Wrentham Co-operative Bank, Securities

2021-12-31Rank
Total securities$11,239,0004,087
U.S. Government securities$7,517,0003,777
U.S. Treasury securities$02,212
U.S. Government agency obligations$7,517,0003,505
Securities issued by states & political subdivisions$3,722,0003,339
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$80,0003,959
Certificates of participation in pools of residential mortgages$80,0003,823
Issued or guaranteed by U.S.$80,0003,746
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)$11,239,000734
Available-for-sale securities (fair market value)$04,480
Total debt securities$11,238,0004,066
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 contractsNANA
2021-09-30Rank
Total securities$9,551,0004,167
U.S. Government securities$5,711,0003,916
U.S. Treasury securities$02,008
U.S. Government agency obligations$5,711,0003,694
Securities issued by states & political subdivisions$3,840,0003,352
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$89,0004,008
Certificates of participation in pools of residential mortgages$89,0003,867
Issued or guaranteed by U.S.$89,0003,797
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)$9,551,000761
Available-for-sale securities (fair market value)$04,538
Total debt securities$9,551,0004,142
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 contractsNANA
2021-06-30Rank
Total securities$10,177,0004,123
U.S. Government securities$6,219,0003,860
U.S. Treasury securities$01,913
U.S. Government agency obligations$6,219,0003,628
Securities issued by states & political subdivisions$3,958,0003,351
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$97,0004,024
Certificates of participation in pools of residential mortgages$97,0003,876
Issued or guaranteed by U.S.$97,0003,805
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)$10,177,000720
Available-for-sale securities (fair market value)$04,566
Total debt securities$10,177,0004,101
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 contractsNANA
2021-03-31Rank
Total securities$9,490,0004,131
U.S. Government securities$5,731,0003,806
U.S. Treasury securities$01,631
U.S. Government agency obligations$5,731,0003,623
Securities issued by states & political subdivisions$3,759,0003,369
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$109,0004,011
Certificates of participation in pools of residential mortgages$109,0003,864
Issued or guaranteed by U.S.$109,0003,785
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)$9,490,000702
Available-for-sale securities (fair market value)$04,583
Total debt securities$9,490,0004,107
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 contractsNANA
2020-12-31Rank
Total securities$7,666,0004,208
U.S. Government securities$4,042,0003,907
U.S. Treasury securities$01,194
U.S. Government agency obligations$4,042,0003,763
Securities issued by states & political subdivisions$3,624,0003,383
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$119,0004,004
Certificates of participation in pools of residential mortgages$119,0003,850
Issued or guaranteed by U.S.$119,0003,780
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)$7,666,000746
Available-for-sale securities (fair market value)$04,596
Total debt securities$7,666,0004,181
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 contractsNANA
2020-09-30Rank
Total securities$6,915,0004,235
U.S. Government securities$4,079,0003,932
U.S. Treasury securities$01,216
U.S. Government agency obligations$4,079,0003,777
Securities issued by states & political subdivisions$2,836,0003,450
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$129,0004,004
Certificates of participation in pools of residential mortgages$129,0003,849
Issued or guaranteed by U.S.$129,0003,778
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)$6,915,000786
Available-for-sale securities (fair market value)$04,624
Total debt securities$6,914,0004,213
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 contractsNANA
2020-06-30Rank
Total securities$5,574,0004,346
U.S. Government securities$3,291,0004,073
U.S. Treasury securities$01,251
U.S. Government agency obligations$3,291,0003,912
Securities issued by states & political subdivisions$2,283,0003,533
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$141,0004,016
Certificates of participation in pools of residential mortgages$141,0003,845
Issued or guaranteed by U.S.$141,0003,776
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)$5,574,000848
Available-for-sale securities (fair market value)$04,657
Total debt securities$5,574,0004,322
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 contractsNANA
2020-03-31Rank
Total securities$4,776,0004,453
U.S. Government securities$3,284,0004,124
U.S. Treasury securities$01,297
U.S. Government agency obligations$3,284,0003,959
Securities issued by states & political subdivisions$1,492,0003,712
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$149,0004,044
Certificates of participation in pools of residential mortgages$149,0003,870
Issued or guaranteed by U.S.$149,0003,791
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)$4,776,000907
Available-for-sale securities (fair market value)$04,717
Total debt securities$4,775,0004,430
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 contractsNANA
2019-12-31Rank
Total securities$5,063,0004,488
U.S. Government securities$3,493,0004,186
U.S. Treasury securities$01,363
U.S. Government agency obligations$3,493,0004,015
Securities issued by states & political subdivisions$1,570,0003,695
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$155,0004,068
Certificates of participation in pools of residential mortgages$155,0003,887
Issued or guaranteed by U.S.$155,0003,820
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)$5,063,000930
Available-for-sale securities (fair market value)$04,777
Total debt securities$5,061,0004,466
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 contractsNANA
2019-09-30Rank
Total securities$4,337,0004,640
U.S. Government securities$2,689,0004,400
U.S. Treasury securities$01,429
U.S. Government agency obligations$2,689,0004,240
Securities issued by states & political subdivisions$1,648,0003,697
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$166,0004,106
Certificates of participation in pools of residential mortgages$166,0003,916
Issued or guaranteed by U.S.$166,0003,843
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)$4,337,0001,029
Available-for-sale securities (fair market value)$04,859
Total debt securities$4,337,0004,622
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 contractsNANA
2019-06-30Rank
Total securities$4,446,0004,683
U.S. Government securities$2,795,0004,442
U.S. Treasury securities$01,467
U.S. Government agency obligations$2,795,0004,285
Securities issued by states & political subdivisions$1,651,0003,760
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$172,0004,127
Certificates of participation in pools of residential mortgages$172,0003,941
Issued or guaranteed by U.S.$172,0003,875
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)$4,446,0001,064
Available-for-sale securities (fair market value)$04,907
Total debt securities$4,446,0004,665
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 contractsNANA
2019-03-31Rank
Total securities$4,737,0004,724
U.S. Government securities$2,902,0004,487
U.S. Treasury securities$01,516
U.S. Government agency obligations$2,902,0004,321
Securities issued by states & political subdivisions$1,835,0003,763
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$179,0004,162
Certificates of participation in pools of residential mortgages$179,0003,970
Issued or guaranteed by U.S.$179,0003,896
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)$4,737,0001,060
Available-for-sale securities (fair market value)$04,952
Total debt securities$4,737,0004,705
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 contractsNANA
2018-12-31Rank
Total securities$4,748,0004,757
U.S. Government securities$2,909,0004,523
U.S. Treasury securities$01,513
U.S. Government agency obligations$2,909,0004,354
Securities issued by states & political subdivisions$1,839,0003,813
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$186,0004,185
Certificates of participation in pools of residential mortgages$186,0003,996
Issued or guaranteed by U.S.$186,0003,940
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)$4,748,0001,099
Available-for-sale securities (fair market value)$04,997
Total debt securities$4,748,0004,738
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 contractsNANA
2018-09-30Rank
Total securities$7,330,0004,569
U.S. Government securities$5,417,0004,201
U.S. Treasury securities$01,500
U.S. Government agency obligations$5,417,0004,054
Securities issued by states & political subdivisions$1,913,0003,842
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$544,0004,096
Certificates of participation in pools of residential mortgages$544,0003,859
Issued or guaranteed by U.S.$544,0003,834
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)$7,330,000969
Available-for-sale securities (fair market value)$05,066
Total debt securities$7,330,0004,545
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 contractsNANA
2018-06-30Rank
Total securities$7,458,0004,606
U.S. Government securities$5,451,0004,228
U.S. Treasury securities$01,475
U.S. Government agency obligations$5,451,0004,074
Securities issued by states & political subdivisions$2,007,0003,873
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$578,0004,140
Certificates of participation in pools of residential mortgages$578,0003,901
Issued or guaranteed by U.S.$578,0003,740
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)$7,458,000973
Available-for-sale securities (fair market value)$05,125
Total debt securities$7,457,0004,581
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 contractsNANA
2018-03-31Rank
Total securities$7,410,0004,665
U.S. Government securities$5,486,0004,291
U.S. Treasury securities$01,426
U.S. Government agency obligations$5,486,0004,143
Securities issued by states & political subdivisions$1,924,0003,937
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$612,0004,168
Certificates of participation in pools of residential mortgages$612,0003,930
Issued or guaranteed by U.S.$612,0003,923
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)$7,410,000995
Available-for-sale securities (fair market value)$05,183
Total debt securities$7,411,0004,642
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 contractsNANA
2017-12-31Rank
Total securities$7,446,0004,725
U.S. Government securities$5,518,0004,337
U.S. Treasury securities$01,328
U.S. Government agency obligations$5,518,0004,197
Securities issued by states & political subdivisions$1,928,0004,001
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$643,0004,187
Certificates of participation in pools of residential mortgages$643,0003,958
Issued or guaranteed by U.S.$643,0003,952
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)$7,446,0001,010
Available-for-sale securities (fair market value)$05,251
Total debt securities$7,443,0004,702
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 contractsNANA
2017-09-30Rank
Total securities$7,739,0004,759
U.S. Government securities$5,807,0004,361
U.S. Treasury securities$01,313
U.S. Government agency obligations$5,807,0004,225
Securities issued by states & political subdivisions$1,932,0004,062
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$682,0004,225
Certificates of participation in pools of residential mortgages$682,0003,988
Issued or guaranteed by U.S.$682,0003,983
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)$7,739,0001,027
Available-for-sale securities (fair market value)$05,300
Total debt securities$7,737,0004,731
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 contractsNANA
2017-06-30Rank
Total securities$8,469,0004,737
U.S. Government securities$6,348,0004,327
U.S. Treasury securities$01,351
U.S. Government agency obligations$6,348,0004,195
Securities issued by states & political subdivisions$2,121,0004,040
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$721,0004,249
Certificates of participation in pools of residential mortgages$721,0004,013
Issued or guaranteed by U.S.$721,0004,007
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)$8,469,0001,012
Available-for-sale securities (fair market value)$05,348
Total debt securities$8,469,0004,710
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 contractsNANA
2017-03-31Rank
Total securities$8,611,0004,789
U.S. Government securities$6,385,0004,372
U.S. Treasury securities$01,390
U.S. Government agency obligations$6,385,0004,236
Securities issued by states & political subdivisions$2,226,0004,062
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$758,0004,299
Certificates of participation in pools of residential mortgages$758,0004,064
Issued or guaranteed by U.S.$758,0004,060
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)$8,611,0001,024
Available-for-sale securities (fair market value)$05,415
Total debt securities$8,612,0004,761
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 contractsNANA
2016-12-31Rank
Total securities$8,336,0004,832
U.S. Government securities$6,031,0004,430
U.S. Treasury securities$01,367
U.S. Government agency obligations$6,031,0004,301
Securities issued by states & political subdivisions$2,305,0004,075
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$801,0004,317
Certificates of participation in pools of residential mortgages$801,0004,074
Issued or guaranteed by U.S.$801,0004,068
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)$8,336,0001,043
Available-for-sale securities (fair market value)$05,466
Total debt securities$8,337,0004,807
Structured notes
Amortized cost$500,000851
Fair value$490,000897
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$8,698,0004,839
U.S. Government securities$6,387,0004,395
U.S. Treasury securities$01,214
U.S. Government agency obligations$6,387,0004,274
Securities issued by states & political subdivisions$2,311,0004,087
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$854,0004,351
Certificates of participation in pools of residential mortgages$854,0004,094
Issued or guaranteed by U.S.$854,0004,091
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)$8,698,0001,025
Available-for-sale securities (fair market value)$05,526
Total debt securities$8,698,0004,815
Structured notes
Amortized cost$500,000832
Fair value$500,000845
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$9,530,0004,807
U.S. Government securities$7,214,0004,353
U.S. Treasury securities$01,253
U.S. Government agency obligations$7,214,0004,230
Securities issued by states & political subdivisions$2,316,0004,115
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$908,0004,393
Certificates of participation in pools of residential mortgages$908,0004,119
Issued or guaranteed by U.S.$908,0004,114
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)$9,530,0001,013
Available-for-sale securities (fair market value)$05,605
Total debt securities$9,531,0004,782
Structured notes
Amortized cost$500,000968
Fair value$501,000980
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$13,215,0004,540
U.S. Government securities$10,694,0003,974
U.S. Treasury securities$01,296
U.S. Government agency obligations$10,694,0003,847
Securities issued by states & political subdivisions$2,521,0004,086
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$958,0004,404
Certificates of participation in pools of residential mortgages$958,0004,129
Issued or guaranteed by U.S.$958,0004,125
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)$13,215,000925
Available-for-sale securities (fair market value)$05,655
Total debt securities$13,216,0004,518
Structured notes
Amortized cost$500,0001,132
Fair value$500,0001,145
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$13,349,0004,584
U.S. Government securities$10,822,0003,995
U.S. Treasury securities$01,367
U.S. Government agency obligations$10,822,0003,849
Securities issued by states & political subdivisions$2,527,0004,116
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$05,301
Mortgage-backed securities$1,005,0004,407
Certificates of participation in pools of residential mortgages$1,005,0004,143
Issued or guaranteed by U.S.$1,005,0004,140
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)$13,349,000941
Available-for-sale securities (fair market value)$05,708
Total debt securities$13,343,0004,563
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$13,904,0004,616
U.S. Government securities$11,319,0004,004
U.S. Treasury securities$01,303
U.S. Government agency obligations$11,319,0003,876
Securities issued by states & political subdivisions$2,585,0004,141
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$05,371
Mortgage-backed securities$1,055,0004,458
Certificates of participation in pools of residential mortgages$1,055,0004,188
Issued or guaranteed by U.S.$1,055,0004,183
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)$13,904,000936
Available-for-sale securities (fair market value)$05,787
Total debt securities$13,905,0004,593
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$16,884,0004,435
U.S. Government securities$14,293,0003,782
U.S. Treasury securities$01,348
U.S. Government agency obligations$14,293,0003,664
Securities issued by states & political subdivisions$2,591,0004,170
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$05,428
Mortgage-backed securities$1,108,0004,522
Certificates of participation in pools of residential mortgages$1,108,0004,247
Issued or guaranteed by U.S.$1,108,0004,243
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)$16,884,000855
Available-for-sale securities (fair market value)$05,863
Total debt securities$16,883,0004,415
Structured notes
Amortized cost$750,0001,478
Fair value$747,0001,484
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$16,971,0004,466
U.S. Government securities$14,275,0003,843
U.S. Treasury securities$01,327
U.S. Government agency obligations$14,275,0003,724
Securities issued by states & political subdivisions$2,696,0004,151
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$1,167,0004,574
Certificates of participation in pools of residential mortgages$1,167,0004,291
Issued or guaranteed by U.S.$1,167,0004,284
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)$16,971,000840
Available-for-sale securities (fair market value)$05,927
Total debt securities$16,971,0004,447
Structured notes
Amortized cost$250,0001,907
Fair value$250,0001,917
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$17,141,0004,530
U.S. Government securities$14,374,0003,900
U.S. Treasury securities$01,361
U.S. Government agency obligations$14,374,0003,772
Securities issued by states & political subdivisions$2,767,0004,183
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$1,212,0004,638
Certificates of participation in pools of residential mortgages$1,212,0004,343
Issued or guaranteed by U.S.$1,212,0004,336
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)$17,141,000842
Available-for-sale securities (fair market value)$06,022
Total debt securities$17,140,0004,514
Structured notes
Amortized cost$250,0002,001
Fair value$250,0002,010
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$18,207,0004,520
U.S. Government securities$15,434,0003,882
U.S. Treasury securities$01,381
U.S. Government agency obligations$15,434,0003,756
Securities issued by states & political subdivisions$2,773,0004,222
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$1,262,0004,701
Certificates of participation in pools of residential mortgages$1,262,0004,407
Issued or guaranteed by U.S.$1,262,0004,404
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)$18,207,000825
Available-for-sale securities (fair market value)$06,094
Total debt securities$18,208,0004,495
Structured notes
Amortized cost$500,0001,862
Fair value$494,0001,937
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$17,580,0004,635
U.S. Government securities$14,751,0004,023
U.S. Treasury securities$01,342
U.S. Government agency obligations$14,751,0003,907
Securities issued by states & political subdivisions$2,829,0004,245
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$1,317,0004,746
Certificates of participation in pools of residential mortgages$1,317,0004,433
Issued or guaranteed by U.S.$1,317,0004,431
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)$17,580,000843
Available-for-sale securities (fair market value)$06,156
Total debt securities$17,580,0004,614
Structured notes
Amortized cost$250,0002,180
Fair value$250,0002,190
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$17,441,0004,703
U.S. Government securities$14,757,0004,045
U.S. Treasury securities$01,198
U.S. Government agency obligations$14,757,0003,942
Securities issued by states & political subdivisions$2,684,0004,332
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$05,749
Mortgage-backed securities$1,366,0004,771
Certificates of participation in pools of residential mortgages$1,366,0004,448
Issued or guaranteed by U.S.$1,366,0004,444
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)$17,441,000843
Available-for-sale securities (fair market value)$06,227
Total debt securities$17,441,0004,681
Structured notes
Amortized cost$250,0002,224
Fair value$249,0002,246
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$17,301,0004,708
U.S. Government securities$14,511,0004,068
U.S. Treasury securities$01,131
U.S. Government agency obligations$14,511,0003,973
Securities issued by states & political subdivisions$2,790,0004,321
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$05,833
Mortgage-backed securities$1,408,0004,790
Certificates of participation in pools of residential mortgages$1,408,0004,461
Issued or guaranteed by U.S.$1,408,0004,455
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)$17,301,000832
Available-for-sale securities (fair market value)$06,303
Total debt securities$17,301,0004,685
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$16,461,0004,844
U.S. Government securities$13,665,0004,201
U.S. Treasury securities$01,131
U.S. Government agency obligations$13,665,0004,100
Securities issued by states & political subdivisions$2,796,0004,331
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$05,888
Mortgage-backed securities$1,460,0004,813
Certificates of participation in pools of residential mortgages$1,460,0004,479
Issued or guaranteed by U.S.$1,460,0004,473
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)$16,461,000835
Available-for-sale securities (fair market value)$06,372
Total debt securities$16,461,0004,806
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$16,633,0004,819
U.S. Government securities$13,756,0004,179
U.S. Treasury securities$01,152
U.S. Government agency obligations$13,756,0004,076
Securities issued by states & political subdivisions$2,877,0004,309
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$05,912
Mortgage-backed securities$1,533,0004,801
Certificates of participation in pools of residential mortgages$1,533,0004,427
Issued or guaranteed by U.S.$1,533,0004,423
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)$16,633,000781
Available-for-sale securities (fair market value)$06,421
Total debt securities$16,633,0004,786
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$14,029,0005,105
U.S. Government securities$11,111,0004,556
U.S. Treasury securities$01,161
U.S. Government agency obligations$11,111,0004,460
Securities issued by states & political subdivisions$2,918,0004,283
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$05,985
Mortgage-backed securities$1,082,0004,984
Certificates of participation in pools of residential mortgages$1,082,0004,640
Issued or guaranteed by U.S.$1,082,0004,638
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)$14,029,000823
Available-for-sale securities (fair market value)$06,494
Total debt securities$14,030,0005,072
Structured notes
Amortized cost$511,0001,961
Fair value$534,0001,955
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$15,175,0004,944
U.S. Government securities$12,251,0004,374
U.S. Treasury securities$01,135
U.S. Government agency obligations$12,251,0004,269
Securities issued by states & political subdivisions$2,924,0004,267
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$06,039
Mortgage-backed securities$1,144,0005,006
Certificates of participation in pools of residential mortgages$1,144,0004,649
Issued or guaranteed by U.S.$1,144,0004,648
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)$15,175,000787
Available-for-sale securities (fair market value)$06,540
Total debt securities$15,165,0004,907
Structured notes
Amortized cost$1,801,0001,358
Fair value$1,798,0001,361
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$18,925,0004,631
U.S. Government securities$16,285,0003,967
U.S. Treasury securities$01,086
U.S. Government agency obligations$16,285,0003,886
Securities issued by states & political subdivisions$2,640,0004,363
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$06,124
Mortgage-backed securities$517,0005,349
Certificates of participation in pools of residential mortgages$517,0005,056
Issued or guaranteed by U.S.$517,0005,050
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)$18,925,000689
Available-for-sale securities (fair market value)$06,625
Total debt securities$18,926,0004,598
Structured notes
Amortized cost$2,553,0001,167
Fair value$2,556,0001,169
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$18,600,0004,707
U.S. Government securities$15,836,0004,086
U.S. Treasury securities$01,068
U.S. Government agency obligations$15,836,0003,998
Securities issued by states & political subdivisions$2,764,0004,309
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$06,201
Mortgage-backed securities$05,941
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
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)$18,600,000688
Available-for-sale securities (fair market value)$06,685
Total debt securities$18,600,0004,675
Structured notes
Amortized cost$3,555,0001,130
Fair value$3,553,0001,132
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$17,834,0004,814
U.S. Government securities$15,453,0004,222
U.S. Treasury securities$01,157
U.S. Government agency obligations$15,453,0004,126
Securities issued by states & political subdivisions$2,381,0004,351
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$06,234
Mortgage-backed securities$05,982
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
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)$17,834,000730
Available-for-sale securities (fair market value)$06,742
Total debt securities$17,835,0004,786
Structured notes
Amortized cost$2,550,0001,505
Fair value$2,556,0001,510
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$16,244,0004,952
U.S. Government securities$14,081,0004,326
U.S. Treasury securities$01,076
U.S. Government agency obligations$14,081,0004,241
Securities issued by states & political subdivisions$2,163,0004,426
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$05,916
Mortgage-backed securities$05,999
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
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)$16,244,000789
Available-for-sale securities (fair market value)$06,765
Total debt securities$16,243,0004,928
Structured notes
Amortized cost$3,655,0001,242
Fair value$3,664,0001,241
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$16,508,0004,889
U.S. Government securities$14,340,0004,246
U.S. Treasury securities$01,126
U.S. Government agency obligations$14,340,0004,149
Securities issued by states & political subdivisions$2,168,0004,390
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$05,942
Mortgage-backed securities$06,031
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
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)$16,508,000765
Available-for-sale securities (fair market value)$06,827
Total debt securities$16,508,0004,862
Structured notes
Amortized cost$6,756,000814
Fair value$6,765,000818
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$16,891,0004,929
U.S. Government securities$14,743,0004,309
U.S. Treasury securities$01,225
U.S. Government agency obligations$14,743,0004,206
Securities issued by states & political subdivisions$2,148,0004,391
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$06,008
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
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)$16,891,000764
Available-for-sale securities (fair market value)$06,900
Total debt securities$16,892,0004,888
Structured notes
Amortized cost$5,850,0001,061
Fair value$5,848,0001,062
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$15,346,0005,086
U.S. Government securities$13,141,0004,527
U.S. Treasury securities$01,272
U.S. Government agency obligations$13,141,0004,403
Securities issued by states & political subdivisions$2,205,0004,342
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$06,043
Mortgage-backed securities$06,094
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
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)$15,346,000814
Available-for-sale securities (fair market value)$06,957
Total debt securities$15,346,0005,060
Structured notes
Amortized cost$5,500,0001,143
Fair value$5,490,0001,141
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$13,542,0005,227
U.S. Government securities$11,489,0004,613
U.S. Treasury securities$01,275
U.S. Government agency obligations$11,489,0004,491
Securities issued by states & political subdivisions$2,053,0004,385
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$06,121
Mortgage-backed securities$06,134
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
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)$13,542,000875
Available-for-sale securities (fair market value)$07,005
Total debt securities$13,543,0005,191
Structured notes
Amortized cost$4,250,0001,265
Fair value$4,253,0001,259
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$13,799,0005,131
U.S. Government securities$11,925,0004,495
U.S. Treasury securities$01,180
U.S. Government agency obligations$11,925,0004,377
Securities issued by states & political subdivisions$1,874,0004,401
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$06,199
Mortgage-backed securities$06,191
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
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)$13,799,000876
Available-for-sale securities (fair market value)$07,084
Total debt securities$13,799,0005,095
Structured notes
Amortized cost$3,650,0001,396
Fair value$3,680,0001,400
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$14,340,0005,068
U.S. Government securities$12,367,0004,510
U.S. Treasury securities$01,121
U.S. Government agency obligations$12,367,0004,401
Securities issued by states & political subdivisions$1,973,0004,322
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$06,254
Mortgage-backed securities$06,235
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
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)$14,340,000887
Available-for-sale securities (fair market value)$07,144
Total debt securities$14,339,0005,037
Structured notes
Amortized cost$2,400,0001,853
Fair value$2,423,0001,848
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$13,568,0005,212
U.S. Government securities$11,720,0004,656
U.S. Treasury securities$01,130
U.S. Government agency obligations$11,720,0004,544
Securities issued by states & political subdivisions$1,848,0004,377
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$06,343
Mortgage-backed securities$06,328
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
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)$13,568,000915
Available-for-sale securities (fair market value)$07,234
Total debt securities$13,568,0005,176
Structured notes
Amortized cost$2,425,0001,648
Fair value$2,433,0001,641
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$13,556,0005,229
U.S. Government securities$11,795,0004,626
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,795,0004,528
Securities issued by states & political subdivisions$1,761,0004,448
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$06,398
Mortgage-backed securities$06,385
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
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)$13,556,000925
Available-for-sale securities (fair market value)$07,286
Total debt securities$13,557,0005,190
Structured notes
Amortized cost$1,125,0001,923
Fair value$1,132,0001,921
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$15,498,0005,002
U.S. Government securities$13,267,0004,408
U.S. Treasury securities$01,047
U.S. Government agency obligations$13,267,0004,313
Securities issued by states & political subdivisions$1,860,0004,436
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$371,0001,006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,412
Mortgage-backed securities$06,466
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
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)$15,127,000887
Available-for-sale securities (fair market value)$371,0007,165
Total debt securities$15,126,0005,003
Structured notes
Amortized cost$900,0001,792
Fair value$896,0001,799
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$16,145,0004,895
U.S. Government securities$13,028,0004,436
U.S. Treasury securities$01,036
U.S. Government agency obligations$13,028,0004,341
Securities issued by states & political subdivisions$1,787,0004,446
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$1,330,000694
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,462
Mortgage-backed securities$06,522
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
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)$14,815,000900
Available-for-sale securities (fair market value)$1,330,0007,023
Total debt securities$14,814,0005,022
Structured notes
Amortized cost$900,0001,338
Fair value$896,0001,339
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$17,893,0004,689
U.S. Government securities$14,341,0004,302
U.S. Treasury securities$0981
U.S. Government agency obligations$14,341,0004,223
Securities issued by states & political subdivisions$1,539,0004,508
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$2,013,000591
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,516
Mortgage-backed securities$06,573
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
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)$15,880,000866
Available-for-sale securities (fair market value)$2,013,0006,940
Total debt securities$15,881,0004,912
Structured notes
Amortized cost$300,0001,517
Fair value$302,0001,511
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$17,711,0004,727
U.S. Government securities$15,402,0004,181
U.S. Treasury securities$0973
U.S. Government agency obligations$15,402,0004,107
Securities issued by states & political subdivisions$1,588,0004,434
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$721,000839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,541
Mortgage-backed securities$06,615
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
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)$16,990,000840
Available-for-sale securities (fair market value)$721,0007,237
Total debt securities$16,990,0004,779
Structured notes
Amortized cost$800,0001,169
Fair value$807,0001,166
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$17,876,0004,642
U.S. Government securities$14,685,0004,250
U.S. Treasury securities$01,019
U.S. Government agency obligations$14,685,0004,175
Securities issued by states & political subdivisions$1,592,0004,426
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$1,599,000631
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,576
Mortgage-backed securities$06,644
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
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)$16,277,000865
Available-for-sale securities (fair market value)$1,599,0007,083
Total debt securities$16,276,0004,853
Structured notes
Amortized cost$1,400,000814
Fair value$1,383,000814
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$18,007,0004,697
U.S. Government securities$15,239,0004,178
U.S. Treasury securities$01,021
U.S. Government agency obligations$15,239,0004,109
Securities issued by states & political subdivisions$1,595,0004,467
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$1,173,000958
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,834,000830
Available-for-sale securities (fair market value)$1,173,0007,230
Total debt securities$16,835,0004,804
Structured notes
Amortized cost$1,400,000855
Fair value$1,392,000855
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$19,043,0004,552
U.S. Government securities$15,354,0004,180
U.S. Treasury securities$01,044
U.S. Government agency obligations$15,354,0004,106
Securities issued by states & political subdivisions$1,396,0004,589
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$2,293,000755
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,633
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,750,000830
Available-for-sale securities (fair market value)$2,293,0007,009
Total debt securities$16,751,0004,804
Structured notes
Amortized cost$1,600,000849
Fair value$1,608,000849
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$21,826,0004,224
U.S. Government securities$18,709,0003,762
U.S. Treasury securities$01,146
U.S. Government agency obligations$18,709,0003,685
Securities issued by states & political subdivisions$1,352,0004,634
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$1,765,000815
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,061,000757
Available-for-sale securities (fair market value)$1,765,0007,170
Total debt securities$20,060,0004,393
Structured notes
Amortized cost$800,0001,767
Fair value$805,0001,764
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$23,821,0004,021
U.S. Government securities$22,104,0003,381
U.S. Treasury securities$01,235
U.S. Government agency obligations$22,104,0003,313
Securities issued by states & political subdivisions$1,253,0004,694
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$464,0001,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,357,000706
Available-for-sale securities (fair market value)$464,0007,524
Total debt securities$23,358,0004,017
Structured notes
Amortized cost$499,0002,294
Fair value$497,0002,308
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$23,054,0004,092
U.S. Government securities$21,551,0003,461
U.S. Treasury securities$01,362
U.S. Government agency obligations$21,551,0003,374
Securities issued by states & political subdivisions$990,0004,917
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$513,0001,195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,778
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,541,000723
Available-for-sale securities (fair market value)$513,0007,527
Total debt securities$22,542,0004,113
Structured notes
Amortized cost$499,0002,392
Fair value$490,0002,418
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$22,091,0004,225
U.S. Government securities$20,777,0003,575
U.S. Treasury securities$01,448
U.S. Government agency obligations$20,777,0003,489
Securities issued by states & political subdivisions$783,0005,148
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$531,0001,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,814
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,560,000775
Available-for-sale securities (fair market value)$531,0007,548
Total debt securities$21,557,0004,248
Structured notes
Amortized cost$498,0002,482
Fair value$491,0002,505
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$21,281,0004,369
U.S. Government securities$19,176,0003,832
U.S. Treasury securities$01,498
U.S. Government agency obligations$19,176,0003,729
Securities issued by states & political subdivisions$780,0005,176
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$1,325,000932
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,854
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,956,000832
Available-for-sale securities (fair market value)$1,325,0007,411
Total debt securities$19,956,0004,501
Structured notes
Amortized cost$998,0002,103
Fair value$979,0002,144
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$20,650,0004,489
U.S. Government securities$19,401,0003,846
U.S. Treasury securities$01,574
U.S. Government agency obligations$19,401,0003,741
Securities issued by states & political subdivisions$679,0005,304
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$570,0001,234
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,913
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,080,000868
Available-for-sale securities (fair market value)$570,0007,642
Total debt securities$20,080,0004,511
Structured notes
Amortized cost$1,173,0002,000
Fair value$1,157,0002,003
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$20,633,0004,491
U.S. Government securities$19,701,0003,809
U.S. Treasury securities$01,634
U.S. Government agency obligations$19,701,0003,693
Securities issued by states & political subdivisions$610,0005,397
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$322,0001,450
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,970
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,311,000864
Available-for-sale securities (fair market value)$322,0007,754
Total debt securities$20,311,0004,472
Structured notes
Amortized cost$1,173,0002,056
Fair value$1,156,0002,050
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$20,899,0004,494
U.S. Government securities$19,803,0003,837
U.S. Treasury securities$01,715
U.S. Government agency obligations$19,803,0003,718
Securities issued by states & political subdivisions$406,0005,680
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$690,0001,228
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,209,000885
Available-for-sale securities (fair market value)$690,0007,696
Total debt securities$20,209,0004,523
Structured notes
Amortized cost$1,173,0002,053
Fair value$1,147,0002,053
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$20,138,0004,614
U.S. Government securities$19,255,0003,910
U.S. Treasury securities$01,737
U.S. Government agency obligations$19,255,0003,776
Securities issued by states & political subdivisions$100,0006,236
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$783,0001,212
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,355,000953
Available-for-sale securities (fair market value)$783,0007,717
Total debt securities$19,355,0004,653
Structured notes
Amortized cost$1,173,0002,041
Fair value$1,151,0002,042
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$19,422,0004,695
U.S. Government securities$19,013,0003,892
U.S. Treasury securities$01,786
U.S. Government agency obligations$19,013,0003,764
Securities issued by states & political subdivisions$100,0006,285
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$309,0001,525
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,079
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,113,000952
Available-for-sale securities (fair market value)$309,0007,866
Total debt securities$19,112,0004,678
Structured notes
Amortized cost$1,673,0001,753
Fair value$1,653,0001,752
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$19,910,0004,656
U.S. Government securities$19,526,0003,854
U.S. Treasury securities$01,839
U.S. Government agency obligations$19,526,0003,725
Securities issued by states & political subdivisions$100,0006,302
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$284,0001,570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,626,000927
Available-for-sale securities (fair market value)$284,0007,903
Total debt securities$19,629,0004,622
Structured notes
Amortized cost$1,673,0001,752
Fair value$1,659,0001,751
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$21,591,0004,496
U.S. Government securities$19,346,0003,976
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,346,0003,835
Securities issued by states & political subdivisions$101,0006,332
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$2,144,000845
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,447,000961
Available-for-sale securities (fair market value)$2,144,0007,493
Total debt securities$19,447,0004,726
Structured notes
Amortized cost$2,473,0001,410
Fair value$2,427,0001,409
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$20,887,0004,601
U.S. Government securities$19,428,0003,947
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,428,0003,812
Securities issued by states & political subdivisions$101,0006,373
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$1,358,0001,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,529,000955
Available-for-sale securities (fair market value)$1,358,0007,723
Total debt securities$19,529,0004,733
Structured notes
Amortized cost$2,472,0001,379
Fair value$2,451,0001,379
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$20,504,0004,649
U.S. Government securities$18,822,0003,989
U.S. Treasury securities$01,990
U.S. Government agency obligations$18,822,0003,851
Securities issued by states & political subdivisions$101,0006,420
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$1,581,0001,027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,214
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,923,000986
Available-for-sale securities (fair market value)$1,581,0007,704
Total debt securities$18,930,0004,790
Structured notes
Amortized cost$2,949,0001,305
Fair value$2,978,0001,288
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$20,984,0004,660
U.S. Government securities$19,055,0004,029
U.S. Treasury securities$02,098
U.S. Government agency obligations$19,055,0003,881
Securities issued by states & political subdivisions$101,0006,458
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$1,828,0001,015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,156,000981
Available-for-sale securities (fair market value)$1,828,0007,728
Total debt securities$19,156,0004,855
Structured notes
Amortized cost$3,249,0001,146
Fair value$3,206,0001,145
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$19,530,0004,834
U.S. Government securities$16,833,0004,324
U.S. Treasury securities$02,082
U.S. Government agency obligations$16,833,0004,179
Securities issued by states & political subdivisions$101,0006,462
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$2,596,000907
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,252
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,934,0001,047
Available-for-sale securities (fair market value)$2,596,0007,515
Total debt securities$16,935,0005,139
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$22,373,0004,510
U.S. Government securities$19,161,0004,031
U.S. Treasury securities$02,227
U.S. Government agency obligations$19,161,0003,891
Securities issued by states & political subdivisions$101,0006,546
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$3,111,000829
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,280
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,262,000966
Available-for-sale securities (fair market value)$3,111,0007,439
Total debt securities$19,262,0004,839
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$23,129,0004,362
U.S. Government securities$19,484,0003,863
U.S. Treasury securities$02,287
U.S. Government agency obligations$19,484,0003,726
Securities issued by states & political subdivisions$101,0006,586
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$3,544,000821
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,585,000951
Available-for-sale securities (fair market value)$3,544,0007,321
Total debt securities$19,585,0004,712
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$22,699,0004,316
U.S. Government securities$16,862,0004,139
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,862,0003,984
Securities issued by states & political subdivisions$101,0006,593
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$5,736,000634
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,339
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,963,0001,023
Available-for-sale securities (fair market value)$5,736,0006,745
Total debt securities$16,963,0005,047
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$20,808,0004,539
U.S. Government securities$16,415,0004,267
U.S. Treasury securities$02,382
U.S. Government agency obligations$16,415,0004,088
Securities issued by states & political subdivisions$101,0006,582
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$4,292,000767
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,369
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,516,0001,058
Available-for-sale securities (fair market value)$4,292,0007,153
Total debt securities$16,516,0005,151
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$21,668,0004,405
U.S. Government securities$17,928,0003,987
U.S. Treasury securities$02,544
U.S. Government agency obligations$17,928,0003,820
Securities issued by states & political subdivisions$101,0006,601
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$3,639,000832
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,400
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,029,0001,003
Available-for-sale securities (fair market value)$3,639,0007,342
Total debt securities$18,028,0004,871
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$20,620,0004,443
U.S. Government securities$14,693,0004,433
U.S. Treasury securities$03,182
U.S. Government agency obligations$14,693,0004,220
Securities issued by states & political subdivisions$101,0006,771
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$5,826,000608
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,794,0001,183
Available-for-sale securities (fair market value)$5,826,0006,748
Total debt securities$14,794,0005,311
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$22,727,0004,220
U.S. Government securities$18,961,0003,827
U.S. Treasury securities$500,0003,417
U.S. Government agency obligations$18,461,0003,633
Securities issued by states & political subdivisions$102,0006,964
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$3,664,0001,054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,063,0001,183
Available-for-sale securities (fair market value)$3,664,0007,661
Total debt securities$19,063,0004,658
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$22,185,0004,497
U.S. Government securities$16,995,0004,361
U.S. Treasury securities$999,0003,694
U.S. Government agency obligations$15,996,0004,114
Securities issued by states & political subdivisions$102,0007,302
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$5,088,000820
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,097,0001,450
Available-for-sale securities (fair market value)$5,088,0007,392
Total debt securities$17,097,0005,237
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$19,027,0004,990
U.S. Government securities$14,453,0004,890
U.S. Treasury securities$1,997,0004,037
U.S. Government agency obligations$12,456,0004,625
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$4,574,000887
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,453,0001,785
Available-for-sale securities (fair market value)$4,574,0007,517
Total debt securities$14,453,0005,793
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$15,935,0005,768
U.S. Government securities$13,180,0005,493
U.S. Treasury securities$2,992,0004,365
U.S. Government agency obligations$10,188,0005,168
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$2,755,0001,183
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$316,0007,329
Certificates of participation in pools of residential mortgages$316,0006,580
Issued or guaranteed by U.S.$316,0006,557
Privately issued$0394
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)$13,180,0002,307
Available-for-sale securities (fair market value)$2,755,0008,417
Total debt securities$13,180,0006,347
Structured notes
Amortized cost$999,0001,445
Fair value$999,0001,248
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$14,349,0006,600
U.S. Government securities$11,742,0006,407
U.S. Treasury securities$3,004,0005,068
U.S. Government agency obligations$8,738,0005,942
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$2,607,0001,221
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$398,0007,753
Certificates of participation in pools of residential mortgages$398,0006,915
Issued or guaranteed by U.S.$398,0006,896
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$11,742,0002,850
Available-for-sale securities (fair market value)$2,607,0008,753
Total debt securities$11,742,0007,226
Structured notes
Amortized cost$996,0002,002
Fair value$991,0001,831
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$14,268,0006,900
U.S. Government securities$11,137,0006,869
U.S. Treasury securities$4,010,0005,240
U.S. Government agency obligations$7,127,0006,646
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$3,131,0001,055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$637,0007,789
Certificates of participation in pools of residential mortgages$637,0006,721
Issued or guaranteed by U.S.$637,0006,689
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$11,137,0003,144
Available-for-sale securities (fair market value)$3,131,0008,876
Total debt securities$11,137,0007,751
Structured notes
Amortized cost$2,743,0001,310
Fair value$2,739,0001,290
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$12,879,0007,752
U.S. Government securities$9,639,0007,902
U.S. Treasury securities$2,996,0007,110
U.S. Government agency obligations$6,643,0006,825
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$3,240,000913
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
Mortgage-backed securities$901,0007,902
Certificates of participation in pools of residential mortgages$901,0006,590
Issued or guaranteed by U.S.$901,0006,569
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)$9,639,0005,803
Available-for-sale securities (fair market value)$3,240,0007,956
Total debt securities$9,639,0008,767
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$8,559,0009,645
U.S. Government securities$5,128,00010,437
U.S. Treasury securities$1,998,0008,567
U.S. Government agency obligations$3,130,0009,277
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$3,431,000980
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$881,0008,648
Certificates of participation in pools of residential mortgages$881,0007,307
Issued or guaranteed by U.S.$881,0007,256
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$5,128,00011,069
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$8,780,0009,674
U.S. Government securities$5,488,00010,479
U.S. Treasury securities$1,999,0008,849
U.S. Government agency obligations$3,489,0009,128
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$3,292,000872
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$1,739,0007,955
Certificates of participation in pools of residential mortgages$1,739,0006,480
Issued or guaranteed by U.S.$1,739,0006,418
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,488,00011,194
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA