Deutsche Bank Trust Company Delaware, Securities

2021-12-31Rank
Total securities$04,732
U.S. Government securities$04,583
U.S. Treasury securities$02,212
U.S. Government agency obligations$04,476
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,071
Mortgage-backed securities$04,098
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$04,480
Total debt securities$04,704
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$04,798
U.S. Government securities$04,633
U.S. Treasury securities$02,008
U.S. Government agency obligations$04,540
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,110
Mortgage-backed securities$04,153
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$04,538
Total debt securities$04,770
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$04,833
U.S. Government securities$04,661
U.S. Treasury securities$01,913
U.S. Government agency obligations$04,577
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$04,171
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$04,566
Total debt securities$04,806
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$04,849
U.S. Government securities$04,666
U.S. Treasury securities$01,631
U.S. Government agency obligations$04,584
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$04,168
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$04,583
Total debt securities$04,822
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$04,864
U.S. Government securities$04,661
U.S. Treasury securities$01,194
U.S. Government agency obligations$04,582
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,195
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$04,596
Total debt securities$04,837
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$1,837,0004,660
U.S. Government securities$1,837,0004,278
U.S. Treasury securities$01,216
U.S. Government agency obligations$1,837,0004,144
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$1,837,0003,618
Certificates of participation in pools of residential mortgages$1,837,0003,263
Issued or guaranteed by U.S.$1,837,0003,175
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$1,837,0004,410
Total debt securities$1,836,0004,636
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$1,869,0004,678
U.S. Government securities$1,869,0004,296
U.S. Treasury securities$01,251
U.S. Government agency obligations$1,869,0004,161
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$1,869,0003,629
Certificates of participation in pools of residential mortgages$1,869,0003,265
Issued or guaranteed by U.S.$1,869,0003,173
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$1,869,0004,430
Total debt securities$1,870,0004,651
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$2,008,0004,701
U.S. Government securities$2,008,0004,323
U.S. Treasury securities$01,297
U.S. Government agency obligations$2,008,0004,191
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$2,008,0003,619
Certificates of participation in pools of residential mortgages$2,008,0003,240
Issued or guaranteed by U.S.$2,008,0003,142
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$2,008,0004,456
Total debt securities$2,008,0004,677
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$2,173,0004,750
U.S. Government securities$2,173,0004,398
U.S. Treasury securities$01,363
U.S. Government agency obligations$2,173,0004,242
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$2,173,0003,572
Certificates of participation in pools of residential mortgages$2,173,0003,163
Issued or guaranteed by U.S.$2,173,0003,069
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$2,173,0004,505
Total debt securities$2,174,0004,727
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$2,233,0004,839
U.S. Government securities$2,228,0004,471
U.S. Treasury securities$01,429
U.S. Government agency obligations$2,228,0004,316
Securities issued by states & political subdivisions$5,0004,309
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$2,228,0003,589
Certificates of participation in pools of residential mortgages$2,228,0003,158
Issued or guaranteed by U.S.$2,228,0003,058
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$2,233,0004,587
Total debt securities$2,233,0004,814
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$2,729,0004,845
U.S. Government securities$2,254,0004,524
U.S. Treasury securities$01,467
U.S. Government agency obligations$2,254,0004,364
Securities issued by states & political subdivisions$475,0004,167
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$2,254,0003,581
Certificates of participation in pools of residential mortgages$2,254,0003,170
Issued or guaranteed by U.S.$2,254,0003,082
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$2,729,0004,580
Total debt securities$2,729,0004,822
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$2,880,0004,888
U.S. Government securities$2,380,0004,567
U.S. Treasury securities$01,516
U.S. Government agency obligations$2,380,0004,399
Securities issued by states & political subdivisions$500,0004,218
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$2,380,0003,580
Certificates of participation in pools of residential mortgages$2,380,0003,159
Issued or guaranteed by U.S.$2,380,0003,067
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$2,880,0004,615
Total debt securities$2,880,0004,866
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$2,937,0004,923
U.S. Government securities$2,386,0004,595
U.S. Treasury securities$01,513
U.S. Government agency obligations$2,386,0004,425
Securities issued by states & political subdivisions$551,0004,231
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$2,386,0003,585
Certificates of participation in pools of residential mortgages$2,386,0003,173
Issued or guaranteed by U.S.$2,386,0003,102
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$2,937,0004,649
Total debt securities$2,936,0004,903
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$2,992,0004,984
U.S. Government securities$2,403,0004,665
U.S. Treasury securities$01,500
U.S. Government agency obligations$2,403,0004,503
Securities issued by states & political subdivisions$589,0004,273
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$2,403,0003,624
Certificates of participation in pools of residential mortgages$2,403,0003,216
Issued or guaranteed by U.S.$2,403,0003,188
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
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)$01,995
Available-for-sale securities (fair market value)$2,992,0004,709
Total debt securities$2,992,0004,961
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$3,107,0005,030
U.S. Government securities$2,443,0004,697
U.S. Treasury securities$01,475
U.S. Government agency obligations$2,443,0004,536
Securities issued by states & political subdivisions$664,0004,291
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$2,443,0003,662
Certificates of participation in pools of residential mortgages$2,443,0003,258
Issued or guaranteed by U.S.$2,443,0003,097
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
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)$02,026
Available-for-sale securities (fair market value)$3,107,0004,756
Total debt securities$3,106,0005,007
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$3,356,0005,065
U.S. Government securities$2,650,0004,731
U.S. Treasury securities$01,426
U.S. Government agency obligations$2,650,0004,582
Securities issued by states & political subdivisions$706,0004,320
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$2,650,0003,652
Certificates of participation in pools of residential mortgages$2,650,0003,249
Issued or guaranteed by U.S.$2,650,0003,243
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
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)$02,061
Available-for-sale securities (fair market value)$3,356,0004,786
Total debt securities$3,357,0005,044
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$3,499,0005,111
U.S. Government securities$2,722,0004,762
U.S. Treasury securities$01,328
U.S. Government agency obligations$2,722,0004,623
Securities issued by states & political subdivisions$777,0004,360
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$04,818
Mortgage-backed securities$2,722,0003,679
Certificates of participation in pools of residential mortgages$2,722,0003,276
Issued or guaranteed by U.S.$2,722,0003,271
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
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)$02,094
Available-for-sale securities (fair market value)$3,499,0004,832
Total debt securities$3,499,0005,090
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$3,619,0005,165
U.S. Government securities$2,792,0004,801
U.S. Treasury securities$01,313
U.S. Government agency obligations$2,792,0004,671
Securities issued by states & political subdivisions$827,0004,393
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$04,886
Mortgage-backed securities$2,792,0003,707
Certificates of participation in pools of residential mortgages$2,792,0003,317
Issued or guaranteed by U.S.$2,792,0003,313
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
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)$02,147
Available-for-sale securities (fair market value)$3,619,0004,873
Total debt securities$3,618,0005,141
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$3,692,0005,201
U.S. Government securities$2,817,0004,843
U.S. Treasury securities$01,351
U.S. Government agency obligations$2,817,0004,722
Securities issued by states & political subdivisions$875,0004,423
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$04,931
Mortgage-backed securities$2,817,0003,741
Certificates of participation in pools of residential mortgages$2,817,0003,354
Issued or guaranteed by U.S.$2,817,0003,350
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
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)$02,178
Available-for-sale securities (fair market value)$3,692,0004,907
Total debt securities$3,692,0005,179
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$3,764,0005,267
U.S. Government securities$2,841,0004,901
U.S. Treasury securities$01,390
U.S. Government agency obligations$2,841,0004,784
Securities issued by states & political subdivisions$923,0004,468
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$04,985
Mortgage-backed securities$2,841,0003,795
Certificates of participation in pools of residential mortgages$2,841,0003,395
Issued or guaranteed by U.S.$2,841,0003,391
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
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)$02,223
Available-for-sale securities (fair market value)$3,764,0004,963
Total debt securities$3,764,0005,245
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$3,906,0005,283
U.S. Government securities$2,889,0004,908
U.S. Treasury securities$01,367
U.S. Government agency obligations$2,889,0004,791
Securities issued by states & political subdivisions$1,017,0004,473
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$05,033
Mortgage-backed securities$2,889,0003,802
Certificates of participation in pools of residential mortgages$2,889,0003,398
Issued or guaranteed by U.S.$2,889,0003,393
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
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)$02,250
Available-for-sale securities (fair market value)$3,906,0004,965
Total debt securities$3,906,0005,260
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$4,064,0005,312
U.S. Government securities$2,967,0004,944
U.S. Treasury securities$01,214
U.S. Government agency obligations$2,967,0004,827
Securities issued by states & political subdivisions$1,097,0004,456
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$05,116
Mortgage-backed securities$2,967,0003,815
Certificates of participation in pools of residential mortgages$2,967,0003,420
Issued or guaranteed by U.S.$2,967,0003,418
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
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)$02,275
Available-for-sale securities (fair market value)$4,064,0004,989
Total debt securities$4,064,0005,289
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$4,152,0005,398
U.S. Government securities$2,988,0005,044
U.S. Treasury securities$01,253
U.S. Government agency obligations$2,988,0004,929
Securities issued by states & political subdivisions$1,164,0004,472
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$05,199
Mortgage-backed securities$2,988,0003,847
Certificates of participation in pools of residential mortgages$2,988,0003,456
Issued or guaranteed by U.S.$2,988,0003,452
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
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)$02,328
Available-for-sale securities (fair market value)$4,152,0005,066
Total debt securities$4,152,0005,377
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$4,204,0005,462
U.S. Government securities$2,988,0005,128
U.S. Treasury securities$01,296
U.S. Government agency obligations$2,988,0005,022
Securities issued by states & political subdivisions$1,216,0004,481
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$05,255
Mortgage-backed securities$2,988,0003,878
Certificates of participation in pools of residential mortgages$2,988,0003,489
Issued or guaranteed by U.S.$2,988,0003,486
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
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)$02,372
Available-for-sale securities (fair market value)$4,204,0005,114
Total debt securities$4,205,0005,438
Structured notes
Amortized cost$01,470
Fair value$01,471
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$29,271,0003,406
U.S. Government securities$27,990,0002,547
U.S. Treasury securities$24,995,000234
U.S. Government agency obligations$2,995,0005,089
Securities issued by states & political subdivisions$1,281,0004,486
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$24,995,0001,869
Mortgage-backed securities$2,995,0003,894
Certificates of participation in pools of residential mortgages$2,995,0003,497
Issued or guaranteed by U.S.$2,995,0003,493
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
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)$02,417
Available-for-sale securities (fair market value)$29,271,0003,118
Total debt securities$29,271,0003,379
Structured notes
Amortized cost$01,623
Fair value$01,624
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$29,663,0003,440
U.S. Government securities$28,322,0002,567
U.S. Treasury securities$24,995,000216
U.S. Government agency obligations$3,327,0005,126
Securities issued by states & political subdivisions$1,341,0004,522
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$24,995,0001,887
Mortgage-backed securities$3,327,0003,885
Certificates of participation in pools of residential mortgages$3,327,0003,458
Issued or guaranteed by U.S.$3,327,0003,453
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
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)$02,442
Available-for-sale securities (fair market value)$29,663,0003,144
Total debt securities$29,663,0003,412
Structured notes
Amortized cost$01,824
Fair value$01,825
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$29,793,0003,494
U.S. Government securities$28,355,0002,640
U.S. Treasury securities$25,000,000211
U.S. Government agency obligations$3,355,0005,224
Securities issued by states & political subdivisions$1,438,0004,513
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$25,000,0001,923
Mortgage-backed securities$3,355,0003,951
Certificates of participation in pools of residential mortgages$3,355,0003,536
Issued or guaranteed by U.S.$3,355,0003,532
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
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)$02,482
Available-for-sale securities (fair market value)$29,793,0003,189
Total debt securities$29,793,0003,468
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$29,915,0003,526
U.S. Government securities$28,413,0002,686
U.S. Treasury securities$24,989,000216
U.S. Government agency obligations$3,424,0005,291
Securities issued by states & political subdivisions$1,502,0004,502
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$24,989,0001,940
Mortgage-backed securities$3,424,0003,995
Certificates of participation in pools of residential mortgages$3,424,0003,596
Issued or guaranteed by U.S.$3,424,0003,592
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
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)$02,501
Available-for-sale securities (fair market value)$29,915,0003,223
Total debt securities$29,915,0003,500
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$30,042,0003,555
U.S. Government securities$28,433,0002,707
U.S. Treasury securities$24,999,000217
U.S. Government agency obligations$3,434,0005,384
Securities issued by states & political subdivisions$1,609,0004,543
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$24,999,0001,937
Mortgage-backed securities$3,434,0004,069
Certificates of participation in pools of residential mortgages$3,434,0003,658
Issued or guaranteed by U.S.$3,434,0003,651
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
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)$02,532
Available-for-sale securities (fair market value)$30,042,0003,241
Total debt securities$30,042,0003,529
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$30,253,0003,623
U.S. Government securities$28,577,0002,787
U.S. Treasury securities$24,996,000205
U.S. Government agency obligations$3,581,0005,443
Securities issued by states & political subdivisions$1,676,0004,563
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$24,996,0001,932
Mortgage-backed securities$3,581,0004,109
Certificates of participation in pools of residential mortgages$3,581,0003,693
Issued or guaranteed by U.S.$3,581,0003,692
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$30,253,0003,306
Total debt securities$30,253,0003,596
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$30,314,0003,664
U.S. Government securities$28,545,0002,827
U.S. Treasury securities$24,999,000188
U.S. Government agency obligations$3,546,0005,505
Securities issued by states & political subdivisions$1,769,0004,573
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$24,999,0001,947
Mortgage-backed securities$3,546,0004,201
Certificates of participation in pools of residential mortgages$3,546,0003,777
Issued or guaranteed by U.S.$3,546,0003,777
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$30,314,0003,343
Total debt securities$30,314,0003,635
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$30,407,0003,683
U.S. Government securities$28,597,0002,840
U.S. Treasury securities$24,993,000182
U.S. Government agency obligations$3,604,0005,546
Securities issued by states & political subdivisions$1,810,0004,578
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,994,0001,954
Mortgage-backed securities$3,604,0004,223
Certificates of participation in pools of residential mortgages$3,604,0003,792
Issued or guaranteed by U.S.$3,604,0003,792
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$30,407,0003,371
Total debt securities$30,408,0003,655
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$30,529,0003,659
U.S. Government securities$28,593,0002,824
U.S. Treasury securities$24,997,000163
U.S. Government agency obligations$3,596,0005,593
Securities issued by states & political subdivisions$1,936,0004,575
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,997,0001,942
Mortgage-backed securities$3,596,0004,237
Certificates of participation in pools of residential mortgages$3,596,0003,801
Issued or guaranteed by U.S.$3,596,0003,798
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$30,529,0003,353
Total debt securities$30,529,0003,632
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$30,743,0003,673
U.S. Government securities$28,755,0002,855
U.S. Treasury securities$24,997,000158
U.S. Government agency obligations$3,758,0005,626
Securities issued by states & political subdivisions$1,988,0004,568
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,997,0001,934
Mortgage-backed securities$3,758,0004,252
Certificates of participation in pools of residential mortgages$3,758,0003,779
Issued or guaranteed by U.S.$3,758,0003,774
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$30,743,0003,374
Total debt securities$30,744,0003,644
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$31,270,0003,620
U.S. Government securities$29,109,0002,823
U.S. Treasury securities$24,998,000152
U.S. Government agency obligations$4,111,0005,550
Securities issued by states & political subdivisions$2,161,0004,517
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,998,0001,904
Mortgage-backed securities$4,111,0004,186
Certificates of participation in pools of residential mortgages$4,111,0003,678
Issued or guaranteed by U.S.$4,111,0003,673
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$31,270,0003,337
Total debt securities$31,271,0003,586
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$31,201,0003,649
U.S. Government securities$29,268,0002,861
U.S. Treasury securities$24,988,000156
U.S. Government agency obligations$4,280,0005,556
Securities issued by states & political subdivisions$1,933,0004,578
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,988,0001,942
Mortgage-backed securities$4,280,0004,214
Certificates of participation in pools of residential mortgages$4,280,0003,706
Issued or guaranteed by U.S.$4,280,0003,702
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$31,201,0003,382
Total debt securities$31,201,0003,613
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$31,842,0003,564
U.S. Government securities$29,708,0002,751
U.S. Treasury securities$24,998,000154
U.S. Government agency obligations$4,710,0005,501
Securities issued by states & political subdivisions$2,134,0004,497
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,998,0001,905
Mortgage-backed securities$4,710,0004,140
Certificates of participation in pools of residential mortgages$4,710,0003,592
Issued or guaranteed by U.S.$4,710,0003,589
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$31,842,0003,301
Total debt securities$31,842,0003,528
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$32,309,0003,573
U.S. Government securities$30,137,0002,795
U.S. Treasury securities$24,984,000139
U.S. Government agency obligations$5,153,0005,540
Securities issued by states & political subdivisions$2,172,0004,513
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,985,0001,926
Mortgage-backed securities$5,153,0004,193
Certificates of participation in pools of residential mortgages$5,153,0003,650
Issued or guaranteed by U.S.$5,153,0003,649
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$32,309,0003,308
Total debt securities$32,310,0003,543
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$32,541,0003,565
U.S. Government securities$30,238,0002,829
U.S. Treasury securities$24,996,000140
U.S. Government agency obligations$5,242,0005,619
Securities issued by states & political subdivisions$2,303,0004,437
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,996,0001,940
Mortgage-backed securities$5,242,0004,201
Certificates of participation in pools of residential mortgages$5,242,0003,640
Issued or guaranteed by U.S.$5,242,0003,637
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$32,541,0003,296
Total debt securities$32,541,0003,537
Structured notes
Amortized cost$02,893
Fair value$02,893
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$32,821,0003,572
U.S. Government securities$30,507,0002,859
U.S. Treasury securities$24,984,000143
U.S. Government agency obligations$5,523,0005,645
Securities issued by states & political subdivisions$2,314,0004,372
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,984,0001,957
Mortgage-backed securities$5,523,0004,181
Certificates of participation in pools of residential mortgages$5,523,0003,583
Issued or guaranteed by U.S.$5,523,0003,578
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)$32,821,0003,310
Total debt securities$32,821,0003,547
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$33,237,0003,454
U.S. Government securities$30,820,0002,755
U.S. Treasury securities$24,999,000139
U.S. Government agency obligations$5,821,0005,591
Securities issued by states & political subdivisions$2,417,0004,324
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,999,0001,847
Mortgage-backed securities$5,821,0004,073
Certificates of participation in pools of residential mortgages$5,821,0003,435
Issued or guaranteed by U.S.$5,821,0003,433
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$33,237,0003,179
Total debt securities$33,237,0003,429
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$33,749,0003,363
U.S. Government securities$31,008,0002,668
U.S. Treasury securities$24,994,000150
U.S. Government agency obligations$6,014,0005,561
Securities issued by states & political subdivisions$2,741,0004,175
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,994,0001,803
Mortgage-backed securities$6,014,0004,004
Certificates of participation in pools of residential mortgages$6,014,0003,329
Issued or guaranteed by U.S.$6,014,0003,326
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$33,749,0003,080
Total debt securities$33,749,0003,335
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$33,189,0003,422
U.S. Government securities$31,104,0002,726
U.S. Treasury securities$24,999,000168
U.S. Government agency obligations$6,105,0005,672
Securities issued by states & political subdivisions$2,085,0004,415
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,999,0001,852
Mortgage-backed securities$6,105,0003,955
Certificates of participation in pools of residential mortgages$6,105,0003,281
Issued or guaranteed by U.S.$6,105,0003,273
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$33,189,0003,135
Total debt securities$33,189,0003,396
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$33,180,0003,400
U.S. Government securities$31,090,0002,707
U.S. Treasury securities$24,980,000181
U.S. Government agency obligations$6,110,0005,662
Securities issued by states & political subdivisions$2,090,0004,379
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,980,0001,856
Mortgage-backed securities$6,110,0003,878
Certificates of participation in pools of residential mortgages$6,110,0003,216
Issued or guaranteed by U.S.$6,110,0003,209
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$33,180,0003,112
Total debt securities$33,180,0003,371
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$33,551,0003,247
U.S. Government securities$31,341,0002,556
U.S. Treasury securities$24,994,000190
U.S. Government agency obligations$6,347,0005,491
Securities issued by states & political subdivisions$2,210,0004,329
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,994,0001,832
Mortgage-backed securities$6,347,0003,746
Certificates of participation in pools of residential mortgages$6,347,0003,049
Issued or guaranteed by U.S.$6,347,0003,040
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$33,551,0002,974
Total debt securities$33,551,0003,219
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$32,654,0003,282
U.S. Government securities$31,494,0002,537
U.S. Treasury securities$24,979,000179
U.S. Government agency obligations$6,515,0005,416
Securities issued by states & political subdivisions$1,160,0004,757
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,979,0001,842
Mortgage-backed securities$6,515,0003,713
Certificates of participation in pools of residential mortgages$6,515,0002,974
Issued or guaranteed by U.S.$6,515,0002,964
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$32,654,0002,989
Total debt securities$32,654,0003,253
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$33,423,0003,241
U.S. Government securities$32,174,0002,546
U.S. Treasury securities$24,990,000167
U.S. Government agency obligations$7,184,0005,415
Securities issued by states & political subdivisions$1,249,0004,668
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,990,0001,851
Mortgage-backed securities$7,184,0003,582
Certificates of participation in pools of residential mortgages$7,184,0002,891
Issued or guaranteed by U.S.$7,184,0002,882
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$33,423,0002,928
Total debt securities$33,423,0003,208
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$33,172,0003,284
U.S. Government securities$31,943,0002,584
U.S. Treasury securities$24,973,000164
U.S. Government agency obligations$6,970,0005,529
Securities issued by states & political subdivisions$1,229,0004,696
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,973,0001,911
Mortgage-backed securities$6,970,0003,688
Certificates of participation in pools of residential mortgages$6,970,0003,018
Issued or guaranteed by U.S.$6,970,0003,010
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$33,172,0002,957
Total debt securities$33,172,0003,253
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$33,638,0003,227
U.S. Government securities$32,296,0002,529
U.S. Treasury securities$24,998,000135
U.S. Government agency obligations$7,298,0005,429
Securities issued by states & political subdivisions$1,342,0004,661
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,998,0001,920
Mortgage-backed securities$7,298,0003,679
Certificates of participation in pools of residential mortgages$7,298,0003,021
Issued or guaranteed by U.S.$7,298,0003,013
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$33,638,0002,907
Total debt securities$33,638,0003,195
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$34,192,0003,201
U.S. Government securities$32,870,0002,496
U.S. Treasury securities$24,981,000137
U.S. Government agency obligations$7,889,0005,340
Securities issued by states & political subdivisions$1,322,0004,724
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,981,0001,912
Mortgage-backed securities$7,889,0003,654
Certificates of participation in pools of residential mortgages$7,889,0002,999
Issued or guaranteed by U.S.$7,889,0002,989
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$34,192,0002,871
Total debt securities$34,192,0003,162
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$34,469,0003,119
U.S. Government securities$33,093,0002,419
U.S. Treasury securities$24,991,000134
U.S. Government agency obligations$8,102,0005,275
Securities issued by states & political subdivisions$1,376,0004,684
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,991,0001,911
Mortgage-backed securities$8,102,0003,650
Certificates of participation in pools of residential mortgages$8,102,0003,017
Issued or guaranteed by U.S.$8,102,0003,005
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$34,469,0002,786
Total debt securities$34,469,0003,088
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$34,726,0003,113
U.S. Government securities$33,352,0002,425
U.S. Treasury securities$24,954,000116
U.S. Government agency obligations$8,398,0005,348
Securities issued by states & political subdivisions$1,374,0004,605
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,954,0001,946
Mortgage-backed securities$8,398,0003,675
Certificates of participation in pools of residential mortgages$8,398,0003,017
Issued or guaranteed by U.S.$8,398,0003,004
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$34,726,0002,777
Total debt securities$34,727,0003,078
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$34,914,0003,093
U.S. Government securities$33,523,0002,425
U.S. Treasury securities$24,997,00098
U.S. Government agency obligations$8,526,0005,383
Securities issued by states & political subdivisions$1,391,0004,554
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,997,0001,951
Mortgage-backed securities$8,526,0003,591
Certificates of participation in pools of residential mortgages$8,526,0002,955
Issued or guaranteed by U.S.$8,526,0002,942
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$34,914,0002,742
Total debt securities$34,915,0003,050
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$34,502,0003,068
U.S. Government securities$32,951,0002,400
U.S. Treasury securities$24,833,00095
U.S. Government agency obligations$8,118,0005,452
Securities issued by states & political subdivisions$1,551,0004,448
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,833,0001,953
Mortgage-backed securities$8,118,0003,548
Certificates of participation in pools of residential mortgages$8,118,0002,950
Issued or guaranteed by U.S.$8,118,0002,939
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$34,502,0002,720
Total debt securities$34,503,0003,034
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$34,718,0003,084
U.S. Government securities$33,108,0002,419
U.S. Treasury securities$24,898,00095
U.S. Government agency obligations$8,210,0005,465
Securities issued by states & political subdivisions$1,610,0004,451
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,898,0001,902
Mortgage-backed securities$8,210,0003,528
Certificates of participation in pools of residential mortgages$8,210,0002,917
Issued or guaranteed by U.S.$8,210,0002,902
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)$34,718,0002,759
Total debt securities$34,718,0003,053
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$35,304,0003,052
U.S. Government securities$33,693,0002,369
U.S. Treasury securities$24,820,00095
U.S. Government agency obligations$8,873,0005,282
Securities issued by states & political subdivisions$1,611,0004,464
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,821,0001,892
Mortgage-backed securities$8,873,0003,343
Certificates of participation in pools of residential mortgages$8,873,0002,710
Issued or guaranteed by U.S.$8,873,0002,698
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)$35,304,0002,729
Total debt securities$35,305,0003,010
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$32,217,0003,292
U.S. Government securities$30,525,0002,634
U.S. Treasury securities$24,814,000105
U.S. Government agency obligations$5,711,0006,272
Securities issued by states & political subdivisions$1,692,0004,429
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,814,0001,874
Mortgage-backed securities$5,711,0003,679
Certificates of participation in pools of residential mortgages$5,711,0003,066
Issued or guaranteed by U.S.$5,711,0003,050
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)$32,217,0002,902
Total debt securities$32,217,0003,247
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$42,928,0002,606
U.S. Government securities$30,171,0002,690
U.S. Treasury securities$24,515,000110
U.S. Government agency obligations$5,656,0006,384
Securities issued by states & political subdivisions$1,989,0004,276
Other domestic debt securities$10,768,000708
Privately issued residential mortgage-backed securities$618,0001,087
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,150,000411
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,515,0001,861
Mortgage-backed securities$6,274,0003,387
Certificates of participation in pools of residential mortgages$5,656,0002,915
Issued or guaranteed by U.S.$5,656,0002,900
Privately issued$0194
Collaterized mortgage obligations$618,0002,827
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$618,0001,033
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)$42,928,0002,277
Total debt securities$42,309,0002,598
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$42,844,0002,601
U.S. Government securities$30,319,0002,655
U.S. Treasury securities$24,712,000116
U.S. Government agency obligations$5,607,0006,409
Securities issued by states & political subdivisions$2,025,0004,241
Other domestic debt securities$10,500,000684
Privately issued residential mortgage-backed securities$715,0001,017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,785,000400
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,714,0001,832
Mortgage-backed securities$6,322,0003,318
Certificates of participation in pools of residential mortgages$5,607,0002,845
Issued or guaranteed by U.S.$5,607,0002,832
Privately issued$0207
Collaterized mortgage obligations$715,0002,753
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$715,000960
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)$42,844,0002,261
Total debt securities$42,129,0002,604
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$43,704,0002,575
U.S. Government securities$30,827,0002,628
U.S. Treasury securities$24,399,000128
U.S. Government agency obligations$6,428,0006,214
Securities issued by states & political subdivisions$2,020,0004,262
Other domestic debt securities$10,857,000685
Privately issued residential mortgage-backed securities$843,000952
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,014,000406
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,399,0001,868
Mortgage-backed securities$7,271,0003,103
Certificates of participation in pools of residential mortgages$6,428,0002,660
Issued or guaranteed by U.S.$6,428,0002,651
Privately issued$0218
Collaterized mortgage obligations$843,0002,644
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$843,000893
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$43,704,0002,239
Total debt securities$42,861,0002,590
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$43,519,0002,613
U.S. Government securities$31,163,0002,652
U.S. Treasury securities$24,708,000144
U.S. Government agency obligations$6,455,0006,253
Securities issued by states & political subdivisions$1,533,0004,567
Other domestic debt securities$10,823,000667
Privately issued residential mortgage-backed securities$883,000922
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,940,000415
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,708,0001,856
Mortgage-backed securities$7,338,0003,081
Certificates of participation in pools of residential mortgages$6,455,0002,655
Issued or guaranteed by U.S.$6,455,0002,642
Privately issued$0208
Collaterized mortgage obligations$883,0002,614
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$883,000870
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)$43,519,0002,266
Total debt securities$42,636,0002,626
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$4,551,00097
Revaluation gains on off-balance sheet contracts$4,551,00052
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$43,403,0002,637
U.S. Government securities$31,005,0002,707
U.S. Treasury securities$24,404,000150
U.S. Government agency obligations$6,601,0006,255
Securities issued by states & political subdivisions$987,0005,036
Other domestic debt securities$11,411,000648
Privately issued residential mortgage-backed securities$1,828,000743
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,583,000425
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,404,0001,854
Mortgage-backed securities$8,429,0002,859
Certificates of participation in pools of residential mortgages$6,601,0002,637
Issued or guaranteed by U.S.$6,601,0002,623
Privately issued$0214
Collaterized mortgage obligations$1,828,0002,138
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$1,828,000695
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$43,403,0002,270
Total debt securities$41,575,0002,697
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$4,164,000100
Revaluation gains on off-balance sheet contracts$4,164,00052
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$43,535,0002,635
U.S. Government securities$31,305,0002,665
U.S. Treasury securities$24,706,000158
U.S. Government agency obligations$6,599,0006,268
Securities issued by states & political subdivisions$1,042,0005,004
Other domestic debt securities$11,188,000658
Privately issued residential mortgage-backed securities$1,965,000696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,223,000436
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,706,0001,818
Mortgage-backed securities$8,564,0002,828
Certificates of participation in pools of residential mortgages$6,599,0002,663
Issued or guaranteed by U.S.$6,599,0002,650
Privately issued$0211
Collaterized mortgage obligations$1,965,0002,078
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$1,965,000652
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)$43,535,0002,263
Total debt securities$41,570,0002,692
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$3,890,000107
Revaluation gains on off-balance sheet contracts$3,890,00053
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$44,015,0002,633
U.S. Government securities$31,446,0002,689
U.S. Treasury securities$24,426,000171
U.S. Government agency obligations$7,020,0006,190
Securities issued by states & political subdivisions$1,038,0005,017
Other domestic debt securities$11,531,000661
Privately issued residential mortgage-backed securities$2,091,000687
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,440,000449
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,426,0001,836
Mortgage-backed securities$9,111,0002,800
Certificates of participation in pools of residential mortgages$7,020,0002,633
Issued or guaranteed by U.S.$7,020,0002,620
Privately issued$0205
Collaterized mortgage obligations$2,091,0002,045
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$2,091,000643
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)$44,015,0002,263
Total debt securities$41,925,0002,712
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$6,905,00093
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$46,231,0002,533
U.S. Government securities$30,900,0002,718
U.S. Treasury securities$24,762,000171
U.S. Government agency obligations$6,138,0006,466
Securities issued by states & political subdivisions$1,123,0004,973
Other domestic debt securities$14,208,000605
Privately issued residential mortgage-backed securities$2,091,000668
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,117,000392
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,762,0001,802
Mortgage-backed securities$8,229,0002,977
Certificates of participation in pools of residential mortgages$6,138,0002,824
Issued or guaranteed by U.S.$6,138,0002,815
Privately issued$0216
Collaterized mortgage obligations$2,091,0002,047
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$2,091,000624
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$46,231,0002,175
Total debt securities$43,230,0002,640
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$1,780,000115
Revaluation gains on off-balance sheet contracts$1,780,00053
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$45,955,0002,531
U.S. Government securities$29,135,0002,824
U.S. Treasury securities$24,531,000166
U.S. Government agency obligations$4,604,0006,940
Securities issued by states & political subdivisions$1,119,0004,989
Other domestic debt securities$15,701,000577
Privately issued residential mortgage-backed securities$2,091,000657
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,610,000372
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,531,0001,754
Mortgage-backed securities$6,695,0003,306
Certificates of participation in pools of residential mortgages$4,604,0003,244
Issued or guaranteed by U.S.$4,604,0003,232
Privately issued$0225
Collaterized mortgage obligations$2,091,0002,038
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$2,091,000613
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)$45,955,0002,158
Total debt securities$41,417,0002,699
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$1,526,000114
Revaluation gains on off-balance sheet contracts$1,526,00045
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$45,754,0002,550
U.S. Government securities$28,595,0002,906
U.S. Treasury securities$24,809,000173
U.S. Government agency obligations$3,786,0007,256
Securities issued by states & political subdivisions$1,234,0004,886
Other domestic debt securities$15,925,000588
Privately issued residential mortgage-backed securities$2,091,000641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,834,000383
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,809,0001,732
Mortgage-backed securities$5,877,0003,580
Certificates of participation in pools of residential mortgages$3,786,0003,590
Issued or guaranteed by U.S.$3,786,0003,574
Privately issued$0223
Collaterized mortgage obligations$2,091,0002,082
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$2,091,000603
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)$45,754,0002,158
Total debt securities$41,144,0002,731
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$1,471,000111
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$44,033,0002,661
U.S. Government securities$28,437,0002,976
U.S. Treasury securities$24,619,000188
U.S. Government agency obligations$3,818,0007,304
Securities issued by states & political subdivisions$1,230,0004,897
Other domestic debt securities$14,366,000635
Privately issued residential mortgage-backed securities$2,091,000621
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,275,000436
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,619,0001,769
Mortgage-backed securities$5,909,0003,666
Certificates of participation in pools of residential mortgages$3,818,0003,665
Issued or guaranteed by U.S.$3,818,0003,656
Privately issued$0207
Collaterized mortgage obligations$2,091,0002,118
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$2,091,000577
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)$44,033,0002,244
Total debt securities$40,423,0002,798
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$1,567,000111
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$44,465,0002,661
U.S. Government securities$28,763,0002,945
U.S. Treasury securities$24,868,000188
U.S. Government agency obligations$3,895,0007,300
Securities issued by states & political subdivisions$1,366,0004,797
Other domestic debt securities$14,336,000664
Privately issued residential mortgage-backed securities$2,091,000616
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,245,000460
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,868,0001,731
Mortgage-backed securities$5,986,0003,674
Certificates of participation in pools of residential mortgages$3,895,0003,672
Issued or guaranteed by U.S.$3,895,0003,664
Privately issued$0203
Collaterized mortgage obligations$2,091,0002,148
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$2,091,000574
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$44,465,0002,260
Total debt securities$40,855,0002,798
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$1,826,000116
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$43,954,0002,659
U.S. Government securities$28,844,0002,934
U.S. Treasury securities$24,756,000193
U.S. Government agency obligations$4,088,0007,263
Securities issued by states & political subdivisions$1,362,0004,820
Other domestic debt securities$13,748,000674
Privately issued residential mortgage-backed securities$2,091,000565
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,657,000488
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,756,0001,691
Mortgage-backed securities$6,179,0003,667
Certificates of participation in pools of residential mortgages$4,088,0003,630
Issued or guaranteed by U.S.$4,088,0003,622
Privately issued$0225
Collaterized mortgage obligations$2,091,0002,141
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$2,091,000525
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)$43,954,0002,279
Total debt securities$38,838,0002,903
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$1,417,000111
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$44,572,0002,691
U.S. Government securities$29,002,0002,942
U.S. Treasury securities$24,918,000201
U.S. Government agency obligations$4,084,0007,337
Securities issued by states & political subdivisions$1,528,0004,711
Other domestic debt securities$14,042,000684
Privately issued residential mortgage-backed securities$2,091,000563
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,951,000502
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,918,0001,669
Mortgage-backed securities$6,175,0003,721
Certificates of participation in pools of residential mortgages$4,084,0003,702
Issued or guaranteed by U.S.$4,084,0003,693
Privately issued$0225
Collaterized mortgage obligations$2,091,0002,176
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$2,091,000524
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)$44,572,0002,300
Total debt securities$39,457,0002,918
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$1,765,000116
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$45,272,0002,662
U.S. Government securities$29,262,0002,870
U.S. Treasury securities$25,000,000193
U.S. Government agency obligations$4,262,0007,249
Securities issued by states & political subdivisions$1,524,0004,703
Other domestic debt securities$14,486,000713
Privately issued residential mortgage-backed securities$2,091,000592
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,395,000531
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,000,0001,666
Mortgage-backed securities$6,353,0003,715
Certificates of participation in pools of residential mortgages$4,262,0003,677
Issued or guaranteed by U.S.$4,262,0003,669
Privately issued$0230
Collaterized mortgage obligations$2,091,0002,238
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$2,091,000553
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)$45,272,0002,282
Total debt securities$40,157,0002,858
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$1,764,000109
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$44,855,0002,717
U.S. Government securities$29,238,0002,965
U.S. Treasury securities$24,943,000212
U.S. Government agency obligations$4,295,0007,277
Securities issued by states & political subdivisions$1,828,0004,510
Other domestic debt securities$13,789,000707
Privately issued residential mortgage-backed securities$2,091,000503
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,698,000580
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,943,0001,635
Mortgage-backed securities$6,386,0003,681
Certificates of participation in pools of residential mortgages$4,295,0003,636
Issued or guaranteed by U.S.$4,295,0003,623
Privately issued$0248
Collaterized mortgage obligations$2,091,0002,234
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$2,091,000438
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$44,855,0002,345
Total debt securities$39,739,0002,928
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$2,160,000114
Revaluation gains on off-balance sheet contracts$2,160,00047
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$45,486,0002,640
U.S. Government securities$29,595,0002,859
U.S. Treasury securities$24,999,000207
U.S. Government agency obligations$4,596,0007,089
Securities issued by states & political subdivisions$1,822,0004,524
Other domestic debt securities$14,069,000710
Privately issued residential mortgage-backed securities$2,091,000512
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,978,000599
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,999,0001,573
Mortgage-backed securities$6,687,0003,596
Certificates of participation in pools of residential mortgages$4,596,0003,543
Issued or guaranteed by U.S.$4,596,0003,530
Privately issued$0253
Collaterized mortgage obligations$2,091,0002,268
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$2,091,000448
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)$45,486,0002,263
Total debt securities$40,370,0002,840
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$1,518,000119
Revaluation gains on off-balance sheet contracts$1,518,00050
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$46,016,0002,568
U.S. Government securities$29,666,0002,760
U.S. Treasury securities$24,943,000211
U.S. Government agency obligations$4,723,0007,002
Securities issued by states & political subdivisions$1,960,0004,405
Other domestic debt securities$14,390,000729
Privately issued residential mortgage-backed securities$2,091,000524
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,299,000604
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,943,0001,539
Mortgage-backed securities$6,814,0003,668
Certificates of participation in pools of residential mortgages$4,723,0003,518
Issued or guaranteed by U.S.$4,723,0003,507
Privately issued$0256
Collaterized mortgage obligations$2,091,0002,455
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$2,091,000467
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$46,016,0002,192
Total debt securities$40,901,0002,741
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$1,443,000120
Revaluation gains on off-balance sheet contracts$1,443,00048
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$45,900,0002,547
U.S. Government securities$29,837,0002,717
U.S. Treasury securities$24,998,000216
U.S. Government agency obligations$4,839,0007,006
Securities issued by states & political subdivisions$1,954,0004,325
Other domestic debt securities$14,109,000753
Privately issued residential mortgage-backed securities$2,091,000540
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,018,000610
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,998,0001,509
Mortgage-backed securities$6,930,0003,635
Certificates of participation in pools of residential mortgages$4,839,0003,468
Issued or guaranteed by U.S.$4,839,0003,455
Privately issued$0257
Collaterized mortgage obligations$2,091,0002,531
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$2,091,000483
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$45,900,0002,170
Total debt securities$40,784,0002,712
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$1,178,000125
Revaluation gains on off-balance sheet contracts$1,178,00050
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$48,804,0002,392
U.S. Government securities$29,758,0002,719
U.S. Treasury securities$24,812,000230
U.S. Government agency obligations$4,946,0006,983
Securities issued by states & political subdivisions$2,023,0004,289
Other domestic debt securities$17,023,000670
Privately issued residential mortgage-backed securities$2,091,000528
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,932,000530
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,812,0001,532
Mortgage-backed securities$7,037,0003,604
Certificates of participation in pools of residential mortgages$4,946,0003,406
Issued or guaranteed by U.S.$4,946,0003,392
Privately issued$0252
Collaterized mortgage obligations$2,091,0002,574
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$2,091,000469
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$48,804,0002,022
Total debt securities$41,160,0002,668
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$1,877,000116
Revaluation gains on off-balance sheet contracts$1,877,00047
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$52,224,0002,122
U.S. Government securities$25,261,0002,924
U.S. Treasury securities$24,889,000220
U.S. Government agency obligations$372,0008,984
Securities issued by states & political subdivisions$2,099,0004,263
Other domestic debt securities$24,864,000536
Privately issued residential mortgage-backed securities$8,955,000329
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,909,000509
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,889,0001,435
Mortgage-backed securities$9,327,0002,988
Certificates of participation in pools of residential mortgages$372,0005,902
Issued or guaranteed by U.S.$372,0005,877
Privately issued$0260
Collaterized mortgage obligations$8,955,0001,369
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$8,955,000292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$52,224,0001,760
Total debt securities$48,091,0002,205
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$9,306,00090
Revaluation gains on off-balance sheet contracts$9,306,00041
Revaluation losses on off-balance sheet contracts$9,306,00039
2000-12-31Rank
Total securities$51,365,0002,126
U.S. Government securities$25,029,0003,074
U.S. Treasury securities$24,657,000282
U.S. Government agency obligations$372,0009,300
Securities issued by states & political subdivisions$2,116,0004,310
Other domestic debt securities$21,344,000518
Privately issued residential mortgage-backed securities$13,541,000243
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,803,000768
Foreign debt securities$0313
Equity securities$2,876,0001,250
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,657,0001,512
Mortgage-backed securities$13,913,0001,909
Certificates of participation in pools of residential mortgages$13,913,0001,405
Issued or guaranteed by U.S.$372,0005,659
Privately issued$13,541,00051
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$51,365,0001,671
Total debt securities$43,158,0002,404
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$21,981,00056
Revaluation gains on off-balance sheet contracts$21,981,00028
Revaluation losses on off-balance sheet contracts$21,981,00025
1999-12-31Rank
Total securities$56,202,0002,039
U.S. Government securities$29,562,0002,792
U.S. Treasury securities$24,659,000390
U.S. Government agency obligations$4,903,0007,574
Securities issued by states & political subdivisions$2,121,0004,529
Other domestic debt securities$21,313,000534
Privately issued residential mortgage-backed securities$13,736,000259
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,577,000775
Foreign debt securities$0343
Equity securities$3,206,0001,126
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,659,0001,501
Mortgage-backed securities$18,639,0001,690
Certificates of participation in pools of residential mortgages$18,639,0001,215
Issued or guaranteed by U.S.$4,903,0002,811
Privately issued$13,736,00060
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$56,202,0001,540
Total debt securities$47,063,0002,317
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$74,697,00042
Revaluation gains on off-balance sheet contracts$74,697,00024
Revaluation losses on off-balance sheet contracts$44,426,00025
1998-12-31Rank
Total securities$48,622,0002,374
U.S. Government securities$29,848,0002,824
U.S. Treasury securities$24,704,000564
U.S. Government agency obligations$5,144,0007,141
Securities issued by states & political subdivisions$2,228,0004,529
Other domestic debt securities$13,640,000641
Privately issued residential mortgage-backed securities$6,273,000333
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,367,000716
Foreign debt securities$0363
Equity securities$2,906,0001,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$11,417,0002,484
Certificates of participation in pools of residential mortgages$11,417,0001,787
Issued or guaranteed by U.S.$5,144,0002,898
Privately issued$6,273,00086
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$48,622,0001,772
Total debt securities$39,443,0002,782
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$41,598,00056
Revaluation gains on off-balance sheet contracts$41,598,00028
Revaluation losses on off-balance sheet contracts$43,138,00026
1997-12-31Rank
Total securities$70,302,0001,629
U.S. Government securities$49,287,0001,849
U.S. Treasury securities$49,287,000394
U.S. Government agency obligations$010,319
Securities issued by states & political subdivisions$2,116,0004,508
Other domestic debt securities$10,041,000568
Privately issued residential mortgage-backed securities$7,351,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,690,000915
Foreign debt securities$0390
Equity securities$8,858,000485
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$7,351,0003,159
Certificates of participation in pools of residential mortgages$7,351,0002,350
Issued or guaranteed by U.S.$07,996
Privately issued$7,351,000101
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$70,302,0001,133
Total debt securities$61,444,0001,821
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$24,951,00071
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$27,292,00029
1996-12-31Rank
Total securities$64,001,0001,893
U.S. Government securities$52,775,0001,845
U.S. Treasury securities$48,144,000490
U.S. Government agency obligations$4,631,0007,863
Securities issued by states & political subdivisions$241,0007,786
Other domestic debt securities$7,792,000682
Privately issued residential mortgage-backed securities$7,792,000288
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$3,193,0001,052
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$12,423,0002,559
Certificates of participation in pools of residential mortgages$7,792,0002,494
Issued or guaranteed by U.S.$08,513
Privately issued$7,792,000124
Collaterized mortgage obligations$4,631,0002,040
CMOs issued by government agencies or sponsored agencies$4,631,0001,932
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$64,001,0001,280
Total debt securities$60,808,0001,925
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$37,249,00056
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$12,185,00036
1995-12-31Rank
Total securities$60,189,0002,068
U.S. Government securities$46,921,0002,152
U.S. Treasury securities$44,388,000638
U.S. Government agency obligations$2,533,0009,338
Securities issued by states & political subdivisions$225,0008,128
Other domestic debt securities$8,216,000783
Privately issued residential mortgage-backed securities$8,216,000318
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$4,827,000747
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$10,749,0002,953
Certificates of participation in pools of residential mortgages$8,216,0002,451
Issued or guaranteed by U.S.$08,868
Privately issued$8,216,000134
Collaterized mortgage obligations$2,533,0003,083
CMOs issued by government agencies or sponsored agencies$2,533,0002,949
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$60,189,0001,403
Total debt securities$55,362,0002,201
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$31,470,00063
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$18,109,00031
1994-12-31Rank
Total securities$51,997,0002,530
U.S. Government securities$43,314,0002,411
U.S. Treasury securities$43,314,000808
U.S. Government agency obligations$011,789
Securities issued by states & political subdivisions$210,0008,622
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 securities$0600
Equity securities$8,473,000407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
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 issued$02,507
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)$51,997,0001,093
Total debt securities$43,524,0002,950
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$137,257,00035
Revaluation gains on off-balance sheet contracts$324,00047
Revaluation losses on off-balance sheet contracts$14,553,00028
1993-12-31Rank
Total securities$174,028,000808
U.S. Government securities$142,220,000809
U.S. Treasury securities$142,220,000285
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisions$78,0009,440
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 securities$0649
Equity securities$31,730,000117
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,552,000390
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 issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$142,298,000939
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$125,870,00038
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$176,389,000782
U.S. Government securities$145,897,000753
U.S. Treasury securities$140,899,000268
U.S. Government agency obligations$4,998,0007,987
Securities issued by states & political subdivisions$72,0009,481
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 securities$0699
Equity securities$30,420,00090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,863,000363
Mortgage-backed securities$4,998,0005,473
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$4,998,0002,636
CMOs issued by government agencies or sponsored agencies$4,998,0002,405
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$145,969,000911
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$196,120,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA