The Bank of Bolivar County, Securities

2014-09-30Rank
Total securities$9,723,0005,329
U.S. Government securities$9,723,0004,586
U.S. Treasury securities$01,381
U.S. Government agency obligations$9,723,0004,465
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$5,999,0003,963
Mortgage-backed securities$4,126,0004,006
Certificates of participation in pools of residential mortgages$4,126,0003,575
Issued or guaranteed by U.S.$4,126,0003,573
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)$158,0002,325
Available-for-sale securities (fair market value)$9,565,0004,966
Total debt securities$9,723,0005,311
Structured notes
Amortized cost$3,500,000887
Fair value$3,314,000919
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$11,732,0005,205
U.S. Government securities$11,732,0004,393
U.S. Treasury securities$01,342
U.S. Government agency obligations$11,732,0004,289
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,989,0004,456
Mortgage-backed securities$5,256,0003,868
Certificates of participation in pools of residential mortgages$5,256,0003,385
Issued or guaranteed by U.S.$5,256,0003,385
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$159,0002,344
Available-for-sale securities (fair market value)$11,573,0004,819
Total debt securities$11,732,0005,181
Structured notes
Amortized cost$4,500,000783
Fair value$4,210,000809
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$11,057,0005,310
U.S. Government securities$11,057,0004,518
U.S. Treasury securities$01,198
U.S. Government agency obligations$11,057,0004,415
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,957,0004,477
Mortgage-backed securities$4,713,0003,982
Certificates of participation in pools of residential mortgages$4,713,0003,530
Issued or guaranteed by U.S.$4,713,0003,529
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$173,0002,352
Available-for-sale securities (fair market value)$10,884,0004,928
Total debt securities$11,057,0005,285
Structured notes
Amortized cost$4,500,000800
Fair value$4,106,000831
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$11,013,0005,340
U.S. Government securities$11,013,0004,515
U.S. Treasury securities$01,131
U.S. Government agency obligations$11,013,0004,418
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,931,0004,484
Mortgage-backed securities$4,792,0003,990
Certificates of participation in pools of residential mortgages$4,792,0003,516
Issued or guaranteed by U.S.$4,792,0003,513
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
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)$173,0002,374
Available-for-sale securities (fair market value)$10,840,0004,963
Total debt securities$11,013,0005,313
Structured notes
Amortized cost$4,500,000789
Fair value$4,049,000815
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$11,273,0005,364
U.S. Government securities$11,273,0004,519
U.S. Treasury securities$01,131
U.S. Government agency obligations$11,273,0004,420
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,543,0004,384
Mortgage-backed securities$4,421,0004,104
Certificates of participation in pools of residential mortgages$4,421,0003,607
Issued or guaranteed by U.S.$4,421,0003,603
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
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)$194,0002,358
Available-for-sale securities (fair market value)$11,079,0004,995
Total debt securities$11,273,0005,334
Structured notes
Amortized cost$4,500,000781
Fair value$4,132,000800
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$12,023,0005,287
U.S. Government securities$12,023,0004,398
U.S. Treasury securities$01,152
U.S. Government agency obligations$12,023,0004,305
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,212,0004,222
Mortgage-backed securities$4,940,0004,031
Certificates of participation in pools of residential mortgages$4,940,0003,488
Issued or guaranteed by U.S.$4,940,0003,484
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
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)$271,0002,239
Available-for-sale securities (fair market value)$11,752,0004,935
Total debt securities$12,023,0005,253
Structured notes
Amortized cost$4,500,000777
Fair value$4,224,000792
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$12,694,0005,253
U.S. Government securities$12,694,0004,346
U.S. Treasury securities$01,161
U.S. Government agency obligations$12,694,0004,237
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,528,0004,172
Mortgage-backed securities$6,994,0003,712
Certificates of participation in pools of residential mortgages$6,994,0003,137
Issued or guaranteed by U.S.$6,994,0003,136
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
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)$306,0002,205
Available-for-sale securities (fair market value)$12,388,0004,911
Total debt securities$12,694,0005,220
Structured notes
Amortized cost$4,000,000805
Fair value$3,974,000847
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$12,026,0005,305
U.S. Government securities$12,026,0004,407
U.S. Treasury securities$01,135
U.S. Government agency obligations$12,026,0004,306
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,772,0004,609
Mortgage-backed securities$6,803,0003,761
Certificates of participation in pools of residential mortgages$6,803,0003,162
Issued or guaranteed by U.S.$6,803,0003,161
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$326,0002,217
Available-for-sale securities (fair market value)$11,700,0004,966
Total debt securities$12,026,0005,279
Structured notes
Amortized cost$3,500,000940
Fair value$3,493,000957
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$11,911,0005,413
U.S. Government securities$11,911,0004,527
U.S. Treasury securities$01,086
U.S. Government agency obligations$11,911,0004,432
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$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,069,0004,325
Mortgage-backed securities$6,644,0003,930
Certificates of participation in pools of residential mortgages$6,644,0003,346
Issued or guaranteed by U.S.$6,644,0003,345
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
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)$366,0002,237
Available-for-sale securities (fair market value)$11,545,0005,062
Total debt securities$11,911,0005,385
Structured notes
Amortized cost$2,500,0001,184
Fair value$2,491,0001,209
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$11,262,0005,540
U.S. Government securities$11,262,0004,707
U.S. Treasury securities$01,068
U.S. Government agency obligations$11,262,0004,610
Securities issued by states & political subdivisions$05,701
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$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,391,0004,282
Mortgage-backed securities$7,475,0003,828
Certificates of participation in pools of residential mortgages$7,475,0003,215
Issued or guaranteed by U.S.$7,475,0003,215
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
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)$387,0002,253
Available-for-sale securities (fair market value)$10,875,0005,195
Total debt securities$11,262,0005,511
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,004,0002,016
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$12,308,0005,460
U.S. Government securities$12,308,0004,629
U.S. Treasury securities$01,157
U.S. Government agency obligations$12,308,0004,535
Securities issued by states & political subdivisions$05,702
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$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,866,0004,709
Mortgage-backed securities$7,516,0003,861
Certificates of participation in pools of residential mortgages$7,516,0003,196
Issued or guaranteed by U.S.$7,516,0003,194
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
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)$426,0002,274
Available-for-sale securities (fair market value)$11,882,0005,100
Total debt securities$12,308,0005,430
Structured notes
Amortized cost$2,000,0001,667
Fair value$1,989,0001,766
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$10,770,0005,643
U.S. Government securities$10,770,0004,814
U.S. Treasury securities$758,000848
U.S. Government agency obligations$10,012,0004,846
Securities issued by states & political subdivisions$05,698
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$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,984,0004,790
Mortgage-backed securities$6,441,0003,966
Certificates of participation in pools of residential mortgages$6,441,0003,315
Issued or guaranteed by U.S.$6,441,0003,314
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$445,0002,371
Available-for-sale securities (fair market value)$10,325,0005,286
Total debt securities$10,770,0005,617
Structured notes
Amortized cost$1,500,0001,887
Fair value$1,505,0001,911
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$10,810,0005,623
U.S. Government securities$10,810,0004,767
U.S. Treasury securities$01,126
U.S. Government agency obligations$10,810,0004,669
Securities issued by states & political subdivisions$05,727
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$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,137,0004,736
Mortgage-backed securities$7,050,0003,806
Certificates of participation in pools of residential mortgages$7,050,0003,133
Issued or guaranteed by U.S.$7,050,0003,130
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$210,0002,562
Available-for-sale securities (fair market value)$10,600,0005,217
Total debt securities$10,810,0005,583
Structured notes
Amortized cost$1,500,0001,991
Fair value$1,504,0002,018
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$9,400,0005,908
U.S. Government securities$9,400,0005,153
U.S. Treasury securities$01,225
U.S. Government agency obligations$9,400,0005,038
Securities issued by states & political subdivisions$05,731
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$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,258,0004,751
Mortgage-backed securities$6,182,0003,933
Certificates of participation in pools of residential mortgages$6,182,0003,261
Issued or guaranteed by U.S.$6,182,0003,254
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$232,0002,582
Available-for-sale securities (fair market value)$9,168,0005,489
Total debt securities$9,400,0005,875
Structured notes
Amortized cost$1,500,0002,196
Fair value$1,486,0002,268
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$8,546,0006,028
U.S. Government securities$8,546,0005,291
U.S. Treasury securities$01,272
U.S. Government agency obligations$8,546,0005,170
Securities issued by states & political subdivisions$05,757
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$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,838,0004,905
Mortgage-backed securities$5,876,0003,912
Certificates of participation in pools of residential mortgages$5,876,0003,269
Issued or guaranteed by U.S.$5,876,0003,262
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$259,0002,551
Available-for-sale securities (fair market value)$8,287,0005,594
Total debt securities$8,546,0005,987
Structured notes
Amortized cost$1,500,0002,243
Fair value$1,440,0002,325
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$9,014,0005,858
U.S. Government securities$9,014,0005,044
U.S. Treasury securities$01,275
U.S. Government agency obligations$9,014,0004,929
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
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$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,492,0005,025
Mortgage-backed securities$6,335,0003,750
Certificates of participation in pools of residential mortgages$6,335,0003,053
Issued or guaranteed by U.S.$6,335,0003,044
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$301,0002,543
Available-for-sale securities (fair market value)$8,713,0005,450
Total debt securities$9,014,0005,817
Structured notes
Amortized cost$1,500,0002,096
Fair value$1,439,0002,177
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$7,898,0006,028
U.S. Government securities$7,898,0005,221
U.S. Treasury securities$01,180
U.S. Government agency obligations$7,898,0005,106
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,159,0004,848
Mortgage-backed securities$4,832,0004,058
Certificates of participation in pools of residential mortgages$4,832,0003,363
Issued or guaranteed by U.S.$4,832,0003,357
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$356,0002,575
Available-for-sale securities (fair market value)$7,542,0005,617
Total debt securities$7,898,0005,988
Structured notes
Amortized cost$1,000,0002,383
Fair value$1,000,0002,546
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$8,186,0006,064
U.S. Government securities$8,186,0005,298
U.S. Treasury securities$01,121
U.S. Government agency obligations$8,186,0005,184
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
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$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,412,0004,818
Mortgage-backed securities$4,095,0004,234
Certificates of participation in pools of residential mortgages$4,095,0003,590
Issued or guaranteed by U.S.$4,095,0003,582
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$423,0002,594
Available-for-sale securities (fair market value)$7,763,0005,655
Total debt securities$8,186,0006,020
Structured notes
Amortized cost$1,000,0002,460
Fair value$1,005,0002,532
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$8,494,0006,068
U.S. Government securities$8,494,0005,315
U.S. Treasury securities$01,130
U.S. Government agency obligations$8,494,0005,206
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
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$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,526,0004,843
Mortgage-backed securities$4,475,0004,221
Certificates of participation in pools of residential mortgages$4,475,0003,593
Issued or guaranteed by U.S.$4,475,0003,587
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$511,0002,570
Available-for-sale securities (fair market value)$7,983,0005,675
Total debt securities$8,494,0006,022
Structured notes
Amortized cost$1,000,0002,246
Fair value$985,0002,443
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$7,810,0006,179
U.S. Government securities$7,810,0005,419
U.S. Treasury securities$01,077
U.S. Government agency obligations$7,810,0005,321
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
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$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,730,0004,800
Mortgage-backed securities$3,808,0004,454
Certificates of participation in pools of residential mortgages$3,808,0003,871
Issued or guaranteed by U.S.$3,808,0003,862
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$676,0002,530
Available-for-sale securities (fair market value)$7,134,0005,808
Total debt securities$7,810,0006,135
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$8,391,0006,107
U.S. Government securities$8,391,0005,315
U.S. Treasury securities$01,047
U.S. Government agency obligations$8,391,0005,220
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
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$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,038,0004,709
Mortgage-backed securities$4,333,0004,413
Certificates of participation in pools of residential mortgages$4,333,0003,805
Issued or guaranteed by U.S.$4,333,0003,796
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$950,0002,484
Available-for-sale securities (fair market value)$7,441,0005,783
Total debt securities$8,391,0006,062
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$8,814,0006,041
U.S. Government securities$8,814,0005,227
U.S. Treasury securities$01,036
U.S. Government agency obligations$8,814,0005,131
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,301,0004,614
Mortgage-backed securities$4,764,0004,347
Certificates of participation in pools of residential mortgages$4,764,0003,734
Issued or guaranteed by U.S.$4,764,0003,721
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$1,191,0002,411
Available-for-sale securities (fair market value)$7,623,0005,770
Total debt securities$8,814,0005,988
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$9,563,0005,974
U.S. Government securities$9,563,0005,177
U.S. Treasury securities$0981
U.S. Government agency obligations$9,563,0005,093
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,706,0004,560
Mortgage-backed securities$5,480,0004,246
Certificates of participation in pools of residential mortgages$5,480,0003,640
Issued or guaranteed by U.S.$5,480,0003,630
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,581,0002,298
Available-for-sale securities (fair market value)$7,982,0005,743
Total debt securities$9,563,0005,918
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$9,673,0005,983
U.S. Government securities$9,673,0005,212
U.S. Treasury securities$0973
U.S. Government agency obligations$9,673,0005,130
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 securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,182,0004,477
Mortgage-backed securities$4,049,0004,550
Certificates of participation in pools of residential mortgages$4,049,0003,997
Issued or guaranteed by U.S.$4,049,0003,985
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$504,0002,821
Available-for-sale securities (fair market value)$9,169,0005,552
Total debt securities$9,673,0005,934
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$9,138,0006,051
U.S. Government securities$9,138,0005,283
U.S. Treasury securities$01,019
U.S. Government agency obligations$9,138,0005,201
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 securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,203,0004,466
Mortgage-backed securities$3,594,0004,612
Certificates of participation in pools of residential mortgages$3,594,0004,086
Issued or guaranteed by U.S.$3,594,0004,074
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$9,138,0005,506
Total debt securities$9,138,0006,007
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$9,202,0006,075
U.S. Government securities$9,202,0005,300
U.S. Treasury securities$01,021
U.S. Government agency obligations$9,202,0005,220
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 securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,245,0004,454
Mortgage-backed securities$3,644,0004,599
Certificates of participation in pools of residential mortgages$3,644,0004,075
Issued or guaranteed by U.S.$3,644,0004,060
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$9,202,0005,552
Total debt securities$9,202,0006,013
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$10,187,0005,903
U.S. Government securities$10,187,0005,090
U.S. Treasury securities$01,044
U.S. Government agency obligations$10,187,0004,993
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 securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,485,0004,336
Mortgage-backed securities$3,956,0004,418
Certificates of participation in pools of residential mortgages$3,956,0003,855
Issued or guaranteed by U.S.$3,956,0003,842
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$10,187,0005,370
Total debt securities$10,187,0005,833
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$10,156,0005,987
U.S. Government securities$10,156,0005,227
U.S. Treasury securities$01,146
U.S. Government agency obligations$10,156,0005,122
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 securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,469,0004,385
Mortgage-backed securities$4,037,0004,120
Certificates of participation in pools of residential mortgages$4,037,0003,512
Issued or guaranteed by U.S.$4,037,0003,498
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$10,156,0005,416
Total debt securities$10,156,0005,920
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$10,526,0005,983
U.S. Government securities$10,526,0005,243
U.S. Treasury securities$01,235
U.S. Government agency obligations$10,526,0005,144
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 securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,399,0004,158
Mortgage-backed securities$4,076,0003,960
Certificates of participation in pools of residential mortgages$4,076,0003,335
Issued or guaranteed by U.S.$4,076,0003,322
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$10,526,0005,387
Total debt securities$10,526,0005,924
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$10,430,0006,034
U.S. Government securities$10,430,0005,301
U.S. Treasury securities$01,362
U.S. Government agency obligations$10,430,0005,186
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 securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,329,0004,179
Mortgage-backed securities$4,128,0003,893
Certificates of participation in pools of residential mortgages$4,128,0003,270
Issued or guaranteed by U.S.$4,128,0003,259
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$10,430,0005,408
Total debt securities$10,430,0005,979
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$9,847,0006,163
U.S. Government securities$9,847,0005,465
U.S. Treasury securities$01,448
U.S. Government agency obligations$9,847,0005,345
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 securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,101,0004,007
Mortgage-backed securities$3,948,0003,938
Certificates of participation in pools of residential mortgages$3,948,0003,331
Issued or guaranteed by U.S.$3,948,0003,312
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$9,847,0005,522
Total debt securities$9,847,0006,110
Structured notes
Amortized cost$2,500,0001,183
Fair value$2,452,0001,227
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$10,004,0006,164
U.S. Government securities$10,004,0005,460
U.S. Treasury securities$01,498
U.S. Government agency obligations$10,004,0005,338
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 securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,467,0003,928
Mortgage-backed securities$4,103,0003,895
Certificates of participation in pools of residential mortgages$4,103,0003,273
Issued or guaranteed by U.S.$4,103,0003,259
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$10,004,0005,523
Total debt securities$10,004,0006,110
Structured notes
Amortized cost$2,500,0001,262
Fair value$2,446,0001,306
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$10,173,0006,168
U.S. Government securities$10,173,0005,481
U.S. Treasury securities$01,574
U.S. Government agency obligations$10,173,0005,353
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 securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,260,0003,987
Mortgage-backed securities$4,286,0003,828
Certificates of participation in pools of residential mortgages$4,286,0003,226
Issued or guaranteed by U.S.$4,286,0003,211
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$10,173,0005,495
Total debt securities$10,173,0006,111
Structured notes
Amortized cost$2,500,0001,345
Fair value$2,429,0001,384
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$10,199,0006,189
U.S. Government securities$10,199,0005,501
U.S. Treasury securities$01,634
U.S. Government agency obligations$10,199,0005,371
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 securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,234,0003,985
Mortgage-backed securities$4,408,0003,779
Certificates of participation in pools of residential mortgages$4,408,0003,200
Issued or guaranteed by U.S.$4,408,0003,189
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$10,199,0005,509
Total debt securities$10,199,0006,128
Structured notes
Amortized cost$2,500,0001,383
Fair value$2,396,0001,442
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$10,040,0006,268
U.S. Government securities$10,040,0005,558
U.S. Treasury securities$01,715
U.S. Government agency obligations$10,040,0005,422
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 securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,454,0003,919
Mortgage-backed securities$4,192,0003,872
Certificates of participation in pools of residential mortgages$4,192,0003,290
Issued or guaranteed by U.S.$4,192,0003,277
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$10,040,0005,569
Total debt securities$10,040,0006,207
Structured notes
Amortized cost$2,500,0001,405
Fair value$2,415,0001,462
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$10,305,0006,259
U.S. Government securities$10,305,0005,505
U.S. Treasury securities$01,737
U.S. Government agency obligations$10,305,0005,365
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 securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,290,0003,947
Mortgage-backed securities$4,424,0003,836
Certificates of participation in pools of residential mortgages$4,424,0003,251
Issued or guaranteed by U.S.$4,424,0003,240
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$10,305,0005,545
Total debt securities$10,305,0006,200
Structured notes
Amortized cost$2,500,0001,406
Fair value$2,423,0001,456
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$10,292,0006,266
U.S. Government securities$10,292,0005,505
U.S. Treasury securities$01,786
U.S. Government agency obligations$10,292,0005,370
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 securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,572,0003,871
Mortgage-backed securities$4,821,0003,776
Certificates of participation in pools of residential mortgages$4,821,0003,185
Issued or guaranteed by U.S.$4,821,0003,173
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0004,281
Available-for-sale securities (fair market value)$10,291,0005,544
Total debt securities$10,292,0006,202
Structured notes
Amortized cost$2,500,0001,384
Fair value$2,462,0001,430
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$10,808,0006,208
U.S. Government securities$10,808,0005,428
U.S. Treasury securities$01,839
U.S. Government agency obligations$10,808,0005,287
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 securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,850,0003,814
Mortgage-backed securities$5,310,0003,710
Certificates of participation in pools of residential mortgages$5,310,0003,125
Issued or guaranteed by U.S.$5,310,0003,114
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,0004,321
Available-for-sale securities (fair market value)$10,806,0005,476
Total debt securities$10,808,0006,143
Structured notes
Amortized cost$2,500,0001,379
Fair value$2,471,0001,427
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$11,128,0006,218
U.S. Government securities$11,128,0005,410
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,128,0005,270
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 securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,510,0003,908
Mortgage-backed securities$5,701,0003,712
Certificates of participation in pools of residential mortgages$5,701,0003,117
Issued or guaranteed by U.S.$5,701,0003,107
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,0004,390
Available-for-sale securities (fair market value)$11,126,0005,477
Total debt securities$11,128,0006,157
Structured notes
Amortized cost$2,500,0001,362
Fair value$2,431,0001,407
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$10,708,0006,323
U.S. Government securities$10,708,0005,536
U.S. Treasury securities$01,963
U.S. Government agency obligations$10,708,0005,384
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 securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,922,0004,035
Mortgage-backed securities$5,189,0003,880
Certificates of participation in pools of residential mortgages$5,189,0003,239
Issued or guaranteed by U.S.$5,189,0003,229
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,0004,445
Available-for-sale securities (fair market value)$10,705,0005,570
Total debt securities$10,708,0006,260
Structured notes
Amortized cost$2,500,0001,330
Fair value$2,467,0001,373
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$11,288,0006,243
U.S. Government securities$11,288,0005,411
U.S. Treasury securities$01,990
U.S. Government agency obligations$11,288,0005,255
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 securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,242,0003,931
Mortgage-backed securities$5,703,0003,780
Certificates of participation in pools of residential mortgages$5,703,0003,142
Issued or guaranteed by U.S.$5,703,0003,135
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,0004,500
Available-for-sale securities (fair market value)$11,285,0005,476
Total debt securities$11,288,0006,173
Structured notes
Amortized cost$2,500,0001,355
Fair value$2,496,0001,374
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$10,916,0006,386
U.S. Government securities$10,916,0005,563
U.S. Treasury securities$02,098
U.S. Government agency obligations$10,916,0005,411
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 securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,078,0003,948
Mortgage-backed securities$5,979,0003,773
Certificates of participation in pools of residential mortgages$5,979,0003,137
Issued or guaranteed by U.S.$5,979,0003,130
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
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)$18,0004,479
Available-for-sale securities (fair market value)$10,898,0005,639
Total debt securities$10,916,0006,304
Structured notes
Amortized cost$2,500,0001,333
Fair value$2,459,0001,346
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$11,027,0006,359
U.S. Government securities$11,027,0005,508
U.S. Treasury securities$02,082
U.S. Government agency obligations$11,027,0005,362
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 securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,788,0003,725
Mortgage-backed securities$6,948,0003,576
Certificates of participation in pools of residential mortgages$6,948,0002,941
Issued or guaranteed by U.S.$6,948,0002,931
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
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)$20,0004,515
Available-for-sale securities (fair market value)$11,007,0005,628
Total debt securities$11,027,0006,275
Structured notes
Amortized cost$2,500,0001,176
Fair value$2,503,0001,204
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$10,594,0006,493
U.S. Government securities$10,594,0005,621
U.S. Treasury securities$02,227
U.S. Government agency obligations$10,594,0005,461
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 securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,648,0004,238
Mortgage-backed securities$6,064,0003,761
Certificates of participation in pools of residential mortgages$6,064,0003,148
Issued or guaranteed by U.S.$6,064,0003,136
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,0004,578
Available-for-sale securities (fair market value)$10,572,0005,749
Total debt securities$10,594,0006,403
Structured notes
Amortized cost$2,000,0001,180
Fair value$2,006,0001,208
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$9,925,0006,566
U.S. Government securities$9,915,0005,648
U.S. Treasury securities$02,287
U.S. Government agency obligations$9,915,0005,483
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,644,0004,208
Mortgage-backed securities$6,389,0003,666
Certificates of participation in pools of residential mortgages$6,389,0003,067
Issued or guaranteed by U.S.$6,389,0003,054
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,0004,609
Available-for-sale securities (fair market value)$9,901,0005,831
Total debt securities$9,925,0006,468
Structured notes
Amortized cost$1,500,0001,197
Fair value$1,505,0001,208
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$10,266,0006,430
U.S. Government securities$10,266,0005,490
U.S. Treasury securities$02,322
U.S. Government agency obligations$10,266,0005,323
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,492,0003,882
Mortgage-backed securities$6,617,0003,713
Certificates of participation in pools of residential mortgages$6,617,0003,019
Issued or guaranteed by U.S.$6,617,0003,008
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,0004,612
Available-for-sale securities (fair market value)$10,238,0005,680
Total debt securities$10,266,0006,330
Structured notes
Amortized cost$1,500,0001,008
Fair value$1,507,0001,038
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$9,377,0006,629
U.S. Government securities$9,377,0005,739
U.S. Treasury securities$02,382
U.S. Government agency obligations$9,377,0005,562
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,738,0004,531
Mortgage-backed securities$5,715,0003,964
Certificates of participation in pools of residential mortgages$5,715,0003,215
Issued or guaranteed by U.S.$5,715,0003,204
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0004,657
Available-for-sale securities (fair market value)$9,347,0005,864
Total debt securities$9,377,0006,532
Structured notes
Amortized cost$1,000,000910
Fair value$1,001,0001,051
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$9,745,0006,570
U.S. Government securities$9,445,0005,729
U.S. Treasury securities$02,544
U.S. Government agency obligations$9,445,0005,535
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$300,0003,584
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$300,0003,156
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,929,0004,871
Mortgage-backed securities$6,875,0003,643
Certificates of participation in pools of residential mortgages$6,875,0002,878
Issued or guaranteed by U.S.$6,875,0002,868
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,0004,733
Available-for-sale securities (fair market value)$9,710,0005,786
Total debt securities$9,745,0006,467
Structured notes
Amortized cost$500,0001,148
Fair value$502,0001,263
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$8,511,0006,882
U.S. Government securities$8,030,0006,102
U.S. Treasury securities$03,182
U.S. Government agency obligations$8,030,0005,872
Securities issued by states & political subdivisions$171,0006,603
Other domestic debt securities$310,0003,617
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$310,0003,131
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,815,0004,468
Mortgage-backed securities$5,496,0003,834
Certificates of participation in pools of residential mortgages$5,496,0003,005
Issued or guaranteed by U.S.$5,496,0002,989
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$242,0004,608
Available-for-sale securities (fair market value)$8,269,0006,070
Total debt securities$8,511,0006,778
Structured notes
Amortized cost$1,000,000323
Fair value$1,010,000339
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$10,030,0006,785
U.S. Government securities$9,756,0005,934
U.S. Treasury securities$04,186
U.S. Government agency obligations$9,756,0005,613
Securities issued by states & political subdivisions$274,0006,523
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 ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,962,0003,675
Mortgage-backed securities$2,056,0004,741
Certificates of participation in pools of residential mortgages$2,056,0003,930
Issued or guaranteed by U.S.$2,056,0003,908
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$377,0005,066
Available-for-sale securities (fair market value)$9,653,0005,818
Total debt securities$10,030,0006,642
Structured notes
Amortized cost$1,000,000317
Fair value$996,000343
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$9,664,0007,175
U.S. Government securities$9,387,0006,308
U.S. Treasury securities$05,412
U.S. Government agency obligations$9,387,0005,779
Securities issued by states & political subdivisions$277,0006,813
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 ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,630,0003,759
Mortgage-backed securities$2,659,0004,669
Certificates of participation in pools of residential mortgages$2,659,0003,781
Issued or guaranteed by U.S.$2,659,0003,763
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$541,0005,300
Available-for-sale securities (fair market value)$9,123,0006,117
Total debt securities$9,664,0007,059
Structured notes
Amortized cost$1,000,000444
Fair value$959,000552
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$8,893,0007,420
U.S. Government securities$8,577,0006,538
U.S. Treasury securities$351,0006,308
U.S. Government agency obligations$8,226,0005,837
Securities issued by states & political subdivisions$315,0006,948
Other domestic debt securities$1,0003,977
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,0003,165
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,547,0004,055
Mortgage-backed securities$2,934,0004,782
Certificates of participation in pools of residential mortgages$2,735,0003,949
Issued or guaranteed by U.S.$2,735,0003,929
Privately issued$0349
Collaterized mortgage obligations$199,0004,273
CMOs issued by government agencies or sponsored agencies$199,0004,100
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$925,0005,492
Available-for-sale securities (fair market value)$7,968,0006,361
Total debt securities$8,893,0007,293
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$10,169,0007,356
U.S. Government securities$9,844,0006,538
U.S. Treasury securities$854,0006,690
U.S. Government agency obligations$8,990,0005,596
Securities issued by states & political subdivisions$324,0007,141
Other domestic debt securities$1,0003,898
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,0002,983
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,891,0004,570
Mortgage-backed securities$4,234,0004,139
Certificates of participation in pools of residential mortgages$4,018,0003,273
Issued or guaranteed by U.S.$4,018,0003,259
Privately issued$0394
Collaterized mortgage obligations$216,0004,501
CMOs issued by government agencies or sponsored agencies$216,0004,340
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,016,0006,277
Available-for-sale securities (fair market value)$9,153,0006,004
Total debt securities$10,169,0007,220
Structured notes
Amortized cost$1,000,0001,189
Fair value$999,0001,248
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$9,466,0008,121
U.S. Government securities$9,274,0007,303
U.S. Treasury securities$1,704,0006,338
U.S. Government agency obligations$7,570,0006,449
Securities issued by states & political subdivisions$191,0007,968
Other domestic debt securities$1,0004,452
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,0003,329
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,730,0005,325
Mortgage-backed securities$3,584,0004,896
Certificates of participation in pools of residential mortgages$3,368,0003,890
Issued or guaranteed by U.S.$3,368,0003,869
Privately issued$0472
Collaterized mortgage obligations$216,0004,985
CMOs issued by government agencies or sponsored agencies$216,0004,798
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,205,0006,143
Available-for-sale securities (fair market value)$7,261,0006,883
Total debt securities$9,466,0008,008
Structured notes
Amortized cost$1,500,0001,319
Fair value$1,492,0001,333
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$8,143,0008,943
U.S. Government securities$7,950,0008,190
U.S. Treasury securities$724,0009,041
U.S. Government agency obligations$7,226,0006,596
Securities issued by states & political subdivisions$192,0008,288
Other domestic debt securities$1,0005,160
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,0003,932
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,842,0005,351
Mortgage-backed securities$2,757,0005,692
Certificates of participation in pools of residential mortgages$1,546,0005,395
Issued or guaranteed by U.S.$1,546,0005,366
Privately issued$0558
Collaterized mortgage obligations$1,211,0004,025
CMOs issued by government agencies or sponsored agencies$1,211,0003,876
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,923,0006,065
Available-for-sale securities (fair market value)$5,220,0007,921
Total debt securities$8,143,0008,829
Structured notes
Amortized cost$3,000,0001,179
Fair value$2,967,0001,204
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$8,564,0009,306
U.S. Government securities$8,371,0008,480
U.S. Treasury securities$1,218,0009,294
U.S. Government agency obligations$7,153,0006,578
Securities issued by states & political subdivisions$192,0008,729
Other domestic debt securities$1,0005,803
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,0004,495
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,480,0005,709
Mortgage-backed securities$2,630,0006,124
Certificates of participation in pools of residential mortgages$1,163,0006,186
Issued or guaranteed by U.S.$1,163,0006,161
Privately issued$0564
Collaterized mortgage obligations$1,467,0004,070
CMOs issued by government agencies or sponsored agencies$1,467,0003,890
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,317,0009,101
Available-for-sale securities (fair market value)$5,247,0006,739
Total debt securities$8,564,0009,209
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$8,664,0009,605
U.S. Government securities$8,495,0008,671
U.S. Treasury securities$755,00010,438
U.S. Government agency obligations$7,740,0006,493
Securities issued by states & political subdivisions$101,0009,276
Other domestic debt securities$68,0006,046
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$68,0004,748
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,346,0005,706
Mortgage-backed securities$2,842,0006,547
Certificates of participation in pools of residential mortgages$1,533,0006,268
Issued or guaranteed by U.S.$1,533,0006,224
Privately issued$0731
Collaterized mortgage obligations$1,309,0004,642
CMOs issued by government agencies or sponsored agencies$1,309,0004,441
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$8,664,0009,459
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$7,676,00010,178
U.S. Government securities$7,338,0009,363
U.S. Treasury securities$223,00011,842
U.S. Government agency obligations$7,115,0006,756
Securities issued by states & political subdivisions$204,0008,722
Other domestic debt securities$134,0006,478
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$134,0005,015
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,540,0007,753
Mortgage-backed securities$1,664,0008,039
Certificates of participation in pools of residential mortgages$1,165,0007,249
Issued or guaranteed by U.S.$1,165,0007,195
Privately issued$0831
Collaterized mortgage obligations$499,0005,870
CMOs issued by government agencies or sponsored agencies$499,0005,466
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$7,588,00010,074
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