Enterprise Bank of Florida, Securities

2013-06-30Rank
Total securities$12,814,0005,215
U.S. Government securities$97,0006,548
U.S. Treasury securities$01,152
U.S. Government agency obligations$97,0006,460
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$12,717,000611
Privately issued residential mortgage-backed securities$8,952,000189
Commercial mortgage-backed securities - Total$992,000109
Asset backed securities$2,218,000264
Structured financial products - Total$555,000230
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$10,041,0003,222
Certificates of participation in pools of residential mortgages$73,0005,221
Issued or guaranteed by U.S.$73,0005,213
Privately issued$083
Collaterized mortgage obligations$8,976,0001,471
CMOs issued by government agencies or sponsored agencies$24,0003,454
Privately issued$8,952,000179
Commercial mortgage-backed securities$992,000670
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$992,000382
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$12,814,0004,833
Total debt securities$6,645,0005,846
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$8,582,00084
Revaluation gains on off-balance sheet contracts$1,813,00083
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$18,470,0004,662
U.S. Government securities$100,0006,610
U.S. Treasury securities$01,161
U.S. Government agency obligations$100,0006,516
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$18,370,000486
Privately issued residential mortgage-backed securities$14,167,000154
Commercial mortgage-backed securities - Total$1,078,000111
Asset backed securities$2,397,000245
Structured financial products - Total$728,000203
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,0005,956
Mortgage-backed securities$15,345,0002,731
Certificates of participation in pools of residential mortgages$75,0005,264
Issued or guaranteed by U.S.$75,0005,257
Privately issued$083
Collaterized mortgage obligations$14,192,0001,212
CMOs issued by government agencies or sponsored agencies$25,0003,480
Privately issued$14,167,000149
Commercial mortgage-backed securities$1,078,000570
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$1,078,000302
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$18,470,0004,301
Total debt securities$12,441,0005,251
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$7,277,00088
Revaluation gains on off-balance sheet contracts$1,724,00085
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$19,477,0004,520
U.S. Government securities$102,0006,662
U.S. Treasury securities$01,135
U.S. Government agency obligations$102,0006,572
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$19,375,000452
Privately issued residential mortgage-backed securities$14,992,000153
Commercial mortgage-backed securities - Total$1,217,000103
Asset backed securities$2,450,000224
Structured financial products - Total$716,000210
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,128,0005,516
Mortgage-backed securities$16,311,0002,672
Certificates of participation in pools of residential mortgages$76,0005,296
Issued or guaranteed by U.S.$76,0005,290
Privately issued$085
Collaterized mortgage obligations$15,018,0001,193
CMOs issued by government agencies or sponsored agencies$26,0003,534
Privately issued$14,992,000147
Commercial mortgage-backed securities$1,217,000455
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$1,217,000228
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$19,477,0004,174
Total debt securities$13,443,0005,118
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$856,000169
Revaluation gains on off-balance sheet contracts$856,00092
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$21,743,0004,375
U.S. Government securities$117,0006,766
U.S. Treasury securities$01,086
U.S. Government agency obligations$117,0006,677
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$21,626,000440
Privately issued residential mortgage-backed securities$15,001,000169
Commercial mortgage-backed securities - Total$2,136,00094
Asset backed securities$2,525,000215
Structured financial products - Total$1,964,000131
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,757,0004,998
Mortgage-backed securities$17,254,0002,719
Certificates of participation in pools of residential mortgages$89,0005,378
Issued or guaranteed by U.S.$89,0005,368
Privately issued$088
Collaterized mortgage obligations$15,029,0001,261
CMOs issued by government agencies or sponsored agencies$28,0003,597
Privately issued$15,001,000165
Commercial mortgage-backed securities$2,136,000375
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$2,136,000196
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$21,743,0004,026
Total debt securities$16,054,0004,898
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$236,000194
Revaluation gains on off-balance sheet contracts$236,000102
Revaluation losses on off-balance sheet contracts$442,00099
2012-06-30Rank
Total securities$48,517,0002,745
U.S. Government securities$119,0006,835
U.S. Treasury securities$01,068
U.S. Government agency obligations$119,0006,745
Securities issued by states & political subdivisions$23,615,0001,460
Other domestic debt securities$24,783,000394
Privately issued residential mortgage-backed securities$15,219,000183
Commercial mortgage-backed securities - Total$2,391,00093
Asset backed securities$2,640,000195
Structured financial products - Total$4,533,00083
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,133,0003,046
Mortgage-backed securities$17,729,0002,713
Certificates of participation in pools of residential mortgages$90,0005,416
Issued or guaranteed by U.S.$90,0005,405
Privately issued$094
Collaterized mortgage obligations$15,248,0001,271
CMOs issued by government agencies or sponsored agencies$29,0003,605
Privately issued$15,219,000179
Commercial mortgage-backed securities$2,391,000344
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$2,391,000189
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$48,517,0002,520
Total debt securities$42,743,0002,987
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$2,272,00076
2012-03-31Rank
Total securities$49,781,0002,681
U.S. Government securities$121,0006,904
U.S. Treasury securities$01,157
U.S. Government agency obligations$121,0006,806
Securities issued by states & political subdivisions$23,278,0001,424
Other domestic debt securities$26,382,000370
Privately issued residential mortgage-backed securities$15,084,000188
Commercial mortgage-backed securities - Total$5,018,00081
Asset backed securities$2,719,000162
Structured financial products - Total$3,561,00089
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,870,0002,366
Mortgage-backed securities$20,223,0002,538
Certificates of participation in pools of residential mortgages$91,0005,449
Issued or guaranteed by U.S.$91,0005,440
Privately issued$094
Collaterized mortgage obligations$15,114,0001,311
CMOs issued by government agencies or sponsored agencies$30,0003,625
Privately issued$15,084,000182
Commercial mortgage-backed securities$5,018,000227
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$5,018,000134
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$49,781,0002,454
Total debt securities$44,223,0002,929
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$9,364,00091
Revaluation gains on off-balance sheet contracts$566,00091
Revaluation losses on off-balance sheet contracts$838,00090
2011-12-31Rank
Total securities$57,031,0002,362
U.S. Government securities$125,0006,939
U.S. Treasury securities$01,076
U.S. Government agency obligations$125,0006,848
Securities issued by states & political subdivisions$24,386,0001,319
Other domestic debt securities$32,520,000340
Privately issued residential mortgage-backed securities$15,431,000240
Commercial mortgage-backed securities - Total$5,767,00060
Asset backed securities$2,839,000118
Structured financial products - Total$8,483,00055
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,679,0002,339
Mortgage-backed securities$21,323,0002,378
Certificates of participation in pools of residential mortgages$93,0005,443
Issued or guaranteed by U.S.$93,0005,429
Privately issued$0121
Collaterized mortgage obligations$15,463,0001,266
CMOs issued by government agencies or sponsored agencies$32,0003,484
Privately issued$15,431,000232
Commercial mortgage-backed securities$5,767,000159
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$5,767,00094
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$57,031,0002,132
Total debt securities$51,375,0002,527
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$9,195,00088
Revaluation gains on off-balance sheet contracts$31,00086
Revaluation losses on off-balance sheet contracts$3,156,00067
2011-09-30Rank
Total securities$51,682,0002,471
U.S. Government securities$128,0007,017
U.S. Treasury securities$01,126
U.S. Government agency obligations$128,0006,926
Securities issued by states & political subdivisions$12,642,0002,233
Other domestic debt securities$38,912,000295
Privately issued residential mortgage-backed securities$16,654,000234
Commercial mortgage-backed securities - Total$10,306,00045
Asset backed securities$2,920,000108
Structured financial products - Total$9,032,00052
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,396,0001,655
Mortgage-backed securities$27,088,0001,982
Certificates of participation in pools of residential mortgages$95,0005,449
Issued or guaranteed by U.S.$95,0005,434
Privately issued$0132
Collaterized mortgage obligations$16,687,0001,197
CMOs issued by government agencies or sponsored agencies$33,0003,473
Privately issued$16,654,000227
Commercial mortgage-backed securities$10,306,000104
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$10,306,00063
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$51,682,0002,243
Total debt securities$45,239,0002,706
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$10,621,00088
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$53,483,0002,410
U.S. Government securities$131,0007,105
U.S. Treasury securities$01,225
U.S. Government agency obligations$131,0007,006
Securities issued by states & political subdivisions$4,274,0003,668
Other domestic debt securities$49,078,000250
Privately issued residential mortgage-backed securities$18,855,000232
Commercial mortgage-backed securities - Total$22,400,00028
Asset backed securities$3,046,00096
Structured financial products - Total$4,777,00086
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,925,0003,223
Mortgage-backed securities$41,386,0001,424
Certificates of participation in pools of residential mortgages$96,0005,470
Issued or guaranteed by U.S.$96,0005,460
Privately issued$0125
Collaterized mortgage obligations$18,890,0001,083
CMOs issued by government agencies or sponsored agencies$35,0003,454
Privately issued$18,855,000224
Commercial mortgage-backed securities$22,400,00060
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$22,400,00040
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$53,483,0002,185
Total debt securities$45,791,0002,704
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$10,372,00083
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$51,311,0002,484
U.S. Government securities$10,171,0004,996
U.S. Treasury securities$10,006,000330
U.S. Government agency obligations$165,0007,047
Securities issued by states & political subdivisions$4,109,0003,675
Other domestic debt securities$37,031,000303
Privately issued residential mortgage-backed securities$19,161,000247
Commercial mortgage-backed securities - Total$10,797,00034
Asset backed securities$2,929,00099
Structured financial products - Total$4,144,00087
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,419,0003,134
Mortgage-backed securities$30,123,0001,773
Certificates of participation in pools of residential mortgages$128,0005,415
Issued or guaranteed by U.S.$128,0005,401
Privately issued$0136
Collaterized mortgage obligations$19,198,0001,054
CMOs issued by government agencies or sponsored agencies$37,0003,417
Privately issued$19,161,000239
Commercial mortgage-backed securities$10,797,00080
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$10,797,00047
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$51,311,0002,240
Total debt securities$43,736,0002,774
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$50,331,0002,409
U.S. Government securities$5,146,0005,878
U.S. Treasury securities$4,950,000518
U.S. Government agency obligations$196,0007,072
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$45,185,000280
Privately issued residential mortgage-backed securities$20,016,000257
Commercial mortgage-backed securities - Total$14,660,00061
Asset backed securities$3,213,00090
Structured financial products - Total$7,296,00069
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,537,0002,946
Mortgage-backed securities$34,872,0001,549
Certificates of participation in pools of residential mortgages$157,0005,355
Issued or guaranteed by U.S.$157,0005,342
Privately issued$0141
Collaterized mortgage obligations$20,055,0001,001
CMOs issued by government agencies or sponsored agencies$39,0003,395
Privately issued$20,016,000249
Commercial mortgage-backed securities$14,660,00061
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$14,660,00035
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$50,331,0002,170
Total debt securities$42,979,0002,713
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$44,162,0002,653
U.S. Government securities$232,0007,237
U.S. Treasury securities$01,180
U.S. Government agency obligations$232,0007,140
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$43,930,000286
Privately issued residential mortgage-backed securities$20,588,000262
Commercial mortgage-backed securities - Total$16,954,00050
Asset backed securities$2,947,00091
Structured financial products - Total$3,441,00099
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,321,0002,751
Mortgage-backed securities$37,774,0001,435
Certificates of participation in pools of residential mortgages$191,0005,338
Issued or guaranteed by U.S.$191,0005,326
Privately issued$0141
Collaterized mortgage obligations$20,629,000979
CMOs issued by government agencies or sponsored agencies$41,0003,378
Privately issued$20,588,000256
Commercial mortgage-backed securities$16,954,00050
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$16,954,00033
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$44,162,0002,377
Total debt securities$40,915,0002,783
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$79,641,0001,615
U.S. Government securities$684,0007,184
U.S. Treasury securities$01,121
U.S. Government agency obligations$684,0007,085
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$78,957,000188
Privately issued residential mortgage-backed securities$26,147,000234
Commercial mortgage-backed securities - Total$44,494,00027
Asset backed securities$3,757,00084
Structured financial products - Total$4,559,00087
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,064,0001,426
Mortgage-backed securities$71,325,000851
Certificates of participation in pools of residential mortgages$452,0005,130
Issued or guaranteed by U.S.$452,0005,118
Privately issued$0148
Collaterized mortgage obligations$26,379,000819
CMOs issued by government agencies or sponsored agencies$232,0003,084
Privately issued$26,147,000227
Commercial mortgage-backed securities$44,494,00027
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$44,494,00023
Held to maturity securities (book value)$75,444,000259
Available-for-sale securities (fair market value)$4,197,0006,274
Total debt securities$76,053,0001,661
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$89,240,0001,460
U.S. Government securities$4,262,0006,314
U.S. Treasury securities$01,130
U.S. Government agency obligations$4,262,0006,200
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$84,978,000178
Privately issued residential mortgage-backed securities$27,194,000244
Commercial mortgage-backed securities - Total$53,141,00027
Asset backed securities$3,833,00081
Structured financial products - Total$810,000221
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,108,000814
Mortgage-backed securities$84,597,000748
Certificates of participation in pools of residential mortgages$4,012,0003,728
Issued or guaranteed by U.S.$4,012,0003,723
Privately issued$0145
Collaterized mortgage obligations$27,444,000776
CMOs issued by government agencies or sponsored agencies$250,0003,035
Privately issued$27,194,000235
Commercial mortgage-backed securities$53,141,00027
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$53,141,00021
Held to maturity securities (book value)$85,228,000227
Available-for-sale securities (fair market value)$4,012,0006,377
Total debt securities$85,587,0001,496
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$100,865,0001,284
U.S. Government securities$4,584,0006,211
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,584,0006,108
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$96,281,000176
Privately issued residential mortgage-backed securities$29,694,000239
Commercial mortgage-backed securities - Total$61,579,00027
Asset backed securities$4,203,00085
Structured financial products - Total$805,000231
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,031,000749
Mortgage-backed securities$95,857,000687
Certificates of participation in pools of residential mortgages$4,325,0003,717
Issued or guaranteed by U.S.$4,325,0003,710
Privately issued$0157
Collaterized mortgage obligations$29,953,000733
CMOs issued by government agencies or sponsored agencies$259,0003,039
Privately issued$29,694,000232
Commercial mortgage-backed securities$61,579,00027
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$61,579,00021
Held to maturity securities (book value)$96,540,000194
Available-for-sale securities (fair market value)$4,325,0006,340
Total debt securities$95,921,0001,329
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$127,468,0001,005
U.S. Government securities$7,861,0005,444
U.S. Treasury securities$01,047
U.S. Government agency obligations$7,861,0005,347
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$119,607,000165
Privately issued residential mortgage-backed securities$33,075,000242
Commercial mortgage-backed securities - Total$80,827,00028
Asset backed securities$4,905,00088
Structured financial products - Total$800,000249
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,858,000582
Mortgage-backed securities$121,763,000568
Certificates of participation in pools of residential mortgages$4,500,0003,755
Issued or guaranteed by U.S.$4,500,0003,744
Privately issued$0171
Collaterized mortgage obligations$36,436,000637
CMOs issued by government agencies or sponsored agencies$3,361,0001,827
Privately issued$33,075,000234
Commercial mortgage-backed securities$80,827,00028
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$80,827,00022
Held to maturity securities (book value)$119,877,000168
Available-for-sale securities (fair market value)$7,591,0005,755
Total debt securities$124,931,0001,008
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$1,00081
2009-06-30Rank
Total securities$130,194,000975
U.S. Government securities$4,965,0006,164
U.S. Treasury securities$01,036
U.S. Government agency obligations$4,965,0006,077
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$125,229,000173
Privately issued residential mortgage-backed securities$37,786,000228
Commercial mortgage-backed securities - Total$81,942,00030
Asset backed securities$4,707,000104
Structured financial products - Total$794,000268
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,141,000570
Mortgage-backed securities$124,693,000562
Certificates of participation in pools of residential mortgages$4,684,0003,760
Issued or guaranteed by U.S.$4,684,0003,747
Privately issued$0181
Collaterized mortgage obligations$38,067,000599
CMOs issued by government agencies or sponsored agencies$281,0003,024
Privately issued$37,786,000217
Commercial mortgage-backed securities$81,942,00030
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$81,942,00024
Held to maturity securities (book value)$125,510,000164
Available-for-sale securities (fair market value)$4,684,0006,327
Total debt securities$128,455,000971
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$5,00079
2009-03-31Rank
Total securities$135,753,000925
U.S. Government securities$5,276,0006,213
U.S. Treasury securities$0981
U.S. Government agency obligations$5,276,0006,132
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$130,477,000167
Privately issued residential mortgage-backed securities$124,694,000114
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,994,000123
Structured financial products - TotalNANA
Other domestic debt securities - All other$789,0001,710
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$97,823,000596
Mortgage-backed securities$129,970,000535
Certificates of participation in pools of residential mortgages$4,983,0003,778
Issued or guaranteed by U.S.$4,983,0003,765
Privately issued$0191
Collaterized mortgage obligations$124,987,000254
CMOs issued by government agencies or sponsored agencies$293,0003,031
Privately issued$124,694,000106
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$130,770,000162
Available-for-sale securities (fair market value)$4,983,0006,309
Total debt securities$131,488,000934
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$9,00064
2008-12-31Rank
Total securities$33,586,0003,193
U.S. Government securities$3,650,0006,780
U.S. Treasury securities$0973
U.S. Government agency obligations$3,650,0006,687
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$29,936,000423
Privately issued residential mortgage-backed securities$25,973,000300
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,173,000137
Structured financial products - TotalNANA
Other domestic debt securities - All other$790,0001,674
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,206,0001,998
Mortgage-backed securities$29,623,0001,786
Certificates of participation in pools of residential mortgages$3,354,0004,234
Issued or guaranteed by U.S.$3,354,0004,222
Privately issued$0188
Collaterized mortgage obligations$26,269,000731
CMOs issued by government agencies or sponsored agencies$296,0003,017
Privately issued$25,973,000291
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$790,0002,640
Available-for-sale securities (fair market value)$32,796,0002,886
Total debt securities$31,232,0003,324
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$25,369,00088
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$13,00061
2008-09-30Rank
Total securities$32,494,0003,202
U.S. Government securities$3,751,0006,775
U.S. Treasury securities$01,019
U.S. Government agency obligations$3,751,0006,678
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$28,743,000431
Privately issued residential mortgage-backed securities$24,095,000311
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,863,000131
Structured financial products - TotalNANA
Other domestic debt securities - All other$785,0001,644
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,294,0002,243
Mortgage-backed securities$27,846,0001,785
Certificates of participation in pools of residential mortgages$3,445,0004,139
Issued or guaranteed by U.S.$3,445,0004,128
Privately issued$0192
Collaterized mortgage obligations$24,401,000730
CMOs issued by government agencies or sponsored agencies$306,0002,929
Privately issued$24,095,000298
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)$32,494,0002,847
Total debt securities$32,494,0003,172
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$25,674,00089
Revaluation gains on off-balance sheet contracts$7,00065
Revaluation losses on off-balance sheet contracts$23,00063
2008-06-30Rank
Total securities$35,261,0003,048
U.S. Government securities$4,030,0006,711
U.S. Treasury securities$01,021
U.S. Government agency obligations$4,030,0006,617
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$31,231,000412
Privately issued residential mortgage-backed securities$25,889,000306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,100,000128
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,242,0001,441
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,093,0001,957
Mortgage-backed securities$29,919,0001,686
Certificates of participation in pools of residential mortgages$3,705,0004,053
Issued or guaranteed by U.S.$3,705,0004,037
Privately issued$0202
Collaterized mortgage obligations$26,214,000682
CMOs issued by government agencies or sponsored agencies$325,0002,921
Privately issued$25,889,000290
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)$35,261,0002,722
Total debt securities$35,261,0003,011
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$27,592,00093
Revaluation gains on off-balance sheet contracts$7,00065
Revaluation losses on off-balance sheet contracts$29,00064
2008-03-31Rank
Total securities$40,187,0002,755
U.S. Government securities$4,390,0006,650
U.S. Treasury securities$01,044
U.S. Government agency obligations$4,390,0006,549
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$35,797,000377
Privately issued residential mortgage-backed securities$29,876,000285
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,590,000130
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,331,0001,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,794,0001,714
Mortgage-backed securities$34,266,0001,454
Certificates of participation in pools of residential mortgages$4,045,0003,827
Issued or guaranteed by U.S.$4,045,0003,813
Privately issued$0205
Collaterized mortgage obligations$30,221,000615
CMOs issued by government agencies or sponsored agencies$345,0002,879
Privately issued$29,876,000270
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)$40,187,0002,449
Total debt securities$40,187,0002,717
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$29,107,00098
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$41,00060
2007-12-31Rank
Total securities$44,331,0002,549
U.S. Government securities$4,663,0006,697
U.S. Treasury securities$01,146
U.S. Government agency obligations$4,663,0006,590
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$39,668,000352
Privately issued residential mortgage-backed securities$31,769,000260
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,469,000113
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,430,0001,246
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,538,0001,620
Mortgage-backed securities$36,432,0001,229
Certificates of participation in pools of residential mortgages$4,301,0003,433
Issued or guaranteed by U.S.$4,301,0003,419
Privately issued$0191
Collaterized mortgage obligations$32,131,000555
CMOs issued by government agencies or sponsored agencies$362,0002,796
Privately issued$31,769,000248
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)$44,331,0002,236
Total debt securities$44,331,0002,502
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$30,509,00092
Revaluation gains on off-balance sheet contracts$45,00056
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$45,966,0002,467
U.S. Government securities$4,812,0006,743
U.S. Treasury securities$01,235
U.S. Government agency obligations$4,812,0006,627
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$41,154,000333
Privately issued residential mortgage-backed securities$32,773,000246
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,956,000104
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,425,0001,233
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,0006,636
Mortgage-backed securities$37,585,0001,137
Certificates of participation in pools of residential mortgages$4,434,0003,228
Issued or guaranteed by U.S.$4,434,0003,212
Privately issued$0194
Collaterized mortgage obligations$33,151,000530
CMOs issued by government agencies or sponsored agencies$378,0002,742
Privately issued$32,773,000234
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)$45,966,0002,145
Total debt securities$45,966,0002,423
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$31,473,00086
Revaluation gains on off-balance sheet contracts$266,00055
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$49,020,0002,328
U.S. Government securities$5,183,0006,671
U.S. Treasury securities$01,362
U.S. Government agency obligations$5,183,0006,546
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$43,837,000316
Privately issued residential mortgage-backed securities$33,819,000233
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,520,00091
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,498,0001,153
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,141,0002,909
Mortgage-backed securities$39,002,0001,086
Certificates of participation in pools of residential mortgages$4,778,0003,064
Issued or guaranteed by U.S.$4,778,0003,050
Privately issued$0207
Collaterized mortgage obligations$34,224,000518
CMOs issued by government agencies or sponsored agencies$405,0002,712
Privately issued$33,819,000223
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)$49,020,0002,012
Total debt securities$49,020,0002,290
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$32,750,00083
Revaluation gains on off-balance sheet contracts$639,00062
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$54,604,0002,113
U.S. Government securities$5,773,0006,542
U.S. Treasury securities$01,448
U.S. Government agency obligations$5,773,0006,416
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$48,831,000298
Privately issued residential mortgage-backed securities$36,795,000216
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,536,00081
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,172
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,764,0002,993
Mortgage-backed securities$42,568,0001,026
Certificates of participation in pools of residential mortgages$5,347,0002,911
Issued or guaranteed by U.S.$5,347,0002,896
Privately issued$0218
Collaterized mortgage obligations$37,221,000476
CMOs issued by government agencies or sponsored agencies$426,0002,679
Privately issued$36,795,000205
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)$54,604,0001,820
Total debt securities$54,603,0002,075
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$33,621,00097
Revaluation gains on off-balance sheet contracts$433,00062
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$100,296,0001,235
U.S. Government securities$15,808,0004,352
U.S. Treasury securities$6,976,000353
U.S. Government agency obligations$8,832,0005,627
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$84,488,000215
Privately issued residential mortgage-backed securities$68,554,000159
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,436,00067
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,498,0001,202
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,899,0001,266
Mortgage-backed securities$77,386,000661
Certificates of participation in pools of residential mortgages$8,295,0002,320
Issued or guaranteed by U.S.$8,295,0002,308
Privately issued$0208
Collaterized mortgage obligations$69,091,000334
CMOs issued by government agencies or sponsored agencies$537,0002,549
Privately issued$68,554,000146
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)$100,296,0001,067
Total debt securities$100,296,0001,203
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$89,192,0001,370
U.S. Government securities$9,600,0005,605
U.S. Treasury securities$01,574
U.S. Government agency obligations$9,600,0005,483
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$79,592,000231
Privately issued residential mortgage-backed securities$70,483,000155
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,109,00094
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,077,0002,448
Mortgage-backed securities$80,083,000647
Certificates of participation in pools of residential mortgages$9,029,0002,232
Issued or guaranteed by U.S.$9,029,0002,216
Privately issued$0214
Collaterized mortgage obligations$71,054,000321
CMOs issued by government agencies or sponsored agencies$571,0002,504
Privately issued$70,483,000142
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)$89,192,0001,194
Total debt securities$89,192,0001,338
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$92,455,0001,320
U.S. Government securities$10,212,0005,496
U.S. Treasury securities$01,634
U.S. Government agency obligations$10,212,0005,367
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$82,243,000223
Privately issued residential mortgage-backed securities$72,737,000152
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,506,00090
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,688,0002,374
Mortgage-backed securities$82,949,000633
Certificates of participation in pools of residential mortgages$9,577,0002,164
Issued or guaranteed by U.S.$9,577,0002,149
Privately issued$0211
Collaterized mortgage obligations$73,372,000313
CMOs issued by government agencies or sponsored agencies$635,0002,441
Privately issued$72,737,000139
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)$92,455,0001,141
Total debt securities$92,455,0001,296
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$97,321,0001,284
U.S. Government securities$11,018,0005,357
U.S. Treasury securities$01,715
U.S. Government agency obligations$11,018,0005,220
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$86,303,000221
Privately issued residential mortgage-backed securities$75,927,000151
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,376,00083
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,559,0003,137
Mortgage-backed securities$86,945,000617
Certificates of participation in pools of residential mortgages$10,323,0002,105
Issued or guaranteed by U.S.$10,323,0002,092
Privately issued$0205
Collaterized mortgage obligations$76,622,000304
CMOs issued by government agencies or sponsored agencies$695,0002,405
Privately issued$75,927,000138
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)$97,321,0001,105
Total debt securities$97,321,0001,258
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$63,149,0001,914
U.S. Government securities$11,916,0005,143
U.S. Treasury securities$01,737
U.S. Government agency obligations$11,916,0004,991
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$51,233,000294
Privately issued residential mortgage-backed securities$47,148,000186
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,085,000117
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,330,0005,674
Mortgage-backed securities$59,064,000832
Certificates of participation in pools of residential mortgages$11,149,0002,022
Issued or guaranteed by U.S.$11,149,0002,009
Privately issued$0216
Collaterized mortgage obligations$47,915,000401
CMOs issued by government agencies or sponsored agencies$767,0002,359
Privately issued$47,148,000176
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)$63,149,0001,631
Total debt securities$63,149,0001,876
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$67,569,0001,785
U.S. Government securities$14,002,0004,691
U.S. Treasury securities$01,786
U.S. Government agency obligations$14,002,0004,557
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$53,567,000281
Privately issued residential mortgage-backed securities$48,660,000183
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,907,000115
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,748,0001,142
Mortgage-backed securities$62,662,000795
Certificates of participation in pools of residential mortgages$13,299,0001,833
Issued or guaranteed by U.S.$13,299,0001,819
Privately issued$0225
Collaterized mortgage obligations$49,363,000395
CMOs issued by government agencies or sponsored agencies$703,0002,420
Privately issued$48,660,000171
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)$67,569,0001,504
Total debt securities$67,569,0001,743
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$73,270,0001,684
U.S. Government securities$15,675,0004,447
U.S. Treasury securities$01,839
U.S. Government agency obligations$15,675,0004,319
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$57,595,000268
Privately issued residential mortgage-backed securities$52,073,000177
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,522,000108
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,749,000864
Mortgage-backed securities$67,748,000762
Certificates of participation in pools of residential mortgages$14,674,0001,775
Issued or guaranteed by U.S.$14,674,0001,761
Privately issued$0223
Collaterized mortgage obligations$53,074,000396
CMOs issued by government agencies or sponsored agencies$1,001,0002,314
Privately issued$52,073,000166
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)$73,270,0001,413
Total debt securities$73,270,0001,642
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$75,967,0001,630
U.S. Government securities$16,776,0004,330
U.S. Treasury securities$01,963
U.S. Government agency obligations$16,776,0004,192
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$59,191,000263
Privately issued residential mortgage-backed securities$52,459,000172
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,732,00099
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,481,000794
Mortgage-backed securities$69,235,000776
Certificates of participation in pools of residential mortgages$15,658,0001,750
Issued or guaranteed by U.S.$15,658,0001,739
Privately issued$0207
Collaterized mortgage obligations$53,577,000398
CMOs issued by government agencies or sponsored agencies$1,118,0002,297
Privately issued$52,459,000160
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)$75,967,0001,387
Total debt securities$75,967,0001,588
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$67,925,0001,839
U.S. Government securities$19,339,0003,957
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,339,0003,824
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$48,586,000304
Privately issued residential mortgage-backed securities$42,691,000192
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,895,000107
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,055,000909
Mortgage-backed securities$62,030,000866
Certificates of participation in pools of residential mortgages$17,280,0001,662
Issued or guaranteed by U.S.$17,280,0001,652
Privately issued$0203
Collaterized mortgage obligations$44,750,000447
CMOs issued by government agencies or sponsored agencies$2,059,0001,925
Privately issued$42,691,000177
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)$67,925,0001,554
Total debt securities$67,925,0001,790
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$56,087,0002,186
U.S. Government securities$23,849,0003,401
U.S. Treasury securities$01,990
U.S. Government agency obligations$23,849,0003,278
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$32,238,000394
Privately issued residential mortgage-backed securities$23,694,000235
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,544,000105
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,390,0001,262
Mortgage-backed securities$47,543,0001,065
Certificates of participation in pools of residential mortgages$18,846,0001,561
Issued or guaranteed by U.S.$18,846,0001,553
Privately issued$0225
Collaterized mortgage obligations$28,697,000590
CMOs issued by government agencies or sponsored agencies$5,003,0001,369
Privately issued$23,694,000216
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)$56,087,0001,838
Total debt securities$56,086,0002,135
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$49,617,0002,468
U.S. Government securities$26,349,0003,188
U.S. Treasury securities$02,098
U.S. Government agency obligations$26,349,0003,069
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$23,268,000495
Privately issued residential mortgage-backed securities$16,890,000272
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,378,000109
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,768,0001,049
Mortgage-backed securities$43,239,0001,162
Certificates of participation in pools of residential mortgages$20,399,0001,490
Issued or guaranteed by U.S.$20,399,0001,477
Privately issued$0225
Collaterized mortgage obligations$22,840,000675
CMOs issued by government agencies or sponsored agencies$5,950,0001,285
Privately issued$16,890,000253
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)$49,617,0002,091
Total debt securities$49,617,0002,417
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$52,240,0002,347
U.S. Government securities$34,653,0002,518
U.S. Treasury securities$02,082
U.S. Government agency obligations$34,653,0002,436
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$17,587,000630
Privately issued residential mortgage-backed securities$14,856,000300
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,731,000150
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,922,0001,162
Mortgage-backed securities$49,509,0001,076
Certificates of participation in pools of residential mortgages$24,432,0001,321
Issued or guaranteed by U.S.$24,432,0001,314
Privately issued$0230
Collaterized mortgage obligations$25,077,000663
CMOs issued by government agencies or sponsored agencies$10,221,000991
Privately issued$14,856,000279
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)$52,240,0002,000
Total debt securities$52,240,0002,282
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$42,844,0002,829
U.S. Government securities$27,654,0003,090
U.S. Treasury securities$02,227
U.S. Government agency obligations$27,654,0002,983
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$15,190,000667
Privately issued residential mortgage-backed securities$11,962,000255
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,228,000145
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,694,0004,976
Mortgage-backed securities$39,616,0001,287
Certificates of participation in pools of residential mortgages$18,618,0001,638
Issued or guaranteed by U.S.$18,618,0001,623
Privately issued$0248
Collaterized mortgage obligations$20,998,000744
CMOs issued by government agencies or sponsored agencies$9,036,0001,105
Privately issued$11,962,000219
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)$42,844,0002,441
Total debt securities$42,844,0002,765
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$43,625,0002,725
U.S. Government securities$30,437,0002,792
U.S. Treasury securities$02,287
U.S. Government agency obligations$30,437,0002,692
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$13,188,000741
Privately issued residential mortgage-backed securities$12,618,000243
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$570,000294
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,004,0001,872
Mortgage-backed securities$43,055,0001,185
Certificates of participation in pools of residential mortgages$16,987,0001,726
Issued or guaranteed by U.S.$16,987,0001,718
Privately issued$0253
Collaterized mortgage obligations$26,068,000650
CMOs issued by government agencies or sponsored agencies$13,450,000897
Privately issued$12,618,000212
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)$43,625,0002,335
Total debt securities$43,625,0002,655
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$35,864,0003,129
U.S. Government securities$22,793,0003,372
U.S. Treasury securities$02,322
U.S. Government agency obligations$22,793,0003,244
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$13,071,000775
Privately issued residential mortgage-backed securities$12,447,000262
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$624,000300
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,701,0002,339
Mortgage-backed securities$35,240,0001,361
Certificates of participation in pools of residential mortgages$12,697,0002,072
Issued or guaranteed by U.S.$12,697,0002,062
Privately issued$0256
Collaterized mortgage obligations$22,543,000761
CMOs issued by government agencies or sponsored agencies$10,096,0001,131
Privately issued$12,447,000231
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)$35,864,0002,691
Total debt securities$35,864,0003,045
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$40,916,0002,782
U.S. Government securities$26,166,0003,014
U.S. Treasury securities$02,382
U.S. Government agency obligations$26,166,0002,883
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$14,750,000737
Privately issued residential mortgage-backed securities$13,824,000258
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$926,000282
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,348,0001,616
Mortgage-backed securities$39,990,0001,237
Certificates of participation in pools of residential mortgages$15,425,0001,793
Issued or guaranteed by U.S.$15,425,0001,787
Privately issued$0257
Collaterized mortgage obligations$24,565,000735
CMOs issued by government agencies or sponsored agencies$10,741,0001,125
Privately issued$13,824,000232
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)$40,916,0002,389
Total debt securities$40,915,0002,706
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$30,528,0003,489
U.S. Government securities$17,395,0004,072
U.S. Treasury securities$02,544
U.S. Government agency obligations$17,395,0003,901
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$13,133,000783
Privately issued residential mortgage-backed securities$12,074,000266
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,059,000253
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,385,0003,405
Mortgage-backed securities$29,469,0001,518
Certificates of participation in pools of residential mortgages$9,925,0002,353
Issued or guaranteed by U.S.$9,925,0002,339
Privately issued$0252
Collaterized mortgage obligations$19,544,000843
CMOs issued by government agencies or sponsored agencies$7,470,0001,384
Privately issued$12,074,000235
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)$30,528,0002,986
Total debt securities$30,524,0003,411
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$24,015,0003,984
U.S. Government securities$7,632,0006,219
U.S. Treasury securities$03,182
U.S. Government agency obligations$7,632,0005,999
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$16,383,000685
Privately issued residential mortgage-backed securities$11,540,000302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,843,000138
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,596,0004,182
Mortgage-backed securities$19,172,0001,897
Certificates of participation in pools of residential mortgages$7,632,0002,504
Issued or guaranteed by U.S.$7,632,0002,488
Privately issued$0260
Collaterized mortgage obligations$11,540,0001,189
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$11,540,000267
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)$24,015,0003,363
Total debt securities$24,015,0003,901
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$34,043,0003,111
U.S. Government securities$11,701,0005,335
U.S. Treasury securities$04,186
U.S. Government agency obligations$11,701,0005,022
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$21,586,000512
Privately issued residential mortgage-backed securities$21,577,000184
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,0003,342
Foreign debt securities$0313
Equity securities$756,0003,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$27,349,0001,208
Certificates of participation in pools of residential mortgages$5,772,0002,423
Issued or guaranteed by U.S.$5,772,0002,407
Privately issued$0308
Collaterized mortgage obligations$21,577,000642
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$21,577,000158
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)$34,043,0002,495
Total debt securities$33,287,0003,069
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$36,924,0003,007
U.S. Government securities$12,195,0005,454
U.S. Treasury securities$05,412
U.S. Government agency obligations$12,195,0004,963
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$23,924,000493
Privately issued residential mortgage-backed securities$23,864,000193
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$60,0003,077
Foreign debt securities$62,000264
Equity securities$743,0002,948
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$31,179,0001,194
Certificates of participation in pools of residential mortgages$7,315,0002,247
Issued or guaranteed by U.S.$7,315,0002,235
Privately issued$0307
Collaterized mortgage obligations$23,864,000660
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$23,864,000163
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)$36,924,0002,338
Total debt securities$36,119,0002,968
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$36,547,0003,054
U.S. Government securities$8,041,0006,747
U.S. Treasury securities$06,820
U.S. Government agency obligations$8,041,0005,896
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$27,873,000398
Privately issued residential mortgage-backed securities$26,973,000178
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$900,0001,931
Foreign debt securitiesNANA
Equity securities$633,0003,113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,106,0003,853
Mortgage-backed securities$35,014,0001,161
Certificates of participation in pools of residential mortgages$8,041,0002,273
Issued or guaranteed by U.S.$8,041,0002,257
Privately issued$0349
Collaterized mortgage obligations$26,973,000628
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$26,973,000147
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$36,547,0002,305
Total debt securities$35,839,0003,025
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$50,627,0002,244
U.S. Government securities$7,955,0007,285
U.S. Treasury securities$07,921
U.S. Government agency obligations$7,955,0005,991
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$42,125,000232
Privately issued residential mortgage-backed securities$41,757,000126
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$368,0002,058
Foreign debt securitiesNANA
Equity securities$547,0003,424
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,784,0001,237
Mortgage-backed securities$49,712,000880
Certificates of participation in pools of residential mortgages$7,955,0002,237
Issued or guaranteed by U.S.$7,955,0002,225
Privately issued$0394
Collaterized mortgage obligations$41,757,000429
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$41,757,00087
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$50,627,0001,577
Total debt securities$50,080,0002,217
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$53,771,0002,270
U.S. Government securities$8,870,0007,450
U.S. Treasury securities$08,776
U.S. Government agency obligations$8,870,0005,891
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$44,390,000223
Privately issued residential mortgage-backed securities$42,962,000138
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,428,0001,315
Foreign debt securitiesNANA
Equity securities$511,0003,474
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,010,000895
Mortgage-backed securities$51,832,000895
Certificates of participation in pools of residential mortgages$8,870,0002,325
Issued or guaranteed by U.S.$8,870,0002,305
Privately issued$0472
Collaterized mortgage obligations$42,962,000443
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$42,962,00090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$53,771,0001,509
Total debt securities$53,260,0002,230
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$8,145,0008,942
U.S. Government securities$7,887,0008,223
U.S. Treasury securities$3,002,0006,065
U.S. Government agency obligations$4,885,0007,777
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$258,0004,546
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$4,885,0004,529
Certificates of participation in pools of residential mortgages$4,885,0003,329
Issued or guaranteed by U.S.$4,885,0003,303
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$8,145,0006,752
Total debt securities$7,887,0008,931
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$12,240,0007,975
U.S. Government securities$11,942,0006,984
U.S. Treasury securities$5,854,0005,054
U.S. Government agency obligations$6,088,0007,099
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$40,0005,454
Privately issued residential mortgage-backed securities$40,0002,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$258,0004,301
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,997,0005,352
Mortgage-backed securities$6,128,0004,273
Certificates of participation in pools of residential mortgages$6,088,0003,061
Issued or guaranteed by U.S.$6,088,0003,048
Privately issued$0564
Collaterized mortgage obligations$40,0006,427
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$40,0002,186
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$12,240,0004,173
Total debt securities$11,982,0007,948
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$1,007,00012,895
U.S. Government securities$492,00012,875
U.S. Treasury securities$011,566
U.S. Government agency obligations$492,00011,732
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$257,0004,980
Privately issued residential mortgage-backed securities$257,0002,156
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$258,0004,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$492,0009,686
Mortgage-backed securities$749,0008,809
Certificates of participation in pools of residential mortgages$622,0007,781
Issued or guaranteed by U.S.$492,0008,051
Privately issued$130,000575
Collaterized mortgage obligations$127,0006,547
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$127,0002,186
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$749,00012,848
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$10,253,0009,053
U.S. Government securities$9,255,0008,387
U.S. Treasury securities$4,148,0006,410
U.S. Government agency obligations$5,107,0007,915
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$740,0004,570
Privately issued residential mortgage-backed securities$740,0002,051
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$258,0003,552
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,310,0005,677
Mortgage-backed securities$5,847,0005,067
Certificates of participation in pools of residential mortgages$5,211,0003,877
Issued or guaranteed by U.S.$4,926,0003,960
Privately issued$285,000566
Collaterized mortgage obligations$636,0005,597
CMOs issued by government agencies or sponsored agencies$181,0006,216
Privately issued$455,0002,063
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$9,995,0009,017
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