,928,000124
Collaterized mortgage obligations$1,062,895,00064
CMOs issued by government agencies or sponsored agencies$1,062,672,00061
Privately issued$223,000349
Commercial mortgage-backed securities$628,257,00052
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$628,257,00043
Held to maturity securities (book value)$763,877,00069
Available-for-sale securities (fair market value)$14,903,626,00025
Total debt securities$15,667,504,00029
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$388,345,00022
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$23,657,00053
2018-12-31Rank
Total securities$15,511,046,00029
U.S. Government securities$13,425,033,00028
U.S. Treasury securities$39,541,000179
U.S. Government agency obligations$13,385,492,00027
Securities issued by states & political subdivisions$2,062,747,00015
Other domestic debt securities$23,266,000365
Privately issued residential mortgage-backed securities$2,205,000272
Commercial mortgage-backed securities - Total$0160
Asset backed securities$175,000379
Structured financial products - Total$0154
Other domestic debt securities - All other$20,886,000246
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,587,685,00043
Mortgage-backed securities$10,016,188,00034
Certificates of participation in pools of residential mortgages$8,415,828,00024
Issued or guaranteed by U.S.$8,413,859,00024
Privately issued$1,969,00093
Collaterized mortgage obligations$1,034,462,00067
CMOs issued by government agencies or sponsored agencies$1,034,226,00063
Privately issued$236,000344
Commercial mortgage-backed securities$565,898,00054
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$565,898,00045
Held to maturity securities (book value)$773,690,00068
Available-for-sale securities (fair market value)$14,737,356,00023
Total debt securities$15,511,045,00029
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$150,120,00030
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$38,173,00039
2018-09-30Rank
Total securities$15,376,561,00029
U.S. Government securities$13,316,479,00028
U.S. Treasury securities$24,882,000237
U.S. Government agency obligations$13,291,597,00028
Securities issued by states & political subdivisions$2,034,422,00016
Other domestic debt securities$25,660,000330
Privately issued residential mortgage-backed securities$1,639,000251
Commercial mortgage-backed securities - Total$0150
Asset backed securities$173,000373
Structured financial products - Total$0171
Other domestic debt securities - All other$23,848,000215
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,133,988,00052
Mortgage-backed securities$9,825,108,00032
Certificates of participation in pools of residential mortgages$8,356,561,00024
Issued or guaranteed by U.S.$8,355,175,00024
Privately issued$1,386,00055
Collaterized mortgage obligations$961,654,00070
CMOs issued by government agencies or sponsored agencies$961,401,00064
Privately issued$253,000343
Commercial mortgage-backed securities$506,893,00057
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$506,893,00045
Held to maturity securities (book value)$751,271,00067
Available-for-sale securities (fair market value)$14,625,290,00023
Total debt securities$15,376,561,00029
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$198,073,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$76,156,00035
2018-06-30Rank
Total securities$15,476,976,00029
U.S. Government securities$13,263,034,00030
U.S. Treasury securities$24,896,000237
U.S. Government agency obligations$13,238,138,00030
Securities issued by states & political subdivisions$2,188,421,00016
Other domestic debt securities$25,521,000367
Privately issued residential mortgage-backed securities$1,716,000421
Commercial mortgage-backed securities - Total$0147
Asset backed securities$210,000364
Structured financial products - Total$0186
Other domestic debt securities - All other$23,595,000218
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,085,940,00054
Mortgage-backed securities$9,539,054,00033
Certificates of participation in pools of residential mortgages$8,140,656,00026
Issued or guaranteed by U.S.$8,139,222,00026
Privately issued$1,434,000233
Collaterized mortgage obligations$925,243,00071
CMOs issued by government agencies or sponsored agencies$924,961,00065
Privately issued$282,000349
Commercial mortgage-backed securities$473,155,00057
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$473,155,00042
Held to maturity securities (book value)$877,898,00065
Available-for-sale securities (fair market value)$14,599,078,00023
Total debt securities$15,476,975,00029
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$234,192,00026
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$69,611,00035
2018-03-31Rank
Total securities$15,635,615,00029
U.S. Government securities$13,538,364,00030
U.S. Treasury securities$24,906,000240
U.S. Government agency obligations$13,513,458,00029
Securities issued by states & political subdivisions$2,071,594,00016
Other domestic debt securities$25,657,000327
Privately issued residential mortgage-backed securities$1,785,000230
Commercial mortgage-backed securities - Total$0147
Asset backed securities$211,000358
Structured financial products - Total$0193
Other domestic debt securities - All other$23,661,000221
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,984,670,00058
Mortgage-backed securities$9,581,042,00033
Certificates of participation in pools of residential mortgages$8,316,058,00025
Issued or guaranteed by U.S.$8,314,577,00025
Privately issued$1,481,00026
Collaterized mortgage obligations$850,134,00070
CMOs issued by government agencies or sponsored agencies$849,830,00065
Privately issued$304,000358
Commercial mortgage-backed securities$414,850,00059
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$414,850,00049
Held to maturity securities (book value)$767,830,00067
Available-for-sale securities (fair market value)$14,867,785,00023
Total debt securities$15,635,616,00029
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$169,302,00028
Revaluation gains on off-balance sheet contracts$26,133,00043
Revaluation losses on off-balance sheet contracts$55,883,00035
2017-12-31Rank
Total securities$15,902,187,00029
U.S. Government securities$13,700,739,00031
U.S. Treasury securities$24,926,000223
U.S. Government agency obligations$13,675,813,00028
Securities issued by states & political subdivisions$2,103,175,00016
Other domestic debt securities$25,983,000314
Privately issued residential mortgage-backed securities$1,845,000228
Commercial mortgage-backed securities - Total$0146
Asset backed securities$252,000321
Structured financial products - Total$0204
Other domestic debt securities - All other$23,886,000216
Foreign debt securities$0316
Equity securities$72,290,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,068,362,00052
Mortgage-backed securities$9,667,087,00033
Certificates of participation in pools of residential mortgages$8,611,329,00025
Issued or guaranteed by U.S.$8,609,804,00025
Privately issued$1,525,00026
Collaterized mortgage obligations$760,100,00071
CMOs issued by government agencies or sponsored agencies$759,780,00066
Privately issued$320,000362
Commercial mortgage-backed securities$295,658,00076
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$295,658,00055
Held to maturity securities (book value)$770,314,00068
Available-for-sale securities (fair market value)$15,131,873,00023
Total debt securities$15,829,898,00029
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$184,487,00029
Revaluation gains on off-balance sheet contracts$36,908,00038
Revaluation losses on off-balance sheet contracts$40,258,00034
2017-09-30Rank
Total securities$15,951,437,00030
U.S. Government securities$13,801,919,00031
U.S. Treasury securities$24,948,000221
U.S. Government agency obligations$13,776,971,00028
Securities issued by states & political subdivisions$2,036,339,00015
Other domestic debt securities$26,361,000317
Privately issued residential mortgage-backed securities$1,910,000235
Commercial mortgage-backed securities - Total$0146
Asset backed securities$253,000310
Structured financial products - Total$0214
Other domestic debt securities - All other$24,198,000226
Foreign debt securities$0334
Equity securities$86,818,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,333,340,00051
Mortgage-backed securities$9,684,975,00032
Certificates of participation in pools of residential mortgages$8,903,554,00024
Issued or guaranteed by U.S.$8,901,984,00024
Privately issued$1,570,00027
Collaterized mortgage obligations$781,421,00068
CMOs issued by government agencies or sponsored agencies$781,081,00064
Privately issued$340,000365
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$746,375,00069
Available-for-sale securities (fair market value)$15,205,062,00024
Total debt securities$15,864,619,00030
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$98,573,00035
Revaluation gains on off-balance sheet contracts$42,241,00036
Revaluation losses on off-balance sheet contracts$34,998,00034
2017-06-30Rank
Total securities$16,078,939,00030
U.S. Government securities$13,906,428,00030
U.S. Treasury securities$24,949,000223
U.S. Government agency obligations$13,881,479,00027
Securities issued by states & political subdivisions$2,090,742,00015
Other domestic debt securities$26,668,000329
Privately issued residential mortgage-backed securities$1,979,000239
Commercial mortgage-backed securities - Total$0138
Asset backed securities$296,000298
Structured financial products - Total$0219
Other domestic debt securities - All other$24,393,000233
Foreign debt securities$0346
Equity securities$55,101,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,160,811,00049
Mortgage-backed securities$9,723,107,00032
Certificates of participation in pools of residential mortgages$9,283,389,00022
Issued or guaranteed by U.S.$9,281,775,00022
Privately issued$1,614,00026
Collaterized mortgage obligations$439,718,00099
CMOs issued by government agencies or sponsored agencies$439,353,00092
Privately issued$365,000370
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$775,270,00070
Available-for-sale securities (fair market value)$15,303,669,00024
Total debt securities$16,023,840,00030
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$104,995,00035
Revaluation gains on off-balance sheet contracts$44,557,00036
Revaluation losses on off-balance sheet contracts$37,511,00035
2017-03-31Rank
Total securities$16,381,868,00028
U.S. Government securities$14,124,074,00030
U.S. Treasury securities$01,390
U.S. Government agency obligations$14,124,074,00025
Securities issued by states & political subdivisions$2,098,378,00015
Other domestic debt securities$25,469,000356
Privately issued residential mortgage-backed securities$2,061,000243
Commercial mortgage-backed securities - Total$0146
Asset backed securities$294,000306
Structured financial products - Total$0221
Other domestic debt securities - All other$23,114,000252
Foreign debt securities$0350
Equity securities$133,947,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,080,668,00051
Mortgage-backed securities$9,962,291,00031
Certificates of participation in pools of residential mortgages$9,612,442,00020
Issued or guaranteed by U.S.$9,610,784,00020
Privately issued$1,658,00026
Collaterized mortgage obligations$349,849,000119
CMOs issued by government agencies or sponsored agencies$349,446,000113
Privately issued$403,000391
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$814,822,00071
Available-for-sale securities (fair market value)$15,567,046,00023
Total debt securities$16,247,921,00028
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$93,559,00036
Revaluation gains on off-balance sheet contracts$54,049,00033
Revaluation losses on off-balance sheet contracts$52,589,00029
2016-12-31Rank
Total securities$14,199,840,00032
U.S. Government securities$11,969,079,00032
U.S. Treasury securities$01,367
U.S. Government agency obligations$11,969,079,00029
Securities issued by states & political subdivisions$2,020,371,00016
Other domestic debt securities$25,974,000335
Privately issued residential mortgage-backed securities$2,184,000245
Commercial mortgage-backed securities - Total$0137
Asset backed securities$339,000301
Structured financial products - Total$0226
Other domestic debt securities - All other$23,451,000242
Foreign debt securities$0347
Equity securities$184,416,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,413,632,00075
Mortgage-backed securities$7,884,678,00038
Certificates of participation in pools of residential mortgages$7,635,197,00023
Issued or guaranteed by U.S.$7,633,454,00023
Privately issued$1,743,00028
Collaterized mortgage obligations$249,481,000140
CMOs issued by government agencies or sponsored agencies$249,040,000128
Privately issued$441,000399
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$867,904,00069
Available-for-sale securities (fair market value)$13,331,936,00025
Total debt securities$14,015,425,00032
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$174,833,00032
Revaluation gains on off-balance sheet contracts$60,030,00034
Revaluation losses on off-balance sheet contracts$57,722,00032
2016-09-30Rank
Total securities$11,028,044,00038
U.S. Government securities$9,476,048,00035
U.S. Treasury securities$01,214
U.S. Government agency obligations$9,476,048,00033
Securities issued by states & political subdivisions$1,487,080,00020
Other domestic debt securities$25,100,000344
Privately issued residential mortgage-backed securities$2,250,000247
Commercial mortgage-backed securities - Total$0131
Asset backed securities$349,000299
Structured financial products - Total$0228
Other domestic debt securities - All other$22,501,000251
Foreign debt securities$100,000322
Equity securities$39,716,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,459,312,00070
Mortgage-backed securities$5,476,190,00040
Certificates of participation in pools of residential mortgages$5,375,501,00028
Issued or guaranteed by U.S.$5,373,719,00027
Privately issued$1,782,00023
Collaterized mortgage obligations$100,689,000271
CMOs issued by government agencies or sponsored agencies$100,221,000255
Privately issued$468,000403
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$710,717,00071
Available-for-sale securities (fair market value)$10,317,327,00035
Total debt securities$10,988,329,00038
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$214,599,00033
Revaluation gains on off-balance sheet contracts$106,595,00034
Revaluation losses on off-balance sheet contracts$111,699,00030
2016-06-30Rank
Total securities$10,143,614,00040
U.S. Government securities$8,654,260,00036
U.S. Treasury securities$01,253
U.S. Government agency obligations$8,654,260,00035
Securities issued by states & political subdivisions$1,379,201,00020
Other domestic debt securities$23,780,000368
Privately issued residential mortgage-backed securities$2,305,000252
Commercial mortgage-backed securities - Total$0142
Asset backed securities$400,000299
Structured financial products - Total$0235
Other domestic debt securities - All other$21,075,000265
Foreign debt securities$100,000323
Equity securities$86,273,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,614,209,00067
Mortgage-backed securities$4,912,348,00042
Certificates of participation in pools of residential mortgages$4,911,643,00028
Issued or guaranteed by U.S.$4,909,819,00027
Privately issued$1,824,00029
Collaterized mortgage obligations$705,0002,686
CMOs issued by government agencies or sponsored agencies$224,0002,863
Privately issued$481,000412
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$707,858,00074
Available-for-sale securities (fair market value)$9,435,756,00035
Total debt securities$10,057,341,00040
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$241,490,00033
Revaluation gains on off-balance sheet contracts$122,715,00034
Revaluation losses on off-balance sheet contracts$127,351,00028
2016-03-31Rank
Total securities$9,283,412,00042
U.S. Government securities$7,982,685,00037
U.S. Treasury securities$01,296
U.S. Government agency obligations$7,982,685,00036
Securities issued by states & political subdivisions$1,180,220,00021
Other domestic debt securities$24,170,000354
Privately issued residential mortgage-backed securities$2,384,000251
Commercial mortgage-backed securities - Total$0153
Asset backed securities$397,000293
Structured financial products - Total$0235
Other domestic debt securities - All other$21,389,000256
Foreign debt securities$100,000323
Equity securities$96,237,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,913,286,00056
Mortgage-backed securities$4,497,976,00046
Certificates of participation in pools of residential mortgages$4,497,195,00029
Issued or guaranteed by U.S.$4,495,330,00028
Privately issued$1,865,00025
Collaterized mortgage obligations$781,0002,665
CMOs issued by government agencies or sponsored agencies$262,0002,870
Privately issued$519,000402
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$626,112,00087
Available-for-sale securities (fair market value)$8,657,300,00037
Total debt securities$9,187,175,00042
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$168,243,00033
Revaluation gains on off-balance sheet contracts$102,405,00033
Revaluation losses on off-balance sheet contracts$104,219,00030
2015-12-31Rank
Total securities$8,138,062,00044
U.S. Government securities$7,055,238,00038
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,055,238,00037
Securities issued by states & political subdivisions$956,804,00030
Other domestic debt securities$25,284,000332
Privately issued residential mortgage-backed securities$2,453,000240
Commercial mortgage-backed securities - Total$0131
Asset backed securities$438,000302
Structured financial products - Total$0235
Other domestic debt securities - All other$22,393,000242
Foreign debt securities$100,000308
Equity securities$100,636,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,232,798,00051
Mortgage-backed securities$3,938,490,00050
Certificates of participation in pools of residential mortgages$3,937,635,00028
Issued or guaranteed by U.S.$3,935,730,00027
Privately issued$1,905,00023
Collaterized mortgage obligations$855,0002,658
CMOs issued by government agencies or sponsored agencies$307,0002,879
Privately issued$548,000399
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$540,114,00093
Available-for-sale securities (fair market value)$7,597,948,00037
Total debt securities$8,037,426,00044
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$120,206,00036
Revaluation gains on off-balance sheet contracts$72,039,00032
Revaluation losses on off-balance sheet contracts$71,469,00030
2015-09-30Rank
Total securities$3,751,325,00064
U.S. Government securities$3,144,070,00066
U.S. Treasury securities$01,303
U.S. Government agency obligations$3,144,070,00060
Securities issued by states & political subdivisions$594,413,00041
Other domestic debt securities$12,097,000535
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$12,097,000378
Foreign debt securities$0326
Equity securities$745,000617
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$819,474,000111
Mortgage-backed securities$1,478,971,00084
Certificates of participation in pools of residential mortgages$1,478,971,00057
Issued or guaranteed by U.S.$1,478,971,00055
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$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$423,294,000105
Available-for-sale securities (fair market value)$3,328,031,00057
Total debt securities$3,750,580,00064
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$141,942,00035
Revaluation gains on off-balance sheet contracts$68,371,00034
Revaluation losses on off-balance sheet contracts$69,764,00032
2015-06-30Rank
Total securities$2,666,841,00084
U.S. Government securities$2,035,791,00083
U.S. Treasury securities$01,348
U.S. Government agency obligations$2,035,791,00079
Securities issued by states & political subdivisions$594,633,00041
Other domestic debt securities$13,080,000509
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$13,080,000354
Foreign debt securities$0330
Equity securities$23,337,00073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$720,336,000118
Mortgage-backed securities$1,035,506,000111
Certificates of participation in pools of residential mortgages$1,035,506,00073
Issued or guaranteed by U.S.$1,035,506,00072
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$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$437,340,00097
Available-for-sale securities (fair market value)$2,229,501,00084
Total debt securities$2,643,504,00086
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$119,632,00034
Revaluation gains on off-balance sheet contracts$45,091,00036
Revaluation losses on off-balance sheet contracts$45,272,00035
2015-03-31Rank
Total securities$2,598,494,00085
U.S. Government securities$1,712,976,00094
U.S. Treasury securities$01,327
U.S. Government agency obligations$1,712,976,00088
Securities issued by states & political subdivisions$576,687,00043
Other domestic debt securities$282,439,00074
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$269,359,00017
Other domestic debt securities - All other$13,080,000357
Foreign debt securities$0332
Equity securities$26,392,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$377,228,000197
Mortgage-backed securities$771,739,000139
Certificates of participation in pools of residential mortgages$771,739,00083
Issued or guaranteed by U.S.$771,739,00082
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$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$454,178,00095
Available-for-sale securities (fair market value)$2,144,316,00085
Total debt securities$2,572,102,00087
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$132,091,00036
Revaluation gains on off-balance sheet contracts$60,449,00036
Revaluation losses on off-balance sheet contracts$62,161,00033
2014-12-31Rank
Total securities$2,260,260,00094
U.S. Government securities$1,366,163,000105
U.S. Treasury securities$01,361
U.S. Government agency obligations$1,366,163,000100
Securities issued by states & political subdivisions$579,526,00042
Other domestic debt securities$284,832,00071
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$272,232,00016
Other domestic debt securities - All other$12,600,000360
Foreign debt securities$0316
Equity securities$29,739,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$422,853,000170
Mortgage-backed securities$463,194,000207
Certificates of participation in pools of residential mortgages$463,194,000122
Issued or guaranteed by U.S.$463,194,000121
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$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$459,471,00096
Available-for-sale securities (fair market value)$1,800,789,00086
Total debt securities$2,230,468,00096
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$120,041,00034
Revaluation gains on off-balance sheet contracts$49,420,00035
Revaluation losses on off-balance sheet contracts$50,326,00033
2014-09-30Rank
Total securities$1,892,526,000110
U.S. Government securities$968,479,000128
U.S. Treasury securities$01,381
U.S. Government agency obligations$968,479,000125
Securities issued by states & political subdivisions$542,418,00044
Other domestic debt securities$377,206,00060
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$364,606,00015
Other domestic debt securities - All other$12,600,000369
Foreign debt securities$0309
Equity securities$4,423,000270
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$331,755,000217
Mortgage-backed securities$102,688,000664
Certificates of participation in pools of residential mortgages$102,688,000428
Issued or guaranteed by U.S.$102,688,000428
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$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$427,212,00098
Available-for-sale securities (fair market value)$1,465,314,000107
Total debt securities$1,888,051,000110
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$101,534,00034
Revaluation gains on off-balance sheet contracts$46,039,00034
Revaluation losses on off-balance sheet contracts$46,151,00031
2014-06-30Rank
Total securities$1,729,749,000116
U.S. Government securities$768,782,000157
U.S. Treasury securities$01,342
U.S. Government agency obligations$768,782,000153
Securities issued by states & political subdivisions$546,351,00043
Other domestic debt securities$402,540,00057
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$390,348,00015
Other domestic debt securities - All other$12,192,000378
Foreign debt securities$0311
Equity securities$12,076,000137
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$302,016,000239
Mortgage-backed securities$5,601,0003,800
Certificates of participation in pools of residential mortgages$5,601,0003,305
Issued or guaranteed by U.S.$5,601,0003,304
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$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$434,854,00094
Available-for-sale securities (fair market value)$1,294,895,000117
Total debt securities$1,717,620,000117
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$106,631,00035
Revaluation gains on off-balance sheet contracts$49,946,00035
Revaluation losses on off-balance sheet contracts$49,932,00031
2014-03-31Rank
Total securities$1,671,587,000118
U.S. Government securities$698,276,000171
U.S. Treasury securities$1,0001,196
U.S. Government agency obligations$698,275,000169
Securities issued by states & political subdivisions$535,965,00042
Other domestic debt securities$417,343,00058
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$405,155,00014
Other domestic debt securities - All other$12,188,000384
Foreign debt securities$0314
Equity securities$20,003,00092
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$347,822,000210
Mortgage-backed securities$5,936,0003,769
Certificates of participation in pools of residential mortgages$5,936,0003,274
Issued or guaranteed by U.S.$5,936,0003,272
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)$439,822,00090
Available-for-sale securities (fair market value)$1,231,765,000122
Total debt securities$1,651,534,000118
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$107,825,00035
Revaluation gains on off-balance sheet contracts$51,387,00033
Revaluation losses on off-balance sheet contracts$50,500,00031
2013-12-31Rank
Total securities$1,485,738,000130
U.S. Government securities$557,007,000207
U.S. Treasury securities$2,0001,127
U.S. Government agency obligations$557,005,000201
Securities issued by states & political subdivisions$437,731,00051
Other domestic debt securities$470,033,00053
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$457,845,00013
Other domestic debt securities - All other$12,188,000400
Foreign debt securities$0320
Equity securities$20,967,00087
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$344,496,000207
Mortgage-backed securities$6,078,0003,747
Certificates of participation in pools of residential mortgages$6,078,0003,251
Issued or guaranteed by U.S.$6,078,0003,247
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)$430,215,00090
Available-for-sale securities (fair market value)$1,055,523,000136
Total debt securities$1,464,721,000132
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$90,616,00035
Revaluation gains on off-balance sheet contracts$56,040,00032
Revaluation losses on off-balance sheet contracts$54,182,00028
2013-09-30Rank
Total securities$1,398,389,000134
U.S. Government securities$448,448,000252
U.S. Treasury securities$3,0001,127
U.S. Government agency obligations$448,445,000246
Securities issued by states & political subdivisions$431,944,00052
Other domestic debt securities$516,983,00053
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$504,143,00014
Other domestic debt securities - All other$12,840,000395
Foreign debt securities$0328
Equity securities$1,014,000613
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$348,760,000209
Mortgage-backed securities$6,360,0003,738
Certificates of participation in pools of residential mortgages$6,360,0003,219
Issued or guaranteed by U.S.$6,360,0003,214
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)$465,674,00076
Available-for-sale securities (fair market value)$932,715,000146
Total debt securities$1,397,323,000134
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$93,763,00036
Revaluation gains on off-balance sheet contracts$55,468,00033
Revaluation losses on off-balance sheet contracts$54,537,00030
2013-06-30Rank
Total securities$1,250,350,000145
U.S. Government securities$281,515,000389
U.S. Treasury securities$3,0001,148
U.S. Government agency obligations$281,512,000374
Securities issued by states & political subdivisions$435,944,00049
Other domestic debt securities$532,848,00048
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$520,653,00011
Other domestic debt securities - All other$12,195,000406
Foreign debt securities$0316
Equity securities$43,0001,039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$286,691,000235
Mortgage-backed securities$6,808,0003,678
Certificates of participation in pools of residential mortgages$6,808,0003,124
Issued or guaranteed by U.S.$6,808,0003,122
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)$472,013,00067
Available-for-sale securities (fair market value)$778,337,000178
Total debt securities$1,250,259,000143
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$85,974,00036
Revaluation gains on off-balance sheet contracts$59,555,00032
Revaluation losses on off-balance sheet contracts$58,745,00031
2013-03-31Rank
Total securities$1,289,973,000138
U.S. Government securities$288,950,000385
U.S. Treasury securities$4,0001,157
U.S. Government agency obligations$288,946,000372
Securities issued by states & political subdivisions$436,364,00049
Other domestic debt securities$558,786,00049
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$547,431,00011
Other domestic debt securities - All other$11,355,000429
Foreign debt securities$0322
Equity securities$5,873,000239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$291,306,000237
Mortgage-backed securities$7,161,0003,689
Certificates of participation in pools of residential mortgages$7,161,0003,104
Issued or guaranteed by U.S.$7,161,0003,103
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)$471,873,00063
Available-for-sale securities (fair market value)$818,100,000171
Total debt securities$1,284,042,000138
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$100,591,00036
Revaluation gains on off-balance sheet contracts$72,289,00035
Revaluation losses on off-balance sheet contracts$73,442,00033
2012-12-31Rank
Total securities$1,244,329,000141
U.S. Government securities$216,472,000500
U.S. Treasury securities$5,0001,131
U.S. Government agency obligations$216,467,000483
Securities issued by states & political subdivisions$451,781,00047
Other domestic debt securities$539,395,00047
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$528,430,0009
Other domestic debt securities - All other$10,965,000425
Foreign debt securities$0317
Equity securities$36,681,00056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$316,025,000228
Mortgage-backed securities$7,288,0003,682
Certificates of participation in pools of residential mortgages$7,288,0003,074
Issued or guaranteed by U.S.$7,288,0003,073
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)$485,980,00060
Available-for-sale securities (fair market value)$758,349,000179
Total debt securities$1,207,590,000146
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$108,838,00038
Revaluation gains on off-balance sheet contracts$80,547,00034
Revaluation losses on off-balance sheet contracts$82,350,00033
2012-09-30Rank
Total securities$1,357,881,000136
U.S. Government securities$224,216,000497
U.S. Treasury securities$5,0001,082
U.S. Government agency obligations$224,211,000481
Securities issued by states & political subdivisions$458,724,00043
Other domestic debt securities$647,649,00045
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$637,528,0008
Other domestic debt securities - All other$10,121,000478
Foreign debt securities$0302
Equity securities$27,292,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$354,467,000201
Mortgage-backed securities$7,581,0003,767
Certificates of participation in pools of residential mortgages$7,581,0003,163
Issued or guaranteed by U.S.$7,581,0003,162
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)$456,439,00065
Available-for-sale securities (fair market value)$901,442,000161
Total debt securities$1,330,541,000137
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$100,268,00041
Revaluation gains on off-balance sheet contracts$86,305,00034
Revaluation losses on off-balance sheet contracts$89,533,00034
2012-06-30Rank
Total securities$1,350,932,000135
U.S. Government securities$232,797,000480
U.S. Treasury securities$6,0001,065
U.S. Government agency obligations$232,791,000465
Securities issued by states & political subdivisions$489,514,00040
Other domestic debt securities$605,609,00047
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$595,737,0008
Other domestic debt securities - All other$9,872,000485
Foreign debt securities$0295
Equity securities$23,012,00079
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$370,681,000191
Mortgage-backed securities$7,793,0003,766
Certificates of participation in pools of residential mortgages$7,793,0003,156
Issued or guaranteed by U.S.$7,793,0003,156
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)$487,617,00061
Available-for-sale securities (fair market value)$863,315,000159
Total debt securities$1,327,874,000136
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$104,678,00036
Revaluation gains on off-balance sheet contracts$84,077,00034
Revaluation losses on off-balance sheet contracts$87,652,00034
2012-03-31Rank
Total securities$1,379,973,000135
U.S. Government securities$231,524,000491
U.S. Treasury securities$6,0001,154
U.S. Government agency obligations$231,518,000475
Securities issued by states & political subdivisions$492,323,00038
Other domestic debt securities$633,284,00047
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$622,805,0006
Other domestic debt securities - All other$10,479,000461
Foreign debt securities$0227
Equity securities$22,842,00074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$376,512,000193
Mortgage-backed securities$8,150,0003,765
Certificates of participation in pools of residential mortgages$8,150,0003,096
Issued or guaranteed by U.S.$8,150,0003,094
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)$500,277,00060
Available-for-sale securities (fair market value)$879,696,000165
Total debt securities$1,357,022,000137
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$94,010,00039
Revaluation gains on off-balance sheet contracts$74,954,00034
Revaluation losses on off-balance sheet contracts$77,332,00033
2011-12-31Rank
Total securities$1,419,936,000129
U.S. Government securities$238,030,000461
U.S. Treasury securities$6,0001,072
U.S. Government agency obligations$238,024,000444
Securities issued by states & political subdivisions$505,644,00035
Other domestic debt securities$632,014,00053
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$621,876,0005
Other domestic debt securities - All other$10,138,000447
Foreign debt securities$0182
Equity securities$44,248,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$549,867,000135
Mortgage-backed securities$8,246,0003,670
Certificates of participation in pools of residential mortgages$8,246,0002,976
Issued or guaranteed by U.S.$8,246,0002,976
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)$513,721,00052
Available-for-sale securities (fair market value)$906,215,000150
Total debt securities$1,375,577,000132
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$122,467,00038
Revaluation gains on off-balance sheet contracts$82,136,00034
Revaluation losses on off-balance sheet contracts$86,559,00034
2011-09-30Rank
Total securities$1,391,839,000137
U.S. Government securities$224,644,000471
U.S. Treasury securities$6,0001,123
U.S. Government agency obligations$224,638,000455
Securities issued by states & political subdivisions$481,531,00036
Other domestic debt securities$631,957,00051
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$621,172,0005
Other domestic debt securities - All other$10,785,000398
Foreign debt securities$0176
Equity securities$53,707,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$394,594,000165
Mortgage-backed securities$8,575,0003,576
Certificates of participation in pools of residential mortgages$8,575,0002,877
Issued or guaranteed by U.S.$8,575,0002,873
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)$491,979,00060
Available-for-sale securities (fair market value)$899,860,000153
Total debt securities$1,338,021,000137
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$133,585,00041
Revaluation gains on off-balance sheet contracts$83,214,00035
Revaluation losses on off-balance sheet contracts$87,985,00035
2011-06-30Rank
Total securities$1,461,402,000127
U.S. Government securities$231,160,000463
U.S. Treasury securities$6,0001,223
U.S. Government agency obligations$231,154,000448
Securities issued by states & political subdivisions$496,843,00033
Other domestic debt securities$698,281,00048
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$685,822,0005
Other domestic debt securities - All other$12,459,000339
Foreign debt securities$0168
Equity securities$35,118,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$463,496,000139
Mortgage-backed securities$8,742,0003,513
Certificates of participation in pools of residential mortgages$8,742,0002,813
Issued or guaranteed by U.S.$8,742,0002,805
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)$515,685,00056
Available-for-sale securities (fair market value)$945,717,000146
Total debt securities$1,426,176,000127
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$112,015,00044
Revaluation gains on off-balance sheet contracts$60,683,00037
Revaluation losses on off-balance sheet contracts$62,406,00038
2011-03-31Rank
Total securities$1,520,117,000126
U.S. Government securities$236,304,000454
U.S. Treasury securities$6,0001,271
U.S. Government agency obligations$236,298,000435
Securities issued by states & political subdivisions$484,085,00035
Other domestic debt securities$753,668,00047
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$740,467,0006
Other domestic debt securities - All other$13,201,000326
Foreign debt securities$0165
Equity securities$46,060,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$519,861,000141
Mortgage-backed securities$9,155,0003,390
Certificates of participation in pools of residential mortgages$9,155,0002,694
Issued or guaranteed by U.S.$9,155,0002,689
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)$503,677,00056
Available-for-sale securities (fair market value)$1,016,440,000138
Total debt securities$1,473,949,000127
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$110,582,00040
Revaluation gains on off-balance sheet contracts$53,857,00037
Revaluation losses on off-balance sheet contracts$55,044,00036
2010-12-31Rank
Total securities$1,645,877,000115
U.S. Government securities$246,744,000416
U.S. Treasury securities$6,0001,274
U.S. Government agency obligations$246,738,000395
Securities issued by states & political subdivisions$493,908,00034
Other domestic debt securities$843,571,00048
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$127,000199
Structured financial products - Total$830,955,0006
Other domestic debt securities - All other$12,489,000321
Foreign debt securities$0158
Equity securities$61,654,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$584,760,000126
Mortgage-backed securities$9,773,0003,184
Certificates of participation in pools of residential mortgages$9,773,0002,478
Issued or guaranteed by U.S.$9,773,0002,473
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)$512,941,00053
Available-for-sale securities (fair market value)$1,132,936,000123
Total debt securities$1,584,113,000120
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$114,162,00043
Revaluation gains on off-balance sheet contracts$64,969,00036
Revaluation losses on off-balance sheet contracts$66,782,00034
2010-09-30Rank
Total securities$1,685,047,000109
U.S. Government securities$254,360,000381
U.S. Treasury securities$6,0001,179
U.S. Government agency obligations$254,354,000366
Securities issued by states & political subdivisions$503,555,00032
Other domestic debt securities$874,183,00047
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$21,200,00047
Structured financial products - Total$841,369,0006
Other domestic debt securities - All other$11,614,000326
Foreign debt securities$0158
Equity securities$52,949,00046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$497,116,000131
Mortgage-backed securities$10,106,0003,142
Certificates of participation in pools of residential mortgages$10,106,0002,393
Issued or guaranteed by U.S.$10,106,0002,389
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)$507,811,00049
Available-for-sale securities (fair market value)$1,177,236,000113
Total debt securities$1,631,339,000109
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$141,093,00041
Revaluation gains on off-balance sheet contracts$98,110,00036
Revaluation losses on off-balance sheet contracts$103,015,00035
2010-06-30Rank
Total securities$1,746,440,000105
U.S. Government securities$265,338,000363
U.S. Treasury securities$7,0001,120
U.S. Government agency obligations$265,331,000348
Securities issued by states & political subdivisions$521,786,00031
Other domestic debt securities$914,218,00043
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$37,681,00041
Structured financial products - Total$864,822,0006
Other domestic debt securities - All other$11,715,000307
Foreign debt securities$0158
Equity securities$45,098,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$579,412,000123
Mortgage-backed securities$10,444,0003,093
Certificates of participation in pools of residential mortgages$10,444,0002,366
Issued or guaranteed by U.S.$10,444,0002,360
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)$508,862,00050
Available-for-sale securities (fair market value)$1,237,578,000109
Total debt securities$1,700,827,000106
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$169,503,00039
Revaluation gains on off-balance sheet contracts$83,754,00036
Revaluation losses on off-balance sheet contracts$87,547,00035
2010-03-31Rank
Total securities$1,801,774,00099
U.S. Government securities$275,591,000355
U.S. Treasury securities$7,0001,129
U.S. Government agency obligations$275,584,000343
Securities issued by states & political subdivisions$570,996,00029
Other domestic debt securities$902,940,00045
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$37,664,00043
Structured financial products - Total$851,886,0006
Other domestic debt securities - All other$13,390,000285
Foreign debt securities$0171
Equity securities$52,247,00046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$533,989,000129
Mortgage-backed securities$10,920,0003,094
Certificates of participation in pools of residential mortgages$10,920,0002,401
Issued or guaranteed by U.S.$10,920,0002,397
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)$555,874,00046
Available-for-sale securities (fair market value)$1,245,900,000111
Total debt securities$1,749,194,000102
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$119,953,00044
Revaluation gains on off-balance sheet contracts$69,110,00034
Revaluation losses on off-balance sheet contracts$70,345,00035
2009-12-31Rank
Total securities$1,939,604,00099
U.S. Government securities$288,205,000321
U.S. Treasury securities$7,0001,076
U.S. Government agency obligations$288,198,000310
Securities issued by states & political subdivisions$570,231,00029
Other domestic debt securities$1,022,317,00043
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$40,131,00050
Structured financial products - Total$969,205,0008
Other domestic debt securities - All other$12,981,000286
Foreign debt securities$0171
Equity securities$58,851,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$642,793,000118
Mortgage-backed securities$11,306,0003,098
Certificates of participation in pools of residential mortgages$11,306,0002,423
Issued or guaranteed by U.S.$11,306,0002,416
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)$555,361,00048
Available-for-sale securities (fair market value)$1,384,243,000104
Total debt securities$1,879,861,000101
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$90,832,00050
Revaluation gains on off-balance sheet contracts$67,143,00036
Revaluation losses on off-balance sheet contracts$68,011,00035
2009-09-30Rank
Total securities$2,081,232,000102
U.S. Government securities$429,700,000223
U.S. Treasury securities$9,005,000271
U.S. Government agency obligations$420,695,000220
Securities issued by states & political subdivisions$569,598,00032
Other domestic debt securities$1,063,346,00050
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$41,978,00052
Structured financial products - Total$1,008,657,0007
Other domestic debt securities - All other$12,711,000316
Foreign debt securities$0175
Equity securities$18,588,000112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$601,818,000128
Mortgage-backed securities$12,579,0002,994
Certificates of participation in pools of residential mortgages$12,579,0002,335
Issued or guaranteed by U.S.$12,579,0002,327
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)$557,195,00054
Available-for-sale securities (fair market value)$1,524,037,00099
Total debt securities$2,061,867,000102
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$155,630,00050
Revaluation gains on off-balance sheet contracts$78,593,00037
Revaluation losses on off-balance sheet contracts$81,635,00037
2009-06-30Rank
Total securities$2,275,575,00093
U.S. Government securities$453,450,000204
U.S. Treasury securities$6,004,000308
U.S. Government agency obligations$447,446,000203
Securities issued by states & political subdivisions$603,832,00028
Other domestic debt securities$1,109,325,00049
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$41,921,00054
Structured financial products - Total$1,055,188,0007
Other domestic debt securities - All other$12,216,000337
Foreign debt securities$0183
Equity securities$108,968,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$598,965,000126
Mortgage-backed securities$12,983,0002,979
Certificates of participation in pools of residential mortgages$12,983,0002,349
Issued or guaranteed by U.S.$12,983,0002,341
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)$591,461,00047
Available-for-sale securities (fair market value)$1,684,114,00097
Total debt securities$2,153,698,00094
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$79,021,00052
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$1,812,862,000107
U.S. Government securities$352,350,000275
U.S. Treasury securities$5,989,000279
U.S. Government agency obligations$346,361,000273
Securities issued by states & political subdivisions$351,571,00043
Other domestic debt securities$1,063,240,00044
Privately issued residential mortgage-backed securities$1,076,0001,202
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,062,164,00016
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$45,701,00069
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$532,082,000141
Mortgage-backed securities$14,572,0002,864
Certificates of participation in pools of residential mortgages$13,496,0002,331
Issued or guaranteed by U.S.$13,496,0002,321
Privately issued$0191
Collaterized mortgage obligations$1,076,0002,872
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$1,076,0001,147
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$507,259,00048
Available-for-sale securities (fair market value)$1,305,603,000116
Total debt securities$1,753,897,000107
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$65,393,00062
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$1,756,018,000102
U.S. Government securities$369,376,000257
U.S. Treasury securities$5,999,000245
U.S. Government agency obligations$363,377,000255
Securities issued by states & political subdivisions$339,322,00044
Other domestic debt securities$968,819,00045
Privately issued residential mortgage-backed securities$1,208,0001,124
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$967,611,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$78,501,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$722,311,000109
Mortgage-backed securities$14,967,0002,782
Certificates of participation in pools of residential mortgages$13,759,0002,267
Issued or guaranteed by U.S.$13,759,0002,258
Privately issued$0188
Collaterized mortgage obligations$1,208,0002,739
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$1,208,0001,073
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$523,108,00044
Available-for-sale securities (fair market value)$1,232,910,000111
Total debt securities$1,665,229,000104
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$41,636,00076
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$1,673,195,000101
U.S. Government securities$356,408,000256
U.S. Treasury securities$6,009,000249
U.S. Government agency obligations$350,399,000255
Securities issued by states & political subdivisions$333,564,00044
Other domestic debt securities$935,924,00045
Privately issued residential mortgage-backed securities$2,210,000929
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$933,714,00017
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$47,299,00061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$750,342,000103
Mortgage-backed securities$16,742,0002,511
Certificates of participation in pools of residential mortgages$14,532,0002,121
Issued or guaranteed by U.S.$14,532,0002,111
Privately issued$0192
Collaterized mortgage obligations$2,210,0002,287
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$2,210,000892
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$617,170,00042
Available-for-sale securities (fair market value)$1,056,025,000118
Total debt securities$1,617,746,000101
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$43,540,00077
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$1,558,056,000103
U.S. Government securities$211,259,000399
U.S. Treasury securities$6,021,000242
U.S. Government agency obligations$205,238,000409
Securities issued by states & political subdivisions$329,894,00045
Other domestic debt securities$997,303,00051
Privately issued residential mortgage-backed securities$3,632,000794
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$993,671,00012
Foreign debt securities$0189
Equity securities$19,600,000162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$778,390,00097
Mortgage-backed securities$19,009,0002,321
Certificates of participation in pools of residential mortgages$15,377,0002,023
Issued or guaranteed by U.S.$15,377,0002,013
Privately issued$0202
Collaterized mortgage obligations$3,632,0001,952
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$3,632,000757
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$614,392,00044
Available-for-sale securities (fair market value)$943,664,000135
Total debt securities$1,538,456,000104
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$45,946,00079
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$1,933,747,000105
U.S. Government securities$229,595,000385
U.S. Treasury securities$6,057,000253
U.S. Government agency obligations$223,538,000382
Securities issued by states & political subdivisions$331,741,00047
Other domestic debt securities$1,371,759,00043
Privately issued residential mortgage-backed securities$4,239,000712
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$284,217,00029
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,083,303,00010
Foreign debt securities$0199
Equity securities$652,0001,180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$522,496,000135
Mortgage-backed securities$32,663,0001,499
Certificates of participation in pools of residential mortgages$28,424,0001,217
Issued or guaranteed by U.S.$28,424,0001,207
Privately issued$0205
Collaterized mortgage obligations$4,239,0001,827
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$4,239,000677
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$330,290,00055
Available-for-sale securities (fair market value)$1,603,457,00097
Total debt securities$1,933,095,000104
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$35,040,00093
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$2,080,751,00098
U.S. Government securities$503,177,000196
U.S. Treasury securities$6,093,000273
U.S. Government agency obligations$497,084,000192
Securities issued by states & political subdivisions$328,157,00047
Other domestic debt securities$1,219,956,00043
Privately issued residential mortgage-backed securities$5,004,000618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$63,589,00050
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,151,363,00010
Foreign debt securities$0202
Equity securities$29,461,000124
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$609,784,000113
Mortgage-backed securities$300,992,000244
Certificates of participation in pools of residential mortgages$295,988,000160
Issued or guaranteed by U.S.$295,988,000153
Privately issued$0191
Collaterized mortgage obligations$5,004,0001,613
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$5,004,000581
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$326,632,00067
Available-for-sale securities (fair market value)$1,754,119,00093
Total debt securities$2,051,290,00099
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$21,849,000105
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$1,416,966,000130
U.S. Government securities$526,250,000195
U.S. Treasury securities$2,049,000566
U.S. Government agency obligations$524,201,000192
Securities issued by states & political subdivisions$326,337,00051
Other domestic debt securities$520,320,00073
Privately issued residential mortgage-backed securities$5,534,000564
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$199,936,00035
Structured financial products - TotalNANA
Other domestic debt securities - All other$314,850,00029
Foreign debt securities$0200
Equity securities$44,059,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$634,493,000113
Mortgage-backed securities$320,112,000227
Certificates of participation in pools of residential mortgages$314,578,000144
Issued or guaranteed by U.S.$314,578,000136
Privately issued$0194
Collaterized mortgage obligations$5,534,0001,515
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$5,534,000534
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$324,814,00071
Available-for-sale securities (fair market value)$1,092,152,000130
Total debt securities$1,372,907,000130
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$15,494,000117
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$1,139,827,000152
U.S. Government securities$490,755,000210
U.S. Treasury securities$01,362
U.S. Government agency obligations$490,755,000206
Securities issued by states & political subdivisions$352,249,00047
Other domestic debt securities$282,211,000114
Privately issued residential mortgage-backed securities$6,172,000510
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$276,039,00027
Foreign debt securities$0201
Equity securities$14,612,000207
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$613,129,000125
Mortgage-backed securities$301,124,000235
Certificates of participation in pools of residential mortgages$294,952,000157
Issued or guaranteed by U.S.$294,952,000148
Privately issued$0207
Collaterized mortgage obligations$6,172,0001,403
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$6,172,000479
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$350,739,00064
Available-for-sale securities (fair market value)$789,088,000163
Total debt securities$1,125,215,000152
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$22,808,000104
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$1,227,977,000150
U.S. Government securities$520,570,000205
U.S. Treasury securities$01,448
U.S. Government agency obligations$520,570,000196
Securities issued by states & political subdivisions$373,939,00043
Other domestic debt securities$327,391,000103
Privately issued residential mortgage-backed securities$6,712,000484
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$320,679,00022
Foreign debt securities$0207
Equity securities$6,077,000402
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$602,173,000124
Mortgage-backed securities$319,578,000225
Certificates of participation in pools of residential mortgages$312,866,000149
Issued or guaranteed by U.S.$312,866,000142
Privately issued$0218
Collaterized mortgage obligations$6,712,0001,315
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$6,712,000455
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$372,414,00066
Available-for-sale securities (fair market value)$855,563,000154
Total debt securities$1,221,900,000148
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$32,438,000100
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$1,297,036,000146
U.S. Government securities$533,965,000206
U.S. Treasury securities$01,498
U.S. Government agency obligations$533,965,000197
Securities issued by states & political subdivisions$384,750,00043
Other domestic debt securities$318,199,00098
Privately issued residential mortgage-backed securities$7,146,000461
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$311,053,00022
Foreign debt securities$0210
Equity securities$60,122,00057
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$628,992,000123
Mortgage-backed securities$323,854,000223
Certificates of participation in pools of residential mortgages$316,708,000154
Issued or guaranteed by U.S.$316,708,000146
Privately issued$0208
Collaterized mortgage obligations$7,146,0001,268
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$7,146,000438
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$383,155,00061
Available-for-sale securities (fair market value)$913,881,000154
Total debt securities$1,236,914,000146
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$63,436,00050
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$1,217,572,000151
U.S. Government securities$493,643,000213
U.S. Treasury securities$01,574
U.S. Government agency obligations$493,643,000208
Securities issued by states & political subdivisions$400,312,00036
Other domestic debt securities$295,562,000107
Privately issued residential mortgage-backed securities$7,570,000447
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$287,992,00029
Foreign debt securities$0214
Equity securities$28,055,000115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$650,366,000123
Mortgage-backed securities$283,144,000256
Certificates of participation in pools of residential mortgages$275,574,000179
Issued or guaranteed by U.S.$275,574,000171
Privately issued$0214
Collaterized mortgage obligations$7,570,0001,190
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$7,570,000420
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$398,616,00058
Available-for-sale securities (fair market value)$818,956,000170
Total debt securities$1,189,517,000152
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$92,615,00048
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$1,168,987,000159
U.S. Government securities$465,434,000229
U.S. Treasury securities$01,634
U.S. Government agency obligations$465,434,000224
Securities issued by states & political subdivisions$395,422,00037
Other domestic debt securities$299,091,000106
Privately issued residential mortgage-backed securities$7,973,000432
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$291,118,00026
Foreign debt securities$0223
Equity securities$9,040,000309
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$650,320,000126
Mortgage-backed securities$255,907,000281
Certificates of participation in pools of residential mortgages$247,934,000199
Issued or guaranteed by U.S.$247,934,000191
Privately issued$0211
Collaterized mortgage obligations$7,973,0001,157
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$7,973,000410
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$393,692,00063
Available-for-sale securities (fair market value)$775,295,000177
Total debt securities$1,159,947,000158
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$70,646,00053
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$1,329,977,000146
U.S. Government securities$481,018,000233
U.S. Treasury securities$01,715
U.S. Government agency obligations$481,018,000224
Securities issued by states & political subdivisions$400,007,00036
Other domestic debt securities$308,105,000106
Privately issued residential mortgage-backed securities$8,424,000424
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$299,681,00026
Foreign debt securities$0226
Equity securities$140,847,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$598,939,000129
Mortgage-backed securities$272,997,000275
Certificates of participation in pools of residential mortgages$264,573,000191
Issued or guaranteed by U.S.$264,573,000182
Privately issued$0205
Collaterized mortgage obligations$8,424,0001,125
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$8,424,000403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$398,261,00065
Available-for-sale securities (fair market value)$931,716,000166
Total debt securities$1,189,130,000158
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$151,924,00039
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$1,339,788,000146
U.S. Government securities$489,249,000236
U.S. Treasury securities$01,737
U.S. Government agency obligations$489,249,000226
Securities issued by states & political subdivisions$389,514,00040
Other domestic debt securities$303,149,000104
Privately issued residential mortgage-backed securities$8,912,000404
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$294,237,00024
Foreign debt securities$0223
Equity securities$157,876,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$647,293,000126
Mortgage-backed securities$276,015,000274
Certificates of participation in pools of residential mortgages$267,103,000197
Issued or guaranteed by U.S.$267,103,000189
Privately issued$0216
Collaterized mortgage obligations$8,912,0001,083
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$8,912,000385
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$386,692,00070
Available-for-sale securities (fair market value)$953,096,000165
Total debt securities$1,181,912,000161
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$101,562,00044
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$1,213,722,000162
U.S. Government securities$424,485,000259
U.S. Treasury securities$01,786
U.S. Government agency obligations$424,485,000250
Securities issued by states & political subdivisions$372,589,00038
Other domestic debt securities$273,429,000113
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$273,429,00029
Foreign debt securities$0234
Equity securities$143,219,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$547,588,000141
Mortgage-backed securities$188,531,000364
Certificates of participation in pools of residential mortgages$188,531,000252
Issued or guaranteed by U.S.$188,531,000247
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)$370,602,00073
Available-for-sale securities (fair market value)$843,120,000173
Total debt securities$1,070,503,000176
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$352,059,00029
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$1,302,379,000158
U.S. Government securities$459,078,000242
U.S. Treasury securities$01,839
U.S. Government agency obligations$459,078,000236
Securities issued by states & political subdivisions$368,043,00036
Other domestic debt securities$277,281,000112
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$277,281,00026
Foreign debt securities$0234
Equity securities$197,977,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$547,717,000141
Mortgage-backed securities$210,965,000346
Certificates of participation in pools of residential mortgages$210,965,000240
Issued or guaranteed by U.S.$210,965,000234
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)$366,053,00072
Available-for-sale securities (fair market value)$936,326,000170
Total debt securities$1,104,402,000174
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$282,082,00030
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$1,289,416,000159
U.S. Government securities$479,670,000245
U.S. Treasury securities$01,963
U.S. Government agency obligations$479,670,000236
Securities issued by states & political subdivisions$368,824,00030
Other domestic debt securities$266,805,000115
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$266,805,00029
Foreign debt securities$0247
Equity securities$174,117,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$524,959,000142
Mortgage-backed securities$227,782,000330
Certificates of participation in pools of residential mortgages$227,782,000235
Issued or guaranteed by U.S.$227,782,000229
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)$366,458,00073
Available-for-sale securities (fair market value)$922,958,000169
Total debt securities$1,115,299,000174
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$303,469,00026
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$1,464,898,000152
U.S. Government securities$392,244,000292
U.S. Treasury securities$01,963
U.S. Government agency obligations$392,244,000276
Securities issued by states & political subdivisions$378,463,00030
Other domestic debt securities$496,014,00077
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$496,014,00014
Foreign debt securities$0244
Equity securities$198,177,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$535,041,000146
Mortgage-backed securities$162,208,000436
Certificates of participation in pools of residential mortgages$162,208,000307
Issued or guaranteed by U.S.$162,208,000300
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)$375,998,00070
Available-for-sale securities (fair market value)$1,088,900,000156
Total debt securities$1,266,721,000162
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$290,070,00029
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$16,00049
2004-09-30Rank
Total securities$1,445,568,000150
U.S. Government securities$412,082,000285
U.S. Treasury securities$01,990
U.S. Government agency obligations$412,082,000270
Securities issued by states & political subdivisions$382,568,00033
Other domestic debt securities$495,930,00075
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$495,930,00014
Foreign debt securities$0248
Equity securities$154,988,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$499,091,000158
Mortgage-backed securities$171,092,000422
Certificates of participation in pools of residential mortgages$171,092,000292
Issued or guaranteed by U.S.$171,092,000284
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)$379,894,00066
Available-for-sale securities (fair market value)$1,065,674,000160
Total debt securities$1,290,580,000157
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$433,273,00025
Revaluation gains on off-balance sheet contracts$5,00056
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$1,346,952,000156
U.S. Government securities$327,164,000345
U.S. Treasury securities$02,098
U.S. Government agency obligations$327,164,000328
Securities issued by states & political subdivisions$404,300,00027
Other domestic debt securities$412,525,00087
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$412,525,00016
Foreign debt securities$0251
Equity securities$202,963,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$548,253,000142
Mortgage-backed securities$73,964,000779
Certificates of participation in pools of residential mortgages$73,964,000578
Issued or guaranteed by U.S.$73,964,000574
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)$401,652,00064
Available-for-sale securities (fair market value)$945,300,000173
Total debt securities$1,143,989,000172
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$601,583,00021
Revaluation gains on off-balance sheet contracts$115,00055
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$1,502,494,000150
U.S. Government securities$337,269,000332
U.S. Treasury securities$02,082
U.S. Government agency obligations$337,269,000313
Securities issued by states & political subdivisions$411,460,00028
Other domestic debt securities$576,367,00077
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$576,367,00014
Foreign debt securities$0264
Equity securities$177,398,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$550,357,000142
Mortgage-backed securities$105,480,000624
Certificates of participation in pools of residential mortgages$105,480,000449
Issued or guaranteed by U.S.$105,480,000445
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)$408,197,00063
Available-for-sale securities (fair market value)$1,094,297,000160
Total debt securities$1,325,096,000161
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$383,850,00025
Revaluation gains on off-balance sheet contracts$74,00052
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$1,249,538,000165
U.S. Government securities$357,669,000338
U.S. Treasury securities$02,227
U.S. Government agency obligations$357,669,000321
Securities issued by states & political subdivisions$470,383,00026
Other domestic debt securities$204,747,000115
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$204,747,00047
Foreign debt securities$0283
Equity securities$216,739,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$599,395,000127
Mortgage-backed securities$108,907,000613
Certificates of participation in pools of residential mortgages$108,907,000447
Issued or guaranteed by U.S.$108,907,000443
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)$04,692
Available-for-sale securities (fair market value)$1,249,538,000145
Total debt securities$1,032,799,000178
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$380,223,00024
Revaluation gains on off-balance sheet contracts$142,00058
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$1,404,343,000147
U.S. Government securities$262,431,000436
U.S. Treasury securities$02,287
U.S. Government agency obligations$262,431,000416
Securities issued by states & political subdivisions$482,266,00025
Other domestic debt securities$444,607,00070
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$444,607,00019
Foreign debt securities$0291
Equity securities$215,039,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$672,973,000116
Mortgage-backed securities$42,014,0001,219
Certificates of participation in pools of residential mortgages$42,014,000898
Issued or guaranteed by U.S.$42,014,000893
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)$04,716
Available-for-sale securities (fair market value)$1,404,343,000130
Total debt securities$1,189,304,000162
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$393,695,00025
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$1,289,752,000151
U.S. Government securities$272,380,000420
U.S. Treasury securities$2,998,000939
U.S. Government agency obligations$269,382,000409
Securities issued by states & political subdivisions$439,250,00028
Other domestic debt securities$465,525,00062
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$465,525,00021
Foreign debt securities$0294
Equity securities$112,597,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$448,811,000143
Mortgage-backed securities$38,112,0001,296
Certificates of participation in pools of residential mortgages$38,112,000938
Issued or guaranteed by U.S.$38,112,000934
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)$04,735
Available-for-sale securities (fair market value)$1,289,752,000136
Total debt securities$1,177,155,000157
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$384,728,00024
Revaluation gains on off-balance sheet contracts$162,00057
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$947,388,000181
U.S. Government securities$260,275,000434
U.S. Treasury securities$3,987,000813
U.S. Government agency obligations$256,288,000424
Securities issued by states & political subdivisions$437,960,00028
Other domestic debt securities$119,016,000158
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$119,016,00081
Foreign debt securities$0294
Equity securities$130,137,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$197,159,000262
Mortgage-backed securities$12,231,0002,750
Certificates of participation in pools of residential mortgages$12,231,0002,103
Issued or guaranteed by U.S.$12,231,0002,095
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)$04,788
Available-for-sale securities (fair market value)$947,388,000160
Total debt securities$817,251,000202
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$336,005,00024
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$1,242,427,000156
U.S. Government securities$269,021,000392
U.S. Treasury securities$6,990,000558
U.S. Government agency obligations$262,031,000382
Securities issued by states & political subdivisions$440,944,00025
Other domestic debt securities$309,086,00077
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$215,976,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$93,110,000107
Foreign debt securities$0302
Equity securities$223,376,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$401,580,000154
Mortgage-backed securities$15,595,0002,342
Certificates of participation in pools of residential mortgages$15,595,0001,735
Issued or guaranteed by U.S.$15,595,0001,725
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
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)$04,875
Available-for-sale securities (fair market value)$1,242,427,000141
Total debt securities$1,019,051,000171
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$331,610,00024
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$998,594,000173
U.S. Government securities$352,771,000289
U.S. Treasury securities$7,215,000587
U.S. Government agency obligations$345,556,000273
Securities issued by states & political subdivisions$285,703,00035
Other domestic debt securities$190,810,000115
Privately issued residential mortgage-backed securities$76,214,000111
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$114,596,00079
Foreign debt securities$0319
Equity securities$169,310,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$356,498,000164
Mortgage-backed securities$101,866,000559
Certificates of participation in pools of residential mortgages$24,185,0001,121
Issued or guaranteed by U.S.$24,185,0001,115
Privately issued$0260
Collaterized mortgage obligations$77,681,000347
CMOs issued by government agencies or sponsored agencies$1,467,0002,841
Privately issued$76,214,00098
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,214,000275
Available-for-sale securities (fair market value)$922,380,000156
Total debt securities$829,185,000182
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$102,896,00046
Revaluation gains on off-balance sheet contracts$68,00053
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$1,440,447,000131
U.S. Government securities$861,775,000145
U.S. Treasury securities$1,199,0002,459
U.S. Government agency obligations$860,576,000137
Securities issued by states & political subdivisions$201,752,00052
Other domestic debt securities$91,461,000177
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$91,461,000109
Foreign debt securities$0313
Equity securities$285,459,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$284,523,000192
Mortgage-backed securities$415,164,000179
Certificates of participation in pools of residential mortgages$412,084,000117
Issued or guaranteed by U.S.$412,084,000117
Privately issued$0308
Collaterized mortgage obligations$3,080,0001,915
CMOs issued by government agencies or sponsored agencies$3,080,0001,780
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)$881,052,00046
Available-for-sale securities (fair market value)$559,395,000203
Total debt securities$1,154,923,000146
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$280,410,00019
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$1,302,279,000146
U.S. Government securities$809,740,000157
U.S. Treasury securities$45,0005,402
U.S. Government agency obligations$809,695,000146
Securities issued by states & political subdivisions$171,210,00055
Other domestic debt securities$33,656,000395
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$33,656,000293
Foreign debt securities$0343
Equity securities$287,673,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$370,165,000181
Mortgage-backed securities$439,058,000192
Certificates of participation in pools of residential mortgages$439,058,000128
Issued or guaranteed by U.S.$439,058,000125
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$945,551,00042
Available-for-sale securities (fair market value)$356,728,000307
Total debt securities$1,014,579,000171
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$327,845,00017
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$1,103,505,000151
U.S. Government securities$683,308,000177
U.S. Treasury securities$89,0006,804
U.S. Government agency obligations$683,219,000158
Securities issued by states & political subdivisions$155,160,00059
Other domestic debt securities$35,509,000327
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$35,509,000218
Foreign debt securities$0363
Equity securities$229,528,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$168,130,000253
Mortgage-backed securities$400,782,000206
Certificates of participation in pools of residential mortgages$400,782,000136
Issued or guaranteed by U.S.$400,782,000133
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)$747,995,00052
Available-for-sale securities (fair market value)$355,510,000307
Total debt securities$873,928,000176
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$191,855,00030
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$1,623,680,000108
U.S. Government securities$1,214,376,000118
U.S. Treasury securities$14,989,0001,253
U.S. Government agency obligations$1,199,387,00095
Securities issued by states & political subdivisions$176,578,00046
Other domestic debt securities$23,280,000327
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$23,280,000208
Foreign debt securities$0390
Equity securities$209,446,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$486,003,000118
Mortgage-backed securities$50,513,000864
Certificates of participation in pools of residential mortgages$50,513,000638
Issued or guaranteed by U.S.$50,513,000625
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)$1,204,130,00032
Available-for-sale securities (fair market value)$419,550,000258
Total debt securities$1,414,226,000120
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$161,083,00028
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$1,342,945,000130
U.S. Government securities$939,265,000147
U.S. Treasury securities$5,163,0003,672
U.S. Government agency obligations$934,102,000119
Securities issued by states & political subdivisions$195,515,00039
Other domestic debt securities$21,654,000345
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$21,654,000199
Foreign debt securities$0466
Equity securities$186,511,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$493,781,000124
Mortgage-backed securities$107,210,000558
Certificates of participation in pools of residential mortgages$56,621,000621
Issued or guaranteed by U.S.$56,621,000608
Privately issued$0472
Collaterized mortgage obligations$50,589,000399
CMOs issued by government agencies or sponsored agencies$50,589,000365
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)$922,328,00058
Available-for-sale securities (fair market value)$420,617,000265
Total debt securities$1,156,433,000145
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$34,076,00060
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$1,040,969,000178
U.S. Government securities$682,346,000216
U.S. Treasury securities$2,699,0006,328
U.S. Government agency obligations$679,647,000166
Securities issued by states & political subdivisions$166,309,00047
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$192,314,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$223,170,000248
Mortgage-backed securities$107,661,000588
Certificates of participation in pools of residential mortgages$53,176,000653
Issued or guaranteed by U.S.$53,176,000632
Privately issued$0558
Collaterized mortgage obligations$54,485,000423
CMOs issued by government agencies or sponsored agencies$54,485,000387
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)$679,165,00080
Available-for-sale securities (fair market value)$361,804,000314
Total debt securities$848,525,000215
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$63,706,00051
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$882,632,000223
U.S. Government securities$558,470,000268
U.S. Treasury securities$5,224,0005,386
U.S. Government agency obligations$553,246,000189
Securities issued by states & political subdivisions$145,220,00057
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$178,942,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$234,213,000239
Mortgage-backed securities$84,354,000716
Certificates of participation in pools of residential mortgages$57,775,000629
Issued or guaranteed by U.S.$57,775,000607
Privately issued$0564
Collaterized mortgage obligations$26,579,000735
CMOs issued by government agencies or sponsored agencies$26,579,000692
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)$626,620,000189
Available-for-sale securities (fair market value)$256,012,000253
Total debt securities$703,690,000262
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$316,948,00021
Revaluation gains on off-balance sheet contracts$111,00058
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$797,677,000240
U.S. Government securities$526,784,000283
U.S. Treasury securities$257,00011,257
U.S. Government agency obligations$526,527,000191
Securities issued by states & political subdivisions$105,465,00089
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$165,428,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,947,000319
Mortgage-backed securities$97,731,000690
Certificates of participation in pools of residential mortgages$54,920,000676
Issued or guaranteed by U.S.$54,920,000644
Privately issued$0731
Collaterized mortgage obligations$42,811,000587
CMOs issued by government agencies or sponsored agencies$42,811,000538
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$632,249,000296
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$98,333,00047
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$726,873,000250
U.S. Government securities$508,894,000264
U.S. Treasury securities$554,00011,143
U.S. Government agency obligations$508,340,000185
Securities issued by states & political subdivisions$62,293,000149
Other domestic debt securities$10,000,0001,046
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$10,000,000710
Foreign debt securities$0699
Equity securities$145,686,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,621,000387
Mortgage-backed securities$151,163,000477
Certificates of participation in pools of residential mortgages$71,530,000563
Issued or guaranteed by U.S.$71,530,000529
Privately issued$0831
Collaterized mortgage obligations$79,633,000350
CMOs issued by government agencies or sponsored agencies$79,633,000322
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$581,187,000285
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$38,700,00069
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA