State Bank of Niantic, Securities

2014-09-30Rank
Total securities$24,493,0004,035
U.S. Government securities$17,646,0003,638
U.S. Treasury securities$01,381
U.S. Government agency obligations$17,646,0003,521
Securities issued by states & political subdivisions$5,420,0003,609
Other domestic debt securities$1,318,0001,597
Privately issued residential mortgage-backed securities$319,000567
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$999,0001,405
Foreign debt securities$0309
Equity securities$109,000891
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,200,0003,536
Mortgage-backed securities$4,452,0003,940
Certificates of participation in pools of residential mortgages$2,335,0004,042
Issued or guaranteed by U.S.$2,335,0004,039
Privately issued$073
Collaterized mortgage obligations$2,117,0002,420
CMOs issued by government agencies or sponsored agencies$1,798,0002,438
Privately issued$319,000541
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)$24,493,0003,680
Total debt securities$24,384,0004,013
Structured notes
Amortized cost$1,476,0001,414
Fair value$1,471,0001,389
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$24,818,0004,042
U.S. Government securities$17,951,0003,661
U.S. Treasury securities$01,342
U.S. Government agency obligations$17,951,0003,553
Securities issued by states & political subdivisions$5,432,0003,642
Other domestic debt securities$1,326,0001,640
Privately issued residential mortgage-backed securities$327,000579
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$999,0001,444
Foreign debt securities$0311
Equity securities$109,000923
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,978,0003,593
Mortgage-backed securities$4,717,0003,951
Certificates of participation in pools of residential mortgages$2,467,0004,067
Issued or guaranteed by U.S.$2,467,0004,065
Privately issued$075
Collaterized mortgage obligations$2,250,0002,417
CMOs issued by government agencies or sponsored agencies$1,923,0002,439
Privately issued$327,000554
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$24,818,0003,690
Total debt securities$24,709,0004,019
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$20,215,0004,434
U.S. Government securities$13,358,0004,214
U.S. Treasury securities$01,198
U.S. Government agency obligations$13,358,0004,114
Securities issued by states & political subdivisions$5,420,0003,680
Other domestic debt securities$334,0002,281
Privately issued residential mortgage-backed securities$334,000602
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$996,000193
Equity securities$107,000938
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,620,0003,689
Mortgage-backed securities$1,857,0004,632
Certificates of participation in pools of residential mortgages$785,0004,685
Issued or guaranteed by U.S.$785,0004,680
Privately issued$076
Collaterized mortgage obligations$1,072,0002,842
CMOs issued by government agencies or sponsored agencies$738,0002,927
Privately issued$334,000576
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$20,215,0004,064
Total debt securities$20,108,0004,425
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$19,667,0004,489
U.S. Government securities$12,842,0004,275
U.S. Treasury securities$01,131
U.S. Government agency obligations$12,842,0004,180
Securities issued by states & political subdivisions$5,387,0003,708
Other domestic debt securities$1,330,0001,733
Privately issued residential mortgage-backed securities$341,000632
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$989,0001,519
Foreign debt securities$0320
Equity securities$108,000944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,575,0003,499
Mortgage-backed securities$1,931,0004,647
Certificates of participation in pools of residential mortgages$811,0004,690
Issued or guaranteed by U.S.$811,0004,685
Privately issued$081
Collaterized mortgage obligations$1,120,0002,814
CMOs issued by government agencies or sponsored agencies$779,0002,882
Privately issued$341,000603
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)$19,667,0004,118
Total debt securities$19,559,0004,475
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$19,895,0004,507
U.S. Government securities$12,976,0004,294
U.S. Treasury securities$01,131
U.S. Government agency obligations$12,976,0004,190
Securities issued by states & political subdivisions$5,471,0003,696
Other domestic debt securities$1,340,0001,776
Privately issued residential mortgage-backed securities$354,000661
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$986,0001,557
Foreign debt securities$0328
Equity securities$108,000951
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,166,0003,598
Mortgage-backed securities$2,040,0004,654
Certificates of participation in pools of residential mortgages$855,0004,716
Issued or guaranteed by U.S.$855,0004,712
Privately issued$080
Collaterized mortgage obligations$1,185,0002,824
CMOs issued by government agencies or sponsored agencies$831,0002,880
Privately issued$354,000632
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)$19,895,0004,141
Total debt securities$19,787,0004,490
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$20,242,0004,480
U.S. Government securities$13,027,0004,271
U.S. Treasury securities$01,152
U.S. Government agency obligations$13,027,0004,170
Securities issued by states & political subdivisions$5,775,0003,634
Other domestic debt securities$1,331,0001,822
Privately issued residential mortgage-backed securities$361,000682
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$970,0001,608
Foreign debt securities$0316
Equity securities$109,000952
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,515,0003,710
Mortgage-backed securities$2,132,0004,630
Certificates of participation in pools of residential mortgages$890,0004,685
Issued or guaranteed by U.S.$890,0004,681
Privately issued$083
Collaterized mortgage obligations$1,242,0002,830
CMOs issued by government agencies or sponsored agencies$881,0002,883
Privately issued$361,000653
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)$20,242,0004,132
Total debt securities$20,133,0004,457
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$19,445,0004,573
U.S. Government securities$11,777,0004,466
U.S. Treasury securities$01,161
U.S. Government agency obligations$11,777,0004,363
Securities issued by states & political subdivisions$6,189,0003,534
Other domestic debt securities$1,368,0001,819
Privately issued residential mortgage-backed securities$367,000717
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$1,001,0001,527
Foreign debt securities$0322
Equity securities$111,000974
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,795,0003,195
Mortgage-backed securities$5,584,0003,969
Certificates of participation in pools of residential mortgages$3,328,0003,944
Issued or guaranteed by U.S.$3,328,0003,940
Privately issued$083
Collaterized mortgage obligations$2,256,0002,537
CMOs issued by government agencies or sponsored agencies$1,889,0002,551
Privately issued$367,000688
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)$19,445,0004,218
Total debt securities$19,334,0004,547
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$17,253,0004,727
U.S. Government securities$10,555,0004,617
U.S. Treasury securities$01,135
U.S. Government agency obligations$10,555,0004,513
Securities issued by states & political subdivisions$6,216,0003,485
Other domestic debt securities$371,0002,436
Privately issued residential mortgage-backed securities$371,000750
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$111,000943
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,545,0003,215
Mortgage-backed securities$5,079,0004,063
Certificates of participation in pools of residential mortgages$3,001,0004,027
Issued or guaranteed by U.S.$3,001,0004,025
Privately issued$085
Collaterized mortgage obligations$2,078,0002,649
CMOs issued by government agencies or sponsored agencies$1,707,0002,642
Privately issued$371,000718
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$17,253,0004,362
Total debt securities$17,142,0004,711
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$15,240,0005,030
U.S. Government securities$15,128,0004,086
U.S. Treasury securities$01,086
U.S. Government agency obligations$15,128,0004,006
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$112,000944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,177,0003,656
Mortgage-backed securities$4,437,0004,336
Certificates of participation in pools of residential mortgages$2,404,0004,331
Issued or guaranteed by U.S.$2,404,0004,330
Privately issued$088
Collaterized mortgage obligations$2,033,0002,743
CMOs issued by government agencies or sponsored agencies$2,033,0002,625
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$15,240,0004,642
Total debt securities$15,128,0005,006
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$16,907,0004,875
U.S. Government securities$11,251,0004,708
U.S. Treasury securities$01,068
U.S. Government agency obligations$11,251,0004,611
Securities issued by states & political subdivisions$5,545,0003,571
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$111,000957
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,020,0004,383
Mortgage-backed securities$3,250,0004,620
Certificates of participation in pools of residential mortgages$929,0004,875
Issued or guaranteed by U.S.$929,0004,872
Privately issued$094
Collaterized mortgage obligations$2,321,0002,686
CMOs issued by government agencies or sponsored agencies$2,321,0002,563
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$16,907,0004,501
Total debt securities$16,796,0004,851
Structured notes
Amortized cost$1,500,0001,729
Fair value$1,501,0001,778
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$15,756,0005,043
U.S. Government securities$10,137,0004,952
U.S. Treasury securities$01,157
U.S. Government agency obligations$10,137,0004,853
Securities issued by states & political subdivisions$5,508,0003,499
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$111,000933
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,995,0004,411
Mortgage-backed securities$3,142,0004,669
Certificates of participation in pools of residential mortgages$2,435,0004,364
Issued or guaranteed by U.S.$2,435,0004,361
Privately issued$094
Collaterized mortgage obligations$707,0003,317
CMOs issued by government agencies or sponsored agencies$707,0003,157
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$15,756,0004,641
Total debt securities$15,645,0005,026
Structured notes
Amortized cost$749,0002,571
Fair value$750,0002,551
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$15,140,0005,080
U.S. Government securities$10,125,0004,921
U.S. Treasury securities$01,076
U.S. Government agency obligations$10,125,0004,823
Securities issued by states & political subdivisions$4,905,0003,617
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$110,000933
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,400,0003,854
Mortgage-backed securities$3,414,0004,554
Certificates of participation in pools of residential mortgages$2,639,0004,250
Issued or guaranteed by U.S.$2,639,0004,243
Privately issued$0121
Collaterized mortgage obligations$775,0003,225
CMOs issued by government agencies or sponsored agencies$775,0002,976
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)$15,140,0004,659
Total debt securities$15,030,0005,070
Structured notes
Amortized cost$749,0002,457
Fair value$727,0002,469
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$15,057,0005,072
U.S. Government securities$9,899,0004,923
U.S. Treasury securities$01,126
U.S. Government agency obligations$9,899,0004,823
Securities issued by states & political subdivisions$5,046,0003,522
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$112,000981
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,800,0003,972
Mortgage-backed securities$3,161,0004,584
Certificates of participation in pools of residential mortgages$2,308,0004,280
Issued or guaranteed by U.S.$2,308,0004,266
Privately issued$0132
Collaterized mortgage obligations$853,0003,195
CMOs issued by government agencies or sponsored agencies$853,0002,942
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)$15,057,0004,658
Total debt securities$14,945,0005,045
Structured notes
Amortized cost$1,499,0002,042
Fair value$1,495,0002,055
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$13,209,0005,354
U.S. Government securities$10,195,0004,999
U.S. Treasury securities$01,225
U.S. Government agency obligations$10,195,0004,884
Securities issued by states & political subdivisions$2,902,0004,095
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$112,000991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0004,406
Mortgage-backed securities$3,394,0004,507
Certificates of participation in pools of residential mortgages$2,459,0004,225
Issued or guaranteed by U.S.$2,459,0004,212
Privately issued$0125
Collaterized mortgage obligations$935,0003,110
CMOs issued by government agencies or sponsored agencies$935,0002,861
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)$13,209,0004,922
Total debt securities$13,097,0005,336
Structured notes
Amortized cost$1,499,0002,259
Fair value$1,487,0002,267
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$12,499,0005,448
U.S. Government securities$10,358,0004,958
U.S. Treasury securities$01,272
U.S. Government agency obligations$10,358,0004,839
Securities issued by states & political subdivisions$2,031,0004,412
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$110,0001,006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0004,420
Mortgage-backed securities$3,538,0004,409
Certificates of participation in pools of residential mortgages$2,541,0004,142
Issued or guaranteed by U.S.$2,541,0004,131
Privately issued$0136
Collaterized mortgage obligations$997,0003,013
CMOs issued by government agencies or sponsored agencies$997,0002,758
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)$12,499,0005,004
Total debt securities$12,389,0005,431
Structured notes
Amortized cost$1,999,0002,085
Fair value$1,940,0002,104
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$10,298,0005,664
U.S. Government securities$7,747,0005,309
U.S. Treasury securities$01,275
U.S. Government agency obligations$7,747,0005,195
Securities issued by states & political subdivisions$2,341,0004,270
Other domestic debt securities$100,0002,873
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$100,0002,003
Foreign debt securities$0158
Equity securities$110,000984
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0004,412
Mortgage-backed securities$2,412,0004,647
Certificates of participation in pools of residential mortgages$1,304,0004,544
Issued or guaranteed by U.S.$1,304,0004,537
Privately issued$0141
Collaterized mortgage obligations$1,108,0002,942
CMOs issued by government agencies or sponsored agencies$1,108,0002,667
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)$10,298,0005,217
Total debt securities$10,188,0005,644
Structured notes
Amortized cost$1,499,0002,149
Fair value$1,445,0002,171
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$9,020,0005,837
U.S. Government securities$6,084,0005,651
U.S. Treasury securities$01,180
U.S. Government agency obligations$6,084,0005,531
Securities issued by states & political subdivisions$2,633,0004,091
Other domestic debt securities$192,0002,873
Privately issued residential mortgage-backed securities$91,0001,355
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$101,0002,046
Foreign debt securities$0158
Equity securities$111,0001,032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0004,450
Mortgage-backed securities$1,330,0005,068
Certificates of participation in pools of residential mortgages$91,0005,498
Issued or guaranteed by U.S.$05,898
Privately issued$91,000120
Collaterized mortgage obligations$1,239,0002,874
CMOs issued by government agencies or sponsored agencies$1,239,0002,594
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)$9,020,0005,370
Total debt securities$8,909,0005,816
Structured notes
Amortized cost$1,499,0002,213
Fair value$1,490,0002,225
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$10,810,0005,599
U.S. Government securities$7,175,0005,533
U.S. Treasury securities$01,121
U.S. Government agency obligations$7,175,0005,418
Securities issued by states & political subdivisions$3,218,0003,812
Other domestic debt securities$305,0002,729
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$305,0001,810
Foreign debt securities$0158
Equity securities$112,0001,067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0004,517
Mortgage-backed securities$1,979,0004,828
Certificates of participation in pools of residential mortgages$1,461,0004,536
Issued or guaranteed by U.S.$1,461,0004,529
Privately issued$0148
Collaterized mortgage obligations$518,0003,188
CMOs issued by government agencies or sponsored agencies$518,0002,871
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)$10,810,0005,137
Total debt securities$10,698,0005,577
Structured notes
Amortized cost$1,500,0002,245
Fair value$1,512,0002,254
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$10,407,0005,721
U.S. Government securities$7,414,0005,536
U.S. Treasury securities$01,130
U.S. Government agency obligations$7,414,0005,428
Securities issued by states & political subdivisions$2,577,0004,036
Other domestic debt securities$307,0002,790
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$307,0001,836
Foreign debt securities$0171
Equity securities$109,0001,118
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0004,560
Mortgage-backed securities$2,097,0004,878
Certificates of participation in pools of residential mortgages$1,549,0004,618
Issued or guaranteed by U.S.$1,549,0004,606
Privately issued$0145
Collaterized mortgage obligations$548,0003,142
CMOs issued by government agencies or sponsored agencies$548,0002,804
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)$10,407,0005,239
Total debt securities$10,298,0005,705
Structured notes
Amortized cost$1,500,0002,024
Fair value$1,503,0002,041
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$10,627,0005,678
U.S. Government securities$7,377,0005,515
U.S. Treasury securities$01,077
U.S. Government agency obligations$7,377,0005,416
Securities issued by states & political subdivisions$2,835,0003,971
Other domestic debt securities$306,0002,852
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$306,0001,881
Foreign debt securities$0171
Equity securities$109,0001,146
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,225,0004,343
Mortgage-backed securities$2,257,0004,895
Certificates of participation in pools of residential mortgages$1,673,0004,640
Issued or guaranteed by U.S.$1,673,0004,631
Privately issued$0157
Collaterized mortgage obligations$584,0003,134
CMOs issued by government agencies or sponsored agencies$584,0002,787
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)$10,627,0005,205
Total debt securities$10,518,0005,658
Structured notes
Amortized cost$1,000,0001,971
Fair value$999,0002,062
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$11,016,0005,650
U.S. Government securities$7,679,0005,484
U.S. Treasury securities$01,047
U.S. Government agency obligations$7,679,0005,393
Securities issued by states & political subdivisions$2,925,0003,955
Other domestic debt securities$304,0002,951
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$304,0001,985
Foreign debt securities$0175
Equity securities$108,0001,224
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,225,0004,329
Mortgage-backed securities$1,919,0005,118
Certificates of participation in pools of residential mortgages$1,795,0004,680
Issued or guaranteed by U.S.$1,795,0004,672
Privately issued$0171
Collaterized mortgage obligations$124,0003,520
CMOs issued by government agencies or sponsored agencies$124,0003,164
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)$11,016,0005,174
Total debt securities$10,908,0005,625
Structured notes
Amortized cost$1,500,0001,317
Fair value$1,497,0001,363
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$11,095,0005,631
U.S. Government securities$8,050,0005,371
U.S. Treasury securities$01,036
U.S. Government agency obligations$8,050,0005,288
Securities issued by states & political subdivisions$2,639,0004,036
Other domestic debt securities$300,0003,021
Privately issued residential mortgage-backed securities$1,0001,637
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$299,0002,059
Foreign debt securities$0183
Equity securities$106,0001,239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,280,0004,322
Mortgage-backed securities$2,034,0005,120
Certificates of participation in pools of residential mortgages$1,871,0004,710
Issued or guaranteed by U.S.$1,871,0004,695
Privately issued$0181
Collaterized mortgage obligations$163,0003,487
CMOs issued by government agencies or sponsored agencies$162,0003,122
Privately issued$1,0001,553
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)$11,095,0005,148
Total debt securities$10,995,0005,601
Structured notes
Amortized cost$1,500,000931
Fair value$1,471,000977
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$11,366,0005,642
U.S. Government securities$8,960,0005,298
U.S. Treasury securities$0981
U.S. Government agency obligations$8,960,0005,219
Securities issued by states & political subdivisions$2,015,0004,256
Other domestic debt securities$285,0002,970
Privately issued residential mortgage-backed securities$1,0001,657
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$284,0002,182
Foreign debt securities$0181
Equity securities$106,0001,243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,980,0004,477
Mortgage-backed securities$2,248,0005,130
Certificates of participation in pools of residential mortgages$1,530,0004,936
Issued or guaranteed by U.S.$1,530,0004,921
Privately issued$0191
Collaterized mortgage obligations$718,0003,099
CMOs issued by government agencies or sponsored agencies$717,0002,726
Privately issued$1,0001,572
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)$11,366,0005,147
Total debt securities$11,267,0005,618
Structured notes
Amortized cost$594,0001,236
Fair value$600,0001,223
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$11,752,0005,624
U.S. Government securities$9,346,0005,298
U.S. Treasury securities$0973
U.S. Government agency obligations$9,346,0005,214
Securities issued by states & political subdivisions$2,013,0004,204
Other domestic debt securities$289,0002,904
Privately issued residential mortgage-backed securities$1,0001,615
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$288,0002,121
Foreign debt securities$0172
Equity securities$104,0001,236
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,930,0004,885
Mortgage-backed securities$2,307,0005,095
Certificates of participation in pools of residential mortgages$549,0005,460
Issued or guaranteed by U.S.$549,0005,444
Privately issued$0188
Collaterized mortgage obligations$1,758,0002,516
CMOs issued by government agencies or sponsored agencies$1,757,0002,193
Privately issued$1,0001,530
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)$11,752,0005,106
Total debt securities$11,648,0005,593
Structured notes
Amortized cost$594,0001,290
Fair value$593,0001,286
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$11,376,0005,644
U.S. Government securities$8,781,0005,376
U.S. Treasury securities$01,019
U.S. Government agency obligations$8,781,0005,288
Securities issued by states & political subdivisions$2,203,0004,095
Other domestic debt securities$288,0002,855
Privately issued residential mortgage-backed securities$1,0001,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$287,0002,085
Foreign debt securities$0181
Equity securities$104,0001,357
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,825,0004,583
Mortgage-backed securities$2,451,0004,992
Certificates of participation in pools of residential mortgages$694,0005,367
Issued or guaranteed by U.S.$694,0005,351
Privately issued$0192
Collaterized mortgage obligations$1,757,0002,435
CMOs issued by government agencies or sponsored agencies$1,756,0002,100
Privately issued$1,0001,503
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)$11,376,0005,112
Total debt securities$11,272,0005,612
Structured notes
Amortized cost$594,0001,265
Fair value$590,0001,262
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$10,078,0005,921
U.S. Government securities$7,507,0005,725
U.S. Treasury securities$01,021
U.S. Government agency obligations$7,507,0005,644
Securities issued by states & political subdivisions$2,172,0004,145
Other domestic debt securities$293,0002,829
Privately issued residential mortgage-backed securities$1,0001,571
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$292,0002,097
Foreign debt securities$0189
Equity securities$106,0001,653
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,825,0004,577
Mortgage-backed securities$1,765,0005,250
Certificates of participation in pools of residential mortgages$767,0005,337
Issued or guaranteed by U.S.$767,0005,314
Privately issued$0202
Collaterized mortgage obligations$998,0002,763
CMOs issued by government agencies or sponsored agencies$997,0002,434
Privately issued$1,0001,479
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)$10,078,0005,402
Total debt securities$9,972,0005,882
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$8,838,0006,170
U.S. Government securities$6,185,0006,100
U.S. Treasury securities$01,044
U.S. Government agency obligations$6,185,0006,004
Securities issued by states & political subdivisions$2,245,0004,135
Other domestic debt securities$299,0002,783
Privately issued residential mortgage-backed securities$1,0001,559
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$298,0002,051
Foreign debt securities$0199
Equity securities$109,0001,647
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,900,0004,870
Mortgage-backed securities$1,551,0005,283
Certificates of participation in pools of residential mortgages$546,0005,439
Issued or guaranteed by U.S.$546,0005,413
Privately issued$0205
Collaterized mortgage obligations$1,005,0002,769
CMOs issued by government agencies or sponsored agencies$1,004,0002,436
Privately issued$1,0001,465
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)$8,838,0005,622
Total debt securities$8,729,0006,119
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$8,459,0006,334
U.S. Government securities$6,045,0006,275
U.S. Treasury securities$01,146
U.S. Government agency obligations$6,045,0006,174
Securities issued by states & political subdivisions$2,201,0004,180
Other domestic debt securities$101,0002,824
Privately issued residential mortgage-backed securities$1,0001,462
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0002,122
Foreign debt securities$0202
Equity securities$112,0001,597
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,900,0004,887
Mortgage-backed securities$1,572,0005,052
Certificates of participation in pools of residential mortgages$581,0005,250
Issued or guaranteed by U.S.$581,0005,230
Privately issued$0191
Collaterized mortgage obligations$991,0002,657
CMOs issued by government agencies or sponsored agencies$990,0002,354
Privately issued$1,0001,376
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)$8,459,0005,745
Total debt securities$8,347,0006,296
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$9,684,0006,134
U.S. Government securities$7,271,0006,008
U.S. Treasury securities$01,235
U.S. Government agency obligations$7,271,0005,900
Securities issued by states & political subdivisions$1,950,0004,301
Other domestic debt securities$351,0002,515
Privately issued residential mortgage-backed securities$1,0001,435
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$350,0001,863
Foreign debt securities$0200
Equity securities$112,0001,541
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,670,0004,983
Mortgage-backed securities$659,0005,523
Certificates of participation in pools of residential mortgages$654,0005,090
Issued or guaranteed by U.S.$654,0005,073
Privately issued$0194
Collaterized mortgage obligations$5,0003,604
CMOs issued by government agencies or sponsored agencies$4,0003,266
Privately issued$1,0001,348
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)$9,684,0005,525
Total debt securities$9,572,0006,097
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$10,097,0006,082
U.S. Government securities$7,712,0005,924
U.S. Treasury securities$01,362
U.S. Government agency obligations$7,712,0005,811
Securities issued by states & political subdivisions$1,924,0004,304
Other domestic debt securities$350,0002,469
Privately issued residential mortgage-backed securities$1,0001,396
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$349,0001,830
Foreign debt securities$0201
Equity securities$111,0001,565
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,640,0005,030
Mortgage-backed securities$692,0005,499
Certificates of participation in pools of residential mortgages$685,0005,068
Issued or guaranteed by U.S.$685,0005,051
Privately issued$0207
Collaterized mortgage obligations$7,0003,576
CMOs issued by government agencies or sponsored agencies$6,0003,240
Privately issued$1,0001,306
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)$10,097,0005,464
Total debt securities$9,986,0006,043
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$10,132,0006,100
U.S. Government securities$7,815,0005,947
U.S. Treasury securities$01,448
U.S. Government agency obligations$7,815,0005,829
Securities issued by states & political subdivisions$1,952,0004,300
Other domestic debt securities$251,0002,583
Privately issued residential mortgage-backed securities$1,0001,368
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0001,955
Foreign debt securities$0207
Equity securities$114,0001,570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,670,0005,034
Mortgage-backed securities$749,0005,469
Certificates of participation in pools of residential mortgages$740,0005,037
Issued or guaranteed by U.S.$740,0005,018
Privately issued$0218
Collaterized mortgage obligations$9,0003,560
CMOs issued by government agencies or sponsored agencies$8,0003,239
Privately issued$1,0001,263
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)$10,132,0005,461
Total debt securities$10,018,0006,065
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$9,592,0006,250
U.S. Government securities$7,436,0006,080
U.S. Treasury securities$300,0001,322
U.S. Government agency obligations$7,136,0006,042
Securities issued by states & political subdivisions$1,792,0004,403
Other domestic debt securities$251,0002,613
Privately issued residential mortgage-backed securities$1,0001,359
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0002,008
Foreign debt securities$0210
Equity securities$113,0001,616
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,670,0005,043
Mortgage-backed securities$786,0005,452
Certificates of participation in pools of residential mortgages$775,0005,005
Issued or guaranteed by U.S.$775,0004,988
Privately issued$0208
Collaterized mortgage obligations$11,0003,560
CMOs issued by government agencies or sponsored agencies$10,0003,248
Privately issued$1,0001,263
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)$9,592,0005,605
Total debt securities$9,478,0006,220
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$8,254,0006,590
U.S. Government securities$6,578,0006,394
U.S. Treasury securities$298,0001,402
U.S. Government agency obligations$6,280,0006,357
Securities issued by states & political subdivisions$1,311,0004,756
Other domestic debt securities$251,0002,662
Privately issued residential mortgage-backed securities$1,0001,347
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0002,048
Foreign debt securities$0214
Equity securities$114,0001,656
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,565,0005,105
Mortgage-backed securities$550,0005,640
Certificates of participation in pools of residential mortgages$537,0005,230
Issued or guaranteed by U.S.$537,0005,206
Privately issued$0214
Collaterized mortgage obligations$13,0003,550
CMOs issued by government agencies or sponsored agencies$12,0003,234
Privately issued$1,0001,240
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)$8,254,0005,900
Total debt securities$8,140,0006,550
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$8,187,0006,628
U.S. Government securities$6,543,0006,422
U.S. Treasury securities$296,0001,453
U.S. Government agency obligations$6,247,0006,378
Securities issued by states & political subdivisions$1,282,0004,795
Other domestic debt securities$250,0002,705
Privately issued residential mortgage-backed securities$1,0001,358
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$249,0002,137
Foreign debt securities$0223
Equity securities$112,0001,684
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,465,0004,799
Mortgage-backed securities$569,0005,649
Certificates of participation in pools of residential mortgages$554,0005,241
Issued or guaranteed by U.S.$554,0005,218
Privately issued$0211
Collaterized mortgage obligations$15,0003,562
CMOs issued by government agencies or sponsored agencies$14,0003,225
Privately issued$1,0001,259
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)$8,187,0005,925
Total debt securities$8,074,0006,597
Structured notes
Amortized cost$550,0002,577
Fair value$531,0002,582
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$8,246,0006,678
U.S. Government securities$6,905,0006,371
U.S. Treasury securities$296,0001,527
U.S. Government agency obligations$6,609,0006,318
Securities issued by states & political subdivisions$975,0005,087
Other domestic debt securities$252,0002,772
Privately issued residential mortgage-backed securities$1,0001,349
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$251,0002,210
Foreign debt securities$0226
Equity securities$114,0001,716
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,495,0005,158
Mortgage-backed securities$611,0005,645
Certificates of participation in pools of residential mortgages$593,0005,236
Issued or guaranteed by U.S.$593,0005,218
Privately issued$0205
Collaterized mortgage obligations$18,0003,552
CMOs issued by government agencies or sponsored agencies$17,0003,210
Privately issued$1,0001,255
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)$8,246,0005,964
Total debt securities$8,132,0006,652
Structured notes
Amortized cost$1,446,0001,946
Fair value$1,426,0001,940
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$8,821,0006,579
U.S. Government securities$7,514,0006,190
U.S. Treasury securities$296,0001,544
U.S. Government agency obligations$7,218,0006,144
Securities issued by states & political subdivisions$688,0005,375
Other domestic debt securities$503,0002,491
Privately issued residential mortgage-backed securities$1,0001,345
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$502,0001,988
Foreign debt securities$0223
Equity securities$116,0001,735
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,495,0005,166
Mortgage-backed securities$648,0005,668
Certificates of participation in pools of residential mortgages$627,0005,243
Issued or guaranteed by U.S.$627,0005,223
Privately issued$0216
Collaterized mortgage obligations$21,0003,559
CMOs issued by government agencies or sponsored agencies$20,0003,219
Privately issued$1,0001,241
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)$8,821,0005,857
Total debt securities$8,705,0006,551
Structured notes
Amortized cost$1,745,0001,761
Fair value$1,730,0001,744
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$9,453,0006,452
U.S. Government securities$7,902,0006,088
U.S. Treasury securities$296,0001,580
U.S. Government agency obligations$7,606,0006,048
Securities issued by states & political subdivisions$929,0005,167
Other domestic debt securities$505,0002,529
Privately issued residential mortgage-backed securities$2,0001,310
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$503,0002,071
Foreign debt securities$0234
Equity securities$117,0001,740
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,495,0005,153
Mortgage-backed securities$707,0005,658
Certificates of participation in pools of residential mortgages$682,0005,236
Issued or guaranteed by U.S.$682,0005,218
Privately issued$0225
Collaterized mortgage obligations$25,0003,559
CMOs issued by government agencies or sponsored agencies$23,0003,223
Privately issued$2,0001,199
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$150,0003,895
Available-for-sale securities (fair market value)$9,303,0005,754
Total debt securities$9,336,0006,420
Structured notes
Amortized cost$1,798,0001,707
Fair value$1,785,0001,703
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$9,964,0006,377
U.S. Government securities$8,301,0006,035
U.S. Treasury securities$298,0001,632
U.S. Government agency obligations$8,003,0005,962
Securities issued by states & political subdivisions$1,037,0005,034
Other domestic debt securities$508,0002,605
Privately issued residential mortgage-backed securities$2,0001,282
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$506,0002,139
Foreign debt securities$0234
Equity securities$118,0001,765
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,545,0004,737
Mortgage-backed securities$808,0005,646
Certificates of participation in pools of residential mortgages$780,0005,208
Issued or guaranteed by U.S.$780,0005,187
Privately issued$0223
Collaterized mortgage obligations$28,0003,568
CMOs issued by government agencies or sponsored agencies$26,0003,247
Privately issued$2,0001,169
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$250,0003,781
Available-for-sale securities (fair market value)$9,714,0005,704
Total debt securities$9,846,0006,337
Structured notes
Amortized cost$1,400,0001,893
Fair value$1,393,0001,892
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$9,584,0006,530
U.S. Government securities$7,922,0006,202
U.S. Treasury securities$296,0001,746
U.S. Government agency obligations$7,626,0006,147
Securities issued by states & political subdivisions$1,038,0005,065
Other domestic debt securities$507,0002,683
Privately issued residential mortgage-backed securities$2,0001,276
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$505,0002,247
Foreign debt securities$0247
Equity securities$117,0001,796
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,495,0005,189
Mortgage-backed securities$915,0005,645
Certificates of participation in pools of residential mortgages$883,0005,186
Issued or guaranteed by U.S.$883,0005,171
Privately issued$0207
Collaterized mortgage obligations$32,0003,602
CMOs issued by government agencies or sponsored agencies$30,0003,285
Privately issued$2,0001,168
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$250,0003,838
Available-for-sale securities (fair market value)$9,334,0005,836
Total debt securities$9,467,0006,484
Structured notes
Amortized cost$1,400,0001,872
Fair value$1,385,0001,873
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$9,089,0006,661
U.S. Government securities$7,408,0006,358
U.S. Treasury securities$01,963
U.S. Government agency obligations$7,408,0006,213
Securities issued by states & political subdivisions$1,050,0005,076
Other domestic debt securities$513,0002,710
Privately issued residential mortgage-backed securities$2,0001,271
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$511,0002,297
Foreign debt securities$0244
Equity securities$118,0001,832
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,495,0005,174
Mortgage-backed securities$615,0005,919
Certificates of participation in pools of residential mortgages$579,0005,505
Issued or guaranteed by U.S.$579,0005,486
Privately issued$0203
Collaterized mortgage obligations$36,0003,622
CMOs issued by government agencies or sponsored agencies$34,0003,301
Privately issued$2,0001,167
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$251,0003,899
Available-for-sale securities (fair market value)$8,838,0005,959
Total debt securities$8,971,0006,627
Structured notes
Amortized cost$1,400,0001,832
Fair value$1,394,0001,836
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$8,567,0006,803
U.S. Government securities$6,653,0006,597
U.S. Treasury securities$01,990
U.S. Government agency obligations$6,653,0006,434
Securities issued by states & political subdivisions$1,278,0004,892
Other domestic debt securities$517,0002,756
Privately issued residential mortgage-backed securities$2,0001,254
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$515,0002,360
Foreign debt securities$0248
Equity securities$119,0001,846
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,795,0005,061
Mortgage-backed securities$684,0005,899
Certificates of participation in pools of residential mortgages$644,0005,461
Issued or guaranteed by U.S.$644,0005,445
Privately issued$0225
Collaterized mortgage obligations$40,0003,628
CMOs issued by government agencies or sponsored agencies$38,0003,311
Privately issued$2,0001,139
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$406,0003,790
Available-for-sale securities (fair market value)$8,161,0006,122
Total debt securities$8,448,0006,773
Structured notes
Amortized cost$1,400,0001,829
Fair value$1,397,0001,832
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$9,125,0006,762
U.S. Government securities$7,228,0006,508
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,228,0006,339
Securities issued by states & political subdivisions$1,266,0004,910
Other domestic debt securities$514,0002,863
Privately issued residential mortgage-backed securities$2,0001,248
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$512,0002,467
Foreign debt securities$0251
Equity securities$117,0001,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,695,0005,085
Mortgage-backed securities$764,0005,908
Certificates of participation in pools of residential mortgages$718,0005,455
Issued or guaranteed by U.S.$718,0005,438
Privately issued$0225
Collaterized mortgage obligations$46,0003,679
CMOs issued by government agencies or sponsored agencies$44,0003,366
Privately issued$2,0001,140
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$406,0003,824
Available-for-sale securities (fair market value)$8,719,0006,100
Total debt securities$9,008,0006,716
Structured notes
Amortized cost$1,400,0001,813
Fair value$1,381,0001,814
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$9,703,0006,638
U.S. Government securities$7,747,0006,307
U.S. Treasury securities$02,082
U.S. Government agency obligations$7,747,0006,151
Securities issued by states & political subdivisions$1,305,0004,876
Other domestic debt securities$531,0002,922
Privately issued residential mortgage-backed securities$3,0001,293
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$528,0002,515
Foreign debt securities$0264
Equity securities$120,0001,928
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,145,0005,277
Mortgage-backed securities$917,0005,844
Certificates of participation in pools of residential mortgages$862,0005,378
Issued or guaranteed by U.S.$862,0005,360
Privately issued$0230
Collaterized mortgage obligations$55,0003,738
CMOs issued by government agencies or sponsored agencies$52,0003,411
Privately issued$3,0001,178
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$407,0003,873
Available-for-sale securities (fair market value)$9,296,0005,965
Total debt securities$9,583,0006,578
Structured notes
Amortized cost$1,400,0001,608
Fair value$1,405,0001,611
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$9,565,0006,716
U.S. Government securities$7,945,0006,322
U.S. Treasury securities$02,227
U.S. Government agency obligations$7,945,0006,150
Securities issued by states & political subdivisions$980,0005,238
Other domestic debt securities$520,0003,003
Privately issued residential mortgage-backed securities$3,0001,163
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$517,0002,670
Foreign debt securities$0283
Equity securities$120,0001,961
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,050,0005,289
Mortgage-backed securities$999,0005,776
Certificates of participation in pools of residential mortgages$939,0005,336
Issued or guaranteed by U.S.$939,0005,314
Privately issued$0248
Collaterized mortgage obligations$60,0003,776
CMOs issued by government agencies or sponsored agencies$57,0003,594
Privately issued$3,0001,011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$407,0003,925
Available-for-sale securities (fair market value)$9,158,0006,046
Total debt securities$9,445,0006,663
Structured notes
Amortized cost$1,400,0001,483
Fair value$1,391,0001,488
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$9,881,0006,575
U.S. Government securities$7,806,0006,232
U.S. Treasury securities$02,287
U.S. Government agency obligations$7,806,0006,048
Securities issued by states & political subdivisions$1,183,0005,050
Other domestic debt securities$771,0002,894
Privately issued residential mortgage-backed securities$3,0001,247
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$768,0002,578
Foreign debt securities$0291
Equity securities$121,0002,016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,150,0005,209
Mortgage-backed securities$868,0005,921
Certificates of participation in pools of residential mortgages$797,0005,478
Issued or guaranteed by U.S.$797,0005,454
Privately issued$0253
Collaterized mortgage obligations$71,0003,851
CMOs issued by government agencies or sponsored agencies$68,0003,662
Privately issued$3,0001,090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$557,0003,786
Available-for-sale securities (fair market value)$9,324,0005,921
Total debt securities$9,760,0006,504
Structured notes
Amortized cost$1,400,0001,277
Fair value$1,391,0001,281
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$10,699,0006,311
U.S. Government securities$8,597,0005,938
U.S. Treasury securities$02,322
U.S. Government agency obligations$8,597,0005,753
Securities issued by states & political subdivisions$1,195,0004,996
Other domestic debt securities$785,0002,946
Privately issued residential mortgage-backed securities$3,0001,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$782,0002,624
Foreign debt securities$0294
Equity securities$122,0002,027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,369,0005,078
Mortgage-backed securities$1,191,0005,782
Certificates of participation in pools of residential mortgages$1,102,0005,252
Issued or guaranteed by U.S.$1,102,0005,232
Privately issued$0256
Collaterized mortgage obligations$89,0003,989
CMOs issued by government agencies or sponsored agencies$86,0003,805
Privately issued$3,0001,152
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$558,0003,816
Available-for-sale securities (fair market value)$10,141,0005,704
Total debt securities$10,577,0006,248
Structured notes
Amortized cost$1,150,0001,131
Fair value$1,154,0001,134
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$9,281,0006,655
U.S. Government securities$7,428,0006,315
U.S. Treasury securities$02,382
U.S. Government agency obligations$7,428,0006,136
Securities issued by states & political subdivisions$716,0005,507
Other domestic debt securities$1,013,0002,782
Privately issued residential mortgage-backed securities$4,0001,320
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,009,0002,457
Foreign debt securities$0294
Equity securities$124,0002,016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,150,0005,221
Mortgage-backed securities$1,500,0005,610
Certificates of participation in pools of residential mortgages$1,392,0005,043
Issued or guaranteed by U.S.$1,392,0005,029
Privately issued$0257
Collaterized mortgage obligations$108,0004,044
CMOs issued by government agencies or sponsored agencies$104,0003,874
Privately issued$4,0001,167
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$558,0003,868
Available-for-sale securities (fair market value)$8,723,0005,999
Total debt securities$9,157,0006,583
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$7,920,0007,043
U.S. Government securities$6,370,0006,689
U.S. Treasury securities$251,0002,315
U.S. Government agency obligations$6,119,0006,573
Securities issued by states & political subdivisions$918,0005,278
Other domestic debt securities$507,0003,300
Privately issued residential mortgage-backed securities$4,0001,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$503,0002,936
Foreign debt securities$0302
Equity securities$125,0002,037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,150,0005,236
Mortgage-backed securities$914,0006,001
Certificates of participation in pools of residential mortgages$794,0005,544
Issued or guaranteed by U.S.$794,0005,527
Privately issued$0252
Collaterized mortgage obligations$120,0004,086
CMOs issued by government agencies or sponsored agencies$116,0003,909
Privately issued$4,0001,195
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$759,0003,785
Available-for-sale securities (fair market value)$7,161,0006,410
Total debt securities$7,795,0006,986
Structured notes
Amortized cost$600,0001,096
Fair value$600,0001,110
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$7,543,0007,160
U.S. Government securities$4,499,0007,435
U.S. Treasury securities$259,0002,805
U.S. Government agency obligations$4,240,0007,282
Securities issued by states & political subdivisions$2,125,0004,238
Other domestic debt securities$754,0003,119
Privately issued residential mortgage-backed securities$5,0001,448
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$749,0002,704
Foreign debt securities$0319
Equity securities$165,0001,913
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,250,0005,199
Mortgage-backed securities$214,0006,753
Certificates of participation in pools of residential mortgages$59,0006,670
Issued or guaranteed by U.S.$59,0006,648
Privately issued$0260
Collaterized mortgage obligations$155,0004,176
CMOs issued by government agencies or sponsored agencies$150,0003,996
Privately issued$5,0001,301
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,940,0003,238
Available-for-sale securities (fair market value)$5,603,0006,814
Total debt securities$7,378,0007,112
Structured notes
Amortized cost$180,000814
Fair value$165,000817
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$9,494,0006,949
U.S. Government securities$6,520,0007,112
U.S. Treasury securities$251,0003,794
U.S. Government agency obligations$6,269,0006,850
Securities issued by states & political subdivisions$2,187,0004,256
Other domestic debt securities$502,0002,930
Privately issued residential mortgage-backed securities$7,0001,446
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$495,0002,637
Foreign debt securitiesNANA
Equity securities$285,0005,079
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,725,0005,259
Mortgage-backed securities$236,0006,546
Certificates of participation in pools of residential mortgages$62,0006,589
Issued or guaranteed by U.S.$62,0006,567
Privately issued$0308
Collaterized mortgage obligations$174,0003,819
CMOs issued by government agencies or sponsored agencies$167,0003,654
Privately issued$7,0001,259
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,187,0003,758
Available-for-sale securities (fair market value)$7,307,0006,483
Total debt securities$9,209,0006,900
Structured notes
Amortized cost$246,000811
Fair value$225,000811
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$9,550,0007,209
U.S. Government securities$6,655,0007,312
U.S. Treasury securities$996,0003,770
U.S. Government agency obligations$5,659,0007,228
Securities issued by states & political subdivisions$2,369,0004,335
Other domestic debt securities$251,0003,200
Privately issued residential mortgage-backed securities$9,0001,534
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$242,0002,777
Foreign debt securitiesNANA
Equity securities$275,0005,046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,625,0005,927
Mortgage-backed securities$255,0006,853
Certificates of participation in pools of residential mortgages$82,0006,836
Issued or guaranteed by U.S.$82,0006,818
Privately issued$0307
Collaterized mortgage obligations$173,0004,052
CMOs issued by government agencies or sponsored agencies$164,0003,882
Privately issued$9,0001,342
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,369,0004,044
Available-for-sale securities (fair market value)$7,181,0006,702
Total debt securities$9,275,0007,176
Structured notes
Amortized cost$250,0001,090
Fair value$228,0001,170
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$8,231,0007,622
U.S. Government securities$5,626,0007,749
U.S. Treasury securities$1,519,0004,380
U.S. Government agency obligations$4,107,0007,639
Securities issued by states & political subdivisions$2,083,0004,643
Other domestic debt securities$261,0003,057
Privately issued residential mortgage-backed securities$12,0001,580
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$249,0002,607
Foreign debt securitiesNANA
Equity securities$261,0004,914
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,375,0005,855
Mortgage-backed securities$302,0007,012
Certificates of participation in pools of residential mortgages$95,0007,006
Issued or guaranteed by U.S.$95,0006,988
Privately issued$0349
Collaterized mortgage obligations$207,0004,240
CMOs issued by government agencies or sponsored agencies$195,0004,109
Privately issued$12,0001,366
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,083,0004,692
Available-for-sale securities (fair market value)$6,148,0006,947
Total debt securities$7,970,0007,580
Structured notes
Amortized cost$250,0001,336
Fair value$250,0001,352
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$8,527,0007,902
U.S. Government securities$6,612,0007,829
U.S. Treasury securities$2,755,0004,496
U.S. Government agency obligations$3,857,0007,911
Securities issued by states & political subdivisions$1,730,0004,876
Other domestic debt securities$17,0003,723
Privately issued residential mortgage-backed securities$17,0001,610
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$168,0005,687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,125,0006,325
Mortgage-backed securities$319,0007,320
Certificates of participation in pools of residential mortgages$97,0007,313
Issued or guaranteed by U.S.$97,0007,286
Privately issued$0394
Collaterized mortgage obligations$222,0004,494
CMOs issued by government agencies or sponsored agencies$205,0004,359
Privately issued$17,0001,365
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,730,0005,809
Available-for-sale securities (fair market value)$6,797,0006,775
Total debt securities$8,359,0007,839
Structured notes
Amortized cost$300,0002,328
Fair value$296,0002,389
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$9,088,0008,253
U.S. Government securities$6,987,0008,257
U.S. Treasury securities$2,487,0005,542
U.S. Government agency obligations$4,500,0007,940
Securities issued by states & political subdivisions$1,713,0005,108
Other domestic debt securities$221,0003,335
Privately issued residential mortgage-backed securities$21,0001,939
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$200,0002,622
Foreign debt securitiesNANA
Equity securities$167,0005,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,375,0006,399
Mortgage-backed securities$332,0007,853
Certificates of participation in pools of residential mortgages$105,0007,845
Issued or guaranteed by U.S.$105,0007,824
Privately issued$0472
Collaterized mortgage obligations$227,0004,964
CMOs issued by government agencies or sponsored agencies$206,0004,809
Privately issued$21,0001,643
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,893,0006,384
Available-for-sale securities (fair market value)$7,195,0006,912
Total debt securities$8,921,0008,181
Structured notes
Amortized cost$300,0003,044
Fair value$296,0003,113
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$9,581,0008,420
U.S. Government securities$7,616,0008,347
U.S. Treasury securities$2,754,0006,294
U.S. Government agency obligations$4,862,0007,788
Securities issued by states & political subdivisions$1,539,0005,504
Other domestic debt securities$254,0003,798
Privately issued residential mortgage-backed securities$54,0002,119
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$200,0003,154
Foreign debt securitiesNANA
Equity securities$172,0005,328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,082,0005,879
Mortgage-backed securities$371,0008,247
Certificates of participation in pools of residential mortgages$111,0008,232
Issued or guaranteed by U.S.$111,0008,198
Privately issued$0558
Collaterized mortgage obligations$260,0005,316
CMOs issued by government agencies or sponsored agencies$206,0005,224
Privately issued$54,0001,797
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,739,0006,838
Available-for-sale securities (fair market value)$7,842,0006,838
Total debt securities$9,409,0008,362
Structured notes
Amortized cost$300,0003,978
Fair value$296,0004,052
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$10,061,0008,730
U.S. Government securities$7,804,0008,753
U.S. Treasury securities$2,951,0007,196
U.S. Government agency obligations$4,853,0007,794
Securities issued by states & political subdivisions$1,528,0005,804
Other domestic debt securities$519,0003,485
Privately issued residential mortgage-backed securities$68,0002,325
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$451,0003,023
Foreign debt securitiesNANA
Equity securities$210,0004,705
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,525,0007,605
Mortgage-backed securities$482,0008,560
Certificates of participation in pools of residential mortgages$216,0008,278
Issued or guaranteed by U.S.$216,0008,250
Privately issued$0564
Collaterized mortgage obligations$266,0005,724
CMOs issued by government agencies or sponsored agencies$198,0005,660
Privately issued$68,0002,009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,977,0008,637
Available-for-sale securities (fair market value)$6,084,0006,314
Total debt securities$9,851,0008,702
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$8,942,0009,492
U.S. Government securities$7,136,0009,342
U.S. Treasury securities$3,262,0007,089
U.S. Government agency obligations$3,874,0008,704
Securities issued by states & political subdivisions$645,0007,518
Other domestic debt securities$928,0003,480
Privately issued residential mortgage-backed securities$205,0002,320
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$723,0002,894
Foreign debt securitiesNANA
Equity securities$233,0004,296
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,450,0007,829
Mortgage-backed securities$929,0008,583
Certificates of participation in pools of residential mortgages$929,0007,227
Issued or guaranteed by U.S.$724,0007,519
Privately issued$205,000522
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$8,709,0009,442
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$10,617,0008,888
U.S. Government securities$8,830,0008,582
U.S. Treasury securities$4,524,0006,146
U.S. Government agency obligations$4,306,0008,474
Securities issued by states & political subdivisions$527,0007,624
Other domestic debt securities$1,027,0003,999
Privately issued residential mortgage-backed securities$146,0003,293
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$881,0003,140
Foreign debt securitiesNANA
Equity securities$233,0003,722
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,450,0007,926
Mortgage-backed securities$1,098,0008,764
Certificates of participation in pools of residential mortgages$1,098,0007,348
Issued or guaranteed by U.S.$952,0007,560
Privately issued$146,000652
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$10,384,0008,857
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