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N.J.M. Bank, FSB, Securities

2014-09-30Rank
Total securities$06,440
U.S. Government securities$06,311
U.S. Treasury securities$01,381
U.S. Government agency obligations$06,239
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$06,094
Total debt securities$06,416
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$220,768,000690
U.S. Government securities$186,070,000568
U.S. Treasury securities$01,342
U.S. Government agency obligations$186,070,000548
Securities issued by states & political subdivisions$26,253,0001,469
Other domestic debt securities$8,445,000688
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$8,445,000474
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,141,000804
Mortgage-backed securities$91,796,000749
Certificates of participation in pools of residential mortgages$72,604,000619
Issued or guaranteed by U.S.$72,604,000618
Privately issued$075
Collaterized mortgage obligations$18,782,000938
CMOs issued by government agencies or sponsored agencies$18,782,000889
Privately issued$0840
Commercial mortgage-backed securities$410,000912
Commercial mortgage pass-through securities$410,000635
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$220,768,000595
Total debt securities$220,768,000681
Structured notes
Amortized cost$10,754,000385
Fair value$10,086,000401
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$273,062,000562
U.S. Government securities$229,802,000481
U.S. Treasury securities$4,264,000499
U.S. Government agency obligations$225,538,000470
Securities issued by states & political subdivisions$32,701,0001,186
Other domestic debt securities$10,559,000629
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$10,559,000426
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,185,000808
Mortgage-backed securities$124,457,000571
Certificates of participation in pools of residential mortgages$103,710,000443
Issued or guaranteed by U.S.$103,710,000442
Privately issued$076
Collaterized mortgage obligations$20,298,000914
CMOs issued by government agencies or sponsored agencies$20,298,000864
Privately issued$0874
Commercial mortgage-backed securities$449,000891
Commercial mortgage pass-through securities$449,000623
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$273,062,000481
Total debt securities$273,062,000551
Structured notes
Amortized cost$10,800,000398
Fair value$9,815,000420
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$252,164,000617
U.S. Government securities$209,509,000517
U.S. Treasury securities$4,205,000480
U.S. Government agency obligations$205,304,000507
Securities issued by states & political subdivisions$32,037,0001,211
Other domestic debt securities$10,618,000660
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$10,618,000435
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,842,000806
Mortgage-backed securities$106,117,000638
Certificates of participation in pools of residential mortgages$84,823,000537
Issued or guaranteed by U.S.$84,823,000536
Privately issued$081
Collaterized mortgage obligations$21,294,000870
CMOs issued by government agencies or sponsored agencies$21,294,000818
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$252,164,000531
Total debt securities$252,164,000606
Structured notes
Amortized cost$11,854,000360
Fair value$10,501,000379
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$270,951,000569
U.S. Government securities$215,088,000510
U.S. Treasury securities$4,285,000472
U.S. Government agency obligations$210,803,000498
Securities issued by states & political subdivisions$32,653,0001,190
Other domestic debt securities$23,210,000414
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$23,210,000261
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,774,000776
Mortgage-backed securities$108,999,000623
Certificates of participation in pools of residential mortgages$85,574,000536
Issued or guaranteed by U.S.$85,574,000536
Privately issued$080
Collaterized mortgage obligations$23,425,000841
CMOs issued by government agencies or sponsored agencies$23,425,000787
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$270,951,000491
Total debt securities$270,951,000559
Structured notes
Amortized cost$11,926,000342
Fair value$10,868,000353
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$247,248,000626
U.S. Government securities$191,618,000555
U.S. Treasury securities$4,295,000481
U.S. Government agency obligations$187,323,000555
Securities issued by states & political subdivisions$33,108,0001,162
Other domestic debt securities$22,522,000422
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$22,522,000277
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$77,548,000760
Mortgage-backed securities$86,433,000780
Certificates of participation in pools of residential mortgages$60,424,000733
Issued or guaranteed by U.S.$60,424,000732
Privately issued$083
Collaterized mortgage obligations$26,009,000798
CMOs issued by government agencies or sponsored agencies$26,009,000751
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$247,248,000551
Total debt securities$247,248,000614
Structured notes
Amortized cost$12,054,000323
Fair value$11,497,000330
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$261,806,000599
U.S. Government securities$210,027,000523
U.S. Treasury securities$4,488,000488
U.S. Government agency obligations$205,539,000518
Securities issued by states & political subdivisions$28,007,0001,331
Other domestic debt securities$23,772,000415
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$23,772,000262
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$77,061,000794
Mortgage-backed securities$84,194,000819
Certificates of participation in pools of residential mortgages$54,777,000806
Issued or guaranteed by U.S.$54,777,000806
Privately issued$083
Collaterized mortgage obligations$29,417,000774
CMOs issued by government agencies or sponsored agencies$29,417,000721
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$261,806,000536
Total debt securities$261,806,000590
Structured notes
Amortized cost$14,216,000309
Fair value$14,194,000311
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$262,307,000575
U.S. Government securities$185,983,000570
U.S. Treasury securities$01,135
U.S. Government agency obligations$185,983,000544
Securities issued by states & political subdivisions$51,072,000693
Other domestic debt securities$25,252,000381
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$25,252,000238
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$75,480,000797
Mortgage-backed securities$96,563,000715
Certificates of participation in pools of residential mortgages$64,409,000684
Issued or guaranteed by U.S.$64,409,000681
Privately issued$085
Collaterized mortgage obligations$32,147,000720
CMOs issued by government agencies or sponsored agencies$32,147,000673
Privately issued$01,025
Commercial mortgage-backed securities$7,000719
Commercial mortgage pass-through securities$7,000549
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$262,307,000517
Total debt securities$262,307,000565
Structured notes
Amortized cost$12,400,000359
Fair value$12,287,000359
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$251,185,000611
U.S. Government securities$181,308,000595
U.S. Treasury securities$01,086
U.S. Government agency obligations$181,308,000570
Securities issued by states & political subdivisions$44,676,000784
Other domestic debt securities$25,201,000391
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$25,201,000248
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$75,941,000782
Mortgage-backed securities$104,979,000711
Certificates of participation in pools of residential mortgages$69,917,000659
Issued or guaranteed by U.S.$69,917,000658
Privately issued$088
Collaterized mortgage obligations$35,054,000719
CMOs issued by government agencies or sponsored agencies$35,054,000667
Privately issued$01,068
Commercial mortgage-backed securities$8,000689
Commercial mortgage pass-through securities$8,000516
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$251,185,000552
Total debt securities$251,185,000599
Structured notes
Amortized cost$10,091,000426
Fair value$10,052,000432
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$245,367,000634
U.S. Government securities$180,489,000608
U.S. Treasury securities$01,068
U.S. Government agency obligations$180,489,000585
Securities issued by states & political subdivisions$40,205,000858
Other domestic debt securities$24,673,000395
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$24,673,000243
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$78,008,000783
Mortgage-backed securities$112,623,000685
Certificates of participation in pools of residential mortgages$74,937,000628
Issued or guaranteed by U.S.$74,937,000628
Privately issued$094
Collaterized mortgage obligations$37,678,000688
CMOs issued by government agencies or sponsored agencies$37,678,000634
Privately issued$01,117
Commercial mortgage-backed securities$8,000650
Commercial mortgage pass-through securities$8,000479
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$245,367,000571
Total debt securities$245,367,000623
Structured notes
Amortized cost$8,435,000582
Fair value$8,471,000583
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$262,102,000609
U.S. Government securities$201,734,000560
U.S. Treasury securities$01,157
U.S. Government agency obligations$201,734,000542
Securities issued by states & political subdivisions$34,586,000941
Other domestic debt securities$25,782,000378
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$25,782,000233
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$78,166,000787
Mortgage-backed securities$137,820,000586
Certificates of participation in pools of residential mortgages$91,635,000528
Issued or guaranteed by U.S.$91,635,000528
Privately issued$094
Collaterized mortgage obligations$46,177,000608
CMOs issued by government agencies or sponsored agencies$46,177,000563
Privately issued$01,155
Commercial mortgage-backed securities$8,000617
Commercial mortgage pass-through securities$8,000453
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$262,102,000547
Total debt securities$262,102,000601
Structured notes
Amortized cost$9,128,000647
Fair value$9,123,000650
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$242,377,000625
U.S. Government securities$186,087,000582
U.S. Treasury securitiesNANA
U.S. Government agency obligations$186,087,000564
Securities issued by states & political subdivisions$33,197,000969
Other domestic debt securities$23,093,000434
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$23,093,000243
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$132,732,000592
Certificates of participation in pools of residential mortgages$94,889,000493
Issued or guaranteed by U.S.$94,889,000492
Privately issued$0121
Collaterized mortgage obligations$37,843,000713
CMOs issued by government agencies or sponsored agencies$37,843,000623
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$242,377,000553
Total debt securities$242,377,000615
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$277,974,000536
U.S. Government securities$231,953,000463
U.S. Treasury securitiesNANA
U.S. Government agency obligations$231,953,000446
Securities issued by states & political subdivisions$21,075,0001,479
Other domestic debt securities$24,946,000404
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,946,000215
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$144,243,000546
Certificates of participation in pools of residential mortgages$103,681,000432
Issued or guaranteed by U.S.$103,681,000430
Privately issued$0132
Collaterized mortgage obligations$40,562,000669
CMOs issued by government agencies or sponsored agencies$40,562,000582
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$277,974,000485
Total debt securities$277,974,000529
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$258,191,000575
U.S. Government securities$216,305,000496
U.S. Treasury securitiesNANA
U.S. Government agency obligations$216,305,000478
Securities issued by states & political subdivisions$18,580,0001,598
Other domestic debt securities$23,306,000412
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$23,306,000209
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$146,917,000520
Certificates of participation in pools of residential mortgages$110,727,000399
Issued or guaranteed by U.S.$110,727,000395
Privately issued$0125
Collaterized mortgage obligations$36,190,000718
CMOs issued by government agencies or sponsored agencies$36,190,000624
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$258,191,000512
Total debt securities$258,191,000565
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$218,850,000673
U.S. Government securities$180,091,000583
U.S. Treasury securitiesNANA
U.S. Government agency obligations$180,091,000557
Securities issued by states & political subdivisions$19,362,0001,493
Other domestic debt securities$19,397,000484
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,397,000251
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$136,517,000527
Certificates of participation in pools of residential mortgages$101,891,000430
Issued or guaranteed by U.S.$101,891,000426
Privately issued$0136
Collaterized mortgage obligations$34,626,000726
CMOs issued by government agencies or sponsored agencies$34,626,000624
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$218,850,000590
Total debt securities$218,850,000660
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$208,963,000674
U.S. Government securities$171,622,000588
U.S. Treasury securitiesNANA
U.S. Government agency obligations$171,622,000560
Securities issued by states & political subdivisions$18,087,0001,561
Other domestic debt securities$19,254,000512
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,254,000244
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$135,430,000512
Certificates of participation in pools of residential mortgages$102,602,000402
Issued or guaranteed by U.S.$102,602,000398
Privately issued$0141
Collaterized mortgage obligations$32,828,000725
CMOs issued by government agencies or sponsored agencies$32,828,000620
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$208,963,000594
Total debt securities$208,963,000661
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$206,315,000661
U.S. Government securities$172,708,000561
U.S. Treasury securitiesNANA
U.S. Government agency obligations$172,708,000530
Securities issued by states & political subdivisions$18,613,0001,470
Other domestic debt securities$14,994,000595
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,994,000277
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$130,947,000519
Certificates of participation in pools of residential mortgages$97,599,000412
Issued or guaranteed by U.S.$97,599,000410
Privately issued$0141
Collaterized mortgage obligations$33,348,000719
CMOs issued by government agencies or sponsored agencies$33,348,000608
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$206,315,000579
Total debt securities$206,315,000647
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$205,720,000654
U.S. Government securities$185,035,000526
U.S. Treasury securitiesNANA
U.S. Government agency obligations$185,035,000500
Securities issued by states & political subdivisions$15,980,0001,609
Other domestic debt securities$4,705,0001,182
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,705,000592
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$126,408,000533
Certificates of participation in pools of residential mortgages$104,065,000380
Issued or guaranteed by U.S.$104,065,000377
Privately issued$0148
Collaterized mortgage obligations$22,343,000898
CMOs issued by government agencies or sponsored agencies$22,343,000757
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$205,720,000567
Total debt securities$205,720,000641
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$212,976,000620
U.S. Government securities$193,845,000502
U.S. Treasury securitiesNANA
U.S. Government agency obligations$193,845,000478
Securities issued by states & political subdivisions$15,822,0001,603
Other domestic debt securities$3,309,0001,437
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,309,000781
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$148,958,000471
Certificates of participation in pools of residential mortgages$146,490,000292
Issued or guaranteed by U.S.$146,490,000288
Privately issued$0145
Collaterized mortgage obligations$2,468,0002,341
CMOs issued by government agencies or sponsored agencies$2,468,0002,064
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,634,0001,346
Available-for-sale securities (fair market value)$206,342,000550
Total debt securities$212,976,000610
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$221,684,000582
U.S. Government securities$198,323,000467
U.S. Treasury securitiesNANA
U.S. Government agency obligations$198,323,000452
Securities issued by states & political subdivisions$15,847,0001,588
Other domestic debt securities$7,514,000998
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,514,000449
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$158,710,000443
Certificates of participation in pools of residential mortgages$157,172,000283
Issued or guaranteed by U.S.$157,172,000281
Privately issued$0157
Collaterized mortgage obligations$1,538,0002,642
CMOs issued by government agencies or sponsored agencies$1,538,0002,312
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,680,0001,239
Available-for-sale securities (fair market value)$214,004,000523
Total debt securities$221,684,000576
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$217,533,000597
U.S. Government securities$197,023,000470
U.S. Treasury securitiesNANA
U.S. Government agency obligations$197,023,000452
Securities issued by states & political subdivisions$14,445,0001,713
Other domestic debt securities$6,065,0001,177
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,065,000556
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$139,437,000508
Certificates of participation in pools of residential mortgages$139,387,000330
Issued or guaranteed by U.S.$139,387,000326
Privately issued$0171
Collaterized mortgage obligations$50,0003,628
CMOs issued by government agencies or sponsored agencies$50,0003,268
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,261,0001,180
Available-for-sale securities (fair market value)$208,272,000533
Total debt securities$217,533,000582
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$246,305,000521
U.S. Government securities$232,825,000387
U.S. Treasury securitiesNANA
U.S. Government agency obligations$232,825,000374
Securities issued by states & political subdivisions$532,0005,294
Other domestic debt securities$12,948,000777
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,948,000323
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$178,187,000421
Certificates of participation in pools of residential mortgages$163,660,000289
Issued or guaranteed by U.S.$163,660,000286
Privately issued$0181
Collaterized mortgage obligations$14,527,0001,099
CMOs issued by government agencies or sponsored agencies$14,527,000860
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,932,000981
Available-for-sale securities (fair market value)$233,373,000475
Total debt securities$246,305,000508
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$181,855,000684
U.S. Government securities$176,129,000506
U.S. Treasury securitiesNANA
U.S. Government agency obligations$176,129,000492
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$5,726,0001,159
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,726,000598
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$106,480,000629
Certificates of participation in pools of residential mortgages$90,546,000497
Issued or guaranteed by U.S.$90,546,000490
Privately issued$0191
Collaterized mortgage obligations$15,934,0001,032
CMOs issued by government agencies or sponsored agencies$15,934,000801
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)$13,955,000953
Available-for-sale securities (fair market value)$167,900,000632
Total debt securities$181,855,000670
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$188,449,000650
U.S. Government securities$188,449,000472
U.S. Treasury securitiesNANA
U.S. Government agency obligations$188,449,000461
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$43,642,0001,318
Certificates of participation in pools of residential mortgages$26,745,0001,417
Issued or guaranteed by U.S.$26,745,0001,409
Privately issued$0188
Collaterized mortgage obligations$16,897,000961
CMOs issued by government agencies or sponsored agencies$16,897,000743
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)$14,451,000937
Available-for-sale securities (fair market value)$173,998,000596
Total debt securities$188,449,000639
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$193,315,000628
U.S. Government securities$193,315,000445
U.S. Treasury securitiesNANA
U.S. Government agency obligations$193,315,000433
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$44,905,0001,230
Certificates of participation in pools of residential mortgages$27,700,0001,300
Issued or guaranteed by U.S.$27,700,0001,288
Privately issued$0192
Collaterized mortgage obligations$17,205,000901
CMOs issued by government agencies or sponsored agencies$17,205,000687
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)$15,230,000902
Available-for-sale securities (fair market value)$178,085,000569
Total debt securities$193,315,000617
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$239,520,000518
U.S. Government securities$239,520,000351
U.S. Treasury securitiesNANA
U.S. Government agency obligations$239,520,000344
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$44,860,0001,217
Certificates of participation in pools of residential mortgages$44,795,000874
Issued or guaranteed by U.S.$44,795,000864
Privately issued$0202
Collaterized mortgage obligations$65,0003,525
CMOs issued by government agencies or sponsored agencies$65,0003,187
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)$16,995,000825
Available-for-sale securities (fair market value)$222,525,000477
Total debt securities$239,520,000505
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$239,383,000525
U.S. Government securities$239,383,000358
U.S. Treasury securitiesNANA
U.S. Government agency obligations$239,383,000346
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,691,0002,272
Certificates of participation in pools of residential mortgages$18,623,0001,709
Issued or guaranteed by U.S.$18,623,0001,700
Privately issued$0205
Collaterized mortgage obligations$68,0003,508
CMOs issued by government agencies or sponsored agencies$68,0003,167
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)$18,027,000785
Available-for-sale securities (fair market value)$221,356,000489
Total debt securities$239,383,000507
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$111,795,0001,083
U.S. Government securities$111,795,000742
U.S. Treasury securitiesNANA
U.S. Government agency obligations$111,795,000722
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$19,863,0001,928
Certificates of participation in pools of residential mortgages$19,790,0001,410
Issued or guaranteed by U.S.$19,790,0001,403
Privately issued$0191
Collaterized mortgage obligations$73,0003,430
CMOs issued by government agencies or sponsored agencies$73,0003,107
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)$20,377,000746
Available-for-sale securities (fair market value)$91,418,0001,140
Total debt securities$111,795,0001,058
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$28,193,0003,584
U.S. Government securities$28,193,0002,833
U.S. Treasury securitiesNANA
U.S. Government agency obligations$28,193,0002,772
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$21,184,0001,730
Certificates of participation in pools of residential mortgages$21,108,0001,262
Issued or guaranteed by U.S.$21,108,0001,253
Privately issued$0194
Collaterized mortgage obligations$76,0003,387
CMOs issued by government agencies or sponsored agencies$76,0003,059
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)$20,857,000765
Available-for-sale securities (fair market value)$7,336,0005,988
Total debt securities$28,193,0003,544
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$31,265,0003,327
U.S. Government securities$31,265,0002,596
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,265,0002,523
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,342,0001,566
Certificates of participation in pools of residential mortgages$23,262,0001,152
Issued or guaranteed by U.S.$23,262,0001,144
Privately issued$0207
Collaterized mortgage obligations$80,0003,365
CMOs issued by government agencies or sponsored agencies$80,0003,045
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)$22,696,000719
Available-for-sale securities (fair market value)$8,569,0005,762
Total debt securities$31,265,0003,287
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$33,747,0003,173
U.S. Government securities$33,747,0002,451
U.S. Treasury securitiesNANA
U.S. Government agency obligations$33,747,0002,376
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$25,804,0001,462
Certificates of participation in pools of residential mortgages$25,719,0001,061
Issued or guaranteed by U.S.$25,719,0001,053
Privately issued$0218
Collaterized mortgage obligations$85,0003,336
CMOs issued by government agencies or sponsored agencies$85,0003,037
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)$23,712,000718
Available-for-sale securities (fair market value)$10,035,0005,474
Total debt securities$33,747,0003,129
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$37,827,0002,944
U.S. Government securities$37,827,0002,257
U.S. Treasury securitiesNANA
U.S. Government agency obligations$37,827,0002,197
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$27,912,0001,397
Certificates of participation in pools of residential mortgages$27,823,0001,011
Issued or guaranteed by U.S.$27,823,0001,002
Privately issued$0208
Collaterized mortgage obligations$89,0003,335
CMOs issued by government agencies or sponsored agencies$89,0003,038
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)$27,090,000664
Available-for-sale securities (fair market value)$10,737,0005,394
Total debt securities$37,827,0002,900
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$63,206,0001,889
U.S. Government securities$63,206,0001,407
U.S. Treasury securitiesNANA
U.S. Government agency obligations$63,206,0001,371
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$42,542,0001,054
Certificates of participation in pools of residential mortgages$41,392,000784
Issued or guaranteed by U.S.$41,392,000774
Privately issued$0214
Collaterized mortgage obligations$1,150,0002,403
CMOs issued by government agencies or sponsored agencies$1,150,0002,132
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)$28,822,000664
Available-for-sale securities (fair market value)$34,384,0002,756
Total debt securities$63,206,0001,846
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$68,064,0001,762
U.S. Government securities$68,064,0001,319
U.S. Treasury securitiesNANA
U.S. Government agency obligations$68,064,0001,282
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$45,562,0001,000
Certificates of participation in pools of residential mortgages$44,367,000747
Issued or guaranteed by U.S.$44,367,000739
Privately issued$0211
Collaterized mortgage obligations$1,195,0002,376
CMOs issued by government agencies or sponsored agencies$1,195,0002,103
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)$31,107,000633
Available-for-sale securities (fair market value)$36,957,0002,590
Total debt securities$68,064,0001,725
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$72,160,0001,685
U.S. Government securities$72,160,0001,256
U.S. Treasury securitiesNANA
U.S. Government agency obligations$72,160,0001,211
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$48,614,000965
Certificates of participation in pools of residential mortgages$47,343,000719
Issued or guaranteed by U.S.$47,343,000708
Privately issued$0205
Collaterized mortgage obligations$1,271,0002,341
CMOs issued by government agencies or sponsored agencies$1,271,0002,071
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)$32,876,000622
Available-for-sale securities (fair market value)$39,284,0002,500
Total debt securities$72,160,0001,652
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$75,564,0001,614
U.S. Government securities$75,564,0001,189
U.S. Treasury securitiesNANA
U.S. Government agency obligations$75,564,0001,144
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$51,937,000916
Certificates of participation in pools of residential mortgages$50,580,000690
Issued or guaranteed by U.S.$50,580,000682
Privately issued$0216
Collaterized mortgage obligations$1,357,0002,299
CMOs issued by government agencies or sponsored agencies$1,357,0002,041
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)$34,004,000616
Available-for-sale securities (fair market value)$41,560,0002,380
Total debt securities$75,564,0001,577
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$81,387,0001,498
U.S. Government securities$81,387,0001,108
U.S. Treasury securitiesNANA
U.S. Government agency obligations$81,387,0001,067
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$56,199,000860
Certificates of participation in pools of residential mortgages$54,702,000653
Issued or guaranteed by U.S.$54,702,000645
Privately issued$0225
Collaterized mortgage obligations$1,497,0002,252
CMOs issued by government agencies or sponsored agencies$1,497,0002,005
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)$36,585,000594
Available-for-sale securities (fair market value)$44,802,0002,198
Total debt securities$81,387,0001,466
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$87,580,0001,411
U.S. Government securities$87,580,0001,039
U.S. Treasury securitiesNANA
U.S. Government agency obligations$87,580,0001,002
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$62,260,000808
Certificates of participation in pools of residential mortgages$60,596,000614
Issued or guaranteed by U.S.$60,596,000606
Privately issued$0223
Collaterized mortgage obligations$1,664,0002,239
CMOs issued by government agencies or sponsored agencies$1,664,0001,998
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)$38,751,000574
Available-for-sale securities (fair market value)$48,829,0002,037
Total debt securities$87,580,0001,378
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$92,411,0001,363
U.S. Government securities$92,411,0001,013
U.S. Treasury securitiesNANA
U.S. Government agency obligations$92,411,000973
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$67,214,000795
Certificates of participation in pools of residential mortgages$65,430,000598
Issued or guaranteed by U.S.$65,430,000593
Privately issued$0207
Collaterized mortgage obligations$1,784,0002,226
CMOs issued by government agencies or sponsored agencies$1,784,0001,992
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)$40,228,000556
Available-for-sale securities (fair market value)$52,183,0001,932
Total debt securities$92,411,0001,332
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$98,196,0001,316
U.S. Government securities$98,196,000971
U.S. Treasury securitiesNANA
U.S. Government agency obligations$98,196,000931
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$71,342,000786
Certificates of participation in pools of residential mortgages$69,385,000597
Issued or guaranteed by U.S.$69,385,000593
Privately issued$0203
Collaterized mortgage obligations$1,957,0002,201
CMOs issued by government agencies or sponsored agencies$1,957,0001,964
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)$41,520,000544
Available-for-sale securities (fair market value)$56,676,0001,831
Total debt securities$98,196,0001,279
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$110,360,0001,165
U.S. Government securities$101,375,000925
U.S. Treasury securitiesNANA
U.S. Government agency obligations$101,375,000888
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$8,985,000383
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$74,465,000761
Certificates of participation in pools of residential mortgages$72,332,000582
Issued or guaranteed by U.S.$72,332,000579
Privately issued$0225
Collaterized mortgage obligations$2,133,0002,130
CMOs issued by government agencies or sponsored agencies$2,133,0001,909
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)$44,674,000503
Available-for-sale securities (fair market value)$65,686,0001,582
Total debt securities$101,375,0001,224
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$91,360,0001,430
U.S. Government securities$82,385,0001,158
U.S. Treasury securitiesNANA
U.S. Government agency obligations$82,385,0001,108
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$8,975,000400
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$70,550,000808
Certificates of participation in pools of residential mortgages$68,272,000617
Issued or guaranteed by U.S.$68,272,000612
Privately issued$0225
Collaterized mortgage obligations$2,278,0002,123
CMOs issued by government agencies or sponsored agencies$2,278,0001,910
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)$32,290,000682
Available-for-sale securities (fair market value)$59,070,0001,779
Total debt securities$82,385,0001,524
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$96,770,0001,358
U.S. Government securities$87,765,0001,078
U.S. Treasury securitiesNANA
U.S. Government agency obligations$87,765,0001,035
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$9,005,000445
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$73,956,000796
Certificates of participation in pools of residential mortgages$71,201,000598
Issued or guaranteed by U.S.$71,201,000593
Privately issued$0230
Collaterized mortgage obligations$2,755,0002,058
CMOs issued by government agencies or sponsored agencies$2,755,0001,839
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)$35,233,000623
Available-for-sale securities (fair market value)$61,537,0001,731
Total debt securities$87,765,0001,445
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$94,409,0001,424
U.S. Government securities$85,417,0001,165
U.S. Treasury securitiesNANA
U.S. Government agency obligations$85,417,0001,115
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$8,992,000422
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$72,658,000816
Certificates of participation in pools of residential mortgages$69,442,000619
Issued or guaranteed by U.S.$69,442,000612
Privately issued$0248
Collaterized mortgage obligations$3,216,0001,932
CMOs issued by government agencies or sponsored agencies$3,216,0001,814
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,259,000628
Available-for-sale securities (fair market value)$59,150,0001,824
Total debt securities$85,417,0001,516
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$89,993,0001,473
U.S. Government securities$81,488,0001,214
U.S. Treasury securitiesNANA
U.S. Government agency obligations$81,488,0001,165
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$8,505,000478
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$70,957,000827
Certificates of participation in pools of residential mortgages$66,938,000623
Issued or guaranteed by U.S.$66,938,000619
Privately issued$0253
Collaterized mortgage obligations$4,019,0001,779
CMOs issued by government agencies or sponsored agencies$4,019,0001,654
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,668,000659
Available-for-sale securities (fair market value)$58,325,0001,825
Total debt securities$81,488,0001,554
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$65,022,0001,908
U.S. Government securities$58,570,0001,542
U.S. Treasury securitiesNANA
U.S. Government agency obligations$58,570,0001,485
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$6,452,000580
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$49,488,0001,071
Certificates of participation in pools of residential mortgages$43,029,000858
Issued or guaranteed by U.S.$43,029,000852
Privately issued$0256
Collaterized mortgage obligations$6,459,0001,543
CMOs issued by government agencies or sponsored agencies$6,459,0001,446
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,391,000956
Available-for-sale securities (fair market value)$46,631,0002,167
Total debt securities$58,570,0002,012
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$54,302,0002,211
U.S. Government securities$47,796,0001,846
U.S. Treasury securitiesNANA
U.S. Government agency obligations$47,796,0001,767
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$6,506,000588
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$38,476,0001,265
Certificates of participation in pools of residential mortgages$32,091,0001,044
Issued or guaranteed by U.S.$32,091,0001,039
Privately issued$0257
Collaterized mortgage obligations$6,385,0001,595
CMOs issued by government agencies or sponsored agencies$6,385,0001,492
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,306,000987
Available-for-sale securities (fair market value)$35,996,0002,645
Total debt securities$47,796,0002,404
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$44,079,0002,583
U.S. Government securities$40,076,0002,128
U.S. Treasury securitiesNANA
U.S. Government agency obligations$40,076,0002,043
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$4,003,000790
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$34,520,0001,348
Certificates of participation in pools of residential mortgages$29,368,0001,087
Issued or guaranteed by U.S.$29,368,0001,079
Privately issued$0252
Collaterized mortgage obligations$5,152,0001,797
CMOs issued by government agencies or sponsored agencies$5,152,0001,703
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,130,0001,267
Available-for-sale securities (fair market value)$30,949,0002,941
Total debt securities$40,076,0002,728
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$16,041,0005,200
U.S. Government securities$13,542,0004,645
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,542,0004,439
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$2,499,000945
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$13,542,0002,393
Certificates of participation in pools of residential mortgages$13,542,0001,732
Issued or guaranteed by U.S.$13,542,0001,723
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,767,0001,949
Available-for-sale securities (fair market value)$9,274,0005,793
Total debt securities$13,542,0005,586
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$12,766,0006,052
U.S. Government securities$12,766,0005,076
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,766,0004,752
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$10,768,0002,232
Certificates of participation in pools of residential mortgages$10,014,0001,740
Issued or guaranteed by U.S.$10,014,0001,729
Privately issued$0308
Collaterized mortgage obligations$754,0003,080
CMOs issued by government agencies or sponsored agencies$754,0002,926
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,898,0002,169
Available-for-sale securities (fair market value)$4,868,0007,292
Total debt securities$12,766,0005,932
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$7,773,0007,734
U.S. Government securities$7,773,0006,874
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,773,0006,344
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,775,0003,351
Certificates of participation in pools of residential mortgages$5,775,0002,586
Issued or guaranteed by U.S.$5,775,0002,573
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,887,0002,836
Available-for-sale securities (fair market value)$1,886,0008,459
Total debt securities$7,773,0007,602
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA