Home > Eagle National Bank > Securities

Eagle National Bank, Securities

2015-09-30Rank
Total securities$39,408,0002,894
U.S. Government securities$32,114,0002,387
U.S. Treasury securities$01,303
U.S. Government agency obligations$32,114,0002,299
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$6,807,000741
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$6,807,000538
Foreign debt securities$0326
Equity securities$487,000700
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,108,0001,613
Mortgage-backed securities$29,020,0001,663
Certificates of participation in pools of residential mortgages$28,887,0001,199
Issued or guaranteed by U.S.$28,887,0001,198
Privately issued$065
Collaterized mortgage obligations$133,0003,140
CMOs issued by government agencies or sponsored agencies$133,0003,044
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$39,408,0002,651
Total debt securities$38,921,0002,891
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$41,531,0002,845
U.S. Government securities$34,294,0002,357
U.S. Treasury securities$01,348
U.S. Government agency obligations$34,294,0002,265
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$6,748,000750
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$6,748,000543
Foreign debt securities$0330
Equity securities$489,000698
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,295,0001,503
Mortgage-backed securities$29,212,0001,707
Certificates of participation in pools of residential mortgages$29,066,0001,241
Issued or guaranteed by U.S.$29,066,0001,240
Privately issued$067
Collaterized mortgage obligations$146,0003,173
CMOs issued by government agencies or sponsored agencies$146,0003,074
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$41,531,0002,605
Total debt securities$41,042,0002,845
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$40,316,0002,935
U.S. Government securities$37,653,0002,244
U.S. Treasury securities$01,327
U.S. Government agency obligations$37,653,0002,156
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$2,174,0001,288
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$2,174,000990
Foreign debt securities$0332
Equity securities$489,000708
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,653,0001,421
Mortgage-backed securities$30,079,0001,692
Certificates of participation in pools of residential mortgages$29,926,0001,203
Issued or guaranteed by U.S.$29,926,0001,203
Privately issued$070
Collaterized mortgage obligations$153,0003,200
CMOs issued by government agencies or sponsored agencies$153,0003,094
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$40,316,0002,685
Total debt securities$39,827,0002,934
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$63,111,0002,204
U.S. Government securities$62,621,0001,494
U.S. Treasury securities$20,000,000246
U.S. Government agency obligations$42,621,0001,992
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$490,000711
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,633,0002,061
Mortgage-backed securities$34,292,0001,606
Certificates of participation in pools of residential mortgages$34,123,0001,124
Issued or guaranteed by U.S.$34,123,0001,122
Privately issued$075
Collaterized mortgage obligations$169,0003,235
CMOs issued by government agencies or sponsored agencies$169,0003,132
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$63,111,0001,985
Total debt securities$62,621,0002,191
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$33,173,0003,444
U.S. Government securities$32,681,0002,552
U.S. Treasury securities$01,381
U.S. Government agency obligations$32,681,0002,472
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$492,000717
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,278,0001,969
Mortgage-backed securities$24,477,0002,039
Certificates of participation in pools of residential mortgages$24,307,0001,499
Issued or guaranteed by U.S.$24,307,0001,498
Privately issued$073
Collaterized mortgage obligations$170,0003,293
CMOs issued by government agencies or sponsored agencies$170,0003,177
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$33,173,0003,146
Total debt securities$32,681,0003,440
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$28,063,0003,805
U.S. Government securities$27,572,0002,892
U.S. Treasury securities$01,342
U.S. Government agency obligations$27,572,0002,805
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$491,000739
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,161,0001,945
Mortgage-backed securities$21,349,0002,253
Certificates of participation in pools of residential mortgages$21,161,0001,700
Issued or guaranteed by U.S.$21,161,0001,700
Privately issued$075
Collaterized mortgage obligations$188,0003,315
CMOs issued by government agencies or sponsored agencies$188,0003,200
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$28,063,0003,476
Total debt securities$27,572,0003,804
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$25,892,0003,995
U.S. Government securities$25,401,0003,054
U.S. Treasury securities$01,198
U.S. Government agency obligations$25,401,0002,977
Securities issued by states & political subdivisions$05,432
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$491,000739
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,399,0002,054
Mortgage-backed securities$21,688,0002,248
Certificates of participation in pools of residential mortgages$21,485,0001,700
Issued or guaranteed by U.S.$21,485,0001,700
Privately issued$076
Collaterized mortgage obligations$203,0003,333
CMOs issued by government agencies or sponsored agencies$203,0003,213
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)$25,892,0003,639
Total debt securities$25,401,0004,002
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$26,159,0003,971
U.S. Government securities$25,668,0003,015
U.S. Treasury securities$01,131
U.S. Government agency obligations$25,668,0002,942
Securities issued by states & political subdivisions$05,498
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$491,000741
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,719,0002,016
Mortgage-backed securities$22,054,0002,212
Certificates of participation in pools of residential mortgages$21,840,0001,663
Issued or guaranteed by U.S.$21,840,0001,662
Privately issued$081
Collaterized mortgage obligations$214,0003,337
CMOs issued by government agencies or sponsored agencies$214,0003,212
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)$26,159,0003,628
Total debt securities$25,668,0003,984
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$23,034,0004,231
U.S. Government securities$22,527,0003,296
U.S. Treasury securities$01,131
U.S. Government agency obligations$22,527,0003,214
Securities issued by states & political subdivisions$05,540
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$507,000739
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,738,0004,589
Mortgage-backed securities$18,831,0002,433
Certificates of participation in pools of residential mortgages$18,586,0001,872
Issued or guaranteed by U.S.$18,586,0001,869
Privately issued$080
Collaterized mortgage obligations$245,0003,343
CMOs issued by government agencies or sponsored agencies$245,0003,215
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)$23,034,0003,875
Total debt securities$22,527,0004,246
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$19,835,0004,521
U.S. Government securities$19,327,0003,579
U.S. Treasury securities$01,152
U.S. Government agency obligations$19,327,0003,486
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$508,000745
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,668,0004,907
Mortgage-backed securities$15,592,0002,681
Certificates of participation in pools of residential mortgages$14,502,0002,183
Issued or guaranteed by U.S.$14,502,0002,180
Privately issued$083
Collaterized mortgage obligations$1,090,0002,907
CMOs issued by government agencies or sponsored agencies$1,090,0002,792
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)$19,835,0004,164
Total debt securities$19,327,0004,531
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$18,638,0004,643
U.S. Government securities$18,130,0003,719
U.S. Treasury securities$01,161
U.S. Government agency obligations$18,130,0003,625
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$508,000758
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,180,0004,794
Mortgage-backed securities$14,223,0002,845
Certificates of participation in pools of residential mortgages$11,483,0002,479
Issued or guaranteed by U.S.$11,483,0002,478
Privately issued$083
Collaterized mortgage obligations$2,740,0002,391
CMOs issued by government agencies or sponsored agencies$2,740,0002,294
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)$18,638,0004,287
Total debt securities$18,130,0004,665
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$18,116,0004,662
U.S. Government securities$17,609,0003,760
U.S. Treasury securities$01,135
U.S. Government agency obligations$17,609,0003,662
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$507,000749
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,866,0004,578
Mortgage-backed securities$15,700,0002,724
Certificates of participation in pools of residential mortgages$12,336,0002,393
Issued or guaranteed by U.S.$12,336,0002,391
Privately issued$085
Collaterized mortgage obligations$3,364,0002,314
CMOs issued by government agencies or sponsored agencies$3,364,0002,212
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)$18,116,0004,301
Total debt securities$17,609,0004,674
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$19,216,0004,611
U.S. Government securities$17,359,0003,852
U.S. Treasury securities$01,086
U.S. Government agency obligations$17,359,0003,773
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$1,350,0001,851
Privately issued residential mortgage-backed securities$1,350,000555
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$507,000752
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,777,0004,401
Mortgage-backed securities$18,690,0002,612
Certificates of participation in pools of residential mortgages$13,404,0002,397
Issued or guaranteed by U.S.$13,404,0002,395
Privately issued$088
Collaterized mortgage obligations$5,286,0002,071
CMOs issued by government agencies or sponsored agencies$3,936,0002,200
Privately issued$1,350,000536
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)$19,216,0004,261
Total debt securities$18,709,0004,619
Structured notes
Amortized cost$02,644
Fair value$02,644
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$21,309,0004,459
U.S. Government securities$19,221,0003,709
U.S. Treasury securities$01,068
U.S. Government agency obligations$19,221,0003,639
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$1,584,0001,768
Privately issued residential mortgage-backed securities$1,584,000566
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$504,000751
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,439,0004,275
Mortgage-backed securities$20,786,0002,472
Certificates of participation in pools of residential mortgages$14,772,0002,312
Issued or guaranteed by U.S.$14,772,0002,310
Privately issued$094
Collaterized mortgage obligations$6,014,0001,975
CMOs issued by government agencies or sponsored agencies$4,430,0002,121
Privately issued$1,584,000545
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)$21,309,0004,113
Total debt securities$20,805,0004,480
Structured notes
Amortized cost$02,893
Fair value$02,893
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$26,447,0004,020
U.S. Government securities$22,820,0003,438
U.S. Treasury securities$01,157
U.S. Government agency obligations$22,820,0003,373
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$3,125,0001,310
Privately issued residential mortgage-backed securities$3,125,000449
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$502,000736
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,125,0004,098
Mortgage-backed securities$23,925,0002,311
Certificates of participation in pools of residential mortgages$15,917,0002,197
Issued or guaranteed by U.S.$15,917,0002,193
Privately issued$094
Collaterized mortgage obligations$8,008,0001,768
CMOs issued by government agencies or sponsored agencies$4,883,0002,053
Privately issued$3,125,000431
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)$26,447,0003,702
Total debt securities$25,945,0004,021
Structured notes
Amortized cost$03,105
Fair value$03,105
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$29,936,0003,679
U.S. Government securities$26,003,0003,090
U.S. Treasury securities$01,076
U.S. Government agency obligations$26,003,0003,018
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$3,435,0001,256
Privately issued residential mortgage-backed securities$3,435,000486
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$498,000730
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,355,0002,281
Mortgage-backed securities$26,417,0002,071
Certificates of participation in pools of residential mortgages$17,688,0001,959
Issued or guaranteed by U.S.$17,688,0001,958
Privately issued$0121
Collaterized mortgage obligations$8,729,0001,690
CMOs issued by government agencies or sponsored agencies$5,294,0001,902
Privately issued$3,435,000466
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$29,936,0003,398
Total debt securities$29,438,0003,692
Structured notes
Amortized cost$02,967
Fair value$02,967
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$31,734,0003,486
U.S. Government securities$26,381,0002,988
U.S. Treasury securities$01,126
U.S. Government agency obligations$26,381,0002,907
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$4,857,0001,062
Privately issued residential mortgage-backed securities$4,857,000443
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$496,000757
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,904,0001,911
Mortgage-backed securities$30,214,0001,859
Certificates of participation in pools of residential mortgages$19,572,0001,754
Issued or guaranteed by U.S.$19,572,0001,749
Privately issued$0132
Collaterized mortgage obligations$10,642,0001,531
CMOs issued by government agencies or sponsored agencies$5,785,0001,807
Privately issued$4,857,000422
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$31,734,0003,207
Total debt securities$31,238,0003,482
Structured notes
Amortized cost$03,032
Fair value$03,032
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$32,368,0003,476
U.S. Government securities$26,428,0003,067
U.S. Treasury securities$01,225
U.S. Government agency obligations$26,428,0002,981
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$5,446,000972
Privately issued residential mortgage-backed securities$5,446,000438
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$494,000759
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,832,0001,746
Mortgage-backed securities$31,852,0001,748
Certificates of participation in pools of residential mortgages$20,122,0001,657
Issued or guaranteed by U.S.$20,122,0001,654
Privately issued$0125
Collaterized mortgage obligations$11,730,0001,432
CMOs issued by government agencies or sponsored agencies$6,284,0001,731
Privately issued$5,446,000419
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$32,368,0003,191
Total debt securities$31,874,0003,478
Structured notes
Amortized cost$03,156
Fair value$03,156
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$31,824,0003,491
U.S. Government securities$25,152,0003,147
U.S. Treasury securities$01,272
U.S. Government agency obligations$25,152,0003,056
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$6,179,000944
Privately issued residential mortgage-backed securities$6,179,000438
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$493,000771
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,369,0001,720
Mortgage-backed securities$31,308,0001,725
Certificates of participation in pools of residential mortgages$18,701,0001,721
Issued or guaranteed by U.S.$18,701,0001,717
Privately issued$0136
Collaterized mortgage obligations$12,607,0001,344
CMOs issued by government agencies or sponsored agencies$6,428,0001,641
Privately issued$6,179,000423
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$31,824,0003,204
Total debt securities$31,331,0003,495
Structured notes
Amortized cost$03,198
Fair value$03,198
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$35,407,0003,142
U.S. Government securities$27,613,0002,811
U.S. Treasury securities$01,275
U.S. Government agency obligations$27,613,0002,725
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$7,305,000921
Privately issued residential mortgage-backed securities$7,305,000437
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$489,000781
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,780,0001,558
Mortgage-backed securities$34,895,0001,547
Certificates of participation in pools of residential mortgages$20,538,0001,525
Issued or guaranteed by U.S.$20,538,0001,518
Privately issued$0141
Collaterized mortgage obligations$14,357,0001,218
CMOs issued by government agencies or sponsored agencies$7,052,0001,551
Privately issued$7,305,000418
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$35,407,0002,864
Total debt securities$34,918,0003,144
Structured notes
Amortized cost$03,095
Fair value$03,095
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$36,449,0003,051
U.S. Government securities$25,745,0002,926
U.S. Treasury securities$01,180
U.S. Government agency obligations$25,745,0002,832
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$10,111,000766
Privately issued residential mortgage-backed securities$10,111,000396
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$593,000757
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,602,0001,452
Mortgage-backed securities$35,802,0001,511
Certificates of participation in pools of residential mortgages$18,152,0001,646
Issued or guaranteed by U.S.$18,152,0001,642
Privately issued$0141
Collaterized mortgage obligations$17,650,0001,080
CMOs issued by government agencies or sponsored agencies$7,539,0001,472
Privately issued$10,111,000380
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$36,449,0002,765
Total debt securities$35,856,0003,071
Structured notes
Amortized cost$03,132
Fair value$03,132
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$38,719,0002,901
U.S. Government securities$27,100,0002,873
U.S. Treasury securities$01,121
U.S. Government agency obligations$27,100,0002,789
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$11,030,000729
Privately issued residential mortgage-backed securities$11,030,000407
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$589,000785
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,556,0001,445
Mortgage-backed securities$38,075,0001,395
Certificates of participation in pools of residential mortgages$19,312,0001,593
Issued or guaranteed by U.S.$19,312,0001,586
Privately issued$0148
Collaterized mortgage obligations$18,763,0001,005
CMOs issued by government agencies or sponsored agencies$7,733,0001,388
Privately issued$11,030,000391
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$38,719,0002,609
Total debt securities$38,130,0002,906
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$44,919,0002,615
U.S. Government securities$30,808,0002,653
U.S. Treasury securities$01,130
U.S. Government agency obligations$30,808,0002,584
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$13,527,000664
Privately issued residential mortgage-backed securities$13,527,000375
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$584,000796
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,046,0001,361
Mortgage-backed securities$41,248,0001,362
Certificates of participation in pools of residential mortgages$19,633,0001,656
Issued or guaranteed by U.S.$19,633,0001,651
Privately issued$0145
Collaterized mortgage obligations$21,615,000896
CMOs issued by government agencies or sponsored agencies$8,088,0001,281
Privately issued$13,527,000358
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$44,919,0002,334
Total debt securities$44,335,0002,624
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$45,402,0002,574
U.S. Government securities$30,327,0002,659
U.S. Treasury securities$01,077
U.S. Government agency obligations$30,327,0002,588
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$14,494,000655
Privately issued residential mortgage-backed securities$14,494,000379
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$581,000815
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,404,0001,325
Mortgage-backed securities$41,758,0001,383
Certificates of participation in pools of residential mortgages$23,435,0001,487
Issued or guaranteed by U.S.$23,435,0001,480
Privately issued$0157
Collaterized mortgage obligations$18,323,000997
CMOs issued by government agencies or sponsored agencies$3,829,0001,756
Privately issued$14,494,000363
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$45,402,0002,292
Total debt securities$44,821,0002,585
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$43,888,0002,659
U.S. Government securities$27,487,0002,842
U.S. Treasury securities$01,047
U.S. Government agency obligations$27,487,0002,782
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$15,699,000676
Privately issued residential mortgage-backed securities$15,699,000399
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$702,000820
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,823,0001,708
Mortgage-backed securities$40,079,0001,456
Certificates of participation in pools of residential mortgages$14,002,0002,210
Issued or guaranteed by U.S.$14,002,0002,200
Privately issued$0171
Collaterized mortgage obligations$26,077,000780
CMOs issued by government agencies or sponsored agencies$10,378,0001,095
Privately issued$15,699,000382
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$43,888,0002,356
Total debt securities$43,186,0002,660
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$39,701,0002,806
U.S. Government securities$21,506,0003,313
U.S. Treasury securities$01,036
U.S. Government agency obligations$21,506,0003,246
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$16,583,000673
Privately issued residential mortgage-backed securities$16,583,000393
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$1,612,000656
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,440,0001,783
Mortgage-backed securities$36,987,0001,551
Certificates of participation in pools of residential mortgages$14,356,0002,218
Issued or guaranteed by U.S.$14,356,0002,209
Privately issued$0181
Collaterized mortgage obligations$22,631,000839
CMOs issued by government agencies or sponsored agencies$6,048,0001,389
Privately issued$16,583,000378
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$39,701,0002,498
Total debt securities$38,089,0002,880
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$37,001,0002,981
U.S. Government securities$18,344,0003,725
U.S. Treasury securities$0981
U.S. Government agency obligations$18,344,0003,646
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$18,093,000610
Privately issued residential mortgage-backed securities$18,093,000381
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$564,000915
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,905,0001,691
Mortgage-backed securities$35,330,0001,609
Certificates of participation in pools of residential mortgages$11,672,0002,546
Issued or guaranteed by U.S.$11,672,0002,533
Privately issued$0191
Collaterized mortgage obligations$23,658,000818
CMOs issued by government agencies or sponsored agencies$5,565,0001,441
Privately issued$18,093,000365
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)$37,001,0002,664
Total debt securities$36,437,0002,982
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$39,503,0002,800
U.S. Government securities$20,109,0003,559
U.S. Treasury securities$0973
U.S. Government agency obligations$20,109,0003,488
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$18,691,000552
Privately issued residential mortgage-backed securities$18,691,000354
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$703,000845
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,043,0001,646
Mortgage-backed securities$37,703,0001,471
Certificates of participation in pools of residential mortgages$12,365,0002,439
Issued or guaranteed by U.S.$12,365,0002,426
Privately issued$0188
Collaterized mortgage obligations$25,338,000750
CMOs issued by government agencies or sponsored agencies$6,647,0001,289
Privately issued$18,691,000342
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)$39,503,0002,495
Total debt securities$38,800,0002,818
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$40,911,0002,672
U.S. Government securities$19,064,0003,631
U.S. Treasury securities$01,019
U.S. Government agency obligations$19,064,0003,558
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$21,286,000500
Privately issued residential mortgage-backed securities$21,286,000336
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$561,000902
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,848,0001,544
Mortgage-backed securities$40,287,0001,326
Certificates of participation in pools of residential mortgages$12,303,0002,355
Issued or guaranteed by U.S.$12,303,0002,338
Privately issued$0192
Collaterized mortgage obligations$27,984,000670
CMOs issued by government agencies or sponsored agencies$6,698,0001,224
Privately issued$21,286,000322
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)$40,911,0002,358
Total debt securities$40,350,0002,678
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$40,401,0002,753
U.S. Government securities$17,447,0003,877
U.S. Treasury securities$01,021
U.S. Government agency obligations$17,447,0003,813
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$22,393,000505
Privately issued residential mortgage-backed securities$22,393,000332
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$561,0001,218
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,092,0001,828
Mortgage-backed securities$39,776,0001,338
Certificates of participation in pools of residential mortgages$14,420,0002,115
Issued or guaranteed by U.S.$14,420,0002,104
Privately issued$0202
Collaterized mortgage obligations$25,356,000700
CMOs issued by government agencies or sponsored agencies$2,963,0001,762
Privately issued$22,393,000313
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)$40,401,0002,439
Total debt securities$39,840,0002,752
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$42,522,0002,634
U.S. Government securities$18,663,0003,684
U.S. Treasury securities$01,044
U.S. Government agency obligations$18,663,0003,616
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$23,298,000491
Privately issued residential mortgage-backed securities$23,298,000317
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$561,0001,235
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,362,0002,000
Mortgage-backed securities$41,896,0001,235
Certificates of participation in pools of residential mortgages$15,304,0001,979
Issued or guaranteed by U.S.$15,304,0001,969
Privately issued$0205
Collaterized mortgage obligations$26,592,000664
CMOs issued by government agencies or sponsored agencies$3,294,0001,678
Privately issued$23,298,000296
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)$42,522,0002,334
Total debt securities$41,961,0002,614
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$44,029,0002,566
U.S. Government securities$18,855,0003,737
U.S. Treasury securities$01,146
U.S. Government agency obligations$18,855,0003,660
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$24,621,000452
Privately issued residential mortgage-backed securities$24,621,000288
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$553,0001,195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,644,0001,616
Mortgage-backed securities$41,382,0001,127
Certificates of participation in pools of residential mortgages$13,480,0001,910
Issued or guaranteed by U.S.$13,480,0001,899
Privately issued$0191
Collaterized mortgage obligations$27,902,000605
CMOs issued by government agencies or sponsored agencies$3,281,0001,610
Privately issued$24,621,000271
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)$44,029,0002,257
Total debt securities$43,476,0002,544
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$39,873,0002,770
U.S. Government securities$14,197,0004,519
U.S. Treasury securities$01,235
U.S. Government agency obligations$14,197,0004,422
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$25,129,000418
Privately issued residential mortgage-backed securities$25,129,000272
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$547,0001,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,268,0001,558
Mortgage-backed securities$37,267,0001,143
Certificates of participation in pools of residential mortgages$8,760,0002,297
Issued or guaranteed by U.S.$8,760,0002,286
Privately issued$0194
Collaterized mortgage obligations$28,507,000571
CMOs issued by government agencies or sponsored agencies$3,378,0001,546
Privately issued$25,129,000258
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)$39,873,0002,411
Total debt securities$39,326,0002,758
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$41,090,0002,710
U.S. Government securities$14,657,0004,467
U.S. Treasury securities$01,362
U.S. Government agency obligations$14,657,0004,353
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$25,895,000409
Privately issued residential mortgage-backed securities$25,895,000261
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$538,0001,180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,239,0001,491
Mortgage-backed securities$38,483,0001,098
Certificates of participation in pools of residential mortgages$8,999,0002,211
Issued or guaranteed by U.S.$8,999,0002,201
Privately issued$0207
Collaterized mortgage obligations$29,484,000560
CMOs issued by government agencies or sponsored agencies$3,589,0001,499
Privately issued$25,895,000249
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)$41,090,0002,364
Total debt securities$40,552,0002,699
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$43,425,0002,591
U.S. Government securities$15,721,0004,310
U.S. Treasury securities$01,448
U.S. Government agency obligations$15,721,0004,204
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$27,123,000408
Privately issued residential mortgage-backed securities$27,123,000252
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$581,0001,166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,806,0001,486
Mortgage-backed securities$40,787,0001,063
Certificates of participation in pools of residential mortgages$9,621,0002,115
Issued or guaranteed by U.S.$9,621,0002,107
Privately issued$0218
Collaterized mortgage obligations$31,166,000540
CMOs issued by government agencies or sponsored agencies$4,043,0001,415
Privately issued$27,123,000238
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)$43,425,0002,253
Total debt securities$42,844,0002,591
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$45,113,0002,539
U.S. Government securities$16,680,0004,206
U.S. Treasury securities$01,498
U.S. Government agency obligations$16,680,0004,099
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$27,858,000391
Privately issued residential mortgage-backed securities$27,858,000238
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$575,0001,207
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,615,0002,493
Mortgage-backed securities$42,496,0001,047
Certificates of participation in pools of residential mortgages$10,281,0002,035
Issued or guaranteed by U.S.$10,281,0002,024
Privately issued$0208
Collaterized mortgage obligations$32,215,000534
CMOs issued by government agencies or sponsored agencies$4,357,0001,386
Privately issued$27,858,000225
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)$45,113,0002,205
Total debt securities$44,538,0002,530
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$46,686,0002,482
U.S. Government securities$17,344,0004,142
U.S. Treasury securities$01,574
U.S. Government agency obligations$17,344,0004,027
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$28,773,000397
Privately issued residential mortgage-backed securities$28,773,000237
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$569,0001,236
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,039,0002,676
Mortgage-backed securities$44,057,0001,031
Certificates of participation in pools of residential mortgages$10,711,0002,009
Issued or guaranteed by U.S.$10,711,0001,995
Privately issued$0214
Collaterized mortgage obligations$33,346,000518
CMOs issued by government agencies or sponsored agencies$4,573,0001,321
Privately issued$28,773,000223
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)$46,686,0002,143
Total debt securities$46,117,0002,466
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$47,856,0002,425
U.S. Government securities$18,003,0004,045
U.S. Treasury securities$01,634
U.S. Government agency obligations$18,003,0003,918
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$29,269,000389
Privately issued residential mortgage-backed securities$29,269,000238
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$584,0001,239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,303,0003,736
Mortgage-backed securities$45,234,0001,007
Certificates of participation in pools of residential mortgages$11,023,0001,981
Issued or guaranteed by U.S.$11,023,0001,971
Privately issued$0211
Collaterized mortgage obligations$34,211,000504
CMOs issued by government agencies or sponsored agencies$4,942,0001,262
Privately issued$29,269,000225
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)$47,856,0002,071
Total debt securities$47,272,0002,401
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$37,849,0002,981
U.S. Government securities$16,889,0004,250
U.S. Treasury securities$01,715
U.S. Government agency obligations$16,889,0004,115
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$20,423,000490
Privately issued residential mortgage-backed securities$20,423,000280
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$537,0001,290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,462,0005,177
Mortgage-backed securities$35,252,0001,234
Certificates of participation in pools of residential mortgages$9,345,0002,245
Issued or guaranteed by U.S.$9,345,0002,235
Privately issued$0205
Collaterized mortgage obligations$25,907,000584
CMOs issued by government agencies or sponsored agencies$5,484,0001,206
Privately issued$20,423,000264
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)$37,849,0002,569
Total debt securities$37,311,0002,969
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$37,663,0002,973
U.S. Government securities$17,845,0004,108
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,845,0003,977
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$19,258,000524
Privately issued residential mortgage-backed securities$19,258,000292
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$560,0001,311
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,657,0005,096
Mortgage-backed securities$35,022,0001,238
Certificates of participation in pools of residential mortgages$9,895,0002,175
Issued or guaranteed by U.S.$9,895,0002,162
Privately issued$0216
Collaterized mortgage obligations$25,127,000592
CMOs issued by government agencies or sponsored agencies$5,869,0001,165
Privately issued$19,258,000276
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)$37,663,0002,566
Total debt securities$37,102,0002,960
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$22,013,0004,347
U.S. Government securities$17,276,0004,151
U.S. Treasury securities$01,786
U.S. Government agency obligations$17,276,0004,026
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$4,218,0001,168
Privately issued residential mortgage-backed securities$4,218,000526
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$519,0001,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,079
Mortgage-backed securities$19,400,0001,853
Certificates of participation in pools of residential mortgages$9,023,0002,338
Issued or guaranteed by U.S.$9,023,0002,328
Privately issued$0225
Collaterized mortgage obligations$10,377,0001,007
CMOs issued by government agencies or sponsored agencies$6,159,0001,141
Privately issued$4,218,000491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$22,013,0003,758
Total debt securities$21,494,0004,345
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$23,653,0004,186
U.S. Government securities$16,836,0004,270
U.S. Treasury securities$01,839
U.S. Government agency obligations$16,836,0004,132
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$6,301,000975
Privately issued residential mortgage-backed securities$6,301,000441
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$516,0001,373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$20,940,0001,818
Certificates of participation in pools of residential mortgages$14,639,0001,777
Issued or guaranteed by U.S.$14,639,0001,763
Privately issued$0223
Collaterized mortgage obligations$6,301,0001,343
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$6,301,000415
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)$23,653,0003,623
Total debt securities$23,137,0004,178
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$24,651,0004,144
U.S. Government securities$17,524,0004,214
U.S. Treasury securities$01,963
U.S. Government agency obligations$17,524,0004,077
Securities issued by states & political subdivisions$75,0006,390
Other domestic debt securities$6,535,000988
Privately issued residential mortgage-backed securities$6,535,000434
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$517,0001,412
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$21,879,0001,794
Certificates of participation in pools of residential mortgages$15,344,0001,781
Issued or guaranteed by U.S.$15,344,0001,769
Privately issued$0207
Collaterized mortgage obligations$6,535,0001,352
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$6,535,000405
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)$24,651,0003,589
Total debt securities$24,134,0004,154
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$26,336,0003,962
U.S. Government securities$18,772,0004,038
U.S. Treasury securities$01,963
U.S. Government agency obligations$18,772,0003,902
Securities issued by states & political subdivisions$75,0006,433
Other domestic debt securities$6,939,000976
Privately issued residential mortgage-backed securities$6,939,000416
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$550,0001,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$23,313,0001,762
Certificates of participation in pools of residential mortgages$16,374,0001,726
Issued or guaranteed by U.S.$16,374,0001,717
Privately issued$0203
Collaterized mortgage obligations$6,939,0001,320
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$6,939,000389
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)$26,336,0003,437
Total debt securities$25,786,0003,957
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$21,480,0004,529
U.S. Government securities$13,466,0004,937
U.S. Treasury securities$01,990
U.S. Government agency obligations$13,466,0004,789
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$7,386,000939
Privately issued residential mortgage-backed securities$7,386,000386
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$628,0001,399
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,214
Mortgage-backed securities$18,432,0002,043
Certificates of participation in pools of residential mortgages$11,046,0002,224
Issued or guaranteed by U.S.$11,046,0002,214
Privately issued$0225
Collaterized mortgage obligations$7,386,0001,283
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$7,386,000359
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)$21,480,0003,918
Total debt securities$20,852,0004,543
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$26,830,0003,975
U.S. Government securities$16,720,0004,378
U.S. Treasury securities$02,098
U.S. Government agency obligations$16,720,0004,225
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$9,608,000836
Privately issued residential mortgage-backed securities$9,608,000340
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$502,0001,512
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$23,692,0001,765
Certificates of participation in pools of residential mortgages$14,084,0001,926
Issued or guaranteed by U.S.$14,084,0001,919
Privately issued$0225
Collaterized mortgage obligations$9,608,0001,131
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$9,608,000316
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)$26,830,0003,437
Total debt securities$26,328,0003,951
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$20,207,0004,756
U.S. Government securities$12,913,0005,035
U.S. Treasury securities$02,082
U.S. Government agency obligations$12,913,0004,903
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$6,796,0001,083
Privately issued residential mortgage-backed securities$6,796,000398
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$498,0001,580
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,252
Mortgage-backed securities$12,860,0002,649
Certificates of participation in pools of residential mortgages$6,064,0003,141
Issued or guaranteed by U.S.$6,064,0003,129
Privately issued$0230
Collaterized mortgage obligations$6,796,0001,395
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$6,796,000369
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)$20,207,0004,143
Total debt securities$19,709,0004,733
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$21,310,0004,643
U.S. Government securities$12,870,0005,110
U.S. Treasury securities$02,227
U.S. Government agency obligations$12,870,0004,962
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$6,858,0001,071
Privately issued residential mortgage-backed securities$6,858,000324
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$1,582,0001,121
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,280
Mortgage-backed securities$10,667,0002,897
Certificates of participation in pools of residential mortgages$3,809,0003,799
Issued or guaranteed by U.S.$3,809,0003,786
Privately issued$0248
Collaterized mortgage obligations$6,858,0001,366
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$6,858,000278
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)$21,310,0004,033
Total debt securities$19,728,0004,773
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$10,033,0006,548
U.S. Government securities$7,521,0006,307
U.S. Treasury securities$500,0001,898
U.S. Government agency obligations$7,021,0006,272
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$2,512,000964
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$3,995,0004,361
Certificates of participation in pools of residential mortgages$3,995,0003,743
Issued or guaranteed by U.S.$3,995,0003,731
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$10,033,0005,805
Total debt securities$7,521,0007,024
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$11,751,0006,105
U.S. Government securities$8,221,0006,044
U.S. Treasury securities$998,0001,617
U.S. Government agency obligations$7,223,0006,155
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$3,530,000841
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,339
Mortgage-backed securities$87,0006,915
Certificates of participation in pools of residential mortgages$87,0006,523
Issued or guaranteed by U.S.$87,0006,505
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$11,751,0005,371
Total debt securities$8,221,0006,804
Structured notes
Amortized cost$135,0001,956
Fair value$135,0001,958
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$9,884,0006,530
U.S. Government securities$7,132,0006,411
U.S. Treasury securities$800,0001,701
U.S. Government agency obligations$6,332,0006,486
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$2,752,000950
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,369
Mortgage-backed securities$2,129,0005,253
Certificates of participation in pools of residential mortgages$2,129,0004,589
Issued or guaranteed by U.S.$2,129,0004,573
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$9,884,0005,746
Total debt securities$7,132,0007,140
Structured notes
Amortized cost$137,0001,724
Fair value$137,0001,726
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$9,248,0006,697
U.S. Government securities$6,780,0006,549
U.S. Treasury securities$02,544
U.S. Government agency obligations$6,780,0006,357
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$954,0002,903
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$954,0002,566
Foreign debt securities$0302
Equity securities$1,514,0001,215
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,400
Mortgage-backed securities$3,589,0004,627
Certificates of participation in pools of residential mortgages$3,589,0003,893
Issued or guaranteed by U.S.$3,589,0003,880
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$9,248,0005,898
Total debt securities$7,734,0007,001
Structured notes
Amortized cost$3,987,000278
Fair value$4,003,000280
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$4,424,0008,111
U.S. Government securities$1,962,0008,511
U.S. Treasury securities$03,182
U.S. Government agency obligations$1,962,0008,315
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$2,419,0002,086
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$2,419,0001,758
Foreign debt securities$0319
Equity securities$43,0002,133
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securities$821,0006,047
Certificates of participation in pools of residential mortgages$821,0005,375
Issued or guaranteed by U.S.$821,0005,355
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)$05,093
Available-for-sale securities (fair market value)$4,424,0007,154
Total debt securities$4,381,0008,021
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$3,792,0008,767
U.S. Government securities$2,791,0008,686
U.S. Treasury securities$04,186
U.S. Government agency obligations$2,791,0008,362
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$346,0003,194
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$346,0002,795
Foreign debt securitiesNANA
Equity securities$655,0003,262
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$1,306,0005,270
Certificates of participation in pools of residential mortgages$1,306,0004,493
Issued or guaranteed by U.S.$1,306,0004,475
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)$05,708
Available-for-sale securities (fair market value)$3,792,0007,627
Total debt securities$3,137,0008,856
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$4,674,0008,788
U.S. Government securities$2,614,0009,085
U.S. Treasury securities$05,412
U.S. Government agency obligations$2,614,0008,627
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$339,0003,083
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$339,0002,638
Foreign debt securitiesNANA
Equity securities$1,721,0001,680
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$1,053,0005,792
Certificates of participation in pools of residential mortgages$1,053,0004,969
Issued or guaranteed by U.S.$1,053,0004,956
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)$06,120
Available-for-sale securities (fair market value)$4,674,0007,530
Total debt securities$2,953,0009,253
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$2,409,0009,683
U.S. Government securities$1,009,0009,830
U.S. Treasury securities$06,820
U.S. Government agency obligations$1,009,0009,309
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$335,0002,958
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$335,0002,460
Foreign debt securitiesNANA
Equity securities$1,065,0002,234
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$335,0006,952
Certificates of participation in pools of residential mortgages$335,0006,293
Issued or guaranteed by U.S.$335,0006,274
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)$200,0006,255
Available-for-sale securities (fair market value)$2,209,0008,396
Total debt securities$1,344,0009,853
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$2,421,00010,182
U.S. Government securities$1,395,00010,275
U.S. Treasury securities$07,921
U.S. Government agency obligations$1,395,0009,459
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$339,0002,610
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$339,0002,083
Foreign debt securitiesNANA
Equity securities$687,0002,986
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$394,0007,191
Certificates of participation in pools of residential mortgages$394,0006,400
Issued or guaranteed by U.S.$394,0006,379
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)$300,0006,951
Available-for-sale securities (fair market value)$2,121,0008,675
Total debt securities$1,734,00010,301
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$2,754,00010,633
U.S. Government securities$1,967,00010,627
U.S. Treasury securities$08,776
U.S. Government agency obligations$1,967,0009,517
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$100,0003,782
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0002,902
Foreign debt securitiesNANA
Equity securities$687,0002,935
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$415,0007,731
Certificates of participation in pools of residential mortgages$415,0006,880
Issued or guaranteed by U.S.$415,0006,861
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)$300,0007,616
Available-for-sale securities (fair market value)$2,454,0008,827
Total debt securities$2,067,00010,748
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$3,657,00010,761
U.S. Government securities$3,378,00010,380
U.S. Treasury securities$010,180
U.S. Government agency obligations$3,378,0008,740
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$100,0004,419
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0003,460
Foreign debt securitiesNANA
Equity securities$179,0005,256
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$722,0007,672
Certificates of participation in pools of residential mortgages$698,0006,607
Issued or guaranteed by U.S.$698,0006,575
Privately issued$0558
Collaterized mortgage obligations$24,0006,003
CMOs issued by government agencies or sponsored agencies$24,0005,635
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)$499,0007,832
Available-for-sale securities (fair market value)$3,158,0008,866
Total debt securities$3,478,00010,723
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$2,395,00011,922
U.S. Government securities$2,145,00011,688
U.S. Treasury securities$011,131
U.S. Government agency obligations$2,145,0009,784
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$126,0004,895
Privately issued residential mortgage-backed securities$26,0002,627
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0003,983
Foreign debt securitiesNANA
Equity securities$124,0005,634
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
Mortgage-backed securities$806,0008,042
Certificates of participation in pools of residential mortgages$780,0006,802
Issued or guaranteed by U.S.$780,0006,777
Privately issued$0564
Collaterized mortgage obligations$26,0006,485
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$26,0002,289
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$499,00011,089
Available-for-sale securities (fair market value)$1,896,0008,969
Total debt securities$2,271,00011,865
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$2,206,00012,486
U.S. Government securities$1,787,00012,335
U.S. Treasury securities$100,00011,479
U.S. Government agency obligations$1,687,00010,535
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$100,0005,775
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0004,513
Foreign debt securitiesNANA
Equity securities$319,0003,790
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$1,074,0008,310
Certificates of participation in pools of residential mortgages$1,074,0006,947
Issued or guaranteed by U.S.$1,074,0006,897
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$1,887,00012,509
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$1,195,00013,387
U.S. Government securities$695,00013,345
U.S. Treasury securities$352,00011,621
U.S. Government agency obligations$343,00012,287
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$100,0006,649
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$100,0005,148
Foreign debt securitiesNANA
Equity securities$400,0002,916
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$343,00010,120
Certificates of participation in pools of residential mortgages$343,0009,017
Issued or guaranteed by U.S.$343,0008,948
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$795,00013,408
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