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Watch Hill Bank, Securities

2018-09-30Rank
Total securities$3,574,0004,929
U.S. Government securities$3,515,0004,474
U.S. Treasury securities$01,500
U.S. Government agency obligations$3,515,0004,318
Securities issued by states & political subdivisions$59,0004,517
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$3,289,0003,478
Certificates of participation in pools of residential mortgages$3,070,0003,060
Issued or guaranteed by U.S.$3,070,0003,035
Privately issued$0145
Collaterized mortgage obligations$219,0002,762
CMOs issued by government agencies or sponsored agencies$219,0002,707
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$29,0001,916
Available-for-sale securities (fair market value)$3,545,0004,665
Total debt securities$3,574,0004,909
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$3,929,0004,960
U.S. Government securities$3,850,0004,461
U.S. Treasury securities$01,475
U.S. Government agency obligations$3,850,0004,300
Securities issued by states & political subdivisions$79,0004,559
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$3,576,0003,470
Certificates of participation in pools of residential mortgages$3,287,0003,052
Issued or guaranteed by U.S.$3,287,0002,899
Privately issued$0453
Collaterized mortgage obligations$289,0002,753
CMOs issued by government agencies or sponsored agencies$289,0002,688
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$80,0001,910
Available-for-sale securities (fair market value)$3,849,0004,691
Total debt securities$3,929,0004,938
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$4,286,0004,975
U.S. Government securities$4,207,0004,476
U.S. Treasury securities$01,426
U.S. Government agency obligations$4,207,0004,336
Securities issued by states & political subdivisions$79,0004,607
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$3,849,0003,455
Certificates of participation in pools of residential mortgages$3,527,0003,059
Issued or guaranteed by U.S.$3,527,0003,052
Privately issued$067
Collaterized mortgage obligations$322,0002,731
CMOs issued by government agencies or sponsored agencies$322,0002,665
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$94,0001,933
Available-for-sale securities (fair market value)$4,192,0004,712
Total debt securities$4,286,0004,955
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$4,647,0005,007
U.S. Government securities$4,568,0004,465
U.S. Treasury securities$01,328
U.S. Government agency obligations$4,568,0004,338
Securities issued by states & political subdivisions$79,0004,672
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$869,0004,554
Mortgage-backed securities$4,186,0003,419
Certificates of participation in pools of residential mortgages$3,795,0003,034
Issued or guaranteed by U.S.$3,795,0003,031
Privately issued$064
Collaterized mortgage obligations$391,0002,695
CMOs issued by government agencies or sponsored agencies$391,0002,623
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$141,0001,917
Available-for-sale securities (fair market value)$4,506,0004,738
Total debt securities$4,647,0004,985
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$4,987,0005,037
U.S. Government securities$4,907,0004,480
U.S. Treasury securities$01,313
U.S. Government agency obligations$4,907,0004,358
Securities issued by states & political subdivisions$80,0004,715
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$946,0004,590
Mortgage-backed securities$4,512,0003,410
Certificates of participation in pools of residential mortgages$4,048,0003,045
Issued or guaranteed by U.S.$4,048,0003,043
Privately issued$069
Collaterized mortgage obligations$464,0002,669
CMOs issued by government agencies or sponsored agencies$464,0002,605
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$187,0001,951
Available-for-sale securities (fair market value)$4,800,0004,768
Total debt securities$4,987,0005,013
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$4,288,0005,148
U.S. Government securities$4,189,0004,625
U.S. Treasury securities$01,351
U.S. Government agency obligations$4,189,0004,503
Securities issued by states & political subdivisions$99,0004,763
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,031,0004,557
Mortgage-backed securities$3,779,0003,558
Certificates of participation in pools of residential mortgages$3,208,0003,246
Issued or guaranteed by U.S.$3,208,0003,243
Privately issued$067
Collaterized mortgage obligations$571,0002,633
CMOs issued by government agencies or sponsored agencies$571,0002,563
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$264,0001,930
Available-for-sale securities (fair market value)$4,024,0004,874
Total debt securities$4,289,0005,125
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$4,554,0005,178
U.S. Government securities$4,456,0004,643
U.S. Treasury securities$01,390
U.S. Government agency obligations$4,456,0004,510
Securities issued by states & political subdivisions$98,0004,823
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,127,0004,591
Mortgage-backed securities$4,034,0003,572
Certificates of participation in pools of residential mortgages$3,412,0003,270
Issued or guaranteed by U.S.$3,412,0003,267
Privately issued$066
Collaterized mortgage obligations$622,0002,643
CMOs issued by government agencies or sponsored agencies$622,0002,576
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$288,0001,961
Available-for-sale securities (fair market value)$4,266,0004,909
Total debt securities$4,555,0005,152
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$3,874,0005,288
U.S. Government securities$3,778,0004,746
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,778,0004,624
Securities issued by states & political subdivisions$96,0004,874
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,241,0004,606
Mortgage-backed securities$3,323,0003,716
Certificates of participation in pools of residential mortgages$2,607,0003,469
Issued or guaranteed by U.S.$2,607,0003,463
Privately issued$071
Collaterized mortgage obligations$716,0002,615
CMOs issued by government agencies or sponsored agencies$716,0002,540
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$349,0001,959
Available-for-sale securities (fair market value)$3,525,0005,007
Total debt securities$3,873,0005,265
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$3,797,0005,340
U.S. Government securities$3,697,0004,812
U.S. Treasury securities$01,214
U.S. Government agency obligations$3,697,0004,698
Securities issued by states & political subdivisions$100,0004,899
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,255,0004,664
Mortgage-backed securities$3,226,0003,769
Certificates of participation in pools of residential mortgages$2,323,0003,586
Issued or guaranteed by U.S.$2,323,0003,583
Privately issued$067
Collaterized mortgage obligations$903,0002,558
CMOs issued by government agencies or sponsored agencies$903,0002,488
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$489,0001,923
Available-for-sale securities (fair market value)$3,308,0005,069
Total debt securities$3,797,0005,315
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$4,451,0005,368
U.S. Government securities$4,451,0004,788
U.S. Treasury securities$01,253
U.S. Government agency obligations$4,451,0004,661
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,376,0004,727
Mortgage-backed securities$3,965,0003,656
Certificates of participation in pools of residential mortgages$2,519,0003,586
Issued or guaranteed by U.S.$2,519,0003,580
Privately issued$071
Collaterized mortgage obligations$1,446,0002,375
CMOs issued by government agencies or sponsored agencies$1,446,0002,304
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$986,0001,815
Available-for-sale securities (fair market value)$3,465,0005,141
Total debt securities$4,452,0005,346
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$4,852,0005,377
U.S. Government securities$4,852,0004,817
U.S. Treasury securities$01,296
U.S. Government agency obligations$4,852,0004,710
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,968,0004,608
Mortgage-backed securities$3,851,0003,709
Certificates of participation in pools of residential mortgages$2,672,0003,584
Issued or guaranteed by U.S.$2,672,0003,580
Privately issued$066
Collaterized mortgage obligations$1,179,0002,487
CMOs issued by government agencies or sponsored agencies$1,179,0002,416
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$1,179,0001,798
Available-for-sale securities (fair market value)$3,673,0005,172
Total debt securities$4,853,0005,356
Structured notes
Amortized cost$499,0001,222
Fair value$500,0001,145
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$5,120,0005,416
U.S. Government securities$5,120,0004,834
U.S. Treasury securities$01,367
U.S. Government agency obligations$5,120,0004,714
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,056,0004,604
Mortgage-backed securities$4,104,0003,680
Certificates of participation in pools of residential mortgages$2,832,0003,550
Issued or guaranteed by U.S.$2,832,0003,546
Privately issued$066
Collaterized mortgage obligations$1,272,0002,482
CMOs issued by government agencies or sponsored agencies$1,272,0002,417
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$1,272,0001,810
Available-for-sale securities (fair market value)$3,848,0005,210
Total debt securities$5,121,0005,391
Structured notes
Amortized cost$498,0001,366
Fair value$499,0001,294
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$5,499,0005,453
U.S. Government securities$5,499,0004,874
U.S. Treasury securities$01,303
U.S. Government agency obligations$5,499,0004,761
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,078,0004,960
Mortgage-backed securities$4,439,0003,655
Certificates of participation in pools of residential mortgages$3,028,0003,542
Issued or guaranteed by U.S.$3,028,0003,538
Privately issued$065
Collaterized mortgage obligations$1,411,0002,454
CMOs issued by government agencies or sponsored agencies$1,411,0002,388
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$1,411,0001,794
Available-for-sale securities (fair market value)$4,088,0005,251
Total debt securities$5,498,0005,430
Structured notes
Amortized cost$498,0001,537
Fair value$498,0001,507
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$5,846,0005,501
U.S. Government securities$5,846,0004,933
U.S. Treasury securities$01,348
U.S. Government agency obligations$5,846,0004,819
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,106,0004,992
Mortgage-backed securities$4,774,0003,674
Certificates of participation in pools of residential mortgages$3,223,0003,575
Issued or guaranteed by U.S.$3,223,0003,571
Privately issued$067
Collaterized mortgage obligations$1,551,0002,474
CMOs issued by government agencies or sponsored agencies$1,551,0002,406
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$1,551,0001,791
Available-for-sale securities (fair market value)$4,295,0005,309
Total debt securities$5,846,0005,482
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$5,869,0005,558
U.S. Government securities$5,869,0005,007
U.S. Treasury securities$01,327
U.S. Government agency obligations$5,869,0004,896
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$5,238,0003,663
Certificates of participation in pools of residential mortgages$3,412,0003,600
Issued or guaranteed by U.S.$3,412,0003,596
Privately issued$070
Collaterized mortgage obligations$1,826,0002,427
CMOs issued by government agencies or sponsored agencies$1,826,0002,350
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$1,826,0001,753
Available-for-sale securities (fair market value)$4,043,0005,390
Total debt securities$5,869,0005,538
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$6,297,0005,612
U.S. Government securities$6,297,0005,013
U.S. Treasury securities$01,361
U.S. Government agency obligations$6,297,0004,902
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$5,602,0003,663
Certificates of participation in pools of residential mortgages$3,630,0003,601
Issued or guaranteed by U.S.$3,630,0003,595
Privately issued$075
Collaterized mortgage obligations$1,972,0002,422
CMOs issued by government agencies or sponsored agencies$1,972,0002,344
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$1,972,0001,757
Available-for-sale securities (fair market value)$4,325,0005,457
Total debt securities$6,297,0005,590
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$6,605,0005,655
U.S. Government securities$6,605,0005,056
U.S. Treasury securities$01,381
U.S. Government agency obligations$6,605,0004,943
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$5,867,0003,698
Certificates of participation in pools of residential mortgages$3,788,0003,639
Issued or guaranteed by U.S.$3,788,0003,637
Privately issued$073
Collaterized mortgage obligations$2,079,0002,433
CMOs issued by government agencies or sponsored agencies$2,079,0002,347
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)$2,079,0001,758
Available-for-sale securities (fair market value)$4,526,0005,513
Total debt securities$6,605,0005,631
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$7,791,0005,596
U.S. Government securities$7,791,0004,935
U.S. Treasury securities$01,342
U.S. Government agency obligations$7,791,0004,827
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$05,698
Mortgage-backed securities$6,432,0003,672
Certificates of participation in pools of residential mortgages$4,058,0003,639
Issued or guaranteed by U.S.$4,058,0003,638
Privately issued$075
Collaterized mortgage obligations$2,374,0002,377
CMOs issued by government agencies or sponsored agencies$2,374,0002,297
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)$2,374,0001,727
Available-for-sale securities (fair market value)$5,417,0005,460
Total debt securities$7,792,0005,577
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$12,110,0005,212
U.S. Government securities$9,065,0004,774
U.S. Treasury securities$01,198
U.S. Government agency obligations$9,065,0004,674
Securities issued by states & political subdivisions$1,836,0004,567
Other domestic debt securities$1,101,0001,758
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$1,101,0001,374
Foreign debt securities$108,000293
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$6,738,0003,645
Certificates of participation in pools of residential mortgages$4,199,0003,638
Issued or guaranteed by U.S.$4,199,0003,637
Privately issued$076
Collaterized mortgage obligations$2,539,0002,330
CMOs issued by government agencies or sponsored agencies$2,539,0002,249
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)$2,539,0001,708
Available-for-sale securities (fair market value)$9,571,0005,058
Total debt securities$12,112,0005,183
Structured notes
Amortized cost$900,0001,792
Fair value$898,0001,787
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$11,597,0005,282
U.S. Government securities$8,859,0004,790
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,859,0004,698
Securities issued by states & political subdivisions$1,539,0004,719
Other domestic debt securities$1,090,0001,811
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$1,090,0001,403
Foreign debt securities$109,000297
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$6,478,0003,678
Certificates of participation in pools of residential mortgages$3,790,0003,756
Issued or guaranteed by U.S.$3,790,0003,753
Privately issued$081
Collaterized mortgage obligations$2,688,0002,275
CMOs issued by government agencies or sponsored agencies$2,688,0002,186
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)$2,688,0001,677
Available-for-sale securities (fair market value)$8,909,0005,165
Total debt securities$11,598,0005,252
Structured notes
Amortized cost$900,0001,785
Fair value$887,0001,781
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$10,331,0005,451
U.S. Government securities$7,857,0004,988
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,857,0004,885
Securities issued by states & political subdivisions$1,266,0004,844
Other domestic debt securities$1,099,0001,865
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$1,099,0001,438
Foreign debt securities$109,000306
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$5,446,0003,901
Certificates of participation in pools of residential mortgages$2,655,0004,088
Issued or guaranteed by U.S.$2,655,0004,081
Privately issued$080
Collaterized mortgage obligations$2,791,0002,283
CMOs issued by government agencies or sponsored agencies$2,791,0002,194
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)$2,791,0001,626
Available-for-sale securities (fair market value)$7,540,0005,380
Total debt securities$10,332,0005,422
Structured notes
Amortized cost$900,0001,784
Fair value$890,0001,783
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$11,516,0005,345
U.S. Government securities$5,836,0005,338
U.S. Treasury securities$01,152
U.S. Government agency obligations$5,836,0005,230
Securities issued by states & political subdivisions$919,0004,970
Other domestic debt securities$1,090,0001,906
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$1,090,0001,467
Foreign debt securities$109,000295
Equity securities$3,562,000333
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$4,792,0004,063
Certificates of participation in pools of residential mortgages$1,793,0004,333
Issued or guaranteed by U.S.$1,793,0004,329
Privately issued$083
Collaterized mortgage obligations$2,999,0002,278
CMOs issued by government agencies or sponsored agencies$2,999,0002,191
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$11,516,0004,961
Total debt securities$7,954,0005,702
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$11,463,0005,394
U.S. Government securities$6,346,0005,310
U.S. Treasury securities$01,161
U.S. Government agency obligations$6,346,0005,194
Securities issued by states & political subdivisions$1,282,0004,817
Other domestic debt securities$106,0002,670
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$106,0002,065
Foreign debt securities$111,000300
Equity securities$3,618,000338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$5,245,0004,028
Certificates of participation in pools of residential mortgages$1,939,0004,309
Issued or guaranteed by U.S.$1,939,0004,306
Privately issued$083
Collaterized mortgage obligations$3,306,0002,252
CMOs issued by government agencies or sponsored agencies$3,306,0002,159
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$11,463,0005,022
Total debt securities$7,841,0005,758
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$12,185,0005,290
U.S. Government securities$6,584,0005,258
U.S. Treasury securities$01,135
U.S. Government agency obligations$6,584,0005,148
Securities issued by states & political subdivisions$1,675,0004,680
Other domestic debt securities$215,0002,573
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$215,0001,992
Foreign debt securities$111,000294
Equity securities$3,600,000321
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$5,465,0003,984
Certificates of participation in pools of residential mortgages$2,028,0004,301
Issued or guaranteed by U.S.$2,028,0004,300
Privately issued$085
Collaterized mortgage obligations$3,437,0002,297
CMOs issued by government agencies or sponsored agencies$3,437,0002,201
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)$02,639
Available-for-sale securities (fair market value)$12,185,0004,905
Total debt securities$8,585,0005,681
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$13,511,0005,212
U.S. Government securities$6,798,0005,343
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,798,0005,241
Securities issued by states & political subdivisions$1,198,0004,895
Other domestic debt securities$110,0002,737
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$110,0002,102
Foreign debt securities$0302
Equity securities$5,405,000243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$6,084,0004,011
Certificates of participation in pools of residential mortgages$2,104,0004,412
Issued or guaranteed by U.S.$2,104,0004,410
Privately issued$088
Collaterized mortgage obligations$3,980,0002,291
CMOs issued by government agencies or sponsored agencies$3,980,0002,191
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)$13,511,0004,816
Total debt securities$8,106,0005,841
Structured notes
Amortized cost$200,0002,563
Fair value$200,0002,566
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$14,901,0005,071
U.S. Government securities$6,361,0005,515
U.S. Treasury securities$01,068
U.S. Government agency obligations$6,361,0005,402
Securities issued by states & political subdivisions$3,089,0004,199
Other domestic debt securities$104,0002,738
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$104,0002,110
Foreign debt securities$0295
Equity securities$5,347,000233
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$4,442,0004,368
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$4,442,0002,215
CMOs issued by government agencies or sponsored agencies$4,442,0002,118
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)$14,901,0004,700
Total debt securities$9,553,0005,714
Structured notes
Amortized cost$1,200,0001,887
Fair value$1,201,0001,895
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$8,308,0005,949
U.S. Government securities$2,284,0006,404
U.S. Treasury securities$01,157
U.S. Government agency obligations$2,284,0006,306
Securities issued by states & political subdivisions$3,117,0004,115
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$105,000198
Equity securities$2,802,000362
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$1,164,0005,164
Certificates of participation in pools of residential mortgages$1,164,0004,798
Issued or guaranteed by U.S.$1,164,0004,796
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)$02,785
Available-for-sale securities (fair market value)$8,308,0005,544
Total debt securities$5,516,0006,282
Structured notes
Amortized cost$03,105
Fair value$03,105
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$6,587,0006,181
U.S. Government securities$1,128,0006,661
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,128,0006,570
Securities issued by states & political subdivisions$2,811,0004,190
Other domestic debt securities$1,209,0001,865
Privately issued residential mortgage-backed securities$1,209,000725
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$1,439,000480
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,209,0005,134
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$1,209,0003,037
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$1,209,000692
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$596,0002,258
Available-for-sale securities (fair market value)$5,991,0005,822
Total debt securities$5,148,0006,351
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$4,863,0006,488
U.S. Government securities$660,0006,867
U.S. Treasury securitiesNANA
U.S. Government agency obligations$660,0006,763
Securities issued by states & political subdivisions$2,217,0004,370
Other domestic debt securities$1,278,0001,842
Privately issued residential mortgage-backed securities$1,278,000744
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$708,000654
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,278,0005,113
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$1,278,0003,013
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$1,278,000705
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$4,863,0006,024
Total debt securities$4,155,0006,542
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$4,522,0006,629
U.S. Government securities$1,010,0006,873
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,010,0006,773
Securities issued by states & political subdivisions$2,152,0004,388
Other domestic debt securities$1,353,0001,763
Privately issued residential mortgage-backed securities$1,353,000751
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$7,0001,279
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,353,0005,083
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$1,353,0002,940
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$1,353,000713
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$4,522,0006,155
Total debt securities$4,515,0006,596
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$4,644,0006,621
U.S. Government securities$1,011,0006,916
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,011,0006,806
Securities issued by states & political subdivisions$2,064,0004,392
Other domestic debt securities$1,561,0001,722
Privately issued residential mortgage-backed securities$1,458,000770
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$103,0001,986
Foreign debt securitiesNANA
Equity securities$8,0001,287
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,458,0005,010
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$1,458,0002,852
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$1,458,000733
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$103,0002,746
Available-for-sale securities (fair market value)$4,541,0006,155
Total debt securities$4,636,0006,587
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$4,786,0006,571
U.S. Government securities$07,301
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,211
Securities issued by states & political subdivisions$3,116,0003,992
Other domestic debt securities$1,564,0001,825
Privately issued residential mortgage-backed securities$1,564,000787
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$106,000995
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,564,0004,933
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$1,564,0002,783
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$1,564,000751
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,0003,029
Available-for-sale securities (fair market value)$4,783,0006,071
Total debt securities$4,680,0006,559
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$5,162,0006,519
U.S. Government securities$07,375
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,288
Securities issued by states & political subdivisions$3,362,0003,840
Other domestic debt securities$1,690,0001,839
Privately issued residential mortgage-backed securities$1,690,000836
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$110,0001,033
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,690,0004,905
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$1,690,0002,704
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$1,690,000794
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$104,0002,848
Available-for-sale securities (fair market value)$5,058,0006,031
Total debt securities$5,052,0006,496
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$4,821,0006,672
U.S. Government securities$07,469
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,387
Securities issued by states & political subdivisions$3,306,0003,778
Other domestic debt securities$1,506,0001,889
Privately issued residential mortgage-backed securities$1,506,000897
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$9,0001,382
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,506,0005,010
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$1,506,0002,690
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$1,506,000863
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$4,821,0006,163
Total debt securities$4,812,0006,629
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$3,745,0006,962
U.S. Government securities$07,572
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,484
Securities issued by states & political subdivisions$2,890,0003,925
Other domestic debt securities$830,0002,353
Privately issued residential mortgage-backed securities$830,0001,114
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$25,0001,338
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$830,0005,409
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$830,0002,979
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$830,0001,068
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$3,745,0006,444
Total debt securities$3,720,0006,926
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$2,441,0007,234
U.S. Government securities$07,608
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,522
Securities issued by states & political subdivisions$1,772,0004,443
Other domestic debt securities$640,0002,537
Privately issued residential mortgage-backed securities$640,0001,220
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$29,0001,361
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$640,0005,602
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$640,0003,108
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$640,0001,168
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$2,441,0006,699
Total debt securities$2,412,0007,203
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$2,766,0007,236
U.S. Government securities$07,692
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,608
Securities issued by states & political subdivisions$2,509,0004,121
Other domestic debt securities$221,0003,052
Privately issued residential mortgage-backed securities$221,0001,449
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$36,0001,416
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$221,0005,952
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$221,0003,441
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$221,0001,385
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,400
Available-for-sale securities (fair market value)$2,765,0006,690
Total debt securities$2,730,0007,205
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$2,566,0007,312
U.S. Government securities$07,759
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,687
Securities issued by states & political subdivisions$2,387,0004,159
Other domestic debt securities$167,0003,195
Privately issued residential mortgage-backed securities$167,0001,494
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$12,0001,562
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$167,0006,065
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$167,0003,484
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$167,0001,424
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$2,566,0006,762
Total debt securities$2,554,0007,275
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$2,102,0007,478
U.S. Government securities$07,829
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,762
Securities issued by states & political subdivisions$1,917,0004,309
Other domestic debt securities$170,0003,134
Privately issued residential mortgage-backed securities$170,0001,519
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$15,0001,542
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$170,0006,112
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$170,0003,502
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$170,0001,449
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)$2,102,0006,908
Total debt securities$2,087,0007,439
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$2,045,0007,557
U.S. Government securities$07,896
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,832
Securities issued by states & political subdivisions$1,867,0004,288
Other domestic debt securities$173,0003,052
Privately issued residential mortgage-backed securities$173,0001,473
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$15,0001,533
Assets held in trading accounts for TFR Reporters$10,00030
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$173,0006,136
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$173,0003,469
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$173,0001,404
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$-10,0008,309
Available-for-sale securities (fair market value)$2,055,0006,969
Total debt securities$2,040,0007,519
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$10,000233
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$1,932,0007,649
U.S. Government securities$07,941
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,874
Securities issued by states & political subdivisions$1,799,0004,324
Other domestic debt securities$99,0003,082
Privately issued residential mortgage-backed securities$99,0001,471
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$34,0001,591
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$99,0006,234
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$99,0003,459
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$99,0001,398
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)$1,932,0007,035
Total debt securities$1,898,0007,614
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$2,436,0007,581
U.S. Government securities$07,997
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,934
Securities issued by states & political subdivisions$1,878,0004,300
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$558,0001,221
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
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)$2,436,0006,963
Total debt securities$1,878,0007,649
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$2,659,0007,554
U.S. Government securities$08,032
U.S. Treasury securitiesNANA
U.S. Government agency obligations$07,976
Securities issued by states & political subdivisions$1,797,0004,361
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$862,0001,115
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
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)$2,659,0006,937
Total debt securities$1,797,0007,701
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$3,026,0007,544
U.S. Government securities$268,0007,996
U.S. Treasury securitiesNANA
U.S. Government agency obligations$268,0007,899
Securities issued by states & political subdivisions$1,599,0004,474
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$1,159,000944
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
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)$3,026,0006,894
Total debt securities$1,867,0007,763
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$3,899,0007,411
U.S. Government securities$268,0008,055
U.S. Treasury securitiesNANA
U.S. Government agency obligations$268,0007,948
Securities issued by states & political subdivisions$1,623,0004,474
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$2,008,000748
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
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)$3,899,0006,739
Total debt securities$1,891,0007,812
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$3,855,0007,453
U.S. Government securities$498,0008,047
U.S. Treasury securitiesNANA
U.S. Government agency obligations$498,0007,942
Securities issued by states & political subdivisions$1,291,0004,677
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$2,066,000740
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
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)$3,855,0006,769
Total debt securities$1,789,0007,878
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$3,874,0007,490
U.S. Government securities$498,0008,085
U.S. Treasury securitiesNANA
U.S. Government agency obligations$498,0007,982
Securities issued by states & political subdivisions$1,351,0004,660
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$2,025,000769
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
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)$1,0003,834
Available-for-sale securities (fair market value)$3,873,0006,792
Total debt securities$1,849,0007,905
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$4,078,0007,478
U.S. Government securities$498,0008,131
U.S. Treasury securitiesNANA
U.S. Government agency obligations$498,0008,027
Securities issued by states & political subdivisions$1,270,0004,757
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$2,310,000728
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
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)$4,078,0006,771
Total debt securities$1,768,0007,976
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$4,038,0007,560
U.S. Government securities$08,377
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,301
Securities issued by states & political subdivisions$1,781,0004,444
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$2,257,000745
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
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)$14,0003,934
Available-for-sale securities (fair market value)$4,024,0006,829
Total debt securities$1,781,0008,044
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$3,702,0007,677
U.S. Government securities$08,430
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,348
Securities issued by states & political subdivisions$1,762,0004,452
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$1,940,000800
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
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)$3,702,0006,924
Total debt securities$1,762,0008,102
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$3,995,0007,654
U.S. Government securities$08,475
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,395
Securities issued by states & political subdivisions$1,919,0004,383
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$2,076,000795
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
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)$3,995,0006,891
Total debt securities$1,919,0008,117
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$4,521,0007,556
U.S. Government securities$08,522
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,437
Securities issued by states & political subdivisions$2,268,0004,212
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$2,253,000772
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
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)$1,0004,213
Available-for-sale securities (fair market value)$4,520,0006,801
Total debt securities$2,268,0008,062
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$4,167,0007,680
U.S. Government securities$08,563
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,485
Securities issued by states & political subdivisions$2,228,0004,231
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$1,939,000868
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$4,167,0006,909
Total debt securities$2,228,0008,101
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$4,481,0007,651
U.S. Government securities$08,590
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,507
Securities issued by states & political subdivisions$2,252,0004,201
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$2,229,000805
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$4,481,0006,865
Total debt securities$2,252,0008,130
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$4,383,0007,750
U.S. Government securities$08,658
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,569
Securities issued by states & political subdivisions$2,220,0004,219
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$2,163,000840
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$4,383,0006,954
Total debt securities$2,220,0008,212
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$4,441,0007,783
U.S. Government securities$08,690
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,609
Securities issued by states & political subdivisions$1,936,0004,400
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$2,505,000824
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
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)$1,0004,463
Available-for-sale securities (fair market value)$4,440,0006,982
Total debt securities$1,936,0008,318
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$4,147,0007,883
U.S. Government securities$08,738
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,656
Securities issued by states & political subdivisions$1,932,0004,410
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$2,215,000889
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$4,147,0007,095
Total debt securities$1,932,0008,369
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$4,264,0007,921
U.S. Government securities$08,803
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,720
Securities issued by states & political subdivisions$2,110,0004,285
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$2,154,000917
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
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)$04,584
Available-for-sale securities (fair market value)$4,264,0007,134
Total debt securities$2,110,0008,399
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$4,881,0007,776
U.S. Government securities$08,825
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,741
Securities issued by states & political subdivisions$2,863,0003,895
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$2,018,0001,027
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
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)$04,632
Available-for-sale securities (fair market value)$4,881,0006,980
Total debt securities$2,863,0008,204
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$4,841,0007,857
U.S. Government securities$08,888
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,796
Securities issued by states & political subdivisions$2,848,0003,928
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$1,993,0001,032
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0004,668
Available-for-sale securities (fair market value)$4,840,0007,033
Total debt securities$2,848,0008,272
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$4,376,0007,930
U.S. Government securities$08,934
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,835
Securities issued by states & political subdivisions$2,560,0004,096
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$1,816,0001,130
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$4,376,0007,104
Total debt securities$2,560,0008,339
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$4,352,0007,942
U.S. Government securities$08,962
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,860
Securities issued by states & political subdivisions$2,624,0004,027
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$1,728,0001,156
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,624,0002,685
Available-for-sale securities (fair market value)$1,728,0007,846
Total debt securities$2,624,0008,342
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$4,431,0007,976
U.S. Government securities$09,007
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,906
Securities issued by states & political subdivisions$2,624,0003,963
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$1,807,0001,141
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,624,0002,718
Available-for-sale securities (fair market value)$1,807,0007,849
Total debt securities$2,624,0008,395
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$4,437,0007,988
U.S. Government securities$09,056
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,949
Securities issued by states & political subdivisions$2,428,0004,051
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$2,009,0001,100
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,428,0002,858
Available-for-sale securities (fair market value)$2,009,0007,814
Total debt securities$2,428,0008,486
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$3,629,0008,379
U.S. Government securities$120,0009,231
U.S. Treasury securitiesNANA
U.S. Government agency obligations$120,0009,095
Securities issued by states & political subdivisions$1,279,0004,950
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$2,230,000997
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,399,0003,538
Available-for-sale securities (fair market value)$2,230,0007,848
Total debt securities$1,399,0008,957
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$3,654,0008,805
U.S. Government securities$547,0009,443
U.S. Treasury securitiesNANA
U.S. Government agency obligations$547,0009,237
Securities issued by states & political subdivisions$763,0005,669
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$2,344,0001,417
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,310,0004,246
Available-for-sale securities (fair market value)$2,344,0008,061
Total debt securities$1,310,0009,345
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$2,844,0009,370
U.S. Government securities$09,980
U.S. Treasury securitiesNANA
U.S. Government agency obligations$09,793
Securities issued by states & political subdivisions$547,0006,309
Other domestic debt securities$695,0002,641
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$695,0002,233
Foreign debt securitiesNANA
Equity securities$1,602,0001,759
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,074,0004,793
Available-for-sale securities (fair market value)$1,770,0008,504
Total debt securities$1,242,0009,720
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$2,665,0009,605
U.S. Government securities$010,185
U.S. Treasury securitiesNANA
U.S. Government agency obligations$09,927
Securities issued by states & political subdivisions$200,0007,265
Other domestic debt securities$272,0003,039
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$272,0002,521
Foreign debt securitiesNANA
Equity securities$2,193,0001,423
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$472,0005,937
Available-for-sale securities (fair market value)$2,193,0008,403
Total debt securities$472,00010,101
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$1,427,00010,470
U.S. Government securities$010,686
U.S. Treasury securitiesNANA
U.S. Government agency obligations$010,319
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
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$02,997
Foreign debt securitiesNANA
Equity securities$1,427,0001,833
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$1,427,0009,002
Total debt securities$010,722
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$909,00011,153
U.S. Government securities$011,246
U.S. Treasury securitiesNANA
U.S. Government agency obligations$010,810
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
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$03,340
Foreign debt securitiesNANA
Equity securities$909,0002,457
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$0312
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$909,0009,567
Total debt securities$011,277
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$710,00011,697
U.S. Government securities$011,764
U.S. Treasury securities$010,180
U.S. Government agency obligations$011,259
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$710,0002,671
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$0335
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$710,00010,132
Total debt securities$011,792
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$143,00012,506
U.S. Government securities$012,426
U.S. Treasury securities$011,131
U.S. Government agency obligations$011,789
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
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$04,515
Foreign debt securitiesNANA
Equity securities$143,0005,408
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$0406
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$143,00010,627
Total debt securities$012,456
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$33,00013,177
U.S. Government securities$013,030
U.S. Treasury securities$011,566
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
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$05,124
Foreign debt securitiesNANA
Equity securities$33,0007,234
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
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$013,082
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$33,00013,784
U.S. Government securities$013,618
U.S. Treasury securities$012,156
U.S. Government agency obligations$012,681
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
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$05,875
Foreign debt securitiesNANA
Equity securities$33,0006,981
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
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$013,675
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