Connecticut River Bank, Securities

2014-06-30Rank
Total securities$27,165,0003,856
U.S. Government securities$25,239,0003,058
U.S. Treasury securities$01,342
U.S. Government agency obligations$25,239,0002,966
Securities issued by states & political subdivisions$1,144,0004,798
Other domestic debt securities$782,0001,915
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$782,0001,526
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,707,0004,271
Mortgage-backed securities$17,605,0002,481
Certificates of participation in pools of residential mortgages$9,656,0002,685
Issued or guaranteed by U.S.$9,656,0002,685
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$7,949,000359
Commercial mortgage pass-through securities$4,963,000285
Other commercial mortgage-backed securities$2,986,000324
Held to maturity securities (book value)$38,0002,469
Available-for-sale securities (fair market value)$27,127,0003,525
Total debt securities$27,165,0003,826
Structured notes
Amortized cost$3,000,000987
Fair value$2,989,000995
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$28,883,0003,780
U.S. Government securities$26,969,0002,943
U.S. Treasury securities$01,198
U.S. Government agency obligations$26,969,0002,866
Securities issued by states & political subdivisions$1,136,0004,831
Other domestic debt securities$778,0001,978
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$778,0001,569
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,841,0004,045
Mortgage-backed securities$18,285,0002,448
Certificates of participation in pools of residential mortgages$10,179,0002,625
Issued or guaranteed by U.S.$10,179,0002,625
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$8,106,000335
Commercial mortgage pass-through securities$4,969,000262
Other commercial mortgage-backed securities$3,137,000298
Held to maturity securities (book value)$41,0002,487
Available-for-sale securities (fair market value)$28,842,0003,455
Total debt securities$28,883,0003,752
Structured notes
Amortized cost$3,000,000998
Fair value$2,979,0001,003
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$30,855,0003,634
U.S. Government securities$28,667,0002,820
U.S. Treasury securities$01,131
U.S. Government agency obligations$28,667,0002,748
Securities issued by states & political subdivisions$1,410,0004,772
Other domestic debt securities$778,0002,024
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$778,0001,600
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,390,0003,935
Mortgage-backed securities$18,843,0002,407
Certificates of participation in pools of residential mortgages$10,670,0002,570
Issued or guaranteed by U.S.$10,670,0002,570
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$8,173,000313
Commercial mortgage pass-through securities$4,971,000246
Other commercial mortgage-backed securities$3,202,000281
Held to maturity securities (book value)$43,0002,513
Available-for-sale securities (fair market value)$30,812,0003,338
Total debt securities$30,855,0003,608
Structured notes
Amortized cost$4,000,000836
Fair value$3,978,000822
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$32,723,0003,530
U.S. Government securities$30,521,0002,746
U.S. Treasury securities$01,131
U.S. Government agency obligations$30,521,0002,677
Securities issued by states & political subdivisions$1,425,0004,788
Other domestic debt securities$777,0002,081
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$777,0001,637
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,396,0003,947
Mortgage-backed securities$19,618,0002,375
Certificates of participation in pools of residential mortgages$11,198,0002,516
Issued or guaranteed by U.S.$11,198,0002,514
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$8,420,000303
Commercial mortgage pass-through securities$4,968,000229
Other commercial mortgage-backed securities$3,452,000276
Held to maturity securities (book value)$45,0002,505
Available-for-sale securities (fair market value)$32,678,0003,251
Total debt securities$32,723,0003,501
Structured notes
Amortized cost$4,000,000820
Fair value$3,978,000816
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$34,667,0003,407
U.S. Government securities$32,456,0002,618
U.S. Treasury securities$01,152
U.S. Government agency obligations$32,456,0002,549
Securities issued by states & political subdivisions$1,432,0004,775
Other domestic debt securities$779,0002,136
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$779,0001,676
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,550,0003,916
Mortgage-backed securities$21,389,0002,284
Certificates of participation in pools of residential mortgages$12,321,0002,369
Issued or guaranteed by U.S.$12,321,0002,368
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$9,068,000281
Commercial mortgage pass-through securities$5,427,000212
Other commercial mortgage-backed securities$3,641,000244
Held to maturity securities (book value)$47,0002,455
Available-for-sale securities (fair market value)$34,620,0003,141
Total debt securities$34,667,0003,376
Structured notes
Amortized cost$3,999,000840
Fair value$3,976,000813
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$34,137,0003,475
U.S. Government securities$32,666,0002,656
U.S. Treasury securities$01,161
U.S. Government agency obligations$32,666,0002,597
Securities issued by states & political subdivisions$1,471,0004,755
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,171,0004,034
Mortgage-backed securities$20,461,0002,371
Certificates of participation in pools of residential mortgages$12,726,0002,349
Issued or guaranteed by U.S.$12,726,0002,349
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$7,735,000259
Commercial mortgage pass-through securities$5,467,000198
Other commercial mortgage-backed securities$2,268,000244
Held to maturity securities (book value)$49,0002,454
Available-for-sale securities (fair market value)$34,088,0003,225
Total debt securities$34,137,0003,441
Structured notes
Amortized cost$4,999,000721
Fair value$5,005,000710
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$31,989,0003,557
U.S. Government securities$30,503,0002,701
U.S. Treasury securities$01,135
U.S. Government agency obligations$30,503,0002,636
Securities issued by states & political subdivisions$1,486,0004,766
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,201,0003,793
Mortgage-backed securities$19,006,0002,465
Certificates of participation in pools of residential mortgages$12,428,0002,379
Issued or guaranteed by U.S.$12,428,0002,377
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$6,578,000242
Commercial mortgage pass-through securities$4,266,000193
Other commercial mortgage-backed securities$2,312,000194
Held to maturity securities (book value)$51,0002,485
Available-for-sale securities (fair market value)$31,938,0003,294
Total debt securities$31,989,0003,521
Structured notes
Amortized cost$4,998,000758
Fair value$5,009,000737
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$33,840,0003,472
U.S. Government securities$32,353,0002,669
U.S. Treasury securities$01,086
U.S. Government agency obligations$32,353,0002,608
Securities issued by states & political subdivisions$1,487,0004,765
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,277,0004,044
Mortgage-backed securities$19,692,0002,536
Certificates of participation in pools of residential mortgages$14,781,0002,267
Issued or guaranteed by U.S.$14,781,0002,266
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$4,911,000268
Commercial mortgage pass-through securities$3,524,000187
Other commercial mortgage-backed securities$1,387,000214
Held to maturity securities (book value)$120,0002,448
Available-for-sale securities (fair market value)$33,720,0003,208
Total debt securities$33,840,0003,446
Structured notes
Amortized cost$5,998,000680
Fair value$6,013,000670
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$32,422,0003,576
U.S. Government securities$30,936,0002,779
U.S. Treasury securities$01,068
U.S. Government agency obligations$30,936,0002,720
Securities issued by states & political subdivisions$1,486,0004,763
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,012,0003,914
Mortgage-backed securities$16,986,0002,765
Certificates of participation in pools of residential mortgages$15,068,0002,281
Issued or guaranteed by U.S.$15,068,0002,280
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$1,918,000371
Commercial mortgage pass-through securities$1,532,000250
Other commercial mortgage-backed securities$386,000254
Held to maturity securities (book value)$126,0002,472
Available-for-sale securities (fair market value)$32,296,0003,312
Total debt securities$32,422,0003,549
Structured notes
Amortized cost$5,998,000794
Fair value$6,015,000780
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$33,912,0003,518
U.S. Government securities$32,456,0002,727
U.S. Treasury securities$01,157
U.S. Government agency obligations$32,456,0002,669
Securities issued by states & political subdivisions$1,456,0004,734
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,127,0003,914
Mortgage-backed securities$17,919,0002,711
Certificates of participation in pools of residential mortgages$16,283,0002,173
Issued or guaranteed by U.S.$16,283,0002,170
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$1,636,000346
Commercial mortgage pass-through securities$1,636,000216
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$159,0002,495
Available-for-sale securities (fair market value)$33,753,0003,266
Total debt securities$33,912,0003,492
Structured notes
Amortized cost$3,998,0001,212
Fair value$3,988,0001,215
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$31,484,0003,579
U.S. Government securities$30,014,0002,805
U.S. Treasury securities$01,076
U.S. Government agency obligations$30,014,0002,744
Securities issued by states & political subdivisions$1,470,0004,730
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,965,0003,573
Mortgage-backed securities$16,021,0002,789
Certificates of participation in pools of residential mortgages$15,082,0002,170
Issued or guaranteed by U.S.$15,082,0002,163
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$939,000357
Commercial mortgage pass-through securities$939,000236
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$206,0002,544
Available-for-sale securities (fair market value)$31,278,0003,312
Total debt securities$31,484,0003,552
Structured notes
Amortized cost$2,500,0001,516
Fair value$2,510,0001,527
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$30,412,0003,578
U.S. Government securities$28,962,0002,813
U.S. Treasury securities$01,126
U.S. Government agency obligations$28,962,0002,745
Securities issued by states & political subdivisions$1,450,0004,699
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,050,0003,533
Mortgage-backed securities$14,848,0002,831
Certificates of participation in pools of residential mortgages$13,673,0002,235
Issued or guaranteed by U.S.$13,673,0002,229
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$1,175,000283
Commercial mortgage pass-through securities$1,175,000188
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$226,0002,548
Available-for-sale securities (fair market value)$30,186,0003,312
Total debt securities$30,412,0003,545
Structured notes
Amortized cost$1,000,0002,239
Fair value$1,001,0002,346
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$27,199,0003,839
U.S. Government securities$25,780,0003,111
U.S. Treasury securities$01,225
U.S. Government agency obligations$25,780,0003,031
Securities issued by states & political subdivisions$1,419,0004,681
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,172,0003,543
Mortgage-backed securities$8,031,0003,609
Certificates of participation in pools of residential mortgages$6,842,0003,136
Issued or guaranteed by U.S.$6,842,0003,131
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$1,189,000263
Commercial mortgage pass-through securities$1,189,000179
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$257,0002,552
Available-for-sale securities (fair market value)$26,942,0003,559
Total debt securities$27,199,0003,806
Structured notes
Amortized cost$1,998,0002,044
Fair value$2,000,0002,034
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$22,575,0004,264
U.S. Government securities$21,192,0003,533
U.S. Treasury securities$01,272
U.S. Government agency obligations$21,192,0003,433
Securities issued by states & political subdivisions$1,383,0004,690
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,500,0003,672
Mortgage-backed securities$5,104,0004,056
Certificates of participation in pools of residential mortgages$3,907,0003,726
Issued or guaranteed by U.S.$3,907,0003,717
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$1,197,000258
Commercial mortgage pass-through securities$1,197,000177
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$326,0002,502
Available-for-sale securities (fair market value)$22,249,0003,952
Total debt securities$22,575,0004,230
Structured notes
Amortized cost$1,997,0002,103
Fair value$1,989,0002,052
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$18,848,0004,545
U.S. Government securities$15,988,0003,933
U.S. Treasury securities$01,275
U.S. Government agency obligations$15,988,0003,816
Securities issued by states & political subdivisions$1,643,0004,566
Other domestic debt securities$1,217,0001,979
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$1,217,000229
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,389,0003,646
Mortgage-backed securities$4,365,0004,140
Certificates of participation in pools of residential mortgages$3,148,0003,844
Issued or guaranteed by U.S.$3,148,0003,833
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$1,217,000229
Commercial mortgage pass-through securities$1,217,000166
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$399,0002,484
Available-for-sale securities (fair market value)$18,449,0004,207
Total debt securities$18,848,0004,510
Structured notes
Amortized cost$1,999,0001,960
Fair value$1,982,0001,936
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$14,878,0004,991
U.S. Government securities$12,387,0004,425
U.S. Treasury securities$01,180
U.S. Government agency obligations$12,387,0004,307
Securities issued by states & political subdivisions$1,741,0004,457
Other domestic debt securities$750,0002,352
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$750,000248
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,288,0004,454
Mortgage-backed securities$3,685,0004,351
Certificates of participation in pools of residential mortgages$2,935,0003,900
Issued or guaranteed by U.S.$2,935,0003,891
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$750,000248
Commercial mortgage pass-through securities$750,000180
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$498,0002,482
Available-for-sale securities (fair market value)$14,380,0004,614
Total debt securities$14,878,0004,954
Structured notes
Amortized cost$1,999,0001,982
Fair value$2,003,0001,973
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$11,856,0005,431
U.S. Government securities$9,419,0005,048
U.S. Treasury securities$01,121
U.S. Government agency obligations$9,419,0004,934
Securities issued by states & political subdivisions$1,687,0004,446
Other domestic debt securities$750,0002,351
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$750,000246
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,479,0004,463
Mortgage-backed securities$3,935,0004,271
Certificates of participation in pools of residential mortgages$3,185,0003,867
Issued or guaranteed by U.S.$3,185,0003,860
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$750,000246
Commercial mortgage pass-through securities$750,000174
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$675,0002,429
Available-for-sale securities (fair market value)$11,181,0005,075
Total debt securities$11,856,0005,399
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$11,514,0005,535
U.S. Government securities$9,060,0005,205
U.S. Treasury securities$01,130
U.S. Government agency obligations$9,060,0005,096
Securities issued by states & political subdivisions$1,700,0004,437
Other domestic debt securities$754,0002,396
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$754,000257
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,099,0004,993
Mortgage-backed securities$4,111,0004,316
Certificates of participation in pools of residential mortgages$3,357,0003,937
Issued or guaranteed by U.S.$3,357,0003,928
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$754,000257
Commercial mortgage pass-through securities$754,000180
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$828,0002,404
Available-for-sale securities (fair market value)$10,686,0005,200
Total debt securities$11,514,0005,493
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$12,092,0005,425
U.S. Government securities$9,640,0005,052
U.S. Treasury securities$01,077
U.S. Government agency obligations$9,640,0004,956
Securities issued by states & political subdivisions$1,695,0004,478
Other domestic debt securities$757,0002,461
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$757,000247
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,530,0005,239
Mortgage-backed securities$4,327,0004,318
Certificates of participation in pools of residential mortgages$3,570,0003,943
Issued or guaranteed by U.S.$3,570,0003,935
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$757,000247
Commercial mortgage pass-through securities$757,000173
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$953,0002,404
Available-for-sale securities (fair market value)$11,139,0005,120
Total debt securities$12,092,0005,382
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$12,801,0005,373
U.S. Government securities$10,281,0004,953
U.S. Treasury securities$01,047
U.S. Government agency obligations$10,281,0004,858
Securities issued by states & political subdivisions$1,761,0004,488
Other domestic debt securities$759,0002,557
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$759,000260
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,588,0005,246
Mortgage-backed securities$4,493,0004,372
Certificates of participation in pools of residential mortgages$3,734,0003,971
Issued or guaranteed by U.S.$3,734,0003,961
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$759,000260
Commercial mortgage pass-through securities$759,000169
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$1,078,0002,417
Available-for-sale securities (fair market value)$11,723,0005,059
Total debt securities$12,801,0005,328
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$14,172,0005,169
U.S. Government securities$11,776,0004,659
U.S. Treasury securities$01,036
U.S. Government agency obligations$11,776,0004,566
Securities issued by states & political subdivisions$1,646,0004,519
Other domestic debt securities$750,0002,601
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$750,000217
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,180,0005,413
Mortgage-backed securities$4,672,0004,371
Certificates of participation in pools of residential mortgages$3,922,0003,973
Issued or guaranteed by U.S.$3,922,0003,959
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$750,000217
Commercial mortgage pass-through securities$750,000129
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$1,216,0002,397
Available-for-sale securities (fair market value)$12,956,0004,881
Total debt securities$14,172,0005,122
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$12,787,0005,421
U.S. Government securities$11,177,0004,859
U.S. Treasury securities$0981
U.S. Government agency obligations$11,177,0004,770
Securities issued by states & political subdivisions$1,610,0004,463
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,600,0005,713
Mortgage-backed securities$5,018,0004,360
Certificates of participation in pools of residential mortgages$5,018,0003,764
Issued or guaranteed by U.S.$5,018,0003,751
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,351,0002,381
Available-for-sale securities (fair market value)$11,436,0005,136
Total debt securities$12,787,0005,378
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$13,537,0005,322
U.S. Government securities$12,193,0004,738
U.S. Treasury securities$0973
U.S. Government agency obligations$12,193,0004,651
Securities issued by states & political subdivisions$1,344,0004,580
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,562,0005,794
Mortgage-backed securities$5,173,0004,266
Certificates of participation in pools of residential mortgages$5,173,0003,692
Issued or guaranteed by U.S.$5,173,0003,676
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,617,0002,298
Available-for-sale securities (fair market value)$11,920,0005,085
Total debt securities$13,537,0005,280
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$12,857,0005,382
U.S. Government securities$11,536,0004,801
U.S. Treasury securities$01,019
U.S. Government agency obligations$11,536,0004,712
Securities issued by states & political subdivisions$1,321,0004,578
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,190,0005,978
Mortgage-backed securities$5,101,0004,183
Certificates of participation in pools of residential mortgages$5,101,0003,625
Issued or guaranteed by U.S.$5,101,0003,613
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,902,0002,246
Available-for-sale securities (fair market value)$10,955,0005,178
Total debt securities$12,857,0005,344
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$12,289,0005,532
U.S. Government securities$10,903,0004,955
U.S. Treasury securities$01,021
U.S. Government agency obligations$10,903,0004,875
Securities issued by states & political subdivisions$1,386,0004,570
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$373,0006,420
Mortgage-backed securities$5,134,0004,172
Certificates of participation in pools of residential mortgages$5,134,0003,603
Issued or guaranteed by U.S.$5,134,0003,588
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,153,0002,166
Available-for-sale securities (fair market value)$10,136,0005,384
Total debt securities$12,289,0005,475
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$9,111,0006,113
U.S. Government securities$8,034,0005,587
U.S. Treasury securities$01,044
U.S. Government agency obligations$8,034,0005,498
Securities issued by states & political subdivisions$1,077,0004,802
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$384,0006,427
Mortgage-backed securities$3,442,0004,558
Certificates of participation in pools of residential mortgages$3,442,0004,029
Issued or guaranteed by U.S.$3,442,0004,015
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,417,0002,139
Available-for-sale securities (fair market value)$6,694,0006,052
Total debt securities$9,111,0006,039
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$3,711,0007,416
U.S. Government securities$3,711,0006,995
U.S. Treasury securities$01,146
U.S. Government agency obligations$3,711,0006,883
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$215,0006,570
Mortgage-backed securities$206,0006,021
Certificates of participation in pools of residential mortgages$206,0005,689
Issued or guaranteed by U.S.$206,0005,669
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,738,0002,128
Available-for-sale securities (fair market value)$973,0007,372
Total debt securities$3,711,0007,364
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$3,914,0007,406
U.S. Government securities$3,914,0007,001
U.S. Treasury securities$01,235
U.S. Government agency obligations$3,914,0006,889
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$263,0006,564
Mortgage-backed securities$217,0005,959
Certificates of participation in pools of residential mortgages$217,0005,609
Issued or guaranteed by U.S.$217,0005,587
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,945,0002,111
Available-for-sale securities (fair market value)$969,0007,407
Total debt securities$3,914,0007,368
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$4,157,0007,373
U.S. Government securities$4,157,0006,947
U.S. Treasury securities$01,362
U.S. Government agency obligations$4,157,0006,824
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,0006,747
Mortgage-backed securities$229,0005,957
Certificates of participation in pools of residential mortgages$229,0005,602
Issued or guaranteed by U.S.$229,0005,581
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,191,0002,082
Available-for-sale securities (fair market value)$966,0007,433
Total debt securities$4,156,0007,330
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$4,024,0007,446
U.S. Government securities$4,024,0007,029
U.S. Treasury securities$01,448
U.S. Government agency obligations$4,024,0006,896
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,733
Mortgage-backed securities$247,0005,944
Certificates of participation in pools of residential mortgages$247,0005,593
Issued or guaranteed by U.S.$247,0005,570
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,531,0002,057
Available-for-sale securities (fair market value)$493,0007,565
Total debt securities$4,021,0007,400
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$4,956,0007,276
U.S. Government securities$4,956,0006,828
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,956,0006,702
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$731,0006,427
Mortgage-backed securities$270,0005,920
Certificates of participation in pools of residential mortgages$270,0005,557
Issued or guaranteed by U.S.$270,0005,535
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,990,0002,000
Available-for-sale securities (fair market value)$966,0007,501
Total debt securities$4,957,0007,227
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$5,727,0007,168
U.S. Government securities$5,727,0006,651
U.S. Treasury securities$01,574
U.S. Government agency obligations$5,727,0006,521
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0006,443
Mortgage-backed securities$290,0005,922
Certificates of participation in pools of residential mortgages$290,0005,553
Issued or guaranteed by U.S.$290,0005,526
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,745,0001,928
Available-for-sale securities (fair market value)$982,0007,544
Total debt securities$5,727,0007,113
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$6,304,0007,065
U.S. Government securities$6,304,0006,492
U.S. Treasury securities$01,634
U.S. Government agency obligations$6,304,0006,357
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0006,480
Mortgage-backed securities$315,0005,919
Certificates of participation in pools of residential mortgages$315,0005,549
Issued or guaranteed by U.S.$315,0005,524
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,301,0001,873
Available-for-sale securities (fair market value)$1,003,0007,563
Total debt securities$6,305,0007,010
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$6,805,0007,007
U.S. Government securities$6,805,0006,399
U.S. Treasury securities$01,715
U.S. Government agency obligations$6,805,0006,258
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0006,505
Mortgage-backed securities$343,0005,929
Certificates of participation in pools of residential mortgages$343,0005,534
Issued or guaranteed by U.S.$343,0005,511
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,777,0001,821
Available-for-sale securities (fair market value)$1,028,0007,597
Total debt securities$6,805,0006,948
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$7,392,0006,915
U.S. Government securities$7,392,0006,239
U.S. Treasury securities$01,737
U.S. Government agency obligations$7,392,0006,101
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0006,533
Mortgage-backed securities$373,0005,952
Certificates of participation in pools of residential mortgages$373,0005,534
Issued or guaranteed by U.S.$373,0005,509
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,335,0001,777
Available-for-sale securities (fair market value)$1,057,0007,632
Total debt securities$7,392,0006,855
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$7,979,0006,779
U.S. Government securities$7,979,0006,067
U.S. Treasury securities$01,786
U.S. Government agency obligations$7,979,0005,932
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0006,566
Mortgage-backed securities$410,0005,953
Certificates of participation in pools of residential mortgages$410,0005,525
Issued or guaranteed by U.S.$410,0005,505
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,885,0001,723
Available-for-sale securities (fair market value)$1,094,0007,650
Total debt securities$7,979,0006,719
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$8,925,0006,610
U.S. Government securities$8,925,0005,868
U.S. Treasury securities$01,839
U.S. Government agency obligations$8,925,0005,728
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$700,0006,630
Mortgage-backed securities$461,0005,963
Certificates of participation in pools of residential mortgages$461,0005,528
Issued or guaranteed by U.S.$461,0005,501
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,776,0001,648
Available-for-sale securities (fair market value)$1,149,0007,665
Total debt securities$8,925,0006,550
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$9,653,0006,513
U.S. Government securities$9,653,0005,764
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,653,0005,617
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$700,0006,674
Mortgage-backed securities$515,0005,972
Certificates of participation in pools of residential mortgages$515,0005,533
Issued or guaranteed by U.S.$515,0005,513
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)$8,454,0001,592
Available-for-sale securities (fair market value)$1,199,0007,729
Total debt securities$9,653,0006,452
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$10,362,0006,386
U.S. Government securities$10,362,0005,617
U.S. Treasury securities$01,963
U.S. Government agency obligations$10,362,0005,459
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$700,0006,688
Mortgage-backed securities$590,0005,939
Certificates of participation in pools of residential mortgages$590,0005,489
Issued or guaranteed by U.S.$590,0005,470
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)$9,080,0001,550
Available-for-sale securities (fair market value)$1,282,0007,735
Total debt securities$10,362,0006,321
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$11,094,0006,277
U.S. Government securities$11,094,0005,454
U.S. Treasury securities$01,990
U.S. Government agency obligations$11,094,0005,303
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$701,0006,715
Mortgage-backed securities$657,0005,927
Certificates of participation in pools of residential mortgages$657,0005,449
Issued or guaranteed by U.S.$657,0005,433
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)$9,742,0001,498
Available-for-sale securities (fair market value)$1,352,0007,764
Total debt securities$11,094,0006,207
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$11,831,0006,188
U.S. Government securities$11,831,0005,353
U.S. Treasury securities$02,098
U.S. Government agency obligations$11,831,0005,196
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$689,0006,752
Mortgage-backed securities$738,0005,929
Certificates of participation in pools of residential mortgages$738,0005,435
Issued or guaranteed by U.S.$738,0005,418
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,404,0001,458
Available-for-sale securities (fair market value)$1,427,0007,821
Total debt securities$11,831,0006,114
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$12,954,0005,938
U.S. Government securities$12,954,0005,025
U.S. Treasury securities$02,082
U.S. Government agency obligations$12,954,0004,890
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$707,0006,709
Mortgage-backed securities$881,0005,873
Certificates of participation in pools of residential mortgages$881,0005,364
Issued or guaranteed by U.S.$881,0005,345
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)$11,366,0001,346
Available-for-sale securities (fair market value)$1,588,0007,782
Total debt securities$12,954,0005,856
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$13,977,0005,799
U.S. Government securities$13,977,0004,881
U.S. Treasury securities$02,227
U.S. Government agency obligations$13,977,0004,735
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0006,895
Mortgage-backed securities$992,0005,781
Certificates of participation in pools of residential mortgages$992,0005,288
Issued or guaranteed by U.S.$992,0005,266
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)$12,233,0001,297
Available-for-sale securities (fair market value)$1,744,0007,816
Total debt securities$13,977,0005,708
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$15,141,0005,520
U.S. Government securities$15,141,0004,527
U.S. Treasury securities$02,287
U.S. Government agency obligations$15,141,0004,367
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$1,247,0005,609
Certificates of participation in pools of residential mortgages$1,247,0005,083
Issued or guaranteed by U.S.$1,247,0005,062
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)$12,133,0001,297
Available-for-sale securities (fair market value)$3,008,0007,465
Total debt securities$15,141,0005,430
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$16,188,0005,273
U.S. Government securities$16,188,0004,251
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,188,0004,096
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,339
Mortgage-backed securities$1,643,0005,506
Certificates of participation in pools of residential mortgages$1,643,0004,889
Issued or guaranteed by U.S.$1,643,0004,870
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,758,0001,474
Available-for-sale securities (fair market value)$6,430,0006,556
Total debt securities$16,188,0005,179
Structured notes
Amortized cost$500,0001,576
Fair value$501,0001,689
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$13,548,0005,756
U.S. Government securities$13,548,0004,783
U.S. Treasury securities$02,382
U.S. Government agency obligations$13,548,0004,611
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0006,996
Mortgage-backed securities$2,028,0005,308
Certificates of participation in pools of residential mortgages$2,028,0004,642
Issued or guaranteed by U.S.$2,028,0004,624
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)$5,948,0001,984
Available-for-sale securities (fair market value)$7,600,0006,301
Total debt securities$13,548,0005,665
Structured notes
Amortized cost$500,0001,320
Fair value$504,0001,400
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$14,039,0005,636
U.S. Government securities$14,039,0004,647
U.S. Treasury securities$02,544
U.S. Government agency obligations$14,039,0004,469
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0007,030
Mortgage-backed securities$2,416,0005,117
Certificates of participation in pools of residential mortgages$2,416,0004,416
Issued or guaranteed by U.S.$2,416,0004,399
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)$5,517,0002,077
Available-for-sale securities (fair market value)$8,522,0006,073
Total debt securities$14,039,0005,543
Structured notes
Amortized cost$500,0001,148
Fair value$507,0001,238
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$21,849,0004,247
U.S. Government securities$19,754,0003,560
U.S. Treasury securities$03,182
U.S. Government agency obligations$19,754,0003,391
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$2,095,0002,193
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,095,0001,851
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0007,209
Mortgage-backed securities$3,030,0004,706
Certificates of participation in pools of residential mortgages$3,030,0003,866
Issued or guaranteed by U.S.$3,030,0003,849
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,718,0001,958
Available-for-sale securities (fair market value)$15,131,0004,583
Total debt securities$21,849,0004,162
Structured notes
Amortized cost$1,500,000246
Fair value$1,584,000239
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$22,200,0004,311
U.S. Government securities$20,247,0003,630
U.S. Treasury securities$04,186
U.S. Government agency obligations$20,247,0003,354
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$1,304,0002,264
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$1,304,0001,965
Foreign debt securities$0313
Equity securities$649,0003,288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
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)$18,155,0001,229
Available-for-sale securities (fair market value)$4,045,0007,537
Total debt securities$21,551,0004,276
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$14,765,0005,849
U.S. Government securities$14,305,0004,913
U.S. Treasury securities$05,412
U.S. Government agency obligations$14,305,0004,446
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$460,0003,901
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0007,147
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
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)$13,350,0001,745
Available-for-sale securities (fair market value)$1,415,0008,618
Total debt securities$14,305,0005,846
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$12,900,0006,309
U.S. Government securities$12,351,0005,429
U.S. Treasury securities$06,820
U.S. Government agency obligations$12,351,0004,650
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$549,0003,387
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
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)$12,351,0002,018
Available-for-sale securities (fair market value)$549,0009,079
Total debt securities$12,351,0006,327
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$9,374,0007,600
U.S. Government securities$8,827,0006,929
U.S. Treasury securities$07,921
U.S. Government agency obligations$8,827,0005,657
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$547,0003,424
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0008,122
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
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)$8,827,0003,040
Available-for-sale securities (fair market value)$547,0009,444
Total debt securities$8,827,0007,673
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$4,822,0009,847
U.S. Government securities$4,286,0009,528
U.S. Treasury securities$08,776
U.S. Government agency obligations$4,286,0008,049
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$536,0003,377
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0008,521
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,286,0005,015
Available-for-sale securities (fair market value)$536,0009,787
Total debt securities$4,286,0009,963
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$2,832,00011,089
U.S. Government securities$2,266,00010,974
U.S. Treasury securities$010,180
U.S. Government agency obligations$2,266,0009,527
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$566,0003,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,0009,271
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,266,0006,453
Available-for-sale securities (fair market value)$566,00010,213
Total debt securities$2,266,00011,185
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$2,765,00011,784
U.S. Government securities$2,246,00011,645
U.S. Treasury securities$011,131
U.S. Government agency obligations$2,246,0009,691
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$519,0002,998
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,0009,725
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,246,0009,846
Available-for-sale securities (fair market value)$519,00010,108
Total debt securities$2,246,00011,879
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$543,00013,017
U.S. Government securities$013,030
U.S. Treasury securities$011,566
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$543,0002,918
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$013,082
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$2,631,00012,748
U.S. Government securities$2,012,00012,703
U.S. Treasury securities$2,012,0008,735
U.S. Government agency obligations$012,681
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$619,0002,364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$2,012,00012,943
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA