Home > Alaska Pacific Bank > Securities

Alaska Pacific Bank, Securities

2014-03-31Rank
Total securities$5,522,0005,893
U.S. Government securities$4,176,0005,555
U.S. Treasury securities$01,198
U.S. Government agency obligations$4,176,0005,454
Securities issued by states & political subdivisions$1,346,0004,750
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,518,0004,346
Mortgage-backed securities$1,191,0004,827
Certificates of participation in pools of residential mortgages$1,191,0004,512
Issued or guaranteed by U.S.$1,191,0004,508
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)$02,629
Available-for-sale securities (fair market value)$5,522,0005,505
Total debt securities$5,522,0005,871
Structured notes
Amortized cost$2,000,0001,222
Fair value$1,962,0001,257
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$5,567,0005,938
U.S. Government securities$4,221,0005,574
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,221,0005,477
Securities issued by states & political subdivisions$1,346,0004,799
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,578,0004,318
Mortgage-backed securities$1,282,0004,823
Certificates of participation in pools of residential mortgages$1,282,0004,504
Issued or guaranteed by U.S.$1,282,0004,498
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)$02,650
Available-for-sale securities (fair market value)$5,567,0005,543
Total debt securities$5,567,0005,915
Structured notes
Amortized cost$2,000,0001,200
Fair value$1,928,0001,242
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$5,689,0005,980
U.S. Government securities$4,336,0005,617
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,336,0005,516
Securities issued by states & political subdivisions$1,353,0004,814
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,688,0004,346
Mortgage-backed securities$1,343,0004,846
Certificates of participation in pools of residential mortgages$1,343,0004,520
Issued or guaranteed by U.S.$1,343,0004,515
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)$02,651
Available-for-sale securities (fair market value)$5,689,0005,590
Total debt securities$5,689,0005,957
Structured notes
Amortized cost$2,000,0001,174
Fair value$1,976,0001,201
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$5,821,0005,963
U.S. Government securities$4,465,0005,592
U.S. Treasury securities$01,152
U.S. Government agency obligations$4,465,0005,483
Securities issued by states & political subdivisions$1,356,0004,804
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,814,0004,083
Mortgage-backed securities$1,457,0004,822
Certificates of participation in pools of residential mortgages$1,457,0004,454
Issued or guaranteed by U.S.$1,457,0004,450
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)$02,603
Available-for-sale securities (fair market value)$5,821,0005,597
Total debt securities$5,821,0005,936
Structured notes
Amortized cost$2,000,0001,166
Fair value$1,984,0001,183
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$6,087,0005,981
U.S. Government securities$4,686,0005,595
U.S. Treasury securities$01,161
U.S. Government agency obligations$4,686,0005,483
Securities issued by states & political subdivisions$1,401,0004,779
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$6,079,0004,057
Mortgage-backed securities$1,617,0004,819
Certificates of participation in pools of residential mortgages$1,617,0004,430
Issued or guaranteed by U.S.$1,617,0004,428
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)$02,608
Available-for-sale securities (fair market value)$6,087,0005,623
Total debt securities$6,087,0005,952
Structured notes
Amortized cost$2,000,0001,189
Fair value$2,006,0001,204
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$4,253,0006,269
U.S. Government securities$2,844,0005,980
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,844,0005,875
Securities issued by states & political subdivisions$1,409,0004,797
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$3,765,0004,611
Mortgage-backed securities$1,768,0004,817
Certificates of participation in pools of residential mortgages$1,768,0004,411
Issued or guaranteed by U.S.$1,768,0004,411
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)$02,639
Available-for-sale securities (fair market value)$4,253,0005,866
Total debt securities$4,253,0006,241
Structured notes
Amortized cost$1,000,0001,621
Fair value$1,009,0001,612
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$4,968,0006,267
U.S. Government securities$3,551,0005,951
U.S. Treasury securities$01,086
U.S. Government agency obligations$3,551,0005,859
Securities issued by states & political subdivisions$1,417,0004,802
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$3,978,0004,619
Mortgage-backed securities$1,970,0004,872
Certificates of participation in pools of residential mortgages$1,970,0004,460
Issued or guaranteed by U.S.$1,970,0004,458
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)$02,698
Available-for-sale securities (fair market value)$4,968,0005,863
Total debt securities$4,968,0006,239
Structured notes
Amortized cost$1,500,0001,551
Fair value$1,511,0001,547
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$5,709,0006,237
U.S. Government securities$3,735,0006,009
U.S. Treasury securities$01,068
U.S. Government agency obligations$3,735,0005,911
Securities issued by states & political subdivisions$1,974,0004,573
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$3,934,0004,659
Mortgage-backed securities$2,150,0004,864
Certificates of participation in pools of residential mortgages$2,150,0004,431
Issued or guaranteed by U.S.$2,150,0004,430
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)$02,724
Available-for-sale securities (fair market value)$5,709,0005,823
Total debt securities$5,709,0006,206
Structured notes
Amortized cost$1,500,0001,729
Fair value$1,513,0001,725
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$5,836,0006,260
U.S. Government securities$3,877,0006,078
U.S. Treasury securities$01,157
U.S. Government agency obligations$3,877,0005,980
Securities issued by states & political subdivisions$1,959,0004,526
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$4,057,0004,640
Mortgage-backed securities$2,292,0004,861
Certificates of participation in pools of residential mortgages$2,292,0004,412
Issued or guaranteed by U.S.$2,292,0004,409
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)$02,785
Available-for-sale securities (fair market value)$5,836,0005,841
Total debt securities$5,836,0006,231
Structured notes
Amortized cost$1,500,0001,934
Fair value$1,511,0001,936
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$5,778,0006,298
U.S. Government securities$4,008,0006,063
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,008,0005,960
Securities issued by states & political subdivisions$1,706,0004,624
Other domestic debt securities$64,0002,781
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$64,0002,084
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,421,0004,781
Certificates of participation in pools of residential mortgages$2,421,0004,311
Issued or guaranteed by U.S.$2,421,0004,302
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$5,778,0005,853
Total debt securities$5,778,0006,267
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$5,964,0006,296
U.S. Government securities$4,776,0005,946
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,776,0005,829
Securities issued by states & political subdivisions$1,124,0004,850
Other domestic debt securities$64,0002,766
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$64,0002,058
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,689,0004,695
Certificates of participation in pools of residential mortgages$2,689,0004,175
Issued or guaranteed by U.S.$2,689,0004,160
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$5,964,0005,853
Total debt securities$5,964,0006,266
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$4,975,0006,564
U.S. Government securities$4,911,0006,048
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,911,0005,926
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$64,0002,725
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$64,0001,993
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,833,0004,642
Certificates of participation in pools of residential mortgages$2,833,0004,095
Issued or guaranteed by U.S.$2,833,0004,081
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$4,975,0006,083
Total debt securities$4,975,0006,529
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$5,045,0006,570
U.S. Government securities$4,981,0006,052
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,981,0005,924
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$64,0002,772
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$64,0002,033
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,937,0004,565
Certificates of participation in pools of residential mortgages$2,937,0004,019
Issued or guaranteed by U.S.$2,937,0004,009
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$5,045,0006,092
Total debt securities$5,045,0006,538
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$2,219,0007,039
U.S. Government securities$2,155,0006,628
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,155,0006,514
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$64,0002,925
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$64,0002,042
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,070,0004,745
Certificates of participation in pools of residential mortgages$2,070,0004,209
Issued or guaranteed by U.S.$2,070,0004,203
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$2,219,0006,536
Total debt securities$2,219,0007,003
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$2,300,0007,065
U.S. Government securities$2,300,0006,620
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,300,0006,501
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,214,0004,734
Certificates of participation in pools of residential mortgages$2,214,0004,155
Issued or guaranteed by U.S.$2,214,0004,146
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$2,300,0006,548
Total debt securities$2,300,0007,033
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$2,405,0007,143
U.S. Government securities$2,405,0006,731
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,405,0006,616
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,317,0004,716
Certificates of participation in pools of residential mortgages$2,317,0004,157
Issued or guaranteed by U.S.$2,317,0004,148
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$2,405,0006,601
Total debt securities$2,405,0007,106
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$2,510,0007,189
U.S. Government securities$2,510,0006,794
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,510,0006,688
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,420,0004,769
Certificates of participation in pools of residential mortgages$2,420,0004,251
Issued or guaranteed by U.S.$2,420,0004,245
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$2,510,0006,648
Total debt securities$2,510,0007,150
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$2,606,0007,198
U.S. Government securities$2,606,0006,773
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,606,0006,674
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,514,0004,818
Certificates of participation in pools of residential mortgages$2,514,0004,304
Issued or guaranteed by U.S.$2,514,0004,297
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$2,606,0006,656
Total debt securities$2,606,0007,158
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$2,721,0007,249
U.S. Government securities$2,721,0006,803
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,721,0006,707
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,628,0004,884
Certificates of participation in pools of residential mortgages$2,628,0004,367
Issued or guaranteed by U.S.$2,628,0004,360
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$2,721,0006,698
Total debt securities$2,721,0007,209
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$2,883,0007,249
U.S. Government securities$2,883,0006,785
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,883,0006,690
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,789,0004,882
Certificates of participation in pools of residential mortgages$2,789,0004,381
Issued or guaranteed by U.S.$2,789,0004,368
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$2,883,0006,692
Total debt securities$2,883,0007,205
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$3,118,0007,252
U.S. Government securities$3,118,0006,816
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,118,0006,725
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,022,0004,880
Certificates of participation in pools of residential mortgages$3,022,0004,390
Issued or guaranteed by U.S.$3,022,0004,379
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)$03,516
Available-for-sale securities (fair market value)$3,118,0006,687
Total debt securities$3,118,0007,207
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$3,243,0007,312
U.S. Government securities$3,243,0006,902
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,243,0006,807
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,145,0004,809
Certificates of participation in pools of residential mortgages$3,145,0004,300
Issued or guaranteed by U.S.$3,145,0004,288
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)$03,539
Available-for-sale securities (fair market value)$3,243,0006,720
Total debt securities$3,243,0007,270
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$3,316,0007,321
U.S. Government securities$3,316,0006,899
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,316,0006,799
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,215,0004,724
Certificates of participation in pools of residential mortgages$3,215,0004,208
Issued or guaranteed by U.S.$3,215,0004,197
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)$03,569
Available-for-sale securities (fair market value)$3,316,0006,714
Total debt securities$3,316,0007,283
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$3,439,0007,360
U.S. Government securities$3,439,0006,921
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,439,0006,817
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,337,0004,691
Certificates of participation in pools of residential mortgages$3,337,0004,181
Issued or guaranteed by U.S.$3,337,0004,166
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)$03,596
Available-for-sale securities (fair market value)$3,439,0006,753
Total debt securities$3,439,0007,306
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$3,777,0007,312
U.S. Government securities$3,777,0006,846
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,777,0006,740
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,673,0004,497
Certificates of participation in pools of residential mortgages$3,673,0003,959
Issued or guaranteed by U.S.$3,673,0003,944
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)$03,628
Available-for-sale securities (fair market value)$3,777,0006,698
Total debt securities$3,777,0007,257
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$3,913,0007,368
U.S. Government securities$3,913,0006,929
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,913,0006,818
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,807,0004,204
Certificates of participation in pools of residential mortgages$3,807,0003,601
Issued or guaranteed by U.S.$3,807,0003,586
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)$03,689
Available-for-sale securities (fair market value)$3,913,0006,710
Total debt securities$3,913,0007,318
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$4,092,0007,346
U.S. Government securities$4,092,0006,926
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,092,0006,822
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,984,0003,988
Certificates of participation in pools of residential mortgages$3,984,0003,367
Issued or guaranteed by U.S.$3,984,0003,353
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)$03,749
Available-for-sale securities (fair market value)$4,092,0006,684
Total debt securities$4,092,0007,303
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$4,535,0007,282
U.S. Government securities$4,535,0006,845
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,535,0006,724
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,405,0003,806
Certificates of participation in pools of residential mortgages$4,405,0003,168
Issued or guaranteed by U.S.$4,405,0003,155
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)$03,791
Available-for-sale securities (fair market value)$4,535,0006,621
Total debt securities$4,535,0007,234
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$4,896,0007,258
U.S. Government securities$4,896,0006,806
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,896,0006,671
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,764,0003,709
Certificates of participation in pools of residential mortgages$4,764,0003,068
Issued or guaranteed by U.S.$4,764,0003,053
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)$03,860
Available-for-sale securities (fair market value)$4,896,0006,575
Total debt securities$4,896,0007,214
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$5,288,0007,198
U.S. Government securities$5,288,0006,729
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,288,0006,603
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,153,0003,579
Certificates of participation in pools of residential mortgages$5,153,0002,950
Issued or guaranteed by U.S.$5,153,0002,936
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)$03,949
Available-for-sale securities (fair market value)$5,288,0006,498
Total debt securities$5,288,0007,152
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$5,647,0007,190
U.S. Government securities$5,647,0006,671
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,647,0006,537
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,510,0003,476
Certificates of participation in pools of residential mortgages$5,510,0002,882
Issued or guaranteed by U.S.$5,510,0002,867
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)$04,052
Available-for-sale securities (fair market value)$5,647,0006,457
Total debt securities$5,647,0007,134
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$6,132,0007,091
U.S. Government securities$6,132,0006,536
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,132,0006,404
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,994,0003,364
Certificates of participation in pools of residential mortgages$5,994,0002,780
Issued or guaranteed by U.S.$5,994,0002,768
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)$04,097
Available-for-sale securities (fair market value)$6,132,0006,352
Total debt securities$6,132,0007,037
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$6,766,0007,015
U.S. Government securities$6,766,0006,409
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,766,0006,269
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,627,0003,252
Certificates of participation in pools of residential mortgages$6,627,0002,712
Issued or guaranteed by U.S.$6,627,0002,698
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)$04,162
Available-for-sale securities (fair market value)$6,766,0006,274
Total debt securities$6,766,0006,955
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$7,464,0006,896
U.S. Government securities$7,464,0006,210
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,464,0006,075
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,324,0003,143
Certificates of participation in pools of residential mortgages$7,324,0002,590
Issued or guaranteed by U.S.$7,324,0002,581
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)$04,235
Available-for-sale securities (fair market value)$7,464,0006,156
Total debt securities$7,464,0006,837
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$8,337,0006,689
U.S. Government securities$8,337,0005,974
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,337,0005,828
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,195,0002,997
Certificates of participation in pools of residential mortgages$8,195,0002,459
Issued or guaranteed by U.S.$8,195,0002,447
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)$1,0004,281
Available-for-sale securities (fair market value)$8,336,0005,963
Total debt securities$8,337,0006,633
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$8,638,0006,675
U.S. Government securities$8,638,0005,943
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,638,0005,802
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,495,0003,034
Certificates of participation in pools of residential mortgages$8,495,0002,467
Issued or guaranteed by U.S.$8,495,0002,456
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)$04,351
Available-for-sale securities (fair market value)$8,638,0005,938
Total debt securities$8,638,0006,621
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$7,225,0007,053
U.S. Government securities$7,225,0006,399
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,225,0006,253
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,080,0003,394
Certificates of participation in pools of residential mortgages$7,080,0002,792
Issued or guaranteed by U.S.$7,080,0002,783
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)$04,419
Available-for-sale securities (fair market value)$7,225,0006,279
Total debt securities$7,225,0006,999
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$7,897,0006,912
U.S. Government securities$7,897,0006,206
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,897,0006,065
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,748,0003,316
Certificates of participation in pools of residential mortgages$7,748,0002,688
Issued or guaranteed by U.S.$7,748,0002,681
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)$04,483
Available-for-sale securities (fair market value)$7,897,0006,135
Total debt securities$7,897,0006,856
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$8,610,0006,793
U.S. Government securities$8,610,0006,040
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,610,0005,893
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,459,0003,197
Certificates of participation in pools of residential mortgages$8,459,0002,591
Issued or guaranteed by U.S.$8,459,0002,581
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)$04,541
Available-for-sale securities (fair market value)$8,610,0006,025
Total debt securities$8,610,0006,728
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$9,342,0006,724
U.S. Government securities$9,342,0005,936
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,342,0005,778
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,189,0003,111
Certificates of participation in pools of residential mortgages$9,189,0002,510
Issued or guaranteed by U.S.$9,189,0002,502
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)$04,584
Available-for-sale securities (fair market value)$9,342,0005,963
Total debt securities$9,342,0006,653
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$10,614,0006,447
U.S. Government securities$10,614,0005,589
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,614,0005,445
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$10,459,0002,960
Certificates of participation in pools of residential mortgages$10,459,0002,345
Issued or guaranteed by U.S.$10,459,0002,334
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)$04,632
Available-for-sale securities (fair market value)$10,614,0005,710
Total debt securities$10,614,0006,360
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$11,292,0006,339
U.S. Government securities$11,292,0005,459
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,292,0005,295
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,134,0002,843
Certificates of participation in pools of residential mortgages$11,134,0002,277
Issued or guaranteed by U.S.$11,134,0002,263
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$11,292,0005,605
Total debt securities$11,292,0006,254
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$12,864,0005,948
U.S. Government securities$12,864,0004,954
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,864,0004,806
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$12,604,0002,645
Certificates of participation in pools of residential mortgages$12,604,0002,099
Issued or guaranteed by U.S.$12,604,0002,089
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$12,864,0005,222
Total debt securities$12,864,0005,857
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$15,359,0005,414
U.S. Government securities$15,359,0004,417
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,359,0004,258
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$15,089,0002,432
Certificates of participation in pools of residential mortgages$15,089,0001,845
Issued or guaranteed by U.S.$15,089,0001,834
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
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)$15,359,0004,726
Total debt securities$15,359,0005,311
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$16,986,0005,154
U.S. Government securities$16,986,0004,157
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,986,0003,988
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,704,0002,263
Certificates of participation in pools of residential mortgages$16,704,0001,699
Issued or guaranteed by U.S.$16,704,0001,693
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0004,767
Available-for-sale securities (fair market value)$16,985,0004,460
Total debt securities$16,986,0005,059
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$8,076,0007,000
U.S. Government securities$8,076,0006,131
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,076,0005,934
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,787,0003,422
Certificates of participation in pools of residential mortgages$7,787,0002,692
Issued or guaranteed by U.S.$7,787,0002,683
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
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)$8,076,0006,180
Total debt securities$8,076,0006,905
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$12,351,0005,938
U.S. Government securities$12,351,0004,939
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,351,0004,726
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,991,0002,595
Certificates of participation in pools of residential mortgages$11,991,0001,869
Issued or guaranteed by U.S.$11,991,0001,858
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$12,351,0005,084
Total debt securities$12,351,0005,835
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$16,257,0005,316
U.S. Government securities$16,257,0004,263
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,257,0003,976
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$15,870,0001,738
Certificates of participation in pools of residential mortgages$15,707,0001,264
Issued or guaranteed by U.S.$15,707,0001,256
Privately issued$0308
Collaterized mortgage obligations$163,0003,841
CMOs issued by government agencies or sponsored agencies$163,0003,661
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$16,257,0004,375
Total debt securities$16,257,0005,187
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$19,849,0004,878
U.S. Government securities$19,849,0003,873
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,849,0003,507
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$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,249,0001,776
Certificates of participation in pools of residential mortgages$16,901,0001,293
Issued or guaranteed by U.S.$16,901,0001,284
Privately issued$0307
Collaterized mortgage obligations$348,0003,762
CMOs issued by government agencies or sponsored agencies$348,0003,594
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$19,849,0003,918
Total debt securities$19,849,0004,756
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$18,177,0005,145
U.S. Government securities$18,177,0004,193
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,177,0003,577
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$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,179,0002,519
Certificates of participation in pools of residential mortgages$10,418,0001,930
Issued or guaranteed by U.S.$10,418,0001,915
Privately issued$0349
Collaterized mortgage obligations$761,0003,513
CMOs issued by government agencies or sponsored agencies$761,0003,365
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$18,177,0004,087
Total debt securities$18,177,0005,034
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$21,018,0004,736
U.S. Government securities$19,530,0004,166
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,530,0003,276
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$1,488,0001,570
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$1,488,0001,244
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$14,332,0002,095
Certificates of participation in pools of residential mortgages$13,140,0001,626
Issued or guaranteed by U.S.$13,140,0001,615
Privately issued$0394
Collaterized mortgage obligations$1,192,0003,221
CMOs issued by government agencies or sponsored agencies$1,192,0003,103
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,684,0003,311
Available-for-sale securities (fair market value)$13,334,0004,844
Total debt securities$21,018,0004,623
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$25,321,0004,471
U.S. Government securities$23,165,0003,962
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,165,0002,975
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$1,587,0001,692
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$1,587,0001,249
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-569,0001,226
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,477,0002,039
Certificates of participation in pools of residential mortgages$14,584,0001,675
Issued or guaranteed by U.S.$14,584,0001,660
Privately issued$0472
Collaterized mortgage obligations$2,893,0002,618
CMOs issued by government agencies or sponsored agencies$2,893,0002,502
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,411,0003,545
Available-for-sale securities (fair market value)$16,910,0004,346
Total debt securities$24,752,0004,443
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$34,618,0003,650
U.S. Government securities$32,228,0003,148
U.S. Treasury securities$010,180
U.S. Government agency obligations$32,228,0002,163
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$1,708,0001,945
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$1,708,0001,503
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-682,0001,321
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,217,0001,589
Certificates of participation in pools of residential mortgages$18,619,0001,392
Issued or guaranteed by U.S.$18,619,0001,373
Privately issued$0558
Collaterized mortgage obligations$7,598,0001,657
CMOs issued by government agencies or sponsored agencies$7,598,0001,591
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,561,0003,510
Available-for-sale securities (fair market value)$25,057,0003,306
Total debt securities$33,936,0003,614
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$36,474,0003,598
U.S. Government securities$30,095,0003,457
U.S. Treasury securities$011,131
U.S. Government agency obligations$30,095,0002,256
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$5,428,0001,124
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$5,428,000849
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-951,0001,438
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$30,095,0001,491
Certificates of participation in pools of residential mortgages$22,813,0001,260
Issued or guaranteed by U.S.$22,813,0001,240
Privately issued$0564
Collaterized mortgage obligations$7,282,0001,801
CMOs issued by government agencies or sponsored agencies$7,282,0001,710
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,324,0005,567
Available-for-sale securities (fair market value)$26,150,0002,189
Total debt securities$35,523,0003,588
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$35,906,0003,828
U.S. Government securities$29,287,0003,677
U.S. Treasury securities$011,566
U.S. Government agency obligations$29,287,0002,347
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$5,885,0001,256
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$5,885,000932
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$-734,0001,542
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,287,0001,699
Certificates of participation in pools of residential mortgages$21,263,0001,414
Issued or guaranteed by U.S.$21,263,0001,393
Privately issued$0731
Collaterized mortgage obligations$8,024,0001,952
CMOs issued by government agencies or sponsored agencies$8,024,0001,838
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$35,172,0003,803
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$30,797,0004,355
U.S. Government securities$29,829,0003,580
U.S. Treasury securities$012,156
U.S. Government agency obligations$29,829,0002,268
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$55,0007,014
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$55,0005,460
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-913,0001,816
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,829,0001,709
Certificates of participation in pools of residential mortgages$29,829,0001,107
Issued or guaranteed by U.S.$29,829,0001,078
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$29,884,0004,376
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