Home > Citizens Bank > Securities

Citizens Bank, Securities

2021-03-31Rank
Total securities$162,852,0001,058
U.S. Government securities$102,538,000942
U.S. Treasury securities$01,631
U.S. Government agency obligations$102,538,000883
Securities issued by states & political subdivisions$57,811,000859
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$120,913,000527
Mortgage-backed securities$75,405,000955
Certificates of participation in pools of residential mortgages$1,909,0003,295
Issued or guaranteed by U.S.$1,909,0003,200
Privately issued$0261
Collaterized mortgage obligations$120,0002,722
CMOs issued by government agencies or sponsored agencies$120,0002,671
Privately issued$0475
Commercial mortgage-backed securities$73,376,000262
Commercial mortgage pass-through securities$73,376,000135
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$11,422,000645
Available-for-sale securities (fair market value)$148,927,0001,040
Total debt securities$160,348,0001,060
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$172,010,000915
U.S. Government securities$109,538,000814
U.S. Treasury securities$01,194
U.S. Government agency obligations$109,538,000777
Securities issued by states & political subdivisions$59,930,000805
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$127,797,000497
Mortgage-backed securities$79,427,000842
Certificates of participation in pools of residential mortgages$2,015,0003,247
Issued or guaranteed by U.S.$2,015,0003,164
Privately issued$0245
Collaterized mortgage obligations$133,0002,721
CMOs issued by government agencies or sponsored agencies$133,0002,666
Privately issued$0474
Commercial mortgage-backed securities$77,279,000234
Commercial mortgage pass-through securities$77,279,000123
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$11,416,000617
Available-for-sale securities (fair market value)$158,052,000912
Total debt securities$169,469,000913
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$182,724,000789
U.S. Government securities$117,459,000736
U.S. Treasury securities$01,216
U.S. Government agency obligations$117,459,000693
Securities issued by states & political subdivisions$62,701,000698
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$136,839,000456
Mortgage-backed securities$84,484,000762
Certificates of participation in pools of residential mortgages$2,275,0003,171
Issued or guaranteed by U.S.$2,275,0003,079
Privately issued$0251
Collaterized mortgage obligations$149,0002,723
CMOs issued by government agencies or sponsored agencies$149,0002,670
Privately issued$0464
Commercial mortgage-backed securities$82,060,000214
Commercial mortgage pass-through securities$82,060,000109
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$11,416,000622
Available-for-sale securities (fair market value)$168,744,000777
Total debt securities$180,158,000791
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$193,934,000737
U.S. Government securities$121,590,000695
U.S. Treasury securities$01,251
U.S. Government agency obligations$121,590,000657
Securities issued by states & political subdivisions$69,793,000560
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$144,148,000438
Mortgage-backed securities$87,038,000747
Certificates of participation in pools of residential mortgages$2,407,0003,135
Issued or guaranteed by U.S.$2,407,0003,049
Privately issued$0251
Collaterized mortgage obligations$164,0002,724
CMOs issued by government agencies or sponsored agencies$164,0002,678
Privately issued$0454
Commercial mortgage-backed securities$84,467,000212
Commercial mortgage pass-through securities$84,467,000105
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$11,412,000628
Available-for-sale securities (fair market value)$179,971,000715
Total debt securities$191,385,000733
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$205,252,000685
U.S. Government securities$128,763,000670
U.S. Treasury securities$01,297
U.S. Government agency obligations$128,763,000633
Securities issued by states & political subdivisions$73,954,000471
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$150,432,000405
Mortgage-backed securities$91,636,000738
Certificates of participation in pools of residential mortgages$2,733,0003,075
Issued or guaranteed by U.S.$2,733,0002,983
Privately issued$0267
Collaterized mortgage obligations$177,0002,720
CMOs issued by government agencies or sponsored agencies$177,0002,668
Privately issued$0460
Commercial mortgage-backed securities$88,726,000209
Commercial mortgage pass-through securities$88,726,000104
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$11,409,000638
Available-for-sale securities (fair market value)$191,308,000665
Total debt securities$202,716,000682
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$199,907,000682
U.S. Government securities$124,878,000695
U.S. Treasury securities$01,363
U.S. Government agency obligations$124,878,000649
Securities issued by states & political subdivisions$72,528,000447
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$146,245,000407
Mortgage-backed securities$92,999,000710
Certificates of participation in pools of residential mortgages$2,814,0003,038
Issued or guaranteed by U.S.$2,814,0002,951
Privately issued$0249
Collaterized mortgage obligations$185,0002,730
CMOs issued by government agencies or sponsored agencies$185,0002,680
Privately issued$0457
Commercial mortgage-backed securities$90,000,000203
Commercial mortgage pass-through securities$90,000,00094
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$9,290,000729
Available-for-sale securities (fair market value)$188,116,000656
Total debt securities$197,407,000681
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$210,696,000647
U.S. Government securities$134,975,000655
U.S. Treasury securities$01,429
U.S. Government agency obligations$134,975,000609
Securities issued by states & political subdivisions$73,215,000429
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$155,334,000383
Mortgage-backed securities$100,048,000638
Certificates of participation in pools of residential mortgages$2,937,0003,003
Issued or guaranteed by U.S.$2,937,0002,914
Privately issued$0287
Collaterized mortgage obligations$200,0002,739
CMOs issued by government agencies or sponsored agencies$200,0002,687
Privately issued$0463
Commercial mortgage-backed securities$96,911,000192
Commercial mortgage pass-through securities$96,911,00087
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$9,289,000781
Available-for-sale securities (fair market value)$198,901,000606
Total debt securities$208,191,000643
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$234,730,000604
U.S. Government securities$150,844,000613
U.S. Treasury securities$01,467
U.S. Government agency obligations$150,844,000574
Securities issued by states & political subdivisions$81,397,000387
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$171,551,000357
Mortgage-backed securities$112,236,000582
Certificates of participation in pools of residential mortgages$3,436,0002,907
Issued or guaranteed by U.S.$3,436,0002,825
Privately issued$0244
Collaterized mortgage obligations$216,0002,734
CMOs issued by government agencies or sponsored agencies$216,0002,680
Privately issued$0476
Commercial mortgage-backed securities$108,584,000178
Commercial mortgage pass-through securities$108,584,00078
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$9,287,000808
Available-for-sale securities (fair market value)$222,954,000552
Total debt securities$232,241,000599
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$232,511,000609
U.S. Government securities$144,357,000628
U.S. Treasury securities$01,516
U.S. Government agency obligations$144,357,000592
Securities issued by states & political subdivisions$85,601,000375
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$168,005,000359
Mortgage-backed securities$113,676,000564
Certificates of participation in pools of residential mortgages$3,554,0002,905
Issued or guaranteed by U.S.$3,554,0002,818
Privately issued$0248
Collaterized mortgage obligations$229,0002,745
CMOs issued by government agencies or sponsored agencies$229,0002,687
Privately issued$0499
Commercial mortgage-backed securities$109,893,000163
Commercial mortgage pass-through securities$109,893,00072
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$9,287,000831
Available-for-sale securities (fair market value)$220,671,000561
Total debt securities$229,958,000604
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$230,787,000611
U.S. Government securities$142,797,000646
U.S. Treasury securities$01,513
U.S. Government agency obligations$142,797,000607
Securities issued by states & political subdivisions$85,465,000378
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$2,525,000151
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$164,962,000371
Mortgage-backed securities$114,900,000571
Certificates of participation in pools of residential mortgages$3,646,0002,909
Issued or guaranteed by U.S.$3,646,0002,851
Privately issued$0211
Collaterized mortgage obligations$247,0002,740
CMOs issued by government agencies or sponsored agencies$247,0002,685
Privately issued$0498
Commercial mortgage-backed securities$111,007,000156
Commercial mortgage pass-through securities$111,007,00071
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$9,286,000865
Available-for-sale securities (fair market value)$221,501,000558
Total debt securities$228,263,000609
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$214,124,000644
U.S. Government securities$134,654,000675
U.S. Treasury securities$01,500
U.S. Government agency obligations$134,654,000633
Securities issued by states & political subdivisions$76,966,000433
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$2,504,000163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,006,000405
Mortgage-backed securities$121,886,000547
Certificates of participation in pools of residential mortgages$3,756,0002,925
Issued or guaranteed by U.S.$3,756,0002,904
Privately issued$0145
Collaterized mortgage obligations$267,0002,739
CMOs issued by government agencies or sponsored agencies$267,0002,682
Privately issued$0515
Commercial mortgage-backed securities$117,863,000151
Commercial mortgage pass-through securities$117,863,00065
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$1,159,0001,499
Available-for-sale securities (fair market value)$212,965,000567
Total debt securities$211,618,000641
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$178,963,000782
U.S. Government securities$96,152,000896
U.S. Treasury securities$01,475
U.S. Government agency obligations$96,152,000853
Securities issued by states & political subdivisions$80,287,000426
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$2,524,000170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,743,000671
Mortgage-backed securities$83,135,000740
Certificates of participation in pools of residential mortgages$2,385,0003,283
Issued or guaranteed by U.S.$2,385,0003,120
Privately issued$0453
Collaterized mortgage obligations$295,0002,750
CMOs issued by government agencies or sponsored agencies$295,0002,684
Privately issued$0544
Commercial mortgage-backed securities$80,455,000180
Commercial mortgage pass-through securities$80,455,00076
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$178,963,000678
Total debt securities$176,440,000782
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$191,020,000732
U.S. Government securities$107,187,000832
U.S. Treasury securities$01,426
U.S. Government agency obligations$107,187,000789
Securities issued by states & political subdivisions$81,292,000423
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$2,541,000183
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,801,000642
Mortgage-backed securities$2,894,0003,609
Certificates of participation in pools of residential mortgages$2,564,0003,280
Issued or guaranteed by U.S.$2,564,0003,274
Privately issued$067
Collaterized mortgage obligations$330,0002,730
CMOs issued by government agencies or sponsored agencies$330,0002,664
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$191,020,000633
Total debt securities$188,479,000733
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$202,510,000698
U.S. Government securities$116,508,000779
U.S. Treasury securities$01,328
U.S. Government agency obligations$116,508,000740
Securities issued by states & political subdivisions$83,418,000424
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$2,584,000321
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,578,000607
Mortgage-backed securities$3,096,0003,605
Certificates of participation in pools of residential mortgages$2,731,0003,273
Issued or guaranteed by U.S.$2,731,0003,268
Privately issued$064
Collaterized mortgage obligations$365,0002,709
CMOs issued by government agencies or sponsored agencies$365,0002,638
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$202,510,000610
Total debt securities$199,926,000698
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$215,510,000651
U.S. Government securities$212,910,000454
U.S. Treasury securities$01,313
U.S. Government agency obligations$212,910,000434
Securities issued by states & political subdivisions$04,737
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$2,600,000336
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,217,000554
Mortgage-backed securities$3,341,0003,614
Certificates of participation in pools of residential mortgages$2,927,0003,275
Issued or guaranteed by U.S.$2,927,0003,272
Privately issued$069
Collaterized mortgage obligations$414,0002,699
CMOs issued by government agencies or sponsored agencies$414,0002,632
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$215,510,000572
Total debt securities$212,910,000655
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$227,330,000639
U.S. Government securities$129,667,000729
U.S. Treasury securities$01,351
U.S. Government agency obligations$129,667,000686
Securities issued by states & political subdivisions$95,065,000382
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$2,598,000336
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,928,000546
Mortgage-backed securities$3,589,0003,594
Certificates of participation in pools of residential mortgages$3,118,0003,273
Issued or guaranteed by U.S.$3,118,0003,270
Privately issued$067
Collaterized mortgage obligations$471,0002,697
CMOs issued by government agencies or sponsored agencies$471,0002,626
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$227,330,000564
Total debt securities$224,732,000636
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$236,133,000631
U.S. Government securities$134,708,000718
U.S. Treasury securities$01,390
U.S. Government agency obligations$134,708,000680
Securities issued by states & political subdivisions$98,836,000372
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$2,589,000331
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,468,000541
Mortgage-backed securities$3,820,0003,613
Certificates of participation in pools of residential mortgages$3,296,0003,293
Issued or guaranteed by U.S.$3,296,0003,290
Privately issued$066
Collaterized mortgage obligations$524,0002,703
CMOs issued by government agencies or sponsored agencies$524,0002,633
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$236,133,000552
Total debt securities$233,544,000626
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$241,391,000619
U.S. Government securities$139,527,000675
U.S. Treasury securities$01,367
U.S. Government agency obligations$139,527,000638
Securities issued by states & political subdivisions$99,373,000365
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$2,491,000339
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,571,000520
Mortgage-backed securities$4,066,0003,575
Certificates of participation in pools of residential mortgages$3,478,0003,275
Issued or guaranteed by U.S.$3,478,0003,271
Privately issued$071
Collaterized mortgage obligations$588,0002,682
CMOs issued by government agencies or sponsored agencies$588,0002,600
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$241,391,000546
Total debt securities$238,900,000612
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$232,121,000634
U.S. Government securities$141,180,000664
U.S. Treasury securities$01,214
U.S. Government agency obligations$141,180,000634
Securities issued by states & political subdivisions$88,380,000407
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$2,561,000344
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,245,000507
Mortgage-backed securities$231,0004,594
Certificates of participation in pools of residential mortgages$231,0004,404
Issued or guaranteed by U.S.$231,0004,400
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$232,121,000562
Total debt securities$229,560,000627
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$243,167,000616
U.S. Government securities$146,983,000644
U.S. Treasury securities$01,253
U.S. Government agency obligations$146,983,000611
Securities issued by states & political subdivisions$93,614,000386
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$2,570,000353
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,189,000573
Mortgage-backed securities$240,0004,643
Certificates of participation in pools of residential mortgages$240,0004,456
Issued or guaranteed by U.S.$240,0004,450
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$243,167,000539
Total debt securities$240,597,000610
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$216,055,000675
U.S. Government securities$119,392,000793
U.S. Treasury securities$01,296
U.S. Government agency obligations$119,392,000758
Securities issued by states & political subdivisions$94,104,000370
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$2,559,000350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,292,000626
Mortgage-backed securities$248,0004,684
Certificates of participation in pools of residential mortgages$248,0004,492
Issued or guaranteed by U.S.$248,0004,487
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$216,055,000595
Total debt securities$213,496,000676
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$222,766,000657
U.S. Government securities$124,337,000782
U.S. Treasury securities$01,367
U.S. Government agency obligations$124,337,000748
Securities issued by states & political subdivisions$95,903,000364
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$2,526,000361
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,746,000603
Mortgage-backed securities$256,0004,721
Certificates of participation in pools of residential mortgages$256,0004,519
Issued or guaranteed by U.S.$256,0004,515
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$222,766,000581
Total debt securities$220,240,000662
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$205,493,000720
U.S. Government securities$104,929,000915
U.S. Treasury securities$01,303
U.S. Government agency obligations$104,929,000875
Securities issued by states & political subdivisions$98,011,000344
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$2,553,000364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,635,000756
Mortgage-backed securities$272,0004,782
Certificates of participation in pools of residential mortgages$272,0004,567
Issued or guaranteed by U.S.$272,0004,562
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$205,493,000628
Total debt securities$202,940,000720
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$202,954,000744
U.S. Government securities$98,554,000999
U.S. Treasury securities$01,348
U.S. Government agency obligations$98,554,000946
Securities issued by states & political subdivisions$101,861,000306
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$2,539,000364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,706,000800
Mortgage-backed securities$281,0004,849
Certificates of participation in pools of residential mortgages$281,0004,635
Issued or guaranteed by U.S.$281,0004,631
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$202,954,000648
Total debt securities$200,415,000747
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$196,885,000774
U.S. Government securities$93,213,0001,058
U.S. Treasury securities$01,327
U.S. Government agency obligations$93,213,0001,006
Securities issued by states & political subdivisions$101,101,000304
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$2,571,000365
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,623,000793
Mortgage-backed securities$291,0004,897
Certificates of participation in pools of residential mortgages$291,0004,686
Issued or guaranteed by U.S.$291,0004,679
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$196,885,000671
Total debt securities$194,314,000769
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$199,057,000754
U.S. Government securities$94,339,0001,043
U.S. Treasury securities$01,361
U.S. Government agency obligations$94,339,000991
Securities issued by states & political subdivisions$102,164,000295
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$2,554,000360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,948,000767
Mortgage-backed securities$417,0004,921
Certificates of participation in pools of residential mortgages$417,0004,685
Issued or guaranteed by U.S.$417,0004,680
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$199,057,000649
Total debt securities$196,503,000755
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$203,184,000748
U.S. Government securities$98,311,0001,023
U.S. Treasury securities$01,381
U.S. Government agency obligations$98,311,000970
Securities issued by states & political subdivisions$102,338,000285
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$2,535,000364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,255,000732
Mortgage-backed securities$425,0005,002
Certificates of participation in pools of residential mortgages$425,0004,770
Issued or guaranteed by U.S.$425,0004,766
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$203,184,000637
Total debt securities$200,649,000745
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$203,521,000752
U.S. Government securities$97,585,0001,040
U.S. Treasury securities$01,342
U.S. Government agency obligations$97,585,000997
Securities issued by states & political subdivisions$103,391,000276
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$2,545,000380
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,946,000753
Mortgage-backed securities$439,0005,044
Certificates of participation in pools of residential mortgages$439,0004,810
Issued or guaranteed by U.S.$439,0004,807
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$203,521,000647
Total debt securities$200,976,000752
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$193,060,000802
U.S. Government securities$87,110,0001,166
U.S. Treasury securities$01,198
U.S. Government agency obligations$87,110,0001,116
Securities issued by states & political subdivisions$103,437,000282
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$2,513,000385
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,318,000940
Mortgage-backed securities$463,0005,075
Certificates of participation in pools of residential mortgages$463,0004,838
Issued or guaranteed by U.S.$463,0004,834
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$193,060,000694
Total debt securities$190,547,000800
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$181,636,000836
U.S. Government securities$79,466,0001,238
U.S. Treasury securities$01,131
U.S. Government agency obligations$79,466,0001,200
Securities issued by states & political subdivisions$99,670,000294
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$2,500,000391
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,207,0001,059
Mortgage-backed securities$477,0005,106
Certificates of participation in pools of residential mortgages$477,0004,856
Issued or guaranteed by U.S.$477,0004,852
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$181,636,000722
Total debt securities$179,136,000839
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$169,639,000919
U.S. Government securities$71,930,0001,371
U.S. Treasury securities$01,131
U.S. Government agency obligations$71,930,0001,328
Securities issued by states & political subdivisions$95,176,000305
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$2,533,000402
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,303,000989
Mortgage-backed securities$489,0005,140
Certificates of participation in pools of residential mortgages$489,0004,884
Issued or guaranteed by U.S.$489,0004,879
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$169,639,000800
Total debt securities$167,106,000918
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$170,054,000908
U.S. Government securities$76,138,0001,304
U.S. Treasury securities$01,152
U.S. Government agency obligations$76,138,0001,265
Securities issued by states & political subdivisions$91,373,000320
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$2,543,000403
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,813,000929
Mortgage-backed securities$505,0005,145
Certificates of participation in pools of residential mortgages$505,0004,862
Issued or guaranteed by U.S.$505,0004,858
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$170,054,000803
Total debt securities$167,511,000912
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$162,629,000960
U.S. Government securities$74,870,0001,350
U.S. Treasury securities$01,161
U.S. Government agency obligations$74,870,0001,307
Securities issued by states & political subdivisions$85,136,000345
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$2,623,000407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,748,000922
Mortgage-backed securities$521,0005,199
Certificates of participation in pools of residential mortgages$521,0004,913
Issued or guaranteed by U.S.$521,0004,911
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$162,629,000857
Total debt securities$160,006,000965
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$183,065,000829
U.S. Government securities$98,694,0001,016
U.S. Treasury securities$01,135
U.S. Government agency obligations$98,694,000974
Securities issued by states & political subdivisions$81,730,000360
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$2,641,000396
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,781,000886
Mortgage-backed securities$564,0005,223
Certificates of participation in pools of residential mortgages$564,0004,922
Issued or guaranteed by U.S.$564,0004,921
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$183,065,000736
Total debt securities$180,424,000830
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$198,978,000770
U.S. Government securities$116,146,000904
U.S. Treasury securities$01,086
U.S. Government agency obligations$116,146,000874
Securities issued by states & political subdivisions$80,162,000355
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$2,670,000397
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,685,000879
Mortgage-backed securities$579,0005,319
Certificates of participation in pools of residential mortgages$579,0005,027
Issued or guaranteed by U.S.$579,0005,022
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$198,978,000687
Total debt securities$196,308,000768
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$152,761,0001,011
U.S. Government securities$70,622,0001,453
U.S. Treasury securities$01,068
U.S. Government agency obligations$70,622,0001,412
Securities issued by states & political subdivisions$79,487,000345
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$2,652,000382
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,587,000866
Mortgage-backed securities$593,0005,347
Certificates of participation in pools of residential mortgages$593,0005,037
Issued or guaranteed by U.S.$593,0005,032
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$152,761,000903
Total debt securities$150,109,0001,021
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$152,907,0001,015
U.S. Government securities$70,266,0001,494
U.S. Treasury securities$01,157
U.S. Government agency obligations$70,266,0001,448
Securities issued by states & political subdivisions$80,011,000325
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$2,630,000368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,335,000862
Mortgage-backed securities$622,0005,355
Certificates of participation in pools of residential mortgages$622,0005,035
Issued or guaranteed by U.S.$622,0005,031
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$152,907,000901
Total debt securities$150,277,0001,018
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$144,789,0001,034
U.S. Government securities$57,129,0001,697
U.S. Treasury securities$01,076
U.S. Government agency obligations$57,129,0001,656
Securities issued by states & political subdivisions$85,024,000291
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$2,636,000351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,164,000946
Mortgage-backed securities$637,0005,344
Certificates of participation in pools of residential mortgages$637,0004,997
Issued or guaranteed by U.S.$637,0004,988
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$144,789,000912
Total debt securities$142,153,0001,042
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$135,783,0001,072
U.S. Government securities$48,454,0001,877
U.S. Treasury securities$01,126
U.S. Government agency obligations$48,454,0001,826
Securities issued by states & political subdivisions$84,682,000271
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$2,647,000363
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,555,0001,045
Mortgage-backed securities$654,0005,343
Certificates of participation in pools of residential mortgages$654,0004,993
Issued or guaranteed by U.S.$654,0004,982
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$135,783,000946
Total debt securities$133,136,0001,083
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$140,072,0001,032
U.S. Government securities$52,258,0001,787
U.S. Treasury securities$01,225
U.S. Government agency obligations$52,258,0001,738
Securities issued by states & political subdivisions$85,210,000258
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$2,604,000373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,307,0001,004
Mortgage-backed securities$737,0005,318
Certificates of participation in pools of residential mortgages$737,0004,955
Issued or guaranteed by U.S.$737,0004,945
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$140,072,000918
Total debt securities$137,468,0001,036
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$125,777,0001,136
U.S. Government securities$50,066,0001,856
U.S. Treasury securities$01,272
U.S. Government agency obligations$50,066,0001,799
Securities issued by states & political subdivisions$73,138,000314
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$2,573,000373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,198,0001,063
Mortgage-backed securities$764,0005,275
Certificates of participation in pools of residential mortgages$764,0004,906
Issued or guaranteed by U.S.$764,0004,899
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$125,777,0001,009
Total debt securities$123,204,0001,152
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$114,443,0001,193
U.S. Government securities$40,587,0002,072
U.S. Treasury securities$01,275
U.S. Government agency obligations$40,587,0002,002
Securities issued by states & political subdivisions$71,371,000307
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$2,485,000384
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,558,0001,229
Mortgage-backed securities$855,0005,233
Certificates of participation in pools of residential mortgages$855,0004,788
Issued or guaranteed by U.S.$855,0004,780
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$114,443,0001,071
Total debt securities$111,958,0001,198
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$120,672,0001,110
U.S. Government securities$42,371,0001,984
U.S. Treasury securities$01,180
U.S. Government agency obligations$42,371,0001,914
Securities issued by states & political subdivisions$75,770,000264
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$2,531,000407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,381,0001,175
Mortgage-backed securities$876,0005,268
Certificates of participation in pools of residential mortgages$876,0004,791
Issued or guaranteed by U.S.$876,0004,783
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$120,672,000974
Total debt securities$118,141,0001,114
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$115,113,0001,153
U.S. Government securities$43,984,0001,968
U.S. Treasury securities$01,121
U.S. Government agency obligations$43,984,0001,899
Securities issued by states & political subdivisions$68,601,000282
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$2,528,000424
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,956,0001,159
Mortgage-backed securities$917,0005,257
Certificates of participation in pools of residential mortgages$917,0004,807
Issued or guaranteed by U.S.$917,0004,800
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$115,113,0001,010
Total debt securities$112,585,0001,159
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$117,407,0001,131
U.S. Government securities$46,279,0001,920
U.S. Treasury securities$01,130
U.S. Government agency obligations$46,279,0001,862
Securities issued by states & political subdivisions$68,639,000272
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$2,489,000425
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,221,0001,153
Mortgage-backed securities$932,0005,358
Certificates of participation in pools of residential mortgages$932,0004,929
Issued or guaranteed by U.S.$932,0004,920
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$117,407,000989
Total debt securities$114,918,0001,145
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$120,623,0001,076
U.S. Government securities$48,627,0001,790
U.S. Treasury securities$01,077
U.S. Government agency obligations$48,627,0001,737
Securities issued by states & political subdivisions$69,522,000265
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$2,474,000448
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,540,0001,106
Mortgage-backed securities$949,0005,414
Certificates of participation in pools of residential mortgages$949,0004,998
Issued or guaranteed by U.S.$949,0004,989
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$120,623,000932
Total debt securities$118,149,0001,079
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$124,153,0001,029
U.S. Government securities$50,960,0001,682
U.S. Treasury securities$01,047
U.S. Government agency obligations$50,960,0001,634
Securities issued by states & political subdivisions$70,692,000260
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$2,501,000483
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,889,0001,032
Mortgage-backed securities$1,034,0005,459
Certificates of participation in pools of residential mortgages$1,034,0005,042
Issued or guaranteed by U.S.$1,034,0005,030
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$124,153,000885
Total debt securities$121,652,0001,032
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$125,945,0001,013
U.S. Government securities$52,585,0001,604
U.S. Treasury securities$01,036
U.S. Government agency obligations$52,585,0001,565
Securities issued by states & political subdivisions$70,897,000254
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$2,463,000536
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,415,0001,011
Mortgage-backed securities$1,053,0005,496
Certificates of participation in pools of residential mortgages$1,053,0005,072
Issued or guaranteed by U.S.$1,053,0005,058
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$125,945,000872
Total debt securities$123,482,0001,005
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$133,379,000944
U.S. Government securities$54,964,0001,551
U.S. Treasury securities$0981
U.S. Government agency obligations$54,964,0001,515
Securities issued by states & political subdivisions$75,952,000226
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$2,463,000536
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,031,000824
Mortgage-backed securities$1,076,0005,556
Certificates of participation in pools of residential mortgages$1,076,0005,142
Issued or guaranteed by U.S.$1,076,0005,125
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$133,379,000810
Total debt securities$130,916,000939
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$117,910,0001,044
U.S. Government securities$34,594,0002,361
U.S. Treasury securities$0973
U.S. Government agency obligations$34,594,0002,310
Securities issued by states & political subdivisions$80,888,000202
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$2,428,000503
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,630,0001,434
Mortgage-backed securities$1,146,0005,532
Certificates of participation in pools of residential mortgages$1,146,0005,107
Issued or guaranteed by U.S.$1,146,0005,094
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$117,910,000895
Total debt securities$115,482,0001,042
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$87,359,0001,359
U.S. Government securities$14,282,0004,303
U.S. Treasury securities$01,019
U.S. Government agency obligations$14,282,0004,228
Securities issued by states & political subdivisions$70,666,000221
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$2,411,000517
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,453,0002,310
Mortgage-backed securities$1,187,0005,476
Certificates of participation in pools of residential mortgages$1,187,0005,059
Issued or guaranteed by U.S.$1,187,0005,045
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$87,359,0001,176
Total debt securities$84,948,0001,374
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$88,213,0001,373
U.S. Government securities$85,805,000979
U.S. Treasury securities$01,021
U.S. Government agency obligations$85,805,000960
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$2,408,000700
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,483,0002,353
Mortgage-backed securities$1,202,0005,485
Certificates of participation in pools of residential mortgages$1,202,0005,062
Issued or guaranteed by U.S.$1,202,0005,042
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$88,213,0001,190
Total debt securities$85,805,0001,374
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$80,557,0001,488
U.S. Government securities$16,818,0003,956
U.S. Treasury securities$01,044
U.S. Government agency obligations$16,818,0003,888
Securities issued by states & political subdivisions$61,279,000275
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$2,460,000734
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,472,0002,162
Mortgage-backed securities$1,232,0005,430
Certificates of participation in pools of residential mortgages$1,232,0004,996
Issued or guaranteed by U.S.$1,232,0004,973
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$80,557,0001,294
Total debt securities$78,097,0001,486
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$78,110,0001,526
U.S. Government securities$17,730,0003,896
U.S. Treasury securities$01,146
U.S. Government agency obligations$17,730,0003,817
Securities issued by states & political subdivisions$57,929,000289
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$2,451,000678
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,048,0002,127
Mortgage-backed securities$1,327,0005,185
Certificates of participation in pools of residential mortgages$1,327,0004,730
Issued or guaranteed by U.S.$1,327,0004,710
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$78,110,0001,322
Total debt securities$75,659,0001,535
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$73,310,0001,626
U.S. Government securities$19,773,0003,664
U.S. Treasury securities$01,235
U.S. Government agency obligations$19,773,0003,587
Securities issued by states & political subdivisions$51,122,000334
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$2,415,000679
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,497,0002,145
Mortgage-backed securities$1,347,0005,074
Certificates of participation in pools of residential mortgages$1,347,0004,578
Issued or guaranteed by U.S.$1,347,0004,565
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$73,310,0001,403
Total debt securities$70,895,0001,634
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$76,157,0001,548
U.S. Government securities$21,280,0003,483
U.S. Treasury securities$01,362
U.S. Government agency obligations$21,280,0003,399
Securities issued by states & political subdivisions$52,487,000318
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$2,390,000686
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,826,0002,038
Mortgage-backed securities$1,401,0005,033
Certificates of participation in pools of residential mortgages$1,401,0004,523
Issued or guaranteed by U.S.$1,401,0004,508
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$76,157,0001,341
Total debt securities$73,767,0001,566
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$78,574,0001,514
U.S. Government securities$23,073,0003,307
U.S. Treasury securities$01,448
U.S. Government agency obligations$23,073,0003,217
Securities issued by states & political subdivisions$53,068,000321
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$2,433,000691
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,433,0001,930
Mortgage-backed securities$1,430,0005,029
Certificates of participation in pools of residential mortgages$1,430,0004,506
Issued or guaranteed by U.S.$1,430,0004,489
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$78,574,0001,314
Total debt securities$76,141,0001,522
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$80,258,0001,516
U.S. Government securities$24,499,0003,217
U.S. Treasury securities$01,498
U.S. Government agency obligations$24,499,0003,125
Securities issued by states & political subdivisions$53,332,000322
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$2,427,000709
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,708,0001,856
Mortgage-backed securities$1,572,0004,944
Certificates of participation in pools of residential mortgages$1,572,0004,421
Issued or guaranteed by U.S.$1,572,0004,406
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$80,258,0001,322
Total debt securities$77,831,0001,525
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$78,330,0001,554
U.S. Government securities$22,453,0003,456
U.S. Treasury securities$01,574
U.S. Government agency obligations$22,453,0003,352
Securities issued by states & political subdivisions$53,452,000308
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$2,425,000717
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,058,0001,812
Mortgage-backed securities$1,745,0004,852
Certificates of participation in pools of residential mortgages$1,745,0004,333
Issued or guaranteed by U.S.$1,745,0004,310
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$78,330,0001,343
Total debt securities$75,905,0001,568
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$79,458,0001,536
U.S. Government securities$24,385,0003,267
U.S. Treasury securities$01,634
U.S. Government agency obligations$24,385,0003,156
Securities issued by states & political subdivisions$52,707,000308
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$2,366,000724
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,294,0001,643
Mortgage-backed securities$1,787,0004,834
Certificates of participation in pools of residential mortgages$1,787,0004,307
Issued or guaranteed by U.S.$1,787,0004,291
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$79,458,0001,312
Total debt securities$77,091,0001,542
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$72,130,0001,686
U.S. Government securities$16,279,0004,351
U.S. Treasury securities$01,715
U.S. Government agency obligations$16,279,0004,215
Securities issued by states & political subdivisions$53,453,000301
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$2,398,000741
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,977,0002,240
Mortgage-backed securities$1,826,0004,858
Certificates of participation in pools of residential mortgages$1,826,0004,321
Issued or guaranteed by U.S.$1,826,0004,305
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$72,130,0001,455
Total debt securities$69,732,0001,711
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$74,089,0001,642
U.S. Government securities$17,721,0004,128
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,721,0003,997
Securities issued by states & political subdivisions$53,927,000294
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$2,441,000741
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,245,0002,100
Mortgage-backed securities$1,862,0004,876
Certificates of participation in pools of residential mortgages$1,862,0004,323
Issued or guaranteed by U.S.$1,862,0004,305
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$74,089,0001,406
Total debt securities$71,649,0001,662
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$75,906,0001,604
U.S. Government securities$19,644,0003,815
U.S. Treasury securities$01,786
U.S. Government agency obligations$19,644,0003,683
Securities issued by states & political subdivisions$54,080,000301
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$2,182,000804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,879,0001,949
Mortgage-backed securities$1,912,0004,889
Certificates of participation in pools of residential mortgages$1,912,0004,332
Issued or guaranteed by U.S.$1,912,0004,317
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$75,906,0001,364
Total debt securities$73,724,0001,602
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$77,693,0001,578
U.S. Government securities$20,207,0003,765
U.S. Treasury securities$01,839
U.S. Government agency obligations$20,207,0003,644
Securities issued by states & political subdivisions$55,261,000288
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$2,225,000808
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,275,0001,833
Mortgage-backed securities$1,961,0004,961
Certificates of participation in pools of residential mortgages$1,961,0004,391
Issued or guaranteed by U.S.$1,961,0004,373
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$77,693,0001,340
Total debt securities$75,468,0001,588
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$76,705,0001,612
U.S. Government securities$20,654,0003,780
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,654,0003,649
Securities issued by states & political subdivisions$53,995,000286
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$2,056,000861
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,580,0001,833
Mortgage-backed securities$2,066,0004,976
Certificates of participation in pools of residential mortgages$2,066,0004,403
Issued or guaranteed by U.S.$2,066,0004,390
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$76,705,0001,373
Total debt securities$74,649,0001,617
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$80,894,0001,564
U.S. Government securities$21,742,0003,665
U.S. Treasury securities$01,963
U.S. Government agency obligations$21,742,0003,538
Securities issued by states & political subdivisions$57,067,000268
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$2,085,000884
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,297,0001,603
Mortgage-backed securities$2,340,0004,883
Certificates of participation in pools of residential mortgages$2,340,0004,298
Issued or guaranteed by U.S.$2,340,0004,283
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)$04,483
Available-for-sale securities (fair market value)$80,894,0001,331
Total debt securities$78,809,0001,560
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$81,559,0001,545
U.S. Government securities$23,691,0003,416
U.S. Treasury securities$01,990
U.S. Government agency obligations$23,691,0003,293
Securities issued by states & political subdivisions$55,778,000283
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$2,090,000914
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,297,0001,478
Mortgage-backed securities$2,516,0004,840
Certificates of participation in pools of residential mortgages$2,516,0004,249
Issued or guaranteed by U.S.$2,516,0004,239
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$81,559,0001,320
Total debt securities$79,469,0001,552
Structured notes
Amortized cost$02,853
Fair value$02,854
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$79,633,0001,607
U.S. Government securities$23,366,0003,532
U.S. Treasury securities$02,098
U.S. Government agency obligations$23,366,0003,406
Securities issued by states & political subdivisions$54,212,000280
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$2,055,000944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,708,0001,476
Mortgage-backed securities$2,545,0004,905
Certificates of participation in pools of residential mortgages$2,545,0004,285
Issued or guaranteed by U.S.$2,545,0004,273
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$79,633,0001,365
Total debt securities$77,578,0001,604
Structured notes
Amortized cost$02,808
Fair value$02,807
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$79,799,0001,622
U.S. Government securities$25,535,0003,226
U.S. Treasury securities$02,082
U.S. Government agency obligations$25,535,0003,121
Securities issued by states & political subdivisions$52,669,000293
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$1,595,0001,128
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,148,0001,326
Mortgage-backed securities$2,680,0004,900
Certificates of participation in pools of residential mortgages$2,680,0004,271
Issued or guaranteed by U.S.$2,680,0004,260
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$79,799,0001,382
Total debt securities$78,204,0001,599
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$84,535,0001,580
U.S. Government securities$27,623,0003,092
U.S. Treasury securities$02,227
U.S. Government agency obligations$27,623,0002,984
Securities issued by states & political subdivisions$55,435,000276
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$1,477,0001,157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,876,0001,531
Mortgage-backed securities$2,769,0004,817
Certificates of participation in pools of residential mortgages$2,769,0004,201
Issued or guaranteed by U.S.$2,769,0004,187
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)$04,692
Available-for-sale securities (fair market value)$84,535,0001,357
Total debt securities$83,058,0001,557
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$79,941,0001,639
U.S. Government securities$23,390,0003,418
U.S. Treasury securities$02,287
U.S. Government agency obligations$23,390,0003,287
Securities issued by states & political subdivisions$55,043,000275
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$1,508,0001,199
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,956,0001,517
Mortgage-backed securities$2,847,0004,795
Certificates of participation in pools of residential mortgages$2,847,0004,161
Issued or guaranteed by U.S.$2,847,0004,146
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)$04,716
Available-for-sale securities (fair market value)$79,941,0001,395
Total debt securities$78,433,0001,615
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$107,566,0001,225
U.S. Government securities$52,592,0001,716
U.S. Treasury securities$02,322
U.S. Government agency obligations$52,592,0001,650
Securities issued by states & political subdivisions$53,966,000279
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$1,008,0001,376
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,385,000791
Mortgage-backed securities$3,105,0004,778
Certificates of participation in pools of residential mortgages$3,105,0004,103
Issued or guaranteed by U.S.$3,105,0004,091
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)$04,735
Available-for-sale securities (fair market value)$107,566,0001,042
Total debt securities$106,558,0001,188
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$97,909,0001,292
U.S. Government securities$41,018,0002,096
U.S. Treasury securities$02,382
U.S. Government agency obligations$41,018,0002,023
Securities issued by states & political subdivisions$56,763,000247
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$128,0002,008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,307,000968
Mortgage-backed securities$3,250,0004,768
Certificates of participation in pools of residential mortgages$3,250,0004,061
Issued or guaranteed by U.S.$3,250,0004,046
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)$04,788
Available-for-sale securities (fair market value)$97,909,0001,092
Total debt securities$97,781,0001,251
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$86,916,0001,419
U.S. Government securities$34,614,0002,419
U.S. Treasury securities$02,544
U.S. Government agency obligations$34,614,0002,319
Securities issued by states & political subdivisions$52,300,000274
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$2,0002,368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,206,0001,073
Mortgage-backed securities$3,486,0004,667
Certificates of participation in pools of residential mortgages$3,486,0003,947
Issued or guaranteed by U.S.$3,486,0003,932
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)$04,875
Available-for-sale securities (fair market value)$86,916,0001,198
Total debt securities$86,914,0001,369
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$79,422,0001,414
U.S. Government securities$38,421,0002,049
U.S. Treasury securities$03,182
U.S. Government agency obligations$38,421,0001,933
Securities issued by states & political subdivisions$40,998,000339
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$3,0002,321
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,122,000890
Mortgage-backed securities$4,811,0004,038
Certificates of participation in pools of residential mortgages$4,811,0003,204
Issued or guaranteed by U.S.$4,811,0003,188
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)$05,093
Available-for-sale securities (fair market value)$79,422,0001,180
Total debt securities$79,419,0001,369
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$100,466,0001,108
U.S. Government securities$55,589,0001,433
U.S. Treasury securities$04,186
U.S. Government agency obligations$55,589,0001,327
Securities issued by states & political subdivisions$37,284,000372
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$7,593,000622
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,362,000686
Mortgage-backed securities$17,626,0001,630
Certificates of participation in pools of residential mortgages$17,626,0001,173
Issued or guaranteed by U.S.$17,626,0001,165
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)$3,399,0003,263
Available-for-sale securities (fair market value)$97,067,000899
Total debt securities$92,873,0001,154
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 contracts$060
1999-12-31Rank
Total securities$58,587,0001,969
U.S. Government securities$27,566,0002,969
U.S. Treasury securities$05,412
U.S. Government agency obligations$27,566,0002,663
Securities issued by states & political subdivisions$24,608,000609
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$6,413,000692
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,043,0001,201
Mortgage-backed securities$835,0006,024
Certificates of participation in pools of residential mortgages$835,0005,244
Issued or guaranteed by U.S.$835,0005,234
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)$3,405,0003,608
Available-for-sale securities (fair market value)$55,182,0001,567
Total debt securities$52,174,0002,091
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$27,003,0003,934
U.S. Government securities$15,431,0004,700
U.S. Treasury securities$06,820
U.S. Government agency obligations$15,431,0004,039
Securities issued by states & political subdivisions$5,469,0002,798
Other domestic debt securities$123,0003,370
Privately issued residential mortgage-backed securities$123,0001,191
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$5,980,000727
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,800,0001,688
Mortgage-backed securities$1,211,0005,900
Certificates of participation in pools of residential mortgages$1,088,0005,142
Issued or guaranteed by U.S.$1,088,0005,125
Privately issued$0349
Collaterized mortgage obligations$123,0004,427
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$123,0001,017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,412,0004,002
Available-for-sale securities (fair market value)$23,591,0003,375
Total debt securities$21,023,0004,560
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$26,505,0004,022
U.S. Government securities$14,962,0005,045
U.S. Treasury securities$07,921
U.S. Government agency obligations$14,962,0004,041
Securities issued by states & political subdivisions$3,913,0003,256
Other domestic debt securities$2,061,0001,334
Privately issued residential mortgage-backed securities$156,0001,122
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,905,0001,115
Foreign debt securities$0390
Equity securities$5,569,000738
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,276,0001,914
Mortgage-backed securities$1,597,0005,735
Certificates of participation in pools of residential mortgages$1,441,0004,880
Issued or guaranteed by U.S.$1,441,0004,860
Privately issued$0394
Collaterized mortgage obligations$156,0004,625
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$156,000914
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,913,0004,604
Available-for-sale securities (fair market value)$22,592,0003,296
Total debt securities$20,936,0004,642
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$29,101,0003,995
U.S. Government securities$21,012,0004,309
U.S. Treasury securities$08,776
U.S. Government agency obligations$21,012,0003,233
Securities issued by states & political subdivisions$1,645,0005,173
Other domestic debt securities$1,477,0001,738
Privately issued residential mortgage-backed securities$225,0001,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,252,0001,378
Foreign debt securities$0466
Equity securities$4,967,000760
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,097,0001,605
Mortgage-backed securities$3,741,0004,820
Certificates of participation in pools of residential mortgages$1,932,0004,805
Issued or guaranteed by U.S.$1,932,0004,782
Privately issued$0472
Collaterized mortgage obligations$1,809,0003,213
CMOs issued by government agencies or sponsored agencies$1,584,0003,223
Privately issued$225,0001,038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,645,0006,552
Available-for-sale securities (fair market value)$27,456,0002,949
Total debt securities$24,134,0004,526
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$3,006,000134
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$25,911,0004,578
U.S. Government securities$19,701,0004,707
U.S. Treasury securities$010,180
U.S. Government agency obligations$19,701,0003,353
Securities issued by states & political subdivisions$2,077,0004,806
Other domestic debt securities$1,766,0001,916
Privately issued residential mortgage-backed securities$258,0001,475
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,508,0001,582
Foreign debt securities$0553
Equity securities$2,367,0001,277
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,675,0001,482
Mortgage-backed securities$4,675,0004,616
Certificates of participation in pools of residential mortgages$2,505,0004,505
Issued or guaranteed by U.S.$2,505,0004,480
Privately issued$0558
Collaterized mortgage obligations$2,170,0003,305
CMOs issued by government agencies or sponsored agencies$1,912,0003,368
Privately issued$258,0001,189
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,077,0006,589
Available-for-sale securities (fair market value)$23,834,0003,427
Total debt securities$23,544,0004,830
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$31,022,0004,151
U.S. Government securities$24,518,0004,156
U.S. Treasury securities$011,131
U.S. Government agency obligations$24,518,0002,701
Securities issued by states & political subdivisions$3,345,0003,919
Other domestic debt securities$1,861,0002,119
Privately issued residential mortgage-backed securities$284,0001,615
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,577,0001,773
Foreign debt securities$0600
Equity securities$1,298,0001,729
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,661,0001,299
Mortgage-backed securities$6,508,0004,141
Certificates of participation in pools of residential mortgages$3,047,0004,349
Issued or guaranteed by U.S.$3,047,0004,324
Privately issued$0564
Collaterized mortgage obligations$3,461,0002,827
CMOs issued by government agencies or sponsored agencies$3,177,0002,802
Privately issued$284,0001,339
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,345,0009,088
Available-for-sale securities (fair market value)$27,677,0002,082
Total debt securities$29,724,0004,205
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$22,823,0005,577
U.S. Government securities$17,522,0005,625
U.S. Treasury securities$011,566
U.S. Government agency obligations$17,522,0003,692
Securities issued by states & political subdivisions$3,870,0003,641
Other domestic debt securities$1,431,0002,830
Privately issued residential mortgage-backed securities$403,0001,883
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,028,0002,496
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,821,0003,053
Mortgage-backed securities$4,709,0005,430
Certificates of participation in pools of residential mortgages$3,919,0004,309
Issued or guaranteed by U.S.$3,919,0004,270
Privately issued$0731
Collaterized mortgage obligations$790,0005,267
CMOs issued by government agencies or sponsored agencies$387,0005,708
Privately issued$403,0001,535
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$22,823,0005,445
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$22,672,0005,592
U.S. Government securities$17,184,0005,683
U.S. Treasury securities$012,156
U.S. Government agency obligations$17,184,0003,693
Securities issued by states & political subdivisions$3,797,0003,442
Other domestic debt securities$1,586,0003,309
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,586,0002,326
Foreign debt securities$0699
Equity securities$105,0005,019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,838,0003,263
Mortgage-backed securities$9,712,0003,820
Certificates of participation in pools of residential mortgages$6,667,0003,330
Issued or guaranteed by U.S.$6,667,0003,281
Privately issued$0831
Collaterized mortgage obligations$3,045,0003,405
CMOs issued by government agencies or sponsored agencies$3,045,0003,117
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$22,567,0005,492
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$130,000321
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA