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Citizens Bank, Securities

2023-12-31Rank
Total securities$97,388,0001,735
U.S. Government securities$85,902,0001,303
U.S. Treasury securities$29,441,000713
U.S. Government agency obligations$56,461,0001,495
Securities issued by states & political subdivisions$5,401,0002,873
Other domestic debt securities$6,085,0001,264
Privately issued residential mortgage-backed securities$6,085,000349
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,036,0002,679
Mortgage-backed securities$16,078,0002,217
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,640,0002,749
Privately issued$6,085,00080
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,353,0001,309
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$277,0001,643
Available-for-sale securities (fair market value)$97,111,0001,541
Total debt securities$97,389,0001,720
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$95,811,0001,744
U.S. Government securities$90,518,0001,244
U.S. Treasury securities$29,076,000748
U.S. Government agency obligations$61,442,0001,399
Securities issued by states & political subdivisions$5,293,0002,902
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,217,0002,693
Mortgage-backed securities$16,336,0002,170
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$10,043,0002,033
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,293,0001,292
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$301,0001,657
Available-for-sale securities (fair market value)$95,510,0001,541
Total debt securities$95,811,0001,730
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$102,336,0001,703
U.S. Government securities$89,808,0001,295
U.S. Treasury securities$33,985,000670
U.S. Government agency obligations$55,823,0001,516
Securities issued by states & political subdivisions$5,396,0002,938
Other domestic debt securities$7,132,0001,196
Privately issued residential mortgage-backed securities$7,132,000316
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,883,0002,640
Mortgage-backed securities$17,477,0002,150
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,711,0002,762
Privately issued$7,132,00080
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,634,0001,272
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$329,0001,669
Available-for-sale securities (fair market value)$102,007,0001,509
Total debt securities$102,336,0001,688
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$100,638,0001,803
U.S. Government securities$95,128,0001,308
U.S. Treasury securities$34,248,000708
U.S. Government agency obligations$60,880,0001,441
Securities issued by states & political subdivisions$5,510,0002,979
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,208,0002,657
Mortgage-backed securities$14,632,0002,353
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$11,731,0001,999
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,901,0001,745
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$346,0001,724
Available-for-sale securities (fair market value)$100,292,0001,586
Total debt securities$100,637,0001,783
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$96,869,0001,885
U.S. Government securities$91,441,0001,368
U.S. Treasury securities$33,801,000754
U.S. Government agency obligations$57,640,0001,502
Securities issued by states & political subdivisions$5,428,0003,025
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,519,0002,537
Mortgage-backed securities$12,311,0002,519
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,330,0002,195
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,981,0001,753
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$363,0001,736
Available-for-sale securities (fair market value)$96,506,0001,668
Total debt securities$96,868,0001,866
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$94,411,0001,903
U.S. Government securities$88,933,0001,389
U.S. Treasury securities$29,967,000826
U.S. Government agency obligations$58,966,0001,492
Securities issued by states & political subdivisions$5,478,0003,029
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,078,0002,460
Mortgage-backed securities$13,137,0002,476
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,992,0002,152
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$3,145,0001,733
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$385,0001,719
Available-for-sale securities (fair market value)$94,026,0001,696
Total debt securities$94,410,0001,886
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$81,288,0002,117
U.S. Government securities$75,618,0001,565
U.S. Treasury securities$20,498,0001,050
U.S. Government agency obligations$55,120,0001,586
Securities issued by states & political subdivisions$5,670,0003,058
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,374,0002,726
Mortgage-backed securities$14,463,0002,453
Certificates of participation in pools of residential mortgages$11,058,0002,168
Issued or guaranteed by U.S.$11,058,0002,112
Privately issued$0231
Collaterized mortgage obligations$3,405,0001,804
CMOs issued by government agencies or sponsored agencies$3,405,0001,728
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$407,0001,648
Available-for-sale securities (fair market value)$80,881,0001,959
Total debt securities$81,288,0002,106
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$75,985,0002,183
U.S. Government securities$70,132,0001,605
U.S. Treasury securities$13,884,0001,187
U.S. Government agency obligations$56,248,0001,575
Securities issued by states & political subdivisions$5,853,0003,061
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,207,0002,689
Mortgage-backed securities$16,222,0002,389
Certificates of participation in pools of residential mortgages$12,497,0002,092
Issued or guaranteed by U.S.$12,497,0002,045
Privately issued$0238
Collaterized mortgage obligations$3,725,0001,770
CMOs issued by government agencies or sponsored agencies$3,725,0001,696
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$442,0001,553
Available-for-sale securities (fair market value)$75,543,0002,036
Total debt securities$75,987,0002,173
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$45,492,0002,818
U.S. Government securities$40,169,0002,109
U.S. Treasury securities$02,212
U.S. Government agency obligations$40,169,0001,898
Securities issued by states & political subdivisions$5,323,0003,175
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$10,245,0002,620
Mortgage-backed securities$13,958,0002,515
Certificates of participation in pools of residential mortgages$13,958,0001,996
Issued or guaranteed by U.S.$13,958,0001,940
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)$469,0001,461
Available-for-sale securities (fair market value)$45,023,0002,663
Total debt securities$45,493,0002,800
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$33,090,0003,145
U.S. Government securities$30,066,0002,384
U.S. Treasury securities$02,008
U.S. Government agency obligations$30,066,0002,201
Securities issued by states & political subdivisions$3,024,0003,480
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$10,032,0002,652
Mortgage-backed securities$15,319,0002,446
Certificates of participation in pools of residential mortgages$15,319,0001,906
Issued or guaranteed by U.S.$15,319,0001,855
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)$503,0001,448
Available-for-sale securities (fair market value)$32,587,0002,982
Total debt securities$33,090,0003,123
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$25,061,0003,394
U.S. Government securities$21,549,0002,726
U.S. Treasury securities$01,913
U.S. Government agency obligations$21,549,0002,545
Securities issued by states & political subdivisions$3,512,0003,414
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$5,352,0003,098
Mortgage-backed securities$16,793,0002,327
Certificates of participation in pools of residential mortgages$16,793,0001,784
Issued or guaranteed by U.S.$16,793,0001,740
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)$557,0001,416
Available-for-sale securities (fair market value)$24,504,0003,219
Total debt securities$25,061,0003,372
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$24,860,0003,302
U.S. Government securities$21,356,0002,592
U.S. Treasury securities$01,631
U.S. Government agency obligations$21,356,0002,428
Securities issued by states & political subdivisions$3,504,0003,400
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$5,880,0003,024
Mortgage-backed securities$18,520,0002,148
Certificates of participation in pools of residential mortgages$18,520,0001,620
Issued or guaranteed by U.S.$18,520,0001,573
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)$595,0001,398
Available-for-sale securities (fair market value)$24,265,0003,133
Total debt securities$24,861,0003,280
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$22,853,0003,280
U.S. Government securities$21,011,0002,483
U.S. Treasury securities$01,194
U.S. Government agency obligations$21,011,0002,359
Securities issued by states & political subdivisions$1,842,0003,709
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$6,384,0002,970
Mortgage-backed securities$20,160,0002,008
Certificates of participation in pools of residential mortgages$20,160,0001,446
Issued or guaranteed by U.S.$20,160,0001,414
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)$637,0001,379
Available-for-sale securities (fair market value)$22,216,0003,110
Total debt securities$22,852,0003,258
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$24,768,0003,124
U.S. Government securities$22,920,0002,329
U.S. Treasury securities$01,216
U.S. Government agency obligations$22,920,0002,205
Securities issued by states & political subdivisions$1,848,0003,652
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$5,483,0003,094
Mortgage-backed securities$21,948,0001,911
Certificates of participation in pools of residential mortgages$21,948,0001,324
Issued or guaranteed by U.S.$21,948,0001,290
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)$670,0001,366
Available-for-sale securities (fair market value)$24,098,0002,960
Total debt securities$24,768,0003,098
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$26,651,0003,013
U.S. Government securities$24,714,0002,238
U.S. Treasury securities$01,251
U.S. Government agency obligations$24,714,0002,127
Securities issued by states & political subdivisions$1,937,0003,611
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$5,888,0003,079
Mortgage-backed securities$23,781,0001,823
Certificates of participation in pools of residential mortgages$23,781,0001,224
Issued or guaranteed by U.S.$23,781,0001,190
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)$741,0001,355
Available-for-sale securities (fair market value)$25,910,0002,861
Total debt securities$26,651,0002,992
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$28,707,0002,887
U.S. Government securities$26,773,0002,150
U.S. Treasury securities$01,297
U.S. Government agency obligations$26,773,0002,039
Securities issued by states & political subdivisions$1,934,0003,583
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$5,167,0003,139
Mortgage-backed securities$25,687,0001,746
Certificates of participation in pools of residential mortgages$25,687,0001,148
Issued or guaranteed by U.S.$25,687,0001,117
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)$796,0001,361
Available-for-sale securities (fair market value)$27,911,0002,744
Total debt securities$28,707,0002,870
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$29,997,0002,859
U.S. Government securities$27,843,0002,142
U.S. Treasury securities$01,363
U.S. Government agency obligations$27,843,0002,029
Securities issued by states & political subdivisions$2,154,0003,531
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$5,316,0003,175
Mortgage-backed securities$26,739,0001,663
Certificates of participation in pools of residential mortgages$26,739,0001,088
Issued or guaranteed by U.S.$26,739,0001,064
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)$840,0001,391
Available-for-sale securities (fair market value)$29,157,0002,708
Total debt securities$29,998,0002,838
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$41,899,0002,389
U.S. Government securities$29,742,0002,088
U.S. Treasury securities$01,429
U.S. Government agency obligations$29,742,0001,984
Securities issued by states & political subdivisions$12,157,0002,107
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$5,640,0003,171
Mortgage-backed securities$28,520,0001,569
Certificates of participation in pools of residential mortgages$28,520,0001,005
Issued or guaranteed by U.S.$28,520,000977
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)$897,0001,440
Available-for-sale securities (fair market value)$41,002,0002,242
Total debt securities$41,899,0002,368
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$32,295,0002,814
U.S. Government securities$31,411,0002,049
U.S. Treasury securities$01,467
U.S. Government agency obligations$31,411,0001,934
Securities issued by states & political subdivisions$884,0004,014
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$5,505,0003,243
Mortgage-backed securities$30,257,0001,491
Certificates of participation in pools of residential mortgages$30,257,000959
Issued or guaranteed by U.S.$30,257,000950
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)$975,0001,467
Available-for-sale securities (fair market value)$31,320,0002,656
Total debt securities$32,295,0002,794
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$33,640,0002,802
U.S. Government securities$32,757,0002,028
U.S. Treasury securities$01,516
U.S. Government agency obligations$32,757,0001,906
Securities issued by states & political subdivisions$883,0004,080
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$5,499,0003,304
Mortgage-backed securities$31,472,0001,450
Certificates of participation in pools of residential mortgages$31,472,000944
Issued or guaranteed by U.S.$31,472,000935
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)$1,029,0001,472
Available-for-sale securities (fair market value)$32,611,0002,630
Total debt securities$33,642,0002,784
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$35,096,0002,763
U.S. Government securities$34,215,0001,985
U.S. Treasury securities$01,513
U.S. Government agency obligations$34,215,0001,873
Securities issued by states & political subdivisions$881,0004,128
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$4,193,0003,550
Mortgage-backed securities$32,935,0001,407
Certificates of participation in pools of residential mortgages$32,935,000916
Issued or guaranteed by U.S.$32,935,000909
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)$1,077,0001,491
Available-for-sale securities (fair market value)$34,019,0002,605
Total debt securities$35,095,0002,747
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$26,868,0003,161
U.S. Government securities$26,457,0002,327
U.S. Treasury securities$01,500
U.S. Government agency obligations$26,457,0002,216
Securities issued by states & political subdivisions$411,0004,346
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$4,411,0003,555
Mortgage-backed securities$25,045,0001,673
Certificates of participation in pools of residential mortgages$25,045,0001,130
Issued or guaranteed by U.S.$25,045,0001,124
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)$1,178,0001,495
Available-for-sale securities (fair market value)$25,690,0002,971
Total debt securities$26,867,0003,143
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$28,513,0003,112
U.S. Government securities$28,100,0002,242
U.S. Treasury securities$01,475
U.S. Government agency obligations$28,100,0002,139
Securities issued by states & political subdivisions$413,0004,400
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$4,731,0003,531
Mortgage-backed securities$26,687,0001,640
Certificates of participation in pools of residential mortgages$26,687,0001,112
Issued or guaranteed by U.S.$26,687,0001,080
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)$1,264,0001,507
Available-for-sale securities (fair market value)$27,249,0002,937
Total debt securities$28,513,0003,093
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$30,440,0003,070
U.S. Government securities$30,027,0002,203
U.S. Treasury securities$01,426
U.S. Government agency obligations$30,027,0002,103
Securities issued by states & political subdivisions$413,0004,444
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$4,546,0003,612
Mortgage-backed securities$28,492,0001,556
Certificates of participation in pools of residential mortgages$28,492,0001,087
Issued or guaranteed by U.S.$28,492,0001,085
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)$1,328,0001,525
Available-for-sale securities (fair market value)$29,112,0002,889
Total debt securities$30,440,0003,051
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$32,496,0003,001
U.S. Government securities$32,081,0002,121
U.S. Treasury securities$01,328
U.S. Government agency obligations$32,081,0002,034
Securities issued by states & political subdivisions$415,0004,510
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$4,236,0003,721
Mortgage-backed securities$30,527,0001,502
Certificates of participation in pools of residential mortgages$30,527,0001,065
Issued or guaranteed by U.S.$30,527,0001,065
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)$1,433,0001,546
Available-for-sale securities (fair market value)$31,063,0002,850
Total debt securities$32,496,0002,981
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$38,064,0002,762
U.S. Government securities$36,420,0001,951
U.S. Treasury securities$01,313
U.S. Government agency obligations$36,420,0001,867
Securities issued by states & political subdivisions$1,644,0004,129
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$22,461,0001,915
Mortgage-backed securities$34,697,0001,389
Certificates of participation in pools of residential mortgages$34,697,000975
Issued or guaranteed by U.S.$34,697,000975
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)$2,744,0001,405
Available-for-sale securities (fair market value)$35,320,0002,664
Total debt securities$38,065,0002,741
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$40,322,0002,709
U.S. Government securities$38,676,0001,911
U.S. Treasury securities$01,351
U.S. Government agency obligations$38,676,0001,825
Securities issued by states & political subdivisions$1,646,0004,155
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$25,732,0001,766
Mortgage-backed securities$36,928,0001,360
Certificates of participation in pools of residential mortgages$36,928,000961
Issued or guaranteed by U.S.$36,928,000961
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)$2,858,0001,416
Available-for-sale securities (fair market value)$37,464,0002,608
Total debt securities$40,322,0002,688
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$43,297,0002,629
U.S. Government securities$41,653,0001,852
U.S. Treasury securities$01,390
U.S. Government agency obligations$41,653,0001,769
Securities issued by states & political subdivisions$1,644,0004,201
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$38,365,0001,336
Mortgage-backed securities$38,762,0001,331
Certificates of participation in pools of residential mortgages$38,762,000943
Issued or guaranteed by U.S.$38,762,000943
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)$2,937,0001,437
Available-for-sale securities (fair market value)$40,360,0002,503
Total debt securities$43,298,0002,616
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$45,526,0002,533
U.S. Government securities$43,880,0001,761
U.S. Treasury securities$01,367
U.S. Government agency obligations$43,880,0001,678
Securities issued by states & political subdivisions$1,646,0004,244
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$40,473,0001,275
Mortgage-backed securities$40,982,0001,272
Certificates of participation in pools of residential mortgages$40,982,000904
Issued or guaranteed by U.S.$40,982,000904
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)$3,018,0001,436
Available-for-sale securities (fair market value)$42,508,0002,413
Total debt securities$45,527,0002,514
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$48,381,0002,429
U.S. Government securities$46,722,0001,661
U.S. Treasury securities$01,214
U.S. Government agency obligations$46,722,0001,588
Securities issued by states & political subdivisions$1,659,0004,254
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$44,251,0001,194
Mortgage-backed securities$44,528,0001,214
Certificates of participation in pools of residential mortgages$44,528,000852
Issued or guaranteed by U.S.$44,528,000852
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)$3,124,0001,427
Available-for-sale securities (fair market value)$45,257,0002,321
Total debt securities$48,382,0002,406
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$51,066,0002,370
U.S. Government securities$49,402,0001,642
U.S. Treasury securities$01,253
U.S. Government agency obligations$49,402,0001,561
Securities issued by states & political subdivisions$1,664,0004,280
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$47,320,0001,160
Mortgage-backed securities$47,188,0001,182
Certificates of participation in pools of residential mortgages$47,188,000823
Issued or guaranteed by U.S.$47,188,000819
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)$3,227,0001,454
Available-for-sale securities (fair market value)$47,839,0002,275
Total debt securities$51,066,0002,342
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$55,611,0002,243
U.S. Government securities$53,945,0001,572
U.S. Treasury securities$01,296
U.S. Government agency obligations$53,945,0001,500
Securities issued by states & political subdivisions$1,666,0004,309
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$49,272,0001,150
Mortgage-backed securities$49,592,0001,145
Certificates of participation in pools of residential mortgages$49,592,000806
Issued or guaranteed by U.S.$49,592,000806
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)$3,333,0001,479
Available-for-sale securities (fair market value)$52,278,0002,143
Total debt securities$55,610,0002,217
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$57,491,0002,221
U.S. Government securities$55,824,0001,545
U.S. Treasury securities$01,367
U.S. Government agency obligations$55,824,0001,472
Securities issued by states & political subdivisions$1,667,0004,352
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$51,040,0001,118
Mortgage-backed securities$51,436,0001,116
Certificates of participation in pools of residential mortgages$51,436,000781
Issued or guaranteed by U.S.$51,436,000780
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)$3,454,0001,501
Available-for-sale securities (fair market value)$54,037,0002,111
Total debt securities$57,492,0002,196
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$60,919,0002,154
U.S. Government securities$59,250,0001,490
U.S. Treasury securities$01,303
U.S. Government agency obligations$59,250,0001,421
Securities issued by states & political subdivisions$1,669,0004,411
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$54,320,0001,076
Mortgage-backed securities$54,652,0001,055
Certificates of participation in pools of residential mortgages$54,652,000729
Issued or guaranteed by U.S.$54,652,000729
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)$3,560,0001,487
Available-for-sale securities (fair market value)$57,359,0002,049
Total debt securities$60,919,0002,128
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$67,386,0002,034
U.S. Government securities$65,719,0001,399
U.S. Treasury securities$01,348
U.S. Government agency obligations$65,719,0001,340
Securities issued by states & political subdivisions$1,667,0004,431
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$55,974,0001,058
Mortgage-backed securities$57,125,0001,035
Certificates of participation in pools of residential mortgages$57,125,000726
Issued or guaranteed by U.S.$57,125,000726
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)$3,690,0001,499
Available-for-sale securities (fair market value)$63,696,0001,919
Total debt securities$67,385,0002,012
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$66,777,0002,077
U.S. Government securities$65,103,0001,424
U.S. Treasury securities$01,327
U.S. Government agency obligations$65,103,0001,369
Securities issued by states & political subdivisions$1,674,0004,443
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$59,328,0001,022
Mortgage-backed securities$58,299,0001,027
Certificates of participation in pools of residential mortgages$58,299,000730
Issued or guaranteed by U.S.$58,299,000729
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)$3,803,0001,492
Available-for-sale securities (fair market value)$62,974,0001,953
Total debt securities$66,777,0002,050
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$65,238,0002,138
U.S. Government securities$63,563,0001,471
U.S. Treasury securities$01,361
U.S. Government agency obligations$63,563,0001,411
Securities issued by states & political subdivisions$1,675,0004,515
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$59,621,0001,007
Mortgage-backed securities$60,752,0001,012
Certificates of participation in pools of residential mortgages$60,752,000711
Issued or guaranteed by U.S.$60,752,000707
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)$3,955,0001,504
Available-for-sale securities (fair market value)$61,283,0002,027
Total debt securities$65,238,0002,115
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$58,277,0002,356
U.S. Government securities$56,594,0001,665
U.S. Treasury securities$01,381
U.S. Government agency obligations$56,594,0001,602
Securities issued by states & political subdivisions$1,683,0004,559
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$47,225,0001,228
Mortgage-backed securities$53,628,0001,158
Certificates of participation in pools of residential mortgages$53,628,000797
Issued or guaranteed by U.S.$53,628,000796
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)$4,101,0001,508
Available-for-sale securities (fair market value)$54,176,0002,258
Total debt securities$58,278,0002,337
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$61,396,0002,270
U.S. Government securities$59,718,0001,604
U.S. Treasury securities$01,342
U.S. Government agency obligations$59,718,0001,544
Securities issued by states & political subdivisions$1,678,0004,602
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$49,897,0001,185
Mortgage-backed securities$56,747,0001,119
Certificates of participation in pools of residential mortgages$56,747,000777
Issued or guaranteed by U.S.$56,747,000777
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)$4,294,0001,503
Available-for-sale securities (fair market value)$57,102,0002,184
Total debt securities$61,396,0002,254
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$63,934,0002,216
U.S. Government securities$62,253,0001,561
U.S. Treasury securities$01,198
U.S. Government agency obligations$62,253,0001,499
Securities issued by states & political subdivisions$1,681,0004,633
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$50,151,0001,171
Mortgage-backed securities$59,047,0001,079
Certificates of participation in pools of residential mortgages$59,047,000752
Issued or guaranteed by U.S.$59,047,000752
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)$4,430,0001,492
Available-for-sale securities (fair market value)$59,504,0002,126
Total debt securities$63,935,0002,199
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$65,779,0002,161
U.S. Government securities$64,103,0001,494
U.S. Treasury securities$01,131
U.S. Government agency obligations$64,103,0001,446
Securities issued by states & political subdivisions$1,676,0004,661
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$47,353,0001,220
Mortgage-backed securities$60,897,0001,036
Certificates of participation in pools of residential mortgages$60,897,000720
Issued or guaranteed by U.S.$60,897,000718
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)$4,585,0001,463
Available-for-sale securities (fair market value)$61,194,0002,063
Total debt securities$65,780,0002,137
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$56,733,0002,438
U.S. Government securities$55,010,0001,739
U.S. Treasury securities$01,131
U.S. Government agency obligations$55,010,0001,689
Securities issued by states & political subdivisions$1,723,0004,666
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$29,120,0001,716
Mortgage-backed securities$51,895,0001,220
Certificates of participation in pools of residential mortgages$51,895,000827
Issued or guaranteed by U.S.$51,895,000827
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)$6,511,0001,279
Available-for-sale securities (fair market value)$50,222,0002,449
Total debt securities$56,734,0002,416
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$53,733,0002,541
U.S. Government securities$52,010,0001,808
U.S. Treasury securities$01,152
U.S. Government agency obligations$52,010,0001,756
Securities issued by states & political subdivisions$1,723,0004,658
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$30,382,0001,643
Mortgage-backed securities$48,889,0001,299
Certificates of participation in pools of residential mortgages$48,889,000876
Issued or guaranteed by U.S.$48,889,000875
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)$6,763,0001,181
Available-for-sale securities (fair market value)$46,970,0002,573
Total debt securities$53,732,0002,517
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$51,144,0002,661
U.S. Government securities$49,377,0001,929
U.S. Treasury securities$01,161
U.S. Government agency obligations$49,377,0001,872
Securities issued by states & political subdivisions$1,767,0004,632
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$30,842,0001,653
Mortgage-backed securities$44,230,0001,424
Certificates of participation in pools of residential mortgages$44,230,000963
Issued or guaranteed by U.S.$44,230,000963
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)$7,007,0001,129
Available-for-sale securities (fair market value)$44,137,0002,732
Total debt securities$51,144,0002,634
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$43,336,0002,947
U.S. Government securities$41,571,0002,156
U.S. Treasury securities$01,135
U.S. Government agency obligations$41,571,0002,104
Securities issued by states & political subdivisions$1,765,0004,651
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$29,022,0001,713
Mortgage-backed securities$35,517,0001,678
Certificates of participation in pools of residential mortgages$35,517,0001,146
Issued or guaranteed by U.S.$35,517,0001,144
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)$8,190,0001,054
Available-for-sale securities (fair market value)$35,146,0003,110
Total debt securities$43,335,0002,918
Structured notes
Amortized cost$900,0001,823
Fair value$903,0001,825
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$43,871,0002,948
U.S. Government securities$42,095,0002,188
U.S. Treasury securities$01,086
U.S. Government agency obligations$42,095,0002,140
Securities issued by states & political subdivisions$1,776,0004,654
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$25,929,0001,859
Mortgage-backed securities$36,021,0001,755
Certificates of participation in pools of residential mortgages$36,021,0001,200
Issued or guaranteed by U.S.$36,021,0001,200
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)$8,447,0001,063
Available-for-sale securities (fair market value)$35,424,0003,125
Total debt securities$43,870,0002,924
Structured notes
Amortized cost$900,0001,962
Fair value$908,0001,956
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$46,206,0002,861
U.S. Government securities$44,450,0002,097
U.S. Treasury securities$01,068
U.S. Government agency obligations$44,450,0002,046
Securities issued by states & political subdivisions$1,756,0004,645
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$21,152,0002,170
Mortgage-backed securities$38,253,0001,701
Certificates of participation in pools of residential mortgages$38,253,0001,168
Issued or guaranteed by U.S.$38,253,0001,168
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)$8,730,0001,040
Available-for-sale securities (fair market value)$37,476,0003,014
Total debt securities$46,207,0002,839
Structured notes
Amortized cost$900,0002,206
Fair value$918,0002,193
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$46,705,0002,819
U.S. Government securities$44,995,0002,125
U.S. Treasury securities$01,157
U.S. Government agency obligations$44,995,0002,075
Securities issued by states & political subdivisions$1,710,0004,633
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$23,345,0002,061
Mortgage-backed securities$34,785,0001,808
Certificates of participation in pools of residential mortgages$34,785,0001,237
Issued or guaranteed by U.S.$34,785,0001,236
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)$9,027,0001,037
Available-for-sale securities (fair market value)$37,678,0003,026
Total debt securities$46,705,0002,800
Structured notes
Amortized cost$4,893,0001,075
Fair value$4,921,0001,065
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$36,167,0003,269
U.S. Government securities$34,426,0002,515
U.S. Treasury securities$01,076
U.S. Government agency obligations$34,426,0002,459
Securities issued by states & political subdivisions$1,741,0004,605
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$20,425,0002,127
Mortgage-backed securities$24,198,0002,192
Certificates of participation in pools of residential mortgages$24,198,0001,530
Issued or guaranteed by U.S.$24,198,0001,528
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)$9,307,0001,041
Available-for-sale securities (fair market value)$26,860,0003,627
Total debt securities$36,168,0003,248
Structured notes
Amortized cost$4,893,0001,046
Fair value$4,926,0001,037
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$36,453,0003,200
U.S. Government securities$35,163,0002,421
U.S. Treasury securities$01,126
U.S. Government agency obligations$35,163,0002,357
Securities issued by states & political subdivisions$1,290,0004,774
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$21,797,0001,999
Mortgage-backed securities$19,903,0002,441
Certificates of participation in pools of residential mortgages$19,903,0001,730
Issued or guaranteed by U.S.$19,903,0001,725
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)$9,601,0001,032
Available-for-sale securities (fair market value)$26,852,0003,546
Total debt securities$36,448,0003,178
Structured notes
Amortized cost$4,893,0001,084
Fair value$4,938,0001,074
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$29,558,0003,658
U.S. Government securities$29,558,0002,840
U.S. Treasury securities$01,225
U.S. Government agency obligations$29,558,0002,755
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,381,0002,129
Mortgage-backed securities$14,256,0002,837
Certificates of participation in pools of residential mortgages$14,256,0002,130
Issued or guaranteed by U.S.$14,256,0002,127
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)$9,861,0001,027
Available-for-sale securities (fair market value)$19,697,0004,218
Total debt securities$29,558,0003,626
Structured notes
Amortized cost$4,892,0001,211
Fair value$4,969,0001,201
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$23,920,0004,133
U.S. Government securities$23,920,0003,271
U.S. Treasury securities$01,272
U.S. Government agency obligations$23,920,0003,179
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,244,0002,033
Mortgage-backed securities$15,112,0002,682
Certificates of participation in pools of residential mortgages$15,112,0001,995
Issued or guaranteed by U.S.$15,112,0001,992
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)$12,714,000917
Available-for-sale securities (fair market value)$11,206,0005,192
Total debt securities$23,920,0004,102
Structured notes
Amortized cost$3,477,0001,577
Fair value$3,533,0001,528
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$25,102,0003,911
U.S. Government securities$25,102,0002,995
U.S. Treasury securities$01,275
U.S. Government agency obligations$25,102,0002,902
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,325,0001,914
Mortgage-backed securities$16,260,0002,490
Certificates of participation in pools of residential mortgages$16,260,0001,822
Issued or guaranteed by U.S.$16,260,0001,818
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)$13,103,000890
Available-for-sale securities (fair market value)$11,999,0004,986
Total debt securities$25,101,0003,878
Structured notes
Amortized cost$3,476,0001,451
Fair value$3,542,0001,409
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$27,481,0003,663
U.S. Government securities$27,481,0002,803
U.S. Treasury securities$01,180
U.S. Government agency obligations$27,481,0002,711
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,062,0002,189
Mortgage-backed securities$17,594,0002,380
Certificates of participation in pools of residential mortgages$17,594,0001,686
Issued or guaranteed by U.S.$17,594,0001,682
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)$13,596,000880
Available-for-sale securities (fair market value)$13,885,0004,680
Total debt securities$27,481,0003,634
Structured notes
Amortized cost$4,469,0001,243
Fair value$4,560,0001,213
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$28,749,0003,564
U.S. Government securities$28,749,0002,761
U.S. Treasury securities$01,121
U.S. Government agency obligations$28,749,0002,676
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,128,0002,153
Mortgage-backed securities$18,869,0002,281
Certificates of participation in pools of residential mortgages$18,869,0001,616
Issued or guaranteed by U.S.$18,869,0001,609
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)$13,986,000897
Available-for-sale securities (fair market value)$14,763,0004,599
Total debt securities$28,750,0003,535
Structured notes
Amortized cost$4,468,0001,298
Fair value$4,519,0001,278
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$27,690,0003,674
U.S. Government securities$27,690,0002,863
U.S. Treasury securities$382,0001,010
U.S. Government agency obligations$27,308,0002,815
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,262,0002,136
Mortgage-backed securities$20,250,0002,241
Certificates of participation in pools of residential mortgages$20,250,0001,615
Issued or guaranteed by U.S.$20,250,0001,610
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)$12,976,000942
Available-for-sale securities (fair market value)$14,714,0004,629
Total debt securities$27,689,0003,647
Structured notes
Amortized cost$1,989,0001,905
Fair value$1,984,0001,882
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$28,819,0003,562
U.S. Government securities$28,819,0002,755
U.S. Treasury securities$01,077
U.S. Government agency obligations$28,819,0002,686
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,826,0002,404
Mortgage-backed securities$21,831,0002,166
Certificates of participation in pools of residential mortgages$21,831,0001,577
Issued or guaranteed by U.S.$21,831,0001,570
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)$11,494,0001,012
Available-for-sale securities (fair market value)$17,325,0004,282
Total debt securities$28,819,0003,533
Structured notes
Amortized cost$1,500,0001,760
Fair value$1,516,0001,756
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$29,970,0003,497
U.S. Government securities$29,970,0002,686
U.S. Treasury securities$01,047
U.S. Government agency obligations$29,970,0002,616
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,891,0002,484
Mortgage-backed securities$22,964,0002,143
Certificates of participation in pools of residential mortgages$22,964,0001,564
Issued or guaranteed by U.S.$22,964,0001,558
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)$12,031,0001,016
Available-for-sale securities (fair market value)$17,939,0004,258
Total debt securities$29,971,0003,456
Structured notes
Amortized cost$1,500,0001,317
Fair value$1,510,0001,317
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$31,531,0003,333
U.S. Government securities$31,531,0002,516
U.S. Treasury securities$01,036
U.S. Government agency obligations$31,531,0002,459
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,342,0003,476
Mortgage-backed securities$24,537,0002,068
Certificates of participation in pools of residential mortgages$24,537,0001,521
Issued or guaranteed by U.S.$24,537,0001,513
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)$12,612,0001,003
Available-for-sale securities (fair market value)$18,919,0004,115
Total debt securities$31,529,0003,297
Structured notes
Amortized cost$1,500,000931
Fair value$1,491,000959
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$33,578,0003,197
U.S. Government securities$33,578,0002,410
U.S. Treasury securities$0981
U.S. Government agency obligations$33,578,0002,358
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,264,0003,362
Mortgage-backed securities$26,526,0001,978
Certificates of participation in pools of residential mortgages$26,526,0001,470
Issued or guaranteed by U.S.$26,526,0001,458
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)$13,209,000985
Available-for-sale securities (fair market value)$20,369,0003,949
Total debt securities$33,578,0003,164
Structured notes
Amortized cost$1,500,000737
Fair value$1,500,000754
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$33,491,0003,200
U.S. Government securities$33,491,0002,428
U.S. Treasury securities$0973
U.S. Government agency obligations$33,491,0002,378
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,409,0003,229
Mortgage-backed securities$27,919,0001,869
Certificates of participation in pools of residential mortgages$27,919,0001,361
Issued or guaranteed by U.S.$27,919,0001,352
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)$13,676,000955
Available-for-sale securities (fair market value)$19,815,0004,010
Total debt securities$33,492,0003,155
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$31,110,0003,302
U.S. Government securities$31,110,0002,516
U.S. Treasury securities$01,019
U.S. Government agency obligations$31,110,0002,459
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,540,0003,524
Mortgage-backed securities$28,575,0001,752
Certificates of participation in pools of residential mortgages$28,575,0001,276
Issued or guaranteed by U.S.$28,575,0001,264
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)$11,110,0001,082
Available-for-sale securities (fair market value)$20,000,0003,915
Total debt securities$31,110,0003,269
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$33,826,0003,164
U.S. Government securities$33,826,0002,379
U.S. Treasury securities$01,021
U.S. Government agency obligations$33,826,0002,330
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,099,0003,375
Mortgage-backed securities$29,501,0001,701
Certificates of participation in pools of residential mortgages$29,501,0001,242
Issued or guaranteed by U.S.$29,501,0001,228
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)$11,702,0001,039
Available-for-sale securities (fair market value)$22,124,0003,723
Total debt securities$33,827,0003,128
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$32,929,0003,218
U.S. Government securities$32,929,0002,425
U.S. Treasury securities$01,044
U.S. Government agency obligations$32,929,0002,372
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,866,0002,917
Mortgage-backed securities$28,487,0001,673
Certificates of participation in pools of residential mortgages$28,487,0001,215
Issued or guaranteed by U.S.$28,487,0001,205
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)$12,466,0001,020
Available-for-sale securities (fair market value)$20,463,0003,913
Total debt securities$32,929,0003,178
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$34,160,0003,138
U.S. Government securities$34,160,0002,376
U.S. Treasury securities$01,146
U.S. Government agency obligations$34,160,0002,325
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,408,0003,328
Mortgage-backed securities$29,817,0001,452
Certificates of participation in pools of residential mortgages$29,817,0001,034
Issued or guaranteed by U.S.$29,817,0001,026
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)$13,385,0001,021
Available-for-sale securities (fair market value)$20,775,0003,868
Total debt securities$34,160,0003,093
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$32,386,0003,264
U.S. Government securities$32,386,0002,526
U.S. Treasury securities$01,235
U.S. Government agency obligations$32,386,0002,473
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,695,0003,310
Mortgage-backed securities$28,038,0001,422
Certificates of participation in pools of residential mortgages$28,038,0001,026
Issued or guaranteed by U.S.$28,038,0001,020
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)$14,246,0001,012
Available-for-sale securities (fair market value)$18,140,0004,179
Total debt securities$32,385,0003,219
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$34,388,0003,124
U.S. Government securities$34,388,0002,384
U.S. Treasury securities$01,362
U.S. Government agency obligations$34,388,0002,318
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,494,0003,330
Mortgage-backed securities$30,103,0001,326
Certificates of participation in pools of residential mortgages$30,103,000949
Issued or guaranteed by U.S.$30,103,000944
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)$15,831,000952
Available-for-sale securities (fair market value)$18,557,0004,114
Total debt securities$34,389,0003,082
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$34,884,0003,108
U.S. Government securities$34,884,0002,382
U.S. Treasury securities$01,448
U.S. Government agency obligations$34,884,0002,309
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,080,0002,938
Mortgage-backed securities$32,537,0001,243
Certificates of participation in pools of residential mortgages$32,537,000893
Issued or guaranteed by U.S.$32,537,000886
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)$17,240,000915
Available-for-sale securities (fair market value)$17,644,0004,260
Total debt securities$34,884,0003,067
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$36,789,0003,015
U.S. Government securities$36,789,0002,322
U.S. Treasury securities$01,498
U.S. Government agency obligations$36,789,0002,258
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,231,0003,989
Mortgage-backed securities$34,327,0001,212
Certificates of participation in pools of residential mortgages$34,327,000877
Issued or guaranteed by U.S.$34,327,000868
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)$18,510,000875
Available-for-sale securities (fair market value)$18,279,0004,221
Total debt securities$36,789,0002,967
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$38,645,0002,905
U.S. Government securities$38,645,0002,226
U.S. Treasury securities$01,574
U.S. Government agency obligations$38,645,0002,164
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,896,0003,843
Mortgage-backed securities$36,141,0001,193
Certificates of participation in pools of residential mortgages$36,141,000865
Issued or guaranteed by U.S.$36,141,000855
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)$19,810,000884
Available-for-sale securities (fair market value)$18,835,0004,159
Total debt securities$38,646,0002,872
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$38,248,0002,927
U.S. Government securities$38,248,0002,249
U.S. Treasury securities$01,634
U.S. Government agency obligations$38,248,0002,174
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,295,0003,041
Mortgage-backed securities$35,753,0001,211
Certificates of participation in pools of residential mortgages$35,753,000883
Issued or guaranteed by U.S.$35,753,000874
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)$21,225,000841
Available-for-sale securities (fair market value)$17,023,0004,361
Total debt securities$38,248,0002,892
Structured notes
Amortized cost$03,074
Fair value$03,074
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$36,381,0003,075
U.S. Government securities$36,381,0002,389
U.S. Treasury securities$01,715
U.S. Government agency obligations$36,381,0002,326
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,669,0002,978
Mortgage-backed securities$33,866,0001,263
Certificates of participation in pools of residential mortgages$33,866,000915
Issued or guaranteed by U.S.$33,866,000907
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)$23,063,000798
Available-for-sale securities (fair market value)$13,318,0005,000
Total debt securities$36,381,0003,027
Structured notes
Amortized cost$03,063
Fair value$03,063
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$38,544,0002,920
U.S. Government securities$38,544,0002,253
U.S. Treasury securities$01,737
U.S. Government agency obligations$38,544,0002,182
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,363,0002,836
Mortgage-backed securities$35,989,0001,217
Certificates of participation in pools of residential mortgages$35,989,000890
Issued or guaranteed by U.S.$35,989,000885
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)$24,724,000780
Available-for-sale securities (fair market value)$13,820,0004,908
Total debt securities$38,544,0002,879
Structured notes
Amortized cost$03,054
Fair value$03,056
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$36,345,0003,038
U.S. Government securities$36,345,0002,355
U.S. Treasury securities$01,786
U.S. Government agency obligations$36,345,0002,289
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,255,0002,698
Mortgage-backed securities$33,709,0001,282
Certificates of participation in pools of residential mortgages$33,709,000946
Issued or guaranteed by U.S.$33,709,000939
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)$26,851,000749
Available-for-sale securities (fair market value)$9,494,0005,714
Total debt securities$36,345,0002,989
Structured notes
Amortized cost$03,005
Fair value$03,005
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$40,199,0002,831
U.S. Government securities$40,199,0002,194
U.S. Treasury securities$01,839
U.S. Government agency obligations$40,199,0002,117
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,741,0001,681
Mortgage-backed securities$37,430,0001,218
Certificates of participation in pools of residential mortgages$37,430,000897
Issued or guaranteed by U.S.$37,430,000890
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)$29,937,000695
Available-for-sale securities (fair market value)$10,262,0005,583
Total debt securities$40,199,0002,786
Structured notes
Amortized cost$02,983
Fair value$02,982
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$43,234,0002,700
U.S. Government securities$43,234,0002,094
U.S. Treasury securities$01,963
U.S. Government agency obligations$43,234,0002,009
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,546,0001,606
Mortgage-backed securities$40,472,0001,193
Certificates of participation in pools of residential mortgages$40,472,000865
Issued or guaranteed by U.S.$40,472,000858
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)$32,537,000673
Available-for-sale securities (fair market value)$10,697,0005,568
Total debt securities$43,234,0002,656
Structured notes
Amortized cost$02,942
Fair value$02,942
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$46,486,0002,560
U.S. Government securities$46,486,0001,972
U.S. Treasury securities$01,963
U.S. Government agency obligations$46,486,0001,893
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,021,0001,905
Mortgage-backed securities$43,532,0001,146
Certificates of participation in pools of residential mortgages$43,532,000840
Issued or guaranteed by U.S.$43,532,000835
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)$34,961,000646
Available-for-sale securities (fair market value)$11,525,0005,413
Total debt securities$46,486,0002,519
Structured notes
Amortized cost$02,874
Fair value$02,875
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$54,184,0002,250
U.S. Government securities$54,184,0001,704
U.S. Treasury securities$01,990
U.S. Government agency obligations$54,184,0001,647
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,397,0001,788
Mortgage-backed securities$47,178,0001,074
Certificates of participation in pools of residential mortgages$47,178,000781
Issued or guaranteed by U.S.$47,178,000777
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)$38,031,000599
Available-for-sale securities (fair market value)$16,153,0004,640
Total debt securities$54,184,0002,198
Structured notes
Amortized cost$2,000,0001,484
Fair value$2,004,0001,499
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$57,987,0002,135
U.S. Government securities$57,987,0001,630
U.S. Treasury securities$02,098
U.S. Government agency obligations$57,987,0001,570
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,320,0002,091
Mortgage-backed securities$48,928,0001,059
Certificates of participation in pools of residential mortgages$48,928,000770
Issued or guaranteed by U.S.$48,928,000765
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)$41,252,000558
Available-for-sale securities (fair market value)$16,735,0004,635
Total debt securities$57,987,0002,089
Structured notes
Amortized cost$2,000,0001,462
Fair value$1,988,0001,481
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$55,543,0002,224
U.S. Government securities$55,543,0001,674
U.S. Treasury securities$02,082
U.S. Government agency obligations$55,543,0001,614
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,947,0002,089
Mortgage-backed securities$46,091,0001,142
Certificates of participation in pools of residential mortgages$46,091,000830
Issued or guaranteed by U.S.$46,091,000824
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)$41,376,000531
Available-for-sale securities (fair market value)$14,167,0005,024
Total debt securities$55,543,0002,161
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$60,148,0002,125
U.S. Government securities$60,148,0001,613
U.S. Treasury securities$02,227
U.S. Government agency obligations$60,148,0001,549
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,793,0002,241
Mortgage-backed securities$50,586,0001,062
Certificates of participation in pools of residential mortgages$50,586,000771
Issued or guaranteed by U.S.$50,586,000763
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)$45,026,000488
Available-for-sale securities (fair market value)$15,122,0004,884
Total debt securities$60,149,0002,065
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$56,480,0002,220
U.S. Government securities$56,480,0001,667
U.S. Treasury securities$02,287
U.S. Government agency obligations$56,480,0001,615
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,294,0002,305
Mortgage-backed securities$48,923,0001,074
Certificates of participation in pools of residential mortgages$48,923,000799
Issued or guaranteed by U.S.$48,923,000795
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)$42,195,000513
Available-for-sale securities (fair market value)$14,285,0004,963
Total debt securities$56,480,0002,164
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$58,156,0002,104
U.S. Government securities$58,156,0001,556
U.S. Treasury securities$02,322
U.S. Government agency obligations$58,156,0001,499
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,965,0002,077
Mortgage-backed securities$50,635,0001,056
Certificates of participation in pools of residential mortgages$50,635,000754
Issued or guaranteed by U.S.$50,635,000751
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)$43,595,000482
Available-for-sale securities (fair market value)$14,561,0004,858
Total debt securities$58,156,0002,032
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$58,727,0002,052
U.S. Government securities$58,727,0001,528
U.S. Treasury securities$02,382
U.S. Government agency obligations$58,727,0001,468
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,375,0001,916
Mortgage-backed securities$50,351,0001,037
Certificates of participation in pools of residential mortgages$50,351,000735
Issued or guaranteed by U.S.$50,351,000732
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)$41,250,000503
Available-for-sale securities (fair market value)$17,477,0004,397
Total debt securities$58,727,0001,983
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$58,559,0002,039
U.S. Government securities$58,559,0001,511
U.S. Treasury securities$02,544
U.S. Government agency obligations$58,559,0001,448
Securities issued by states & political subdivisions$06,830
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$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,840,0002,314
Mortgage-backed securities$47,892,0001,062
Certificates of participation in pools of residential mortgages$47,892,000747
Issued or guaranteed by U.S.$47,892,000740
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)$38,459,000535
Available-for-sale securities (fair market value)$20,100,0003,997
Total debt securities$58,559,0001,966
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$71,700,0001,562
U.S. Government securities$71,650,0001,126
U.S. Treasury securities$03,182
U.S. Government agency obligations$71,650,0001,063
Securities issued by states & political subdivisions$50,0006,889
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$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,097,0001,717
Mortgage-backed securities$47,198,000996
Certificates of participation in pools of residential mortgages$47,198,000660
Issued or guaranteed by U.S.$47,198,000652
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)$40,003,000510
Available-for-sale securities (fair market value)$31,697,0002,685
Total debt securities$71,700,0001,509
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$102,054,0001,086
U.S. Government securities$101,954,000821
U.S. Treasury securities$04,186
U.S. Government agency obligations$101,954,000766
Securities issued by states & political subdivisions$100,0006,978
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 securities$0313
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,795,0001,296
Mortgage-backed securities$57,645,000711
Certificates of participation in pools of residential mortgages$57,645,000490
Issued or guaranteed by U.S.$57,645,000485
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)$50,717,000508
Available-for-sale securities (fair market value)$51,337,0001,672
Total debt securities$102,054,0001,041
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$104,442,0001,096
U.S. Government securities$104,110,000861
U.S. Treasury securities$05,412
U.S. Government agency obligations$104,110,000779
Securities issued by states & political subdivisions$332,0006,689
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 securities$0343
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,304,0001,224
Mortgage-backed securities$52,999,000832
Certificates of participation in pools of residential mortgages$52,999,000572
Issued or guaranteed by U.S.$52,999,000563
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)$57,276,000478
Available-for-sale securities (fair market value)$47,166,0001,839
Total debt securities$104,405,0001,052
Structured notes
Amortized cost$5,000,000109
Fair value$4,981,000107
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$82,849,0001,422
U.S. Government securities$82,064,0001,074
U.S. Treasury securities$06,820
U.S. Government agency obligations$82,064,000938
Securities issued by states & political subdivisions$785,0006,091
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 securities$0363
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,897,0001,523
Mortgage-backed securities$45,525,000972
Certificates of participation in pools of residential mortgages$45,525,000685
Issued or guaranteed by U.S.$45,525,000678
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)$38,944,000747
Available-for-sale securities (fair market value)$43,905,0001,941
Total debt securities$82,809,0001,370
Structured notes
Amortized cost$5,000,000139
Fair value$4,997,000146
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$93,876,0001,230
U.S. Government securities$93,090,000997
U.S. Treasury securities$07,921
U.S. Government agency obligations$93,090,000822
Securities issued by states & political subdivisions$786,0006,198
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 securities$0390
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,064,0001,841
Mortgage-backed securities$52,672,000837
Certificates of participation in pools of residential mortgages$52,672,000619
Issued or guaranteed by U.S.$52,672,000607
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)$48,856,000728
Available-for-sale securities (fair market value)$45,020,0001,783
Total debt securities$93,835,0001,192
Structured notes
Amortized cost$5,000,000280
Fair value$4,856,000303
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$105,849,0001,119
U.S. Government securities$105,047,000945
U.S. Treasury securities$08,776
U.S. Government agency obligations$105,047,000750
Securities issued by states & political subdivisions$802,0006,447
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 securities$0466
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,134,0002,334
Mortgage-backed securities$61,856,000802
Certificates of participation in pools of residential mortgages$61,856,000582
Issued or guaranteed by U.S.$61,856,000569
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)$61,589,000643
Available-for-sale securities (fair market value)$44,260,0001,859
Total debt securities$105,842,0001,085
Structured notes
Amortized cost$18,886,00070
Fair value$18,699,00069
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$108,980,0001,151
U.S. Government securities$107,635,000961
U.S. Treasury securities$1,017,0008,372
U.S. Government agency obligations$106,618,000737
Securities issued by states & political subdivisions$1,325,0005,809
Other domestic debt securities$20,0004,978
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$20,0003,814
Foreign debt securities$0553
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,432,0002,300
Mortgage-backed securities$55,154,000898
Certificates of participation in pools of residential mortgages$55,154,000640
Issued or guaranteed by U.S.$55,154,000621
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)$66,389,000632
Available-for-sale securities (fair market value)$42,591,0001,991
Total debt securities$108,900,0001,115
Structured notes
Amortized cost$30,881,00060
Fair value$30,338,00059
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$132,779,000986
U.S. Government securities$130,564,000835
U.S. Treasury securities$1,037,0009,503
U.S. Government agency obligations$129,527,000622
Securities issued by states & political subdivisions$2,083,0005,090
Other domestic debt securities$132,0004,879
Privately issued residential mortgage-backed securities$113,0002,091
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,0004,377
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,269,0001,925
Mortgage-backed securities$67,345,000822
Certificates of participation in pools of residential mortgages$67,232,000571
Issued or guaranteed by U.S.$67,232,000553
Privately issued$0564
Collaterized mortgage obligations$113,0006,135
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$113,0001,783
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$91,101,000833
Available-for-sale securities (fair market value)$41,678,0001,369
Total debt securities$132,389,000971
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$130,504,0001,054
U.S. Government securities$123,245,000913
U.S. Treasury securities$1,057,0009,745
U.S. Government agency obligations$122,188,000645
Securities issued by states & political subdivisions$3,198,0004,097
Other domestic debt securities$4,041,0001,597
Privately issued residential mortgage-backed securities$4,022,000572
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,0004,974
Foreign debt securities$20,000529
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,229,0001,541
Mortgage-backed securities$87,558,000740
Certificates of participation in pools of residential mortgages$83,536,000508
Issued or guaranteed by U.S.$83,536,000483
Privately issued$0731
Collaterized mortgage obligations$4,022,0002,972
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$4,022,000379
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$130,167,0001,025
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$112,389,0001,207
U.S. Government securities$97,478,0001,116
U.S. Treasury securities$1,576,0009,364
U.S. Government agency obligations$95,902,000756
Securities issued by states & political subdivisions$4,080,0003,272
Other domestic debt securities$10,792,000988
Privately issued residential mortgage-backed securities$10,763,000411
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,0005,588
Foreign debt securities$30,000516
Equity securities$9,0008,271
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,071,0002,460
Mortgage-backed securities$81,356,000778
Certificates of participation in pools of residential mortgages$62,641,000625
Issued or guaranteed by U.S.$62,641,000587
Privately issued$0831
Collaterized mortgage obligations$18,715,0001,057
CMOs issued by government agencies or sponsored agencies$7,952,0001,785
Privately issued$10,763,000252
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$112,043,0001,184
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