Mainline National Bank, Securities

2011-12-31Rank
Total securities$79,392,0001,766
U.S. Government securities$71,555,0001,402
U.S. Treasury securities$01,076
U.S. Government agency obligations$71,555,0001,358
Securities issued by states & political subdivisions$7,096,0003,126
Other domestic debt securities$741,0002,171
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$741,000189
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$18,611,0002,260
Mortgage-backed securities$49,412,0001,321
Certificates of participation in pools of residential mortgages$49,412,000879
Issued or guaranteed by U.S.$49,412,000877
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$79,392,0001,611
Total debt securities$79,392,0001,745
Structured notes
Amortized cost$12,195,000458
Fair value$12,211,000458
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$83,110,0001,654
U.S. Government securities$75,001,0001,321
U.S. Treasury securities$01,126
U.S. Government agency obligations$75,001,0001,271
Securities issued by states & political subdivisions$7,273,0003,023
Other domestic debt securities$836,0002,114
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$836,000179
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$19,409,0002,172
Mortgage-backed securities$49,736,0001,282
Certificates of participation in pools of residential mortgages$49,736,000853
Issued or guaranteed by U.S.$49,736,000849
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$83,110,0001,503
Total debt securities$83,110,0001,633
Structured notes
Amortized cost$14,194,000411
Fair value$14,231,000411
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$85,058,0001,626
U.S. Government securities$77,212,0001,298
U.S. Treasury securities$01,225
U.S. Government agency obligations$77,212,0001,248
Securities issued by states & political subdivisions$7,092,0002,991
Other domestic debt securities$754,0002,094
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$754,000202
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$19,982,0002,161
Mortgage-backed securities$52,373,0001,224
Certificates of participation in pools of residential mortgages$52,373,000793
Issued or guaranteed by U.S.$52,373,000790
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$85,058,0001,467
Total debt securities$85,058,0001,609
Structured notes
Amortized cost$9,197,000739
Fair value$9,205,000739
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$86,114,0001,593
U.S. Government securities$78,304,0001,273
U.S. Treasury securities$01,272
U.S. Government agency obligations$78,304,0001,225
Securities issued by states & political subdivisions$7,020,0002,961
Other domestic debt securities$790,0002,125
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$790,000190
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$20,377,0002,141
Mortgage-backed securities$48,193,0001,258
Certificates of participation in pools of residential mortgages$48,193,000812
Issued or guaranteed by U.S.$48,193,000807
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$86,114,0001,436
Total debt securities$86,114,0001,572
Structured notes
Amortized cost$13,195,000551
Fair value$13,008,000551
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$90,191,0001,476
U.S. Government securities$82,918,0001,136
U.S. Treasury securities$01,275
U.S. Government agency obligations$82,918,0001,079
Securities issued by states & political subdivisions$6,500,0003,071
Other domestic debt securities$773,0002,266
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$773,000193
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$26,826,0001,740
Mortgage-backed securities$49,311,0001,193
Certificates of participation in pools of residential mortgages$49,311,000757
Issued or guaranteed by U.S.$49,311,000752
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$90,191,0001,320
Total debt securities$90,191,0001,454
Structured notes
Amortized cost$17,190,000388
Fair value$16,920,000392
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$96,295,0001,378
U.S. Government securities$88,760,0001,041
U.S. Treasury securities$01,180
U.S. Government agency obligations$88,760,000992
Securities issued by states & political subdivisions$6,109,0003,084
Other domestic debt securities$1,426,0001,946
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$1,426,000157
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$28,852,0001,658
Mortgage-backed securities$42,169,0001,299
Certificates of participation in pools of residential mortgages$42,169,000830
Issued or guaranteed by U.S.$42,169,000823
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$96,295,0001,224
Total debt securities$96,295,0001,359
Structured notes
Amortized cost$18,492,000324
Fair value$18,614,000326
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$99,579,0001,316
U.S. Government securities$92,628,0001,012
U.S. Treasury securities$01,121
U.S. Government agency obligations$92,628,000969
Securities issued by states & political subdivisions$5,144,0003,240
Other domestic debt securities$1,807,0001,795
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$1,807,000145
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$30,660,0001,583
Mortgage-backed securities$33,139,0001,567
Certificates of participation in pools of residential mortgages$33,139,0001,042
Issued or guaranteed by U.S.$33,139,0001,033
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$99,579,0001,166
Total debt securities$99,579,0001,294
Structured notes
Amortized cost$37,489,000138
Fair value$37,663,000138
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$92,282,0001,417
U.S. Government securities$85,516,0001,097
U.S. Treasury securities$01,130
U.S. Government agency obligations$85,516,0001,056
Securities issued by states & political subdivisions$4,395,0003,440
Other domestic debt securities$2,371,0001,657
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$2,371,000132
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$32,181,0001,576
Mortgage-backed securities$32,991,0001,616
Certificates of participation in pools of residential mortgages$32,991,0001,111
Issued or guaranteed by U.S.$32,991,0001,103
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$92,282,0001,254
Total debt securities$92,282,0001,396
Structured notes
Amortized cost$31,981,000130
Fair value$32,037,000128
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$57,360,0002,132
U.S. Government securities$50,664,0001,727
U.S. Treasury securities$01,077
U.S. Government agency obligations$50,664,0001,675
Securities issued by states & political subdivisions$4,301,0003,482
Other domestic debt securities$2,395,0001,702
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$2,395,000141
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$34,783,0001,475
Mortgage-backed securities$28,382,0001,812
Certificates of participation in pools of residential mortgages$28,382,0001,294
Issued or guaranteed by U.S.$28,382,0001,287
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$57,360,0001,895
Total debt securities$57,360,0002,106
Structured notes
Amortized cost$8,500,000491
Fair value$8,246,000507
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$92,065,0001,389
U.S. Government securities$85,403,0001,030
U.S. Treasury securities$01,047
U.S. Government agency obligations$85,403,000997
Securities issued by states & political subdivisions$4,325,0003,461
Other domestic debt securities$2,337,0001,816
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$2,337,000161
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$46,555,0001,138
Mortgage-backed securities$58,936,0001,055
Certificates of participation in pools of residential mortgages$58,936,000687
Issued or guaranteed by U.S.$58,936,000681
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$92,065,0001,210
Total debt securities$92,065,0001,361
Structured notes
Amortized cost$10,500,000236
Fair value$10,372,000241
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$90,317,0001,397
U.S. Government securities$80,483,0001,066
U.S. Treasury securities$01,036
U.S. Government agency obligations$80,483,0001,028
Securities issued by states & political subdivisions$4,284,0003,438
Other domestic debt securities$5,550,0001,266
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$3,215,000146
Other domestic debt securities - All other$2,335,0001,053
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$53,185,0001,016
Mortgage-backed securities$53,267,0001,149
Certificates of participation in pools of residential mortgages$53,267,000777
Issued or guaranteed by U.S.$53,267,000767
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$90,317,0001,217
Total debt securities$90,317,0001,372
Structured notes
Amortized cost$10,500,000149
Fair value$10,350,000149
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$81,295,0001,524
U.S. Government securities$73,312,0001,188
U.S. Treasury securities$0981
U.S. Government agency obligations$73,312,0001,151
Securities issued by states & political subdivisions$3,280,0003,700
Other domestic debt securities$4,703,0001,297
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,703,000691
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$35,109,0001,478
Mortgage-backed securities$54,036,0001,148
Certificates of participation in pools of residential mortgages$54,036,000796
Issued or guaranteed by U.S.$54,036,000788
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$81,295,0001,321
Total debt securities$81,295,0001,502
Structured notes
Amortized cost$4,500,000280
Fair value$4,504,000281
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$79,675,0001,528
U.S. Government securities$70,447,0001,219
U.S. Treasury securities$0973
U.S. Government agency obligations$70,447,0001,189
Securities issued by states & political subdivisions$1,058,0004,765
Other domestic debt securities$8,170,000942
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,170,000448
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$36,725,0001,430
Mortgage-backed securities$52,021,0001,141
Certificates of participation in pools of residential mortgages$52,021,000797
Issued or guaranteed by U.S.$52,021,000789
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$79,675,0001,328
Total debt securities$79,675,0001,501
Structured notes
Amortized cost$6,550,000199
Fair value$6,530,000199
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$76,859,0001,545
U.S. Government securities$68,486,0001,235
U.S. Treasury securities$01,019
U.S. Government agency obligations$68,486,0001,203
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$8,373,000903
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,373,000424
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$40,246,0001,299
Mortgage-backed securities$49,495,0001,138
Certificates of participation in pools of residential mortgages$49,495,000804
Issued or guaranteed by U.S.$49,495,000794
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$76,859,0001,331
Total debt securities$76,859,0001,519
Structured notes
Amortized cost$6,500,000193
Fair value$6,353,000198
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$83,551,0001,444
U.S. Government securities$71,736,0001,172
U.S. Treasury securities$01,021
U.S. Government agency obligations$71,736,0001,144
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$11,815,000797
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,815,000384
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$41,087,0001,241
Mortgage-backed securities$50,767,0001,115
Certificates of participation in pools of residential mortgages$50,767,000784
Issued or guaranteed by U.S.$50,767,000774
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$83,551,0001,247
Total debt securities$83,551,0001,417
Structured notes
Amortized cost$6,500,000214
Fair value$6,355,000215
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$80,801,0001,485
U.S. Government securities$68,399,0001,228
U.S. Treasury securities$01,044
U.S. Government agency obligations$68,399,0001,205
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$12,402,000746
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,402,000374
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$36,697,0001,351
Mortgage-backed securities$51,189,0001,072
Certificates of participation in pools of residential mortgages$51,189,000740
Issued or guaranteed by U.S.$51,189,000730
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$80,801,0001,292
Total debt securities$80,801,0001,447
Structured notes
Amortized cost$5,500,000253
Fair value$5,544,000253
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$75,016,0001,580
U.S. Government securities$66,518,0001,268
U.S. Treasury securities$01,146
U.S. Government agency obligations$66,518,0001,245
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$8,498,000880
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,498,000496
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$37,228,0001,321
Mortgage-backed securities$38,453,0001,192
Certificates of participation in pools of residential mortgages$38,453,000851
Issued or guaranteed by U.S.$38,453,000840
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$75,016,0001,379
Total debt securities$75,016,0001,541
Structured notes
Amortized cost$2,000,0001,023
Fair value$2,003,0001,034
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$74,110,0001,611
U.S. Government securities$65,053,0001,312
U.S. Treasury securities$01,235
U.S. Government agency obligations$65,053,0001,284
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$9,057,000798
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,057,000452
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$37,578,0001,283
Mortgage-backed securities$37,377,0001,142
Certificates of participation in pools of residential mortgages$37,377,000830
Issued or guaranteed by U.S.$37,377,000820
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$74,110,0001,393
Total debt securities$74,110,0001,574
Structured notes
Amortized cost$2,000,0001,213
Fair value$1,987,0001,282
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$73,111,0001,616
U.S. Government securities$64,775,0001,321
U.S. Treasury securities$01,362
U.S. Government agency obligations$64,775,0001,291
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$8,336,000798
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,336,000453
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$37,966,0001,256
Mortgage-backed securities$37,598,0001,114
Certificates of participation in pools of residential mortgages$37,598,000817
Issued or guaranteed by U.S.$37,598,000807
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$73,111,0001,397
Total debt securities$73,113,0001,582
Structured notes
Amortized cost$2,000,0001,275
Fair value$1,952,0001,375
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$72,631,0001,629
U.S. Government securities$62,920,0001,370
U.S. Treasury securities$01,448
U.S. Government agency obligations$62,920,0001,340
Securities issued by states & political subdivisions$1,960,0004,298
Other domestic debt securities$7,751,000843
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,751,000489
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$33,776,0001,413
Mortgage-backed securities$34,449,0001,187
Certificates of participation in pools of residential mortgages$34,449,000858
Issued or guaranteed by U.S.$34,449,000850
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$72,631,0001,404
Total debt securities$72,631,0001,589
Structured notes
Amortized cost$2,000,0001,328
Fair value$1,970,0001,437
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$77,319,0001,570
U.S. Government securities$64,615,0001,375
U.S. Treasury securities$01,498
U.S. Government agency obligations$64,615,0001,342
Securities issued by states & political subdivisions$6,444,0002,717
Other domestic debt securities$6,260,000923
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,260,000562
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$34,597,0001,377
Mortgage-backed securities$36,232,0001,168
Certificates of participation in pools of residential mortgages$36,232,000845
Issued or guaranteed by U.S.$36,232,000836
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$77,319,0001,366
Total debt securities$77,319,0001,533
Structured notes
Amortized cost$2,000,0001,406
Fair value$1,962,0001,529
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$83,928,0001,455
U.S. Government securities$70,204,0001,280
U.S. Treasury securities$01,574
U.S. Government agency obligations$70,204,0001,245
Securities issued by states & political subdivisions$7,716,0002,438
Other domestic debt securities$6,008,000947
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,008,000593
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$37,404,0001,273
Mortgage-backed securities$37,522,0001,162
Certificates of participation in pools of residential mortgages$37,522,000837
Issued or guaranteed by U.S.$37,522,000827
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$83,928,0001,255
Total debt securities$83,928,0001,425
Structured notes
Amortized cost$4,000,000944
Fair value$3,818,0001,016
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$83,346,0001,463
U.S. Government securities$68,950,0001,306
U.S. Treasury securities$01,634
U.S. Government agency obligations$68,950,0001,269
Securities issued by states & political subdivisions$7,664,0002,413
Other domestic debt securities$6,732,000882
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,732,000564
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$32,581,0001,421
Mortgage-backed securities$38,950,0001,138
Certificates of participation in pools of residential mortgages$38,950,000825
Issued or guaranteed by U.S.$38,950,000816
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$83,346,0001,252
Total debt securities$83,346,0001,434
Structured notes
Amortized cost$5,000,000837
Fair value$4,796,000880
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$81,259,0001,511
U.S. Government securities$68,106,0001,338
U.S. Treasury securities$01,715
U.S. Government agency obligations$68,106,0001,295
Securities issued by states & political subdivisions$7,935,0002,355
Other domestic debt securities$5,218,0001,033
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,218,000675
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$28,648,0001,576
Mortgage-backed securities$39,739,0001,128
Certificates of participation in pools of residential mortgages$39,739,000824
Issued or guaranteed by U.S.$39,739,000815
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$81,259,0001,305
Total debt securities$81,259,0001,477
Structured notes
Amortized cost$5,000,000851
Fair value$4,845,000893
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$83,791,0001,461
U.S. Government securities$70,818,0001,283
U.S. Treasury securities$01,737
U.S. Government agency obligations$70,818,0001,235
Securities issued by states & political subdivisions$8,254,0002,277
Other domestic debt securities$4,719,0001,100
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,719,000752
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$27,734,0001,625
Mortgage-backed securities$42,286,0001,089
Certificates of participation in pools of residential mortgages$42,286,000797
Issued or guaranteed by U.S.$42,286,000791
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$83,791,0001,247
Total debt securities$83,791,0001,425
Structured notes
Amortized cost$5,000,000864
Fair value$4,865,000901
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$92,244,0001,330
U.S. Government securities$80,653,0001,118
U.S. Treasury securities$01,786
U.S. Government agency obligations$80,653,0001,077
Securities issued by states & political subdivisions$8,372,0002,227
Other domestic debt securities$3,219,0001,325
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,219,000941
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$31,145,0001,426
Mortgage-backed securities$45,742,0001,033
Certificates of participation in pools of residential mortgages$45,742,000759
Issued or guaranteed by U.S.$45,742,000754
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$92,244,0001,129
Total debt securities$92,244,0001,299
Structured notes
Amortized cost$5,000,000843
Fair value$4,938,000873
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$93,067,0001,325
U.S. Government securities$82,415,0001,094
U.S. Treasury securities$01,839
U.S. Government agency obligations$82,415,0001,055
Securities issued by states & political subdivisions$7,418,0002,393
Other domestic debt securities$3,234,0001,347
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,234,000973
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$24,103,0001,774
Mortgage-backed securities$47,819,0001,013
Certificates of participation in pools of residential mortgages$47,819,000736
Issued or guaranteed by U.S.$47,819,000730
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$93,067,0001,134
Total debt securities$93,066,0001,299
Structured notes
Amortized cost$4,000,000985
Fair value$3,958,0001,043
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$94,414,0001,335
U.S. Government securities$83,761,0001,105
U.S. Treasury securities$01,963
U.S. Government agency obligations$83,761,0001,062
Securities issued by states & political subdivisions$7,416,0002,398
Other domestic debt securities$3,237,0001,391
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,237,0001,026
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$24,665,0001,768
Mortgage-backed securities$48,767,0001,029
Certificates of participation in pools of residential mortgages$48,767,000741
Issued or guaranteed by U.S.$48,767,000736
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$94,414,0001,137
Total debt securities$94,414,0001,302
Structured notes
Amortized cost$4,000,000993
Fair value$3,882,0001,053
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$93,285,0001,361
U.S. Government securities$82,083,0001,143
U.S. Treasury securities$01,963
U.S. Government agency obligations$82,083,0001,100
Securities issued by states & political subdivisions$7,952,0002,327
Other domestic debt securities$3,250,0001,423
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,250,0001,063
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$25,572,0001,695
Mortgage-backed securities$47,613,0001,068
Certificates of participation in pools of residential mortgages$47,613,000778
Issued or guaranteed by U.S.$47,613,000773
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$93,285,0001,171
Total debt securities$93,285,0001,329
Structured notes
Amortized cost$4,750,000875
Fair value$4,694,000879
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$94,186,0001,364
U.S. Government securities$82,921,0001,130
U.S. Treasury securities$01,990
U.S. Government agency obligations$82,921,0001,084
Securities issued by states & political subdivisions$7,995,0002,322
Other domestic debt securities$3,270,0001,433
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,270,0001,100
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$26,275,0001,604
Mortgage-backed securities$51,012,0001,014
Certificates of participation in pools of residential mortgages$51,012,000734
Issued or guaranteed by U.S.$51,012,000730
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$94,186,0001,163
Total debt securities$94,186,0001,322
Structured notes
Amortized cost$4,750,000880
Fair value$4,723,000881
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$91,625,0001,428
U.S. Government securities$77,817,0001,221
U.S. Treasury securities$02,098
U.S. Government agency obligations$77,817,0001,177
Securities issued by states & political subdivisions$7,876,0002,328
Other domestic debt securities$5,932,0001,094
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,932,000809
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$28,418,0001,491
Mortgage-backed securities$44,369,0001,142
Certificates of participation in pools of residential mortgages$44,277,000837
Issued or guaranteed by U.S.$44,277,000832
Privately issued$0225
Collaterized mortgage obligations$92,0003,576
CMOs issued by government agencies or sponsored agencies$92,0003,272
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$91,625,0001,211
Total debt securities$91,625,0001,385
Structured notes
Amortized cost$4,750,000869
Fair value$4,577,000879
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$94,039,0001,402
U.S. Government securities$79,954,0001,183
U.S. Treasury securities$02,082
U.S. Government agency obligations$79,954,0001,135
Securities issued by states & political subdivisions$8,095,0002,300
Other domestic debt securities$5,990,0001,154
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,990,000866
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$53,988,000847
Mortgage-backed securities$45,460,0001,154
Certificates of participation in pools of residential mortgages$45,105,000844
Issued or guaranteed by U.S.$45,105,000838
Privately issued$0230
Collaterized mortgage obligations$355,0003,296
CMOs issued by government agencies or sponsored agencies$355,0003,019
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$94,039,0001,201
Total debt securities$94,039,0001,351
Structured notes
Amortized cost$4,750,000740
Fair value$4,752,000746
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$86,788,0001,535
U.S. Government securities$72,748,0001,351
U.S. Treasury securities$02,227
U.S. Government agency obligations$72,748,0001,300
Securities issued by states & political subdivisions$8,039,0002,316
Other domestic debt securities$6,001,0001,149
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,001,000919
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$54,705,000825
Mortgage-backed securities$41,627,0001,237
Certificates of participation in pools of residential mortgages$41,134,000929
Issued or guaranteed by U.S.$41,134,000920
Privately issued$0248
Collaterized mortgage obligations$493,0003,197
CMOs issued by government agencies or sponsored agencies$493,0003,045
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$86,788,0001,324
Total debt securities$86,788,0001,488
Structured notes
Amortized cost$4,500,000678
Fair value$4,437,000699
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$92,245,0001,440
U.S. Government securities$77,756,0001,267
U.S. Treasury securities$02,287
U.S. Government agency obligations$77,756,0001,216
Securities issued by states & political subdivisions$7,998,0002,322
Other domestic debt securities$6,491,0001,153
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$6,491,000931
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$58,599,000754
Mortgage-backed securities$45,399,0001,142
Certificates of participation in pools of residential mortgages$44,701,000852
Issued or guaranteed by U.S.$44,701,000847
Privately issued$0253
Collaterized mortgage obligations$698,0003,035
CMOs issued by government agencies or sponsored agencies$698,0002,889
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)$92,245,0001,227
Total debt securities$92,245,0001,388
Structured notes
Amortized cost$4,500,000561
Fair value$4,428,000572
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$91,248,0001,400
U.S. Government securities$77,291,0001,202
U.S. Treasury securities$02,322
U.S. Government agency obligations$77,291,0001,156
Securities issued by states & political subdivisions$7,424,0002,416
Other domestic debt securities$6,533,0001,186
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$6,533,000938
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$54,908,000775
Mortgage-backed securities$48,063,0001,087
Certificates of participation in pools of residential mortgages$46,679,000804
Issued or guaranteed by U.S.$46,679,000800
Privately issued$0256
Collaterized mortgage obligations$1,384,0002,788
CMOs issued by government agencies or sponsored agencies$1,384,0002,632
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)$91,248,0001,207
Total debt securities$91,248,0001,355
Structured notes
Amortized cost$4,500,000436
Fair value$4,550,000442
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$86,316,0001,452
U.S. Government securities$72,226,0001,272
U.S. Treasury securities$02,382
U.S. Government agency obligations$72,226,0001,216
Securities issued by states & political subdivisions$7,645,0002,283
Other domestic debt securities$6,445,0001,208
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$6,445,000968
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$58,786,000736
Mortgage-backed securities$52,711,0001,007
Certificates of participation in pools of residential mortgages$47,314,000778
Issued or guaranteed by U.S.$47,314,000773
Privately issued$0257
Collaterized mortgage obligations$5,397,0001,733
CMOs issued by government agencies or sponsored agencies$5,397,0001,623
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)$86,316,0001,238
Total debt securities$86,316,0001,415
Structured notes
Amortized cost$1,500,000756
Fair value$1,541,000753
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$79,791,0001,544
U.S. Government securities$64,354,0001,387
U.S. Treasury securities$02,544
U.S. Government agency obligations$64,354,0001,323
Securities issued by states & political subdivisions$7,987,0002,180
Other domestic debt securities$7,450,0001,119
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$7,450,000892
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$40,566,000995
Mortgage-backed securities$43,970,0001,135
Certificates of participation in pools of residential mortgages$38,051,000887
Issued or guaranteed by U.S.$38,051,000882
Privately issued$0252
Collaterized mortgage obligations$5,919,0001,691
CMOs issued by government agencies or sponsored agencies$5,919,0001,596
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)$79,791,0001,301
Total debt securities$79,791,0001,501
Structured notes
Amortized cost$1,500,000609
Fair value$1,544,000611
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$70,335,0001,588
U.S. Government securities$53,974,0001,503
U.S. Treasury securities$502,0002,576
U.S. Government agency obligations$53,472,0001,434
Securities issued by states & political subdivisions$10,841,0001,591
Other domestic debt securities$5,520,0001,335
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$5,520,0001,066
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$40,482,000937
Mortgage-backed securities$38,095,0001,166
Certificates of participation in pools of residential mortgages$29,637,000969
Issued or guaranteed by U.S.$29,637,000960
Privately issued$0260
Collaterized mortgage obligations$8,458,0001,419
CMOs issued by government agencies or sponsored agencies$8,458,0001,329
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)$1,241,0003,644
Available-for-sale securities (fair market value)$69,094,0001,344
Total debt securities$70,335,0001,542
Structured notes
Amortized cost$1,250,000283
Fair value$1,228,000286
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$56,157,0001,963
U.S. Government securities$34,703,0002,321
U.S. Treasury securities$2,516,0001,694
U.S. Government agency obligations$32,187,0002,295
Securities issued by states & political subdivisions$17,487,000912
Other domestic debt securities$1,424,0002,218
Privately issued residential mortgage-backed securities$6,0001,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,418,0001,922
Foreign debt securities$0313
Equity securities$2,543,0001,346
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,456,0001,165
Mortgage-backed securities$21,949,0001,390
Certificates of participation in pools of residential mortgages$17,639,0001,172
Issued or guaranteed by U.S.$17,639,0001,164
Privately issued$0308
Collaterized mortgage obligations$4,310,0001,627
CMOs issued by government agencies or sponsored agencies$4,304,0001,498
Privately issued$6,0001,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,039,0003,398
Available-for-sale securities (fair market value)$53,118,0001,614
Total debt securities$53,614,0001,967
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$54,098,0002,100
U.S. Government securities$33,204,0002,503
U.S. Treasury securities$3,178,0002,097
U.S. Government agency obligations$30,026,0002,454
Securities issued by states & political subdivisions$17,408,000934
Other domestic debt securities$943,0002,437
Privately issued residential mortgage-backed securities$8,0001,548
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$935,0002,065
Foreign debt securities$0343
Equity securities$2,543,0001,311
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,202,0001,732
Mortgage-backed securities$19,886,0001,615
Certificates of participation in pools of residential mortgages$16,624,0001,311
Issued or guaranteed by U.S.$16,624,0001,302
Privately issued$0307
Collaterized mortgage obligations$3,262,0002,005
CMOs issued by government agencies or sponsored agencies$3,254,0001,857
Privately issued$8,0001,354
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,109,0003,357
Available-for-sale securities (fair market value)$49,989,0001,725
Total debt securities$51,555,0002,116
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$50,620,0002,277
U.S. Government securities$29,254,0002,880
U.S. Treasury securities$5,215,0002,148
U.S. Government agency obligations$24,039,0002,878
Securities issued by states & political subdivisions$18,889,000839
Other domestic debt securities$941,0002,312
Privately issued residential mortgage-backed securities$11,0001,599
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$930,0001,918
Foreign debt securities$0363
Equity securities$1,536,0001,787
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,253,0003,486
Mortgage-backed securities$15,227,0002,054
Certificates of participation in pools of residential mortgages$14,187,0001,552
Issued or guaranteed by U.S.$14,187,0001,540
Privately issued$0349
Collaterized mortgage obligations$1,040,0003,190
CMOs issued by government agencies or sponsored agencies$1,029,0003,062
Privately issued$11,0001,385
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,633,0002,953
Available-for-sale securities (fair market value)$43,987,0001,935
Total debt securities$49,084,0002,263
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$43,965,0002,586
U.S. Government securities$32,948,0002,703
U.S. Treasury securities$7,171,0002,398
U.S. Government agency obligations$25,777,0002,623
Securities issued by states & political subdivisions$10,434,0001,402
Other domestic debt securities$16,0003,738
Privately issued residential mortgage-backed securities$16,0001,623
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$567,0003,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,609,0003,533
Mortgage-backed securities$14,153,0002,108
Certificates of participation in pools of residential mortgages$13,362,0001,610
Issued or guaranteed by U.S.$13,362,0001,599
Privately issued$0394
Collaterized mortgage obligations$791,0003,643
CMOs issued by government agencies or sponsored agencies$775,0003,531
Privately issued$16,0001,377
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,311,0003,138
Available-for-sale securities (fair market value)$35,654,0002,245
Total debt securities$43,398,0002,538
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$38,037,0003,189
U.S. Government securities$32,235,0002,993
U.S. Treasury securities$14,426,0001,612
U.S. Government agency obligations$17,809,0003,665
Securities issued by states & political subdivisions$5,282,0002,710
Other domestic debt securities$52,0004,053
Privately issued residential mortgage-backed securities$20,0001,948
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,0003,157
Foreign debt securities$0466
Equity securities$468,0003,666
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,127,0004,107
Mortgage-backed securities$2,241,0005,710
Certificates of participation in pools of residential mortgages$1,974,0004,765
Issued or guaranteed by U.S.$1,974,0004,742
Privately issued$0472
Collaterized mortgage obligations$267,0004,848
CMOs issued by government agencies or sponsored agencies$247,0004,720
Privately issued$20,0001,651
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,982,0003,683
Available-for-sale securities (fair market value)$30,055,0002,733
Total debt securities$37,569,0003,125
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$38,037,0003,322
U.S. Government securities$33,633,0002,998
U.S. Treasury securities$15,448,0001,818
U.S. Government agency obligations$18,185,0003,584
Securities issued by states & political subdivisions$3,859,0003,424
Other domestic debt securities$61,0004,704
Privately issued residential mortgage-backed securities$26,0002,314
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$35,0003,761
Foreign debt securities$0553
Equity securities$484,0003,370
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,595,0003,961
Mortgage-backed securities$2,301,0006,011
Certificates of participation in pools of residential mortgages$526,0006,942
Issued or guaranteed by U.S.$526,0006,911
Privately issued$0558
Collaterized mortgage obligations$1,775,0003,615
CMOs issued by government agencies or sponsored agencies$1,749,0003,482
Privately issued$26,0001,988
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,537,0004,378
Available-for-sale securities (fair market value)$31,500,0002,697
Total debt securities$37,553,0003,277
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$38,462,0003,420
U.S. Government securities$34,881,0003,005
U.S. Treasury securities$21,188,0001,655
U.S. Government agency obligations$13,693,0004,282
Securities issued by states & political subdivisions$3,437,0003,844
Other domestic debt securities$65,0005,280
Privately issued residential mortgage-backed securities$30,0002,587
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$35,0004,295
Foreign debt securitiesNANA
Equity securities$79,0006,311
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,026,0003,842
Mortgage-backed securities$2,371,0006,342
Certificates of participation in pools of residential mortgages$720,0006,915
Issued or guaranteed by U.S.$720,0006,887
Privately issued$0564
Collaterized mortgage obligations$1,651,0003,922
CMOs issued by government agencies or sponsored agencies$1,621,0003,771
Privately issued$30,0002,252
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,687,0002,898
Available-for-sale securities (fair market value)$13,775,0003,819
Total debt securities$38,383,0003,346
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$37,267,0003,689
U.S. Government securities$34,020,0003,206
U.S. Treasury securities$18,139,0002,039
U.S. Government agency obligations$15,881,0003,982
Securities issued by states & political subdivisions$3,108,0004,182
Other domestic debt securities$54,0006,118
Privately issued residential mortgage-backed securities$46,0003,047
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,0005,044
Foreign debt securitiesNANA
Equity securities$85,0005,936
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,191,0004,516
Mortgage-backed securities$1,493,0007,806
Certificates of participation in pools of residential mortgages$198,0009,022
Issued or guaranteed by U.S.$198,0008,966
Privately issued$0731
Collaterized mortgage obligations$1,295,0004,655
CMOs issued by government agencies or sponsored agencies$1,249,0004,481
Privately issued$46,0002,603
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$37,182,0003,618
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$36,779,0003,716
U.S. Government securities$34,859,0003,091
U.S. Treasury securities$18,114,0002,061
U.S. Government agency obligations$16,745,0003,776
Securities issued by states & political subdivisions$1,328,0005,958
Other domestic debt securities$507,0005,022
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$507,0003,757
Foreign debt securitiesNANA
Equity securities$85,0005,459
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,637,0004,730
Mortgage-backed securities$1,533,0008,188
Certificates of participation in pools of residential mortgages$454,0008,719
Issued or guaranteed by U.S.$454,0008,655
Privately issued$0831
Collaterized mortgage obligations$1,079,0004,898
CMOs issued by government agencies or sponsored agencies$1,079,0004,525
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$36,694,0003,647
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