Citizens Bank and Trust Company, Securities

2023-12-31Rank
Total securities$226,095,000886
U.S. Government securities$203,577,000648
U.S. Treasury securities$67,332,000364
U.S. Government agency obligations$136,245,000766
Securities issued by states & political subdivisions$22,518,0001,670
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,942,0001,334
Mortgage-backed securities$78,134,000946
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$77,656,000606
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$478,0002,339
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$226,095,000736
Total debt securities$226,095,000873
Structured notes
Amortized cost$4,500,000345
Fair value$4,126,000345
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$221,432,000880
U.S. Government securities$200,197,000660
U.S. Treasury securities$65,977,000379
U.S. Government agency obligations$134,220,000779
Securities issued by states & political subdivisions$21,235,0001,704
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,392,0001,304
Mortgage-backed securities$75,851,000953
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$75,353,000613
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$498,0002,318
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$221,432,000730
Total debt securities$221,432,000872
Structured notes
Amortized cost$4,500,000356
Fair value$3,950,000359
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$230,111,000871
U.S. Government securities$207,232,000653
U.S. Treasury securities$65,671,000392
U.S. Government agency obligations$141,561,000771
Securities issued by states & political subdivisions$22,879,0001,693
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,908,0001,829
Mortgage-backed securities$81,725,000930
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$81,145,000596
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$580,0002,293
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$230,111,000727
Total debt securities$230,111,000861
Structured notes
Amortized cost$4,500,000388
Fair value$4,014,000390
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$236,365,000895
U.S. Government securities$213,056,000661
U.S. Treasury securities$66,301,000407
U.S. Government agency obligations$146,755,000741
Securities issued by states & political subdivisions$23,309,0001,725
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,841,0001,201
Mortgage-backed securities$85,420,000937
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$84,790,000602
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$630,0002,315
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$236,365,000747
Total debt securities$236,365,000884
Structured notes
Amortized cost$4,500,000410
Fair value$4,045,000414
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$235,515,000902
U.S. Government securities$212,335,000667
U.S. Treasury securities$65,383,000439
U.S. Government agency obligations$146,952,000741
Securities issued by states & political subdivisions$23,180,0001,778
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,194,0001,174
Mortgage-backed securities$86,356,000935
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$85,689,000606
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$667,0002,321
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$235,515,000761
Total debt securities$235,515,000893
Structured notes
Amortized cost$5,500,000362
Fair value$4,931,000356
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$220,418,000979
U.S. Government securities$202,499,000699
U.S. Treasury securities$64,920,000453
U.S. Government agency obligations$137,579,000794
Securities issued by states & political subdivisions$17,919,0002,044
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,308,0001,190
Mortgage-backed securities$82,955,000961
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$82,242,000636
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$713,0002,327
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$220,418,000832
Total debt securities$220,418,000968
Structured notes
Amortized cost$5,500,000358
Fair value$4,869,000360
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$201,260,0001,063
U.S. Government securities$185,374,000755
U.S. Treasury securities$59,128,000481
U.S. Government agency obligations$126,246,000861
Securities issued by states & political subdivisions$15,886,0002,216
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,277,0001,178
Mortgage-backed securities$76,588,0001,043
Certificates of participation in pools of residential mortgages$75,801,000695
Issued or guaranteed by U.S.$75,801,000686
Privately issued$0231
Collaterized mortgage obligations$787,0002,389
CMOs issued by government agencies or sponsored agencies$787,0002,315
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$201,260,000945
Total debt securities$201,260,0001,052
Structured notes
Amortized cost$5,500,000341
Fair value$5,160,000335
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$164,585,0001,268
U.S. Government securities$149,225,000915
U.S. Treasury securities$34,126,000652
U.S. Government agency obligations$115,099,000939
Securities issued by states & political subdivisions$15,360,0002,284
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,680,0001,123
Mortgage-backed securities$71,685,0001,113
Certificates of participation in pools of residential mortgages$70,790,000749
Issued or guaranteed by U.S.$70,790,000739
Privately issued$0238
Collaterized mortgage obligations$895,0002,346
CMOs issued by government agencies or sponsored agencies$895,0002,277
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$164,585,0001,142
Total debt securities$164,585,0001,254
Structured notes
Amortized cost$4,500,000360
Fair value$4,276,000364
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$246,498,000864
U.S. Government securities$230,641,000606
U.S. Treasury securities$129,847,000151
U.S. Government agency obligations$100,794,0001,023
Securities issued by states & political subdivisions$15,857,0002,287
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,329,0001,256
Mortgage-backed securities$66,664,0001,166
Certificates of participation in pools of residential mortgages$65,576,000798
Issued or guaranteed by U.S.$65,576,000786
Privately issued$0246
Collaterized mortgage obligations$1,088,0002,272
CMOs issued by government agencies or sponsored agencies$1,088,0002,216
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$246,498,000784
Total debt securities$246,498,000856
Structured notes
Amortized cost$1,535,000571
Fair value$1,490,000584
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$216,711,000913
U.S. Government securities$200,903,000631
U.S. Treasury securities$111,977,000123
U.S. Government agency obligations$88,926,0001,097
Securities issued by states & political subdivisions$15,808,0002,269
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,591,0001,195
Mortgage-backed securities$69,582,0001,121
Certificates of participation in pools of residential mortgages$68,348,000752
Issued or guaranteed by U.S.$68,348,000738
Privately issued$0234
Collaterized mortgage obligations$1,234,0002,246
CMOs issued by government agencies or sponsored agencies$1,234,0002,196
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$216,711,000834
Total debt securities$216,711,000903
Structured notes
Amortized cost$1,538,000506
Fair value$1,500,000513
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$199,813,000948
U.S. Government securities$183,644,000651
U.S. Treasury securities$101,004,000131
U.S. Government agency obligations$82,640,0001,131
Securities issued by states & political subdivisions$16,169,0002,215
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,780,0001,158
Mortgage-backed securities$66,967,0001,096
Certificates of participation in pools of residential mortgages$65,522,000735
Issued or guaranteed by U.S.$65,522,000720
Privately issued$0247
Collaterized mortgage obligations$1,445,0002,170
CMOs issued by government agencies or sponsored agencies$1,445,0002,121
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$199,813,000868
Total debt securities$199,813,000935
Structured notes
Amortized cost$1,542,000454
Fair value$1,493,000469
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$193,550,000893
U.S. Government securities$177,035,000607
U.S. Treasury securities$101,008,000104
U.S. Government agency obligations$76,027,0001,116
Securities issued by states & political subdivisions$16,515,0002,131
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$43,356,0001,178
Mortgage-backed securities$63,374,0001,085
Certificates of participation in pools of residential mortgages$60,104,000744
Issued or guaranteed by U.S.$60,104,000726
Privately issued$0261
Collaterized mortgage obligations$1,671,0002,089
CMOs issued by government agencies or sponsored agencies$1,671,0002,038
Privately issued$0475
Commercial mortgage-backed securities$1,599,0001,541
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$1,599,0001,029
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$193,550,000804
Total debt securities$193,550,000880
Structured notes
Amortized cost$1,545,000311
Fair value$1,471,000322
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$175,938,000891
U.S. Government securities$156,219,000604
U.S. Treasury securities$57,010,000127
U.S. Government agency obligations$99,209,000832
Securities issued by states & political subdivisions$19,719,0001,909
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$44,177,0001,155
Mortgage-backed securities$56,570,0001,103
Certificates of participation in pools of residential mortgages$53,049,000747
Issued or guaranteed by U.S.$53,049,000735
Privately issued$0245
Collaterized mortgage obligations$1,904,0002,053
CMOs issued by government agencies or sponsored agencies$1,904,0002,005
Privately issued$0474
Commercial mortgage-backed securities$1,617,0001,488
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$1,617,000988
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$175,938,000812
Total debt securities$175,938,000879
Structured notes
Amortized cost$47,000375
Fair value$48,000373
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$147,513,000990
U.S. Government securities$130,861,000670
U.S. Treasury securities$52,012,000137
U.S. Government agency obligations$78,849,000938
Securities issued by states & political subdivisions$16,652,0001,979
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$40,701,0001,199
Mortgage-backed securities$54,182,0001,094
Certificates of participation in pools of residential mortgages$50,328,000727
Issued or guaranteed by U.S.$50,328,000711
Privately issued$0251
Collaterized mortgage obligations$2,196,0002,004
CMOs issued by government agencies or sponsored agencies$2,196,0001,956
Privately issued$0464
Commercial mortgage-backed securities$1,658,0001,467
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$1,658,000968
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$147,513,000902
Total debt securities$147,513,000979
Structured notes
Amortized cost$50,000376
Fair value$51,000366
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$125,563,0001,100
U.S. Government securities$108,319,000773
U.S. Treasury securities$28,016,000226
U.S. Government agency obligations$80,303,000900
Securities issued by states & political subdivisions$17,244,0001,869
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$42,250,0001,180
Mortgage-backed securities$57,415,0001,036
Certificates of participation in pools of residential mortgages$53,093,000675
Issued or guaranteed by U.S.$53,093,000660
Privately issued$0251
Collaterized mortgage obligations$2,591,0001,952
CMOs issued by government agencies or sponsored agencies$2,591,0001,907
Privately issued$0454
Commercial mortgage-backed securities$1,731,0001,434
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$1,731,000932
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$125,563,000995
Total debt securities$125,563,0001,078
Structured notes
Amortized cost$54,000395
Fair value$55,000395
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$107,242,0001,215
U.S. Government securities$87,230,000928
U.S. Treasury securities$4,043,000684
U.S. Government agency obligations$83,187,000894
Securities issued by states & political subdivisions$20,012,0001,548
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$38,350,0001,202
Mortgage-backed securities$61,795,000979
Certificates of participation in pools of residential mortgages$57,182,000631
Issued or guaranteed by U.S.$57,182,000614
Privately issued$0267
Collaterized mortgage obligations$2,884,0001,918
CMOs issued by government agencies or sponsored agencies$2,884,0001,872
Privately issued$0460
Commercial mortgage-backed securities$1,729,0001,427
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$1,729,000908
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$107,242,0001,116
Total debt securities$107,242,0001,199
Structured notes
Amortized cost$56,000561
Fair value$57,000561
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$114,856,0001,128
U.S. Government securities$92,744,000904
U.S. Treasury securities$6,000,000608
U.S. Government agency obligations$86,744,000890
Securities issued by states & political subdivisions$22,112,0001,412
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$36,809,0001,228
Mortgage-backed securities$57,306,0001,001
Certificates of participation in pools of residential mortgages$52,557,000657
Issued or guaranteed by U.S.$52,557,000642
Privately issued$0249
Collaterized mortgage obligations$2,973,0001,906
CMOs issued by government agencies or sponsored agencies$2,973,0001,859
Privately issued$0457
Commercial mortgage-backed securities$1,776,0001,386
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$1,776,000867
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$114,856,0001,022
Total debt securities$114,856,0001,111
Structured notes
Amortized cost$59,000705
Fair value$59,000705
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$118,213,0001,094
U.S. Government securities$94,611,000884
U.S. Treasury securities$3,987,000768
U.S. Government agency obligations$90,624,000871
Securities issued by states & political subdivisions$23,602,0001,339
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$31,684,0001,378
Mortgage-backed securities$50,174,0001,092
Certificates of participation in pools of residential mortgages$46,636,000700
Issued or guaranteed by U.S.$46,636,000680
Privately issued$0287
Collaterized mortgage obligations$3,239,0001,869
CMOs issued by government agencies or sponsored agencies$3,239,0001,827
Privately issued$0463
Commercial mortgage-backed securities$299,0001,774
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$299,0001,147
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$118,213,000989
Total debt securities$118,213,0001,080
Structured notes
Amortized cost$61,000857
Fair value$61,000857
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$112,193,0001,156
U.S. Government securities$87,215,000964
U.S. Treasury securities$1,997,000983
U.S. Government agency obligations$85,218,000924
Securities issued by states & political subdivisions$24,978,0001,303
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$32,825,0001,381
Mortgage-backed securities$45,693,0001,164
Certificates of participation in pools of residential mortgages$42,907,000739
Issued or guaranteed by U.S.$42,907,000734
Privately issued$0244
Collaterized mortgage obligations$2,415,0002,007
CMOs issued by government agencies or sponsored agencies$2,415,0001,957
Privately issued$0476
Commercial mortgage-backed securities$371,0001,737
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$371,0001,117
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$112,193,0001,040
Total debt securities$112,193,0001,137
Structured notes
Amortized cost$64,000920
Fair value$64,000920
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$109,072,0001,188
U.S. Government securities$81,698,0001,025
U.S. Treasury securities$1,986,0001,016
U.S. Government agency obligations$79,712,000987
Securities issued by states & political subdivisions$27,374,0001,252
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$32,914,0001,390
Mortgage-backed securities$41,190,0001,225
Certificates of participation in pools of residential mortgages$38,227,000817
Issued or guaranteed by U.S.$38,227,000810
Privately issued$0248
Collaterized mortgage obligations$2,548,0001,986
CMOs issued by government agencies or sponsored agencies$2,548,0001,938
Privately issued$0499
Commercial mortgage-backed securities$415,0001,656
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$415,0001,022
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$109,072,0001,064
Total debt securities$109,072,0001,167
Structured notes
Amortized cost$67,000940
Fair value$65,000954
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$106,886,0001,222
U.S. Government securities$78,405,0001,053
U.S. Treasury securities$3,982,000774
U.S. Government agency obligations$74,423,0001,041
Securities issued by states & political subdivisions$28,481,0001,235
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,498,0001,389
Mortgage-backed securities$36,250,0001,323
Certificates of participation in pools of residential mortgages$33,101,000913
Issued or guaranteed by U.S.$33,101,000905
Privately issued$0211
Collaterized mortgage obligations$2,727,0001,947
CMOs issued by government agencies or sponsored agencies$2,727,0001,893
Privately issued$0498
Commercial mortgage-backed securities$422,0001,622
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$422,000977
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$106,886,0001,103
Total debt securities$106,886,0001,203
Structured notes
Amortized cost$69,000962
Fair value$68,000960
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$102,812,0001,256
U.S. Government securities$74,238,0001,109
U.S. Treasury securities$3,968,000749
U.S. Government agency obligations$70,270,0001,082
Securities issued by states & political subdivisions$28,574,0001,232
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,002,0001,519
Mortgage-backed securities$32,372,0001,430
Certificates of participation in pools of residential mortgages$29,048,0001,011
Issued or guaranteed by U.S.$29,048,0001,006
Privately issued$0145
Collaterized mortgage obligations$2,893,0001,900
CMOs issued by government agencies or sponsored agencies$2,893,0001,850
Privately issued$0515
Commercial mortgage-backed securities$431,0001,612
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$431,000977
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$102,812,0001,132
Total debt securities$102,812,0001,233
Structured notes
Amortized cost$74,000942
Fair value$72,000942
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$99,352,0001,316
U.S. Government securities$69,982,0001,157
U.S. Treasury securities$3,968,000706
U.S. Government agency obligations$66,014,0001,144
Securities issued by states & political subdivisions$29,370,0001,247
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,786,0001,532
Mortgage-backed securities$33,559,0001,414
Certificates of participation in pools of residential mortgages$29,925,0001,024
Issued or guaranteed by U.S.$29,925,000999
Privately issued$0453
Collaterized mortgage obligations$3,149,0001,861
CMOs issued by government agencies or sponsored agencies$3,149,0001,811
Privately issued$0544
Commercial mortgage-backed securities$485,0001,557
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$485,000955
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$99,352,0001,194
Total debt securities$99,352,0001,296
Structured notes
Amortized cost$78,000946
Fair value$76,000946
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$96,540,0001,358
U.S. Government securities$65,351,0001,242
U.S. Treasury securities$2,989,000776
U.S. Government agency obligations$62,362,0001,221
Securities issued by states & political subdivisions$31,189,0001,197
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,246,0001,530
Mortgage-backed securities$33,835,0001,405
Certificates of participation in pools of residential mortgages$29,912,0001,051
Issued or guaranteed by U.S.$29,912,0001,050
Privately issued$067
Collaterized mortgage obligations$3,410,0001,809
CMOs issued by government agencies or sponsored agencies$3,410,0001,758
Privately issued$0557
Commercial mortgage-backed securities$513,0001,352
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$513,000918
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$96,540,0001,225
Total debt securities$96,540,0001,334
Structured notes
Amortized cost$82,000922
Fair value$81,000910
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$95,794,0001,371
U.S. Government securities$62,717,0001,290
U.S. Treasury securities$01,328
U.S. Government agency obligations$62,717,0001,223
Securities issued by states & political subdivisions$33,077,0001,172
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,153,0001,517
Mortgage-backed securities$35,009,0001,373
Certificates of participation in pools of residential mortgages$30,758,0001,061
Issued or guaranteed by U.S.$30,758,0001,061
Privately issued$064
Collaterized mortgage obligations$3,728,0001,743
CMOs issued by government agencies or sponsored agencies$3,728,0001,690
Privately issued$0573
Commercial mortgage-backed securities$523,0001,339
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$523,000879
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$95,794,0001,235
Total debt securities$95,794,0001,350
Structured notes
Amortized cost$87,000924
Fair value$86,000923
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$93,491,0001,423
U.S. Government securities$58,969,0001,368
U.S. Treasury securities$01,313
U.S. Government agency obligations$58,969,0001,307
Securities issued by states & political subdivisions$34,522,0001,135
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,000,0001,496
Mortgage-backed securities$37,088,0001,325
Certificates of participation in pools of residential mortgages$32,418,0001,021
Issued or guaranteed by U.S.$32,418,0001,020
Privately issued$069
Collaterized mortgage obligations$4,123,0001,682
CMOs issued by government agencies or sponsored agencies$4,123,0001,629
Privately issued$0584
Commercial mortgage-backed securities$547,0001,321
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$547,000865
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$93,491,0001,278
Total debt securities$93,491,0001,405
Structured notes
Amortized cost$93,000952
Fair value$93,000953
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$90,192,0001,506
U.S. Government securities$56,573,0001,435
U.S. Treasury securities$01,351
U.S. Government agency obligations$56,573,0001,376
Securities issued by states & political subdivisions$33,619,0001,182
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,843,0001,498
Mortgage-backed securities$35,507,0001,386
Certificates of participation in pools of residential mortgages$30,434,0001,097
Issued or guaranteed by U.S.$30,434,0001,096
Privately issued$067
Collaterized mortgage obligations$4,513,0001,655
CMOs issued by government agencies or sponsored agencies$4,513,0001,600
Privately issued$0606
Commercial mortgage-backed securities$560,0001,278
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$560,000825
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$90,192,0001,357
Total debt securities$90,192,0001,487
Structured notes
Amortized cost$99,0001,042
Fair value$100,0001,022
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$91,969,0001,505
U.S. Government securities$56,806,0001,458
U.S. Treasury securities$01,390
U.S. Government agency obligations$56,806,0001,391
Securities issued by states & political subdivisions$35,163,0001,139
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,362,0001,491
Mortgage-backed securities$36,979,0001,371
Certificates of participation in pools of residential mortgages$31,392,0001,100
Issued or guaranteed by U.S.$31,392,0001,099
Privately issued$066
Collaterized mortgage obligations$4,912,0001,610
CMOs issued by government agencies or sponsored agencies$4,912,0001,554
Privately issued$0642
Commercial mortgage-backed securities$675,0001,241
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$675,000808
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$91,969,0001,347
Total debt securities$91,969,0001,483
Structured notes
Amortized cost$107,0001,106
Fair value$107,0001,102
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$90,234,0001,521
U.S. Government securities$53,791,0001,508
U.S. Treasury securities$01,367
U.S. Government agency obligations$53,791,0001,438
Securities issued by states & political subdivisions$36,443,0001,108
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,219,0001,448
Mortgage-backed securities$38,007,0001,331
Certificates of participation in pools of residential mortgages$31,961,0001,078
Issued or guaranteed by U.S.$31,961,0001,077
Privately issued$071
Collaterized mortgage obligations$5,343,0001,523
CMOs issued by government agencies or sponsored agencies$5,343,0001,464
Privately issued$0666
Commercial mortgage-backed securities$703,0001,199
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$703,000776
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$90,234,0001,355
Total debt securities$90,234,0001,493
Structured notes
Amortized cost$116,0001,099
Fair value$116,0001,096
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$85,726,0001,572
U.S. Government securities$48,030,0001,627
U.S. Treasury securities$01,214
U.S. Government agency obligations$48,030,0001,555
Securities issued by states & political subdivisions$37,696,0001,069
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,249,0001,676
Mortgage-backed securities$38,037,0001,332
Certificates of participation in pools of residential mortgages$31,363,0001,102
Issued or guaranteed by U.S.$31,363,0001,101
Privately issued$067
Collaterized mortgage obligations$5,927,0001,475
CMOs issued by government agencies or sponsored agencies$5,927,0001,416
Privately issued$0671
Commercial mortgage-backed securities$747,0001,137
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$747,000743
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$85,726,0001,416
Total debt securities$85,726,0001,548
Structured notes
Amortized cost$124,0001,083
Fair value$125,0001,081
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$85,393,0001,595
U.S. Government securities$47,380,0001,702
U.S. Treasury securities$01,253
U.S. Government agency obligations$47,380,0001,621
Securities issued by states & political subdivisions$38,013,0001,068
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,868,0001,729
Mortgage-backed securities$36,441,0001,404
Certificates of participation in pools of residential mortgages$32,402,0001,095
Issued or guaranteed by U.S.$32,402,0001,091
Privately issued$071
Collaterized mortgage obligations$3,241,0001,898
CMOs issued by government agencies or sponsored agencies$3,241,0001,831
Privately issued$0687
Commercial mortgage-backed securities$798,0001,062
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$798,000711
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$85,393,0001,435
Total debt securities$85,393,0001,566
Structured notes
Amortized cost$132,0001,229
Fair value$135,0001,217
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$85,959,0001,601
U.S. Government securities$46,452,0001,762
U.S. Treasury securities$01,296
U.S. Government agency obligations$46,452,0001,686
Securities issued by states & political subdivisions$38,503,0001,036
Other domestic debt securities$1,004,0001,613
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$1,004,0001,295
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,198,0001,714
Mortgage-backed securities$32,522,0001,518
Certificates of participation in pools of residential mortgages$28,036,0001,210
Issued or guaranteed by U.S.$28,036,0001,209
Privately issued$066
Collaterized mortgage obligations$3,683,0001,825
CMOs issued by government agencies or sponsored agencies$3,683,0001,758
Privately issued$0699
Commercial mortgage-backed securities$803,0001,035
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$803,000690
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$85,959,0001,434
Total debt securities$85,959,0001,574
Structured notes
Amortized cost$142,0001,410
Fair value$145,0001,396
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$85,803,0001,611
U.S. Government securities$43,339,0001,888
U.S. Treasury securities$01,367
U.S. Government agency obligations$43,339,0001,799
Securities issued by states & political subdivisions$39,950,0001,002
Other domestic debt securities$2,514,0001,181
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$2,514,000919
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,215,0001,717
Mortgage-backed securities$29,045,0001,650
Certificates of participation in pools of residential mortgages$24,106,0001,380
Issued or guaranteed by U.S.$24,106,0001,379
Privately issued$066
Collaterized mortgage obligations$4,104,0001,770
CMOs issued by government agencies or sponsored agencies$4,104,0001,708
Privately issued$0704
Commercial mortgage-backed securities$835,000987
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$835,000635
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$85,803,0001,443
Total debt securities$85,803,0001,591
Structured notes
Amortized cost$152,0001,559
Fair value$153,0001,548
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$94,855,0001,474
U.S. Government securities$51,820,0001,647
U.S. Treasury securities$01,303
U.S. Government agency obligations$51,820,0001,580
Securities issued by states & political subdivisions$40,501,000995
Other domestic debt securities$2,534,0001,190
Privately issued residential mortgage-backed securities$2,000740
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$2,532,000927
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,701,0001,715
Mortgage-backed securities$27,933,0001,710
Certificates of participation in pools of residential mortgages$22,444,0001,465
Issued or guaranteed by U.S.$22,444,0001,465
Privately issued$065
Collaterized mortgage obligations$4,619,0001,714
CMOs issued by government agencies or sponsored agencies$4,617,0001,652
Privately issued$2,000700
Commercial mortgage-backed securities$870,000943
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$870,000598
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$94,855,0001,307
Total debt securities$94,855,0001,456
Structured notes
Amortized cost$165,0001,737
Fair value$168,0001,727
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$98,727,0001,454
U.S. Government securities$54,428,0001,642
U.S. Treasury securities$01,348
U.S. Government agency obligations$54,428,0001,568
Securities issued by states & political subdivisions$41,734,000940
Other domestic debt securities$2,565,0001,191
Privately issued residential mortgage-backed securities$17,000721
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$2,548,000926
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,896,0001,708
Mortgage-backed securities$29,680,0001,685
Certificates of participation in pools of residential mortgages$23,515,0001,454
Issued or guaranteed by U.S.$23,515,0001,454
Privately issued$067
Collaterized mortgage obligations$5,204,0001,688
CMOs issued by government agencies or sponsored agencies$5,187,0001,626
Privately issued$17,000689
Commercial mortgage-backed securities$961,000879
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$961,000559
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$98,727,0001,283
Total debt securities$98,727,0001,434
Structured notes
Amortized cost$181,0001,876
Fair value$184,0001,867
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$103,833,0001,386
U.S. Government securities$57,953,0001,589
U.S. Treasury securities$01,327
U.S. Government agency obligations$57,953,0001,514
Securities issued by states & political subdivisions$43,297,000895
Other domestic debt securities$2,583,0001,199
Privately issued residential mortgage-backed securities$17,000765
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$2,566,000921
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,028,0001,772
Mortgage-backed securities$31,879,0001,630
Certificates of participation in pools of residential mortgages$24,934,0001,414
Issued or guaranteed by U.S.$24,934,0001,414
Privately issued$070
Collaterized mortgage obligations$5,812,0001,647
CMOs issued by government agencies or sponsored agencies$5,795,0001,587
Privately issued$17,000727
Commercial mortgage-backed securities$1,133,000792
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$1,133,000508
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$103,833,0001,229
Total debt securities$103,833,0001,364
Structured notes
Amortized cost$698,0001,607
Fair value$702,0001,599
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$98,701,0001,450
U.S. Government securities$52,971,0001,723
U.S. Treasury securities$01,361
U.S. Government agency obligations$52,971,0001,646
Securities issued by states & political subdivisions$43,139,000896
Other domestic debt securities$2,591,0001,193
Privately issued residential mortgage-backed securities$18,000761
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$2,573,000923
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,367,0001,760
Mortgage-backed securities$29,140,0001,776
Certificates of participation in pools of residential mortgages$22,830,0001,530
Issued or guaranteed by U.S.$22,830,0001,528
Privately issued$075
Collaterized mortgage obligations$6,310,0001,630
CMOs issued by government agencies or sponsored agencies$6,292,0001,570
Privately issued$18,000723
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)$98,701,0001,282
Total debt securities$98,701,0001,436
Structured notes
Amortized cost$212,0002,068
Fair value$215,0002,059
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$99,494,0001,480
U.S. Government securities$54,269,0001,732
U.S. Treasury securities$01,381
U.S. Government agency obligations$54,269,0001,664
Securities issued by states & political subdivisions$42,588,000904
Other domestic debt securities$2,637,0001,233
Privately issued residential mortgage-backed securities$41,000771
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$2,596,000951
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,547,0001,750
Mortgage-backed securities$30,566,0001,777
Certificates of participation in pools of residential mortgages$23,662,0001,528
Issued or guaranteed by U.S.$23,662,0001,528
Privately issued$073
Collaterized mortgage obligations$6,904,0001,588
CMOs issued by government agencies or sponsored agencies$6,863,0001,521
Privately issued$41,000736
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)$99,494,0001,305
Total debt securities$99,494,0001,457
Structured notes
Amortized cost$232,0002,162
Fair value$233,0002,151
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$99,512,0001,491
U.S. Government securities$56,211,0001,692
U.S. Treasury securities$01,342
U.S. Government agency obligations$56,211,0001,632
Securities issued by states & political subdivisions$40,643,000953
Other domestic debt securities$2,658,0001,266
Privately issued residential mortgage-backed securities$42,000789
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$2,616,000970
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,941,0001,746
Mortgage-backed securities$32,487,0001,745
Certificates of participation in pools of residential mortgages$24,926,0001,507
Issued or guaranteed by U.S.$24,926,0001,507
Privately issued$075
Collaterized mortgage obligations$7,561,0001,540
CMOs issued by government agencies or sponsored agencies$7,519,0001,475
Privately issued$42,000756
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)$99,512,0001,318
Total debt securities$99,512,0001,474
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$100,653,0001,484
U.S. Government securities$57,469,0001,661
U.S. Treasury securities$01,198
U.S. Government agency obligations$57,469,0001,601
Securities issued by states & political subdivisions$40,515,000955
Other domestic debt securities$2,669,0001,294
Privately issued residential mortgage-backed securities$43,000811
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$2,626,000994
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,199,0001,820
Mortgage-backed securities$33,930,0001,699
Certificates of participation in pools of residential mortgages$25,720,0001,480
Issued or guaranteed by U.S.$25,720,0001,480
Privately issued$076
Collaterized mortgage obligations$8,210,0001,492
CMOs issued by government agencies or sponsored agencies$8,167,0001,433
Privately issued$43,000778
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)$100,653,0001,314
Total debt securities$100,653,0001,465
Structured notes
Amortized cost$285,0002,206
Fair value$285,0002,198
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$98,019,0001,508
U.S. Government securities$58,748,0001,621
U.S. Treasury securities$01,131
U.S. Government agency obligations$58,748,0001,561
Securities issued by states & political subdivisions$36,574,0001,043
Other domestic debt securities$2,697,0001,324
Privately issued residential mortgage-backed securities$66,000825
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,631,0001,003
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,324,0001,807
Mortgage-backed securities$35,435,0001,639
Certificates of participation in pools of residential mortgages$26,637,0001,451
Issued or guaranteed by U.S.$26,637,0001,450
Privately issued$081
Collaterized mortgage obligations$8,798,0001,444
CMOs issued by government agencies or sponsored agencies$8,732,0001,385
Privately issued$66,000788
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)$98,019,0001,342
Total debt securities$98,019,0001,485
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$101,545,0001,474
U.S. Government securities$61,446,0001,577
U.S. Treasury securities$01,131
U.S. Government agency obligations$61,446,0001,528
Securities issued by states & political subdivisions$37,378,0001,024
Other domestic debt securities$2,721,0001,356
Privately issued residential mortgage-backed securities$82,000838
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,639,0001,040
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,072,0001,808
Mortgage-backed securities$37,961,0001,571
Certificates of participation in pools of residential mortgages$28,374,0001,389
Issued or guaranteed by U.S.$28,374,0001,387
Privately issued$080
Collaterized mortgage obligations$9,587,0001,398
CMOs issued by government agencies or sponsored agencies$9,505,0001,338
Privately issued$82,000802
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)$101,545,0001,311
Total debt securities$101,545,0001,457
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$104,177,0001,437
U.S. Government securities$63,964,0001,516
U.S. Treasury securities$01,152
U.S. Government agency obligations$63,964,0001,474
Securities issued by states & political subdivisions$37,498,0001,008
Other domestic debt securities$2,715,0001,384
Privately issued residential mortgage-backed securities$84,000868
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,631,0001,056
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,231,0001,831
Mortgage-backed securities$40,603,0001,486
Certificates of participation in pools of residential mortgages$29,934,0001,315
Issued or guaranteed by U.S.$29,934,0001,315
Privately issued$083
Collaterized mortgage obligations$10,669,0001,343
CMOs issued by government agencies or sponsored agencies$10,585,0001,280
Privately issued$84,000829
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)$104,177,0001,293
Total debt securities$104,177,0001,418
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$98,469,0001,537
U.S. Government securities$61,552,0001,606
U.S. Treasury securities$01,161
U.S. Government agency obligations$61,552,0001,556
Securities issued by states & political subdivisions$34,688,0001,096
Other domestic debt securities$2,229,0001,519
Privately issued residential mortgage-backed securities$108,000885
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,121,0001,161
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,483,0001,808
Mortgage-backed securities$36,294,0001,661
Certificates of participation in pools of residential mortgages$24,253,0001,591
Issued or guaranteed by U.S.$24,253,0001,589
Privately issued$083
Collaterized mortgage obligations$12,041,0001,310
CMOs issued by government agencies or sponsored agencies$11,933,0001,239
Privately issued$108,000847
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)$98,469,0001,385
Total debt securities$98,469,0001,516
Structured notes
Amortized cost$500,0001,980
Fair value$500,0002,030
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$95,848,0001,545
U.S. Government securities$61,972,0001,573
U.S. Treasury securities$01,135
U.S. Government agency obligations$61,972,0001,522
Securities issued by states & political subdivisions$33,730,0001,102
Other domestic debt securities$146,0002,641
Privately issued residential mortgage-backed securities$146,000891
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,414,0001,938
Mortgage-backed securities$33,644,0001,748
Certificates of participation in pools of residential mortgages$20,266,0001,762
Issued or guaranteed by U.S.$20,266,0001,760
Privately issued$085
Collaterized mortgage obligations$13,378,0001,281
CMOs issued by government agencies or sponsored agencies$13,232,0001,216
Privately issued$146,000857
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)$95,848,0001,396
Total debt securities$95,848,0001,528
Structured notes
Amortized cost$500,0002,008
Fair value$502,0002,031
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$89,035,0001,657
U.S. Government securities$56,898,0001,718
U.S. Treasury securities$01,086
U.S. Government agency obligations$56,898,0001,677
Securities issued by states & political subdivisions$31,946,0001,123
Other domestic debt securities$191,0002,689
Privately issued residential mortgage-backed securities$191,000907
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,884,0001,862
Mortgage-backed securities$37,562,0001,698
Certificates of participation in pools of residential mortgages$22,688,0001,694
Issued or guaranteed by U.S.$22,688,0001,693
Privately issued$088
Collaterized mortgage obligations$14,874,0001,270
CMOs issued by government agencies or sponsored agencies$14,683,0001,198
Privately issued$191,000871
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)$89,035,0001,509
Total debt securities$89,035,0001,636
Structured notes
Amortized cost$2,751,0001,141
Fair value$2,757,0001,145
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$86,143,0001,712
U.S. Government securities$53,590,0001,805
U.S. Treasury securities$01,068
U.S. Government agency obligations$53,590,0001,764
Securities issued by states & political subdivisions$30,751,0001,146
Other domestic debt securities$1,802,0001,707
Privately issued residential mortgage-backed securities$956,000677
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$846,0001,654
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,647,0001,959
Mortgage-backed securities$41,546,0001,583
Certificates of participation in pools of residential mortgages$24,582,0001,634
Issued or guaranteed by U.S.$24,582,0001,633
Privately issued$094
Collaterized mortgage obligations$16,964,0001,191
CMOs issued by government agencies or sponsored agencies$16,008,0001,153
Privately issued$956,000652
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)$86,143,0001,557
Total debt securities$85,885,0001,691
Structured notes
Amortized cost$5,363,000853
Fair value$5,373,000849
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$83,080,0001,767
U.S. Government securities$51,967,0001,909
U.S. Treasury securities$01,157
U.S. Government agency obligations$51,967,0001,858
Securities issued by states & political subdivisions$29,174,0001,144
Other domestic debt securities$1,939,0001,639
Privately issued residential mortgage-backed securities$1,083,000676
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$856,0001,641
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,183,0001,945
Mortgage-backed securities$41,618,0001,600
Certificates of participation in pools of residential mortgages$24,074,0001,643
Issued or guaranteed by U.S.$24,074,0001,641
Privately issued$094
Collaterized mortgage obligations$17,544,0001,194
CMOs issued by government agencies or sponsored agencies$16,461,0001,160
Privately issued$1,083,000653
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)$83,080,0001,614
Total debt securities$83,080,0001,745
Structured notes
Amortized cost$6,464,000869
Fair value$6,463,000865
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$79,500,0001,758
U.S. Government securities$48,395,0001,945
U.S. Treasury securities$01,076
U.S. Government agency obligations$48,395,0001,896
Securities issued by states & political subdivisions$29,008,0001,116
Other domestic debt securities$2,097,0001,554
Privately issued residential mortgage-backed securities$1,262,000713
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$835,0001,564
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,270,0001,780
Mortgage-backed securities$41,619,0001,519
Certificates of participation in pools of residential mortgages$24,333,0001,525
Issued or guaranteed by U.S.$24,333,0001,523
Privately issued$0121
Collaterized mortgage obligations$17,286,0001,170
CMOs issued by government agencies or sponsored agencies$16,024,0001,100
Privately issued$1,262,000680
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)$79,500,0001,602
Total debt securities$79,500,0001,741
Structured notes
Amortized cost$5,499,000937
Fair value$5,510,000935
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$77,502,0001,765
U.S. Government securities$48,599,0001,872
U.S. Treasury securities$01,126
U.S. Government agency obligations$48,599,0001,822
Securities issued by states & political subdivisions$26,619,0001,153
Other domestic debt securities$2,284,0001,508
Privately issued residential mortgage-backed securities$1,464,000723
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$820,0001,531
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,739,0001,822
Mortgage-backed securities$39,515,0001,515
Certificates of participation in pools of residential mortgages$22,691,0001,562
Issued or guaranteed by U.S.$22,691,0001,559
Privately issued$0132
Collaterized mortgage obligations$16,824,0001,189
CMOs issued by government agencies or sponsored agencies$15,360,0001,109
Privately issued$1,464,000685
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)$77,502,0001,607
Total debt securities$77,502,0001,744
Structured notes
Amortized cost$8,998,000644
Fair value$9,015,000645
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$81,860,0001,680
U.S. Government securities$53,911,0001,738
U.S. Treasury securities$01,225
U.S. Government agency obligations$53,911,0001,687
Securities issued by states & political subdivisions$25,465,0001,147
Other domestic debt securities$2,484,0001,402
Privately issued residential mortgage-backed securities$1,649,000705
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$835,0001,441
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,993,0001,853
Mortgage-backed securities$38,789,0001,506
Certificates of participation in pools of residential mortgages$20,829,0001,612
Issued or guaranteed by U.S.$20,829,0001,610
Privately issued$0125
Collaterized mortgage obligations$17,960,0001,120
CMOs issued by government agencies or sponsored agencies$16,311,0001,034
Privately issued$1,649,000670
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)$81,860,0001,522
Total debt securities$81,860,0001,668
Structured notes
Amortized cost$7,699,000845
Fair value$7,722,000839
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$82,169,0001,663
U.S. Government securities$54,225,0001,741
U.S. Treasury securities$01,272
U.S. Government agency obligations$54,225,0001,688
Securities issued by states & political subdivisions$25,223,0001,140
Other domestic debt securities$2,721,0001,376
Privately issued residential mortgage-backed securities$1,903,000703
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$818,0001,484
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,308,0001,780
Mortgage-backed securities$37,520,0001,512
Certificates of participation in pools of residential mortgages$20,259,0001,613
Issued or guaranteed by U.S.$20,259,0001,609
Privately issued$0136
Collaterized mortgage obligations$17,261,0001,126
CMOs issued by government agencies or sponsored agencies$15,358,0001,042
Privately issued$1,903,000670
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)$82,169,0001,498
Total debt securities$82,169,0001,646
Structured notes
Amortized cost$7,501,000927
Fair value$7,488,000924
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$77,995,0001,649
U.S. Government securities$49,723,0001,771
U.S. Treasury securities$01,275
U.S. Government agency obligations$49,723,0001,713
Securities issued by states & political subdivisions$25,445,0001,101
Other domestic debt securities$2,827,0001,455
Privately issued residential mortgage-backed securities$2,026,000721
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$801,0001,502
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,828,0001,679
Mortgage-backed securities$35,044,0001,538
Certificates of participation in pools of residential mortgages$19,318,0001,600
Issued or guaranteed by U.S.$19,318,0001,595
Privately issued$0141
Collaterized mortgage obligations$15,726,0001,159
CMOs issued by government agencies or sponsored agencies$13,700,0001,072
Privately issued$2,026,000686
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)$77,995,0001,481
Total debt securities$77,995,0001,630
Structured notes
Amortized cost$5,249,0001,082
Fair value$5,229,0001,080
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$80,453,0001,595
U.S. Government securities$51,596,0001,694
U.S. Treasury securities$01,180
U.S. Government agency obligations$51,596,0001,626
Securities issued by states & political subdivisions$25,650,0001,056
Other domestic debt securities$3,207,0001,414
Privately issued residential mortgage-backed securities$2,370,000746
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$837,0001,491
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,573,0001,800
Mortgage-backed securities$30,516,0001,702
Certificates of participation in pools of residential mortgages$18,514,0001,628
Issued or guaranteed by U.S.$18,514,0001,624
Privately issued$0141
Collaterized mortgage obligations$12,002,0001,331
CMOs issued by government agencies or sponsored agencies$9,632,0001,321
Privately issued$2,370,000709
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)$80,453,0001,429
Total debt securities$80,453,0001,578
Structured notes
Amortized cost$5,755,0001,003
Fair value$5,781,0001,004
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$67,465,0001,835
U.S. Government securities$44,363,0001,952
U.S. Treasury securities$01,121
U.S. Government agency obligations$44,363,0001,883
Securities issued by states & political subdivisions$19,775,0001,303
Other domestic debt securities$3,327,0001,395
Privately issued residential mortgage-backed securities$2,517,000770
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$810,0001,466
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,798,0001,807
Mortgage-backed securities$25,943,0001,863
Certificates of participation in pools of residential mortgages$18,420,0001,640
Issued or guaranteed by U.S.$18,420,0001,634
Privately issued$0148
Collaterized mortgage obligations$7,523,0001,620
CMOs issued by government agencies or sponsored agencies$5,006,0001,669
Privately issued$2,517,000737
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)$67,465,0001,631
Total debt securities$67,465,0001,816
Structured notes
Amortized cost$2,250,0001,886
Fair value$2,259,0001,893
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$72,617,0001,750
U.S. Government securities$52,695,0001,693
U.S. Treasury securities$01,130
U.S. Government agency obligations$52,695,0001,639
Securities issued by states & political subdivisions$16,515,0001,545
Other domestic debt securities$3,407,0001,422
Privately issued residential mortgage-backed securities$2,614,000790
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$793,0001,492
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,643,0001,937
Mortgage-backed securities$21,108,0002,191
Certificates of participation in pools of residential mortgages$13,142,0002,175
Issued or guaranteed by U.S.$13,142,0002,169
Privately issued$0145
Collaterized mortgage obligations$7,966,0001,521
CMOs issued by government agencies or sponsored agencies$5,352,0001,554
Privately issued$2,614,000756
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)$72,617,0001,558
Total debt securities$72,617,0001,729
Structured notes
Amortized cost$6,250,000794
Fair value$6,253,000796
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$61,390,0002,009
U.S. Government securities$41,435,0002,043
U.S. Treasury securities$01,077
U.S. Government agency obligations$41,435,0001,978
Securities issued by states & political subdivisions$16,551,0001,529
Other domestic debt securities$3,404,0001,460
Privately issued residential mortgage-backed securities$2,627,000817
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$777,0001,535
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,874,0001,929
Mortgage-backed securities$18,243,0002,438
Certificates of participation in pools of residential mortgages$9,875,0002,604
Issued or guaranteed by U.S.$9,875,0002,596
Privately issued$0157
Collaterized mortgage obligations$8,368,0001,479
CMOs issued by government agencies or sponsored agencies$5,741,0001,487
Privately issued$2,627,000781
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)$61,390,0001,782
Total debt securities$61,390,0001,987
Structured notes
Amortized cost$7,250,000585
Fair value$7,246,000581
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$55,742,0002,177
U.S. Government securities$36,455,0002,281
U.S. Treasury securities$01,047
U.S. Government agency obligations$36,455,0002,218
Securities issued by states & political subdivisions$15,809,0001,561
Other domestic debt securities$3,478,0001,527
Privately issued residential mortgage-backed securities$2,713,000870
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$765,0001,628
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,685,0001,860
Mortgage-backed securities$19,800,0002,354
Certificates of participation in pools of residential mortgages$11,091,0002,523
Issued or guaranteed by U.S.$11,091,0002,514
Privately issued$0171
Collaterized mortgage obligations$8,709,0001,457
CMOs issued by government agencies or sponsored agencies$5,996,0001,418
Privately issued$2,713,000832
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)$55,742,0001,923
Total debt securities$55,742,0002,150
Structured notes
Amortized cost$6,250,000441
Fair value$6,258,000441
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$46,250,0002,483
U.S. Government securities$28,349,0002,742
U.S. Treasury securities$01,036
U.S. Government agency obligations$28,349,0002,680
Securities issued by states & political subdivisions$14,343,0001,677
Other domestic debt securities$3,558,0001,536
Privately issued residential mortgage-backed securities$2,824,000873
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$734,0001,680
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,669,0002,360
Mortgage-backed securities$15,977,0002,670
Certificates of participation in pools of residential mortgages$11,140,0002,556
Issued or guaranteed by U.S.$11,140,0002,544
Privately issued$0181
Collaterized mortgage obligations$4,837,0001,853
CMOs issued by government agencies or sponsored agencies$2,013,0002,133
Privately issued$2,824,000836
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)$46,250,0002,189
Total debt securities$46,250,0002,453
Structured notes
Amortized cost$2,250,000707
Fair value$2,240,000702
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$43,658,0002,597
U.S. Government securities$26,270,0002,944
U.S. Treasury securities$0981
U.S. Government agency obligations$26,270,0002,882
Securities issued by states & political subdivisions$13,942,0001,648
Other domestic debt securities$3,446,0001,492
Privately issued residential mortgage-backed securities$2,798,000903
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$648,0001,794
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,241,0002,427
Mortgage-backed securities$16,038,0002,720
Certificates of participation in pools of residential mortgages$11,089,0002,617
Issued or guaranteed by U.S.$11,089,0002,601
Privately issued$0191
Collaterized mortgage obligations$4,949,0001,853
CMOs issued by government agencies or sponsored agencies$2,151,0002,095
Privately issued$2,798,000864
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)$43,658,0002,317
Total debt securities$43,658,0002,563
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$37,602,0002,930
U.S. Government securities$19,360,0003,641
U.S. Treasury securities$0973
U.S. Government agency obligations$19,360,0003,567
Securities issued by states & political subdivisions$13,858,0001,620
Other domestic debt securities$4,384,0001,296
Privately issued residential mortgage-backed securities$2,943,000850
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,441,0001,321
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,891,0002,381
Mortgage-backed securities$13,741,0002,892
Certificates of participation in pools of residential mortgages$8,594,0002,943
Issued or guaranteed by U.S.$8,594,0002,929
Privately issued$0188
Collaterized mortgage obligations$5,147,0001,762
CMOs issued by government agencies or sponsored agencies$2,204,0002,046
Privately issued$2,943,000812
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)$37,602,0002,596
Total debt securities$37,602,0002,897
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$37,378,0002,889
U.S. Government securities$18,443,0003,702
U.S. Treasury securities$01,019
U.S. Government agency obligations$18,443,0003,631
Securities issued by states & political subdivisions$13,872,0001,583
Other domestic debt securities$5,063,0001,187
Privately issued residential mortgage-backed securities$3,661,000782
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,402,0001,304
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,641,0002,215
Mortgage-backed securities$14,625,0002,724
Certificates of participation in pools of residential mortgages$8,769,0002,837
Issued or guaranteed by U.S.$8,769,0002,823
Privately issued$0192
Collaterized mortgage obligations$5,856,0001,607
CMOs issued by government agencies or sponsored agencies$2,195,0001,951
Privately issued$3,661,000750
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)$37,378,0002,551
Total debt securities$37,378,0002,851
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$38,745,0002,849
U.S. Government securities$18,216,0003,770
U.S. Treasury securities$01,021
U.S. Government agency obligations$18,216,0003,704
Securities issued by states & political subdivisions$14,090,0001,576
Other domestic debt securities$6,439,0001,099
Privately issued residential mortgage-backed securities$3,991,000761
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,448,0001,068
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,876,0002,495
Mortgage-backed securities$15,278,0002,632
Certificates of participation in pools of residential mortgages$9,040,0002,795
Issued or guaranteed by U.S.$9,040,0002,780
Privately issued$0202
Collaterized mortgage obligations$6,238,0001,563
CMOs issued by government agencies or sponsored agencies$2,247,0001,948
Privately issued$3,991,000725
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)$38,745,0002,523
Total debt securities$38,745,0002,812
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$41,652,0002,676
U.S. Government securities$19,454,0003,596
U.S. Treasury securities$2,024,000502
U.S. Government agency obligations$17,430,0003,799
Securities issued by states & political subdivisions$14,489,0001,549
Other domestic debt securities$7,709,000972
Privately issued residential mortgage-backed securities$4,288,000710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,421,000876
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,593,0002,333
Mortgage-backed securities$14,702,0002,627
Certificates of participation in pools of residential mortgages$7,798,0002,891
Issued or guaranteed by U.S.$7,798,0002,879
Privately issued$0205
Collaterized mortgage obligations$6,904,0001,468
CMOs issued by government agencies or sponsored agencies$2,616,0001,828
Privately issued$4,288,000674
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)$41,652,0002,370
Total debt securities$41,652,0002,632
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$41,960,0002,660
U.S. Government securities$20,537,0003,523
U.S. Treasury securities$1,999,000574
U.S. Government agency obligations$18,538,0003,706
Securities issued by states & political subdivisions$13,448,0001,633
Other domestic debt securities$7,975,000913
Privately issued residential mortgage-backed securities$4,509,000646
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,466,000826
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,435,0002,356
Mortgage-backed securities$11,376,0002,715
Certificates of participation in pools of residential mortgages$4,951,0003,238
Issued or guaranteed by U.S.$4,951,0003,222
Privately issued$0191
Collaterized mortgage obligations$6,425,0001,458
CMOs issued by government agencies or sponsored agencies$1,916,0001,962
Privately issued$4,509,000608
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)$41,960,0002,336
Total debt securities$41,960,0002,616
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$43,334,0002,591
U.S. Government securities$23,244,0003,255
U.S. Treasury securities$1,980,000618
U.S. Government agency obligations$21,264,0003,402
Securities issued by states & political subdivisions$13,272,0001,598
Other domestic debt securities$6,818,000932
Privately issued residential mortgage-backed securities$3,365,000673
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,453,000807
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,813,0002,292
Mortgage-backed securities$10,177,0002,718
Certificates of participation in pools of residential mortgages$5,252,0003,018
Issued or guaranteed by U.S.$5,252,0003,004
Privately issued$0194
Collaterized mortgage obligations$4,925,0001,584
CMOs issued by government agencies or sponsored agencies$1,560,0002,038
Privately issued$3,365,000638
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)$43,334,0002,264
Total debt securities$43,334,0002,554
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$41,846,0002,670
U.S. Government securities$22,358,0003,365
U.S. Treasury securities$1,954,000698
U.S. Government agency obligations$20,404,0003,504
Securities issued by states & political subdivisions$13,102,0001,602
Other domestic debt securities$6,386,000905
Privately issued residential mortgage-backed securities$2,947,000669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,439,000757
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,713,0002,696
Mortgage-backed securities$10,162,0002,657
Certificates of participation in pools of residential mortgages$5,611,0002,844
Issued or guaranteed by U.S.$5,611,0002,831
Privately issued$0207
Collaterized mortgage obligations$4,551,0001,616
CMOs issued by government agencies or sponsored agencies$1,604,0002,003
Privately issued$2,947,000630
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)$41,846,0002,325
Total debt securities$41,846,0002,628
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$41,986,0002,685
U.S. Government securities$22,096,0003,415
U.S. Treasury securities$1,957,000754
U.S. Government agency obligations$20,139,0003,549
Securities issued by states & political subdivisions$13,316,0001,580
Other domestic debt securities$6,574,000907
Privately issued residential mortgage-backed securities$3,116,000639
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,458,000770
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,887,0002,699
Mortgage-backed securities$9,889,0002,669
Certificates of participation in pools of residential mortgages$5,572,0002,854
Issued or guaranteed by U.S.$5,572,0002,839
Privately issued$0218
Collaterized mortgage obligations$4,317,0001,626
CMOs issued by government agencies or sponsored agencies$1,201,0002,136
Privately issued$3,116,000596
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)$41,986,0002,329
Total debt securities$41,986,0002,638
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$45,184,0002,533
U.S. Government securities$24,909,0003,172
U.S. Treasury securities$1,948,000791
U.S. Government agency obligations$22,961,0003,264
Securities issued by states & political subdivisions$13,581,0001,548
Other domestic debt securities$6,694,000887
Privately issued residential mortgage-backed securities$3,236,000611
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,458,000789
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,127,0002,669
Mortgage-backed securities$10,440,0002,589
Certificates of participation in pools of residential mortgages$5,949,0002,777
Issued or guaranteed by U.S.$5,949,0002,760
Privately issued$0208
Collaterized mortgage obligations$4,491,0001,604
CMOs issued by government agencies or sponsored agencies$1,255,0002,115
Privately issued$3,236,000578
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)$45,184,0002,201
Total debt securities$45,184,0002,495
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$42,952,0002,667
U.S. Government securities$23,986,0003,282
U.S. Treasury securities$1,943,000829
U.S. Government agency obligations$22,043,0003,396
Securities issued by states & political subdivisions$14,157,0001,450
Other domestic debt securities$4,809,0001,050
Privately issued residential mortgage-backed securities$1,350,000807
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,459,000796
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,674,0002,497
Mortgage-backed securities$7,159,0003,095
Certificates of participation in pools of residential mortgages$5,809,0002,806
Issued or guaranteed by U.S.$5,809,0002,793
Privately issued$0214
Collaterized mortgage obligations$1,350,0002,321
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$1,350,000750
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)$42,952,0002,295
Total debt securities$42,952,0002,627
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$42,545,0002,694
U.S. Government securities$24,086,0003,302
U.S. Treasury securities$1,913,000876
U.S. Government agency obligations$22,173,0003,383
Securities issued by states & political subdivisions$13,694,0001,480
Other domestic debt securities$4,765,0001,049
Privately issued residential mortgage-backed securities$1,347,000796
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,418,000806
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,407,0002,512
Mortgage-backed securities$7,592,0003,008
Certificates of participation in pools of residential mortgages$6,245,0002,737
Issued or guaranteed by U.S.$6,245,0002,724
Privately issued$0211
Collaterized mortgage obligations$1,347,0002,310
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$1,347,000740
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)$42,545,0002,304
Total debt securities$42,545,0002,654
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$40,480,0002,828
U.S. Government securities$21,821,0003,563
U.S. Treasury securities$1,927,000932
U.S. Government agency obligations$19,894,0003,702
Securities issued by states & political subdivisions$13,759,0001,467
Other domestic debt securities$4,900,0001,071
Privately issued residential mortgage-backed securities$1,444,000775
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,456,000833
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,584,0002,486
Mortgage-backed securities$8,204,0002,954
Certificates of participation in pools of residential mortgages$6,760,0002,680
Issued or guaranteed by U.S.$6,760,0002,666
Privately issued$0205
Collaterized mortgage obligations$1,444,0002,276
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$1,444,000722
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)$40,480,0002,436
Total debt securities$40,480,0002,787
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$42,562,0002,718
U.S. Government securities$22,381,0003,489
U.S. Treasury securities$1,937,000948
U.S. Government agency obligations$20,444,0003,602
Securities issued by states & political subdivisions$15,232,0001,328
Other domestic debt securities$4,949,0001,075
Privately issued residential mortgage-backed securities$1,466,000744
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,483,000872
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,130,0002,515
Mortgage-backed securities$8,688,0002,902
Certificates of participation in pools of residential mortgages$7,222,0002,607
Issued or guaranteed by U.S.$7,222,0002,597
Privately issued$0216
Collaterized mortgage obligations$1,466,0002,264
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$1,466,000694
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)$42,562,0002,343
Total debt securities$42,562,0002,674
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$41,618,0002,725
U.S. Government securities$22,374,0003,452
U.S. Treasury securities$1,959,000935
U.S. Government agency obligations$20,415,0003,574
Securities issued by states & political subdivisions$15,703,0001,278
Other domestic debt securities$3,541,0001,274
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$3,541,000889
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,137,0002,384
Mortgage-backed securities$6,981,0003,251
Certificates of participation in pools of residential mortgages$6,980,0002,677
Issued or guaranteed by U.S.$6,980,0002,665
Privately issued$0225
Collaterized mortgage obligations$1,0003,716
CMOs issued by government agencies or sponsored agencies$1,0003,332
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)$41,618,0002,335
Total debt securities$41,618,0002,686
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$42,707,0002,698
U.S. Government securities$23,363,0003,413
U.S. Treasury securities$1,974,000963
U.S. Government agency obligations$21,389,0003,517
Securities issued by states & political subdivisions$15,764,0001,245
Other domestic debt securities$3,580,0001,289
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$3,580,000915
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,338,0003,131
Mortgage-backed securities$7,828,0003,150
Certificates of participation in pools of residential mortgages$7,824,0002,584
Issued or guaranteed by U.S.$7,824,0002,575
Privately issued$0223
Collaterized mortgage obligations$4,0003,692
CMOs issued by government agencies or sponsored agencies$4,0003,335
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)$42,707,0002,293
Total debt securities$42,707,0002,647
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$41,294,0002,810
U.S. Government securities$22,113,0003,604
U.S. Treasury securities$1,940,0001,057
U.S. Government agency obligations$20,173,0003,711
Securities issued by states & political subdivisions$15,651,0001,242
Other domestic debt securities$3,530,0001,345
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$3,530,000985
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,295,0003,134
Mortgage-backed securities$6,909,0003,433
Certificates of participation in pools of residential mortgages$6,902,0002,833
Issued or guaranteed by U.S.$6,902,0002,823
Privately issued$0207
Collaterized mortgage obligations$7,0003,717
CMOs issued by government agencies or sponsored agencies$7,0003,377
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)$41,294,0002,403
Total debt securities$41,294,0002,756
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$41,413,0002,822
U.S. Government securities$21,953,0003,635
U.S. Treasury securities$1,985,0001,055
U.S. Government agency obligations$19,968,0003,747
Securities issued by states & political subdivisions$15,840,0001,226
Other domestic debt securities$3,620,0001,350
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$3,620,000997
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,431,0003,089
Mortgage-backed securities$7,481,0003,362
Certificates of participation in pools of residential mortgages$7,469,0002,750
Issued or guaranteed by U.S.$7,469,0002,743
Privately issued$0203
Collaterized mortgage obligations$12,0003,725
CMOs issued by government agencies or sponsored agencies$12,0003,388
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)$41,413,0002,415
Total debt securities$41,413,0002,764
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$43,046,0002,722
U.S. Government securities$22,749,0003,536
U.S. Treasury securities$2,015,0001,001
U.S. Government agency obligations$20,734,0003,635
Securities issued by states & political subdivisions$16,626,0001,170
Other domestic debt securities$3,671,0001,352
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$3,671,0001,027
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,132,0002,926
Mortgage-backed securities$8,154,0003,252
Certificates of participation in pools of residential mortgages$8,137,0002,659
Issued or guaranteed by U.S.$8,137,0002,649
Privately issued$0225
Collaterized mortgage obligations$17,0003,729
CMOs issued by government agencies or sponsored agencies$17,0003,392
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)$43,046,0002,334
Total debt securities$43,046,0002,665
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$45,998,0002,633
U.S. Government securities$24,230,0003,420
U.S. Treasury securities$1,960,0001,127
U.S. Government agency obligations$22,270,0003,516
Securities issued by states & political subdivisions$16,659,0001,143
Other domestic debt securities$5,109,0001,180
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$5,109,000878
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,770,0002,968
Mortgage-backed securities$9,093,0003,129
Certificates of participation in pools of residential mortgages$9,069,0002,524
Issued or guaranteed by U.S.$9,069,0002,517
Privately issued$0225
Collaterized mortgage obligations$24,0003,770
CMOs issued by government agencies or sponsored agencies$24,0003,440
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)$45,998,0002,245
Total debt securities$45,998,0002,575
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$50,147,0002,445
U.S. Government securities$26,848,0003,095
U.S. Treasury securities$2,059,0001,014
U.S. Government agency obligations$24,789,0003,192
Securities issued by states & political subdivisions$17,908,0001,078
Other domestic debt securities$5,330,0001,230
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$5,330,000922
Foreign debt securities$0264
Equity securities$61,0002,043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,981,0002,628
Mortgage-backed securities$11,784,0002,771
Certificates of participation in pools of residential mortgages$11,753,0002,192
Issued or guaranteed by U.S.$11,753,0002,184
Privately issued$0230
Collaterized mortgage obligations$31,0003,813
CMOs issued by government agencies or sponsored agencies$31,0003,477
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)$50,147,0002,079
Total debt securities$50,086,0002,377
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$57,313,0002,215
U.S. Government securities$32,042,0002,778
U.S. Treasury securities$02,227
U.S. Government agency obligations$32,042,0002,684
Securities issued by states & political subdivisions$19,487,000996
Other domestic debt securities$5,723,0001,180
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$5,723,000951
Foreign debt securities$0283
Equity securities$61,0002,083
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,046,0002,569
Mortgage-backed securities$17,339,0002,195
Certificates of participation in pools of residential mortgages$17,299,0001,721
Issued or guaranteed by U.S.$17,299,0001,708
Privately issued$0248
Collaterized mortgage obligations$40,0003,836
CMOs issued by government agencies or sponsored agencies$40,0003,653
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)$57,313,0001,871
Total debt securities$57,255,0002,162
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$62,087,0002,047
U.S. Government securities$40,365,0002,234
U.S. Treasury securities$02,287
U.S. Government agency obligations$40,365,0002,158
Securities issued by states & political subdivisions$17,245,0001,128
Other domestic debt securities$4,418,0001,442
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$4,418,0001,185
Foreign debt securities$0291
Equity securities$59,0002,140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,019,0002,910
Mortgage-backed securities$18,643,0002,098
Certificates of participation in pools of residential mortgages$18,591,0001,612
Issued or guaranteed by U.S.$18,591,0001,602
Privately issued$0253
Collaterized mortgage obligations$52,0003,908
CMOs issued by government agencies or sponsored agencies$52,0003,712
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)$62,087,0001,723
Total debt securities$62,028,0001,981
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$63,171,0001,966
U.S. Government securities$40,936,0002,123
U.S. Treasury securities$02,322
U.S. Government agency obligations$40,936,0002,045
Securities issued by states & political subdivisions$16,633,0001,142
Other domestic debt securities$5,553,0001,300
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,010,000254
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,543,0001,202
Foreign debt securities$0294
Equity securities$49,0002,172
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,218,0002,680
Mortgage-backed securities$26,895,0001,664
Certificates of participation in pools of residential mortgages$26,833,0001,232
Issued or guaranteed by U.S.$26,833,0001,227
Privately issued$0256
Collaterized mortgage obligations$62,0004,062
CMOs issued by government agencies or sponsored agencies$62,0003,867
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)$63,171,0001,665
Total debt securities$63,124,0001,896
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$68,398,0001,792
U.S. Government securities$51,314,0001,728
U.S. Treasury securities$02,382
U.S. Government agency obligations$51,314,0001,652
Securities issued by states & political subdivisions$15,011,0001,229
Other domestic debt securities$2,024,0002,203
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,021,000253
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,003,0002,477
Foreign debt securities$0294
Equity securities$49,0002,173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,726,0002,614
Mortgage-backed securities$37,191,0001,308
Certificates of participation in pools of residential mortgages$37,115,000938
Issued or guaranteed by U.S.$37,115,000934
Privately issued$0257
Collaterized mortgage obligations$76,0004,116
CMOs issued by government agencies or sponsored agencies$76,0003,927
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)$68,398,0001,528
Total debt securities$68,349,0001,733
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$72,286,0001,697
U.S. Government securities$59,097,0001,495
U.S. Treasury securities$02,544
U.S. Government agency obligations$59,097,0001,436
Securities issued by states & political subdivisions$11,095,0001,620
Other domestic debt securities$2,045,0002,184
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,031,000256
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,014,0002,468
Foreign debt securities$0302
Equity securities$49,0002,177
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,162,0002,557
Mortgage-backed securities$44,972,0001,111
Certificates of participation in pools of residential mortgages$44,880,000785
Issued or guaranteed by U.S.$44,880,000779
Privately issued$0252
Collaterized mortgage obligations$92,0004,135
CMOs issued by government agencies or sponsored agencies$92,0003,951
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)$72,286,0001,435
Total debt securities$72,237,0001,638
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$40,412,0002,624
U.S. Government securities$27,868,0002,699
U.S. Treasury securities$03,182
U.S. Government agency obligations$27,868,0002,562
Securities issued by states & political subdivisions$10,480,0001,652
Other domestic debt securities$2,002,0002,258
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$999,000309
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,003,0002,514
Foreign debt securities$0319
Equity securities$62,0002,094
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,429,0002,570
Mortgage-backed securities$3,133,0004,657
Certificates of participation in pools of residential mortgages$2,980,0003,898
Issued or guaranteed by U.S.$2,980,0003,883
Privately issued$0260
Collaterized mortgage obligations$153,0004,178
CMOs issued by government agencies or sponsored agencies$153,0003,991
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,350,000505
Available-for-sale securities (fair market value)$62,0008,570
Total debt securities$40,350,0002,561
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$36,363,0002,926
U.S. Government securities$23,390,0003,249
U.S. Treasury securities$04,186
U.S. Government agency obligations$23,390,0003,000
Securities issued by states & political subdivisions$9,872,0001,673
Other domestic debt securities$2,003,0001,920
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$2,003,0001,635
Foreign debt securities$0313
Equity securities$1,098,0002,373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,006,0002,493
Mortgage-backed securities$1,657,0005,002
Certificates of participation in pools of residential mortgages$1,418,0004,413
Issued or guaranteed by U.S.$1,418,0004,390
Privately issued$0308
Collaterized mortgage obligations$239,0003,700
CMOs issued by government agencies or sponsored agencies$239,0003,524
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)$35,265,000709
Available-for-sale securities (fair market value)$1,098,0008,480
Total debt securities$35,265,0002,898
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$39,430,0002,834
U.S. Government securities$23,725,0003,391
U.S. Treasury securities$05,412
U.S. Government agency obligations$23,725,0003,029
Securities issued by states & political subdivisions$10,850,0001,547
Other domestic debt securities$4,005,0001,334
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$4,005,0001,084
Foreign debt securities$0343
Equity securities$850,0002,716
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,005,0002,472
Mortgage-backed securities$1,994,0005,075
Certificates of participation in pools of residential mortgages$1,660,0004,443
Issued or guaranteed by U.S.$1,660,0004,428
Privately issued$0307
Collaterized mortgage obligations$334,0003,778
CMOs issued by government agencies or sponsored agencies$334,0003,610
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)$38,580,000700
Available-for-sale securities (fair market value)$850,0008,848
Total debt securities$38,580,0002,804
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$29,586,0003,686
U.S. Government securities$11,559,0005,630
U.S. Treasury securities$06,820
U.S. Government agency obligations$11,559,0004,867
Securities issued by states & political subdivisions$12,706,0001,309
Other domestic debt securities$4,509,0001,177
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,509,000947
Foreign debt securities$0363
Equity securities$812,0002,687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,216,0002,132
Mortgage-backed securities$1,559,0005,626
Certificates of participation in pools of residential mortgages$1,079,0005,157
Issued or guaranteed by U.S.$1,079,0005,140
Privately issued$0349
Collaterized mortgage obligations$480,0003,819
CMOs issued by government agencies or sponsored agencies$480,0003,663
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,774,0001,002
Available-for-sale securities (fair market value)$812,0008,966
Total debt securities$28,774,0003,656
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$36,748,0003,053
U.S. Government securities$19,152,0004,221
U.S. Treasury securities$07,921
U.S. Government agency obligations$19,152,0003,329
Securities issued by states & political subdivisions$11,801,0001,218
Other domestic debt securities$5,013,000842
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,013,000646
Foreign debt securities$0390
Equity securities$782,0002,752
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,308,0002,301
Mortgage-backed securities$2,185,0005,272
Certificates of participation in pools of residential mortgages$1,479,0004,841
Issued or guaranteed by U.S.$1,479,0004,823
Privately issued$0394
Collaterized mortgage obligations$706,0003,736
CMOs issued by government agencies or sponsored agencies$706,0003,604
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,966,000978
Available-for-sale securities (fair market value)$782,0009,328
Total debt securities$35,966,0003,036
Structured notes
Amortized cost$1,000,0001,189
Fair value$976,0001,429
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$41,536,0002,909
U.S. Government securities$23,272,0003,948
U.S. Treasury securities$08,776
U.S. Government agency obligations$23,272,0002,967
Securities issued by states & political subdivisions$12,414,0001,138
Other domestic debt securities$5,113,000881
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,113,000616
Foreign debt securities$0466
Equity securities$737,0002,823
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,970,0002,219
Mortgage-backed securities$3,311,0005,044
Certificates of participation in pools of residential mortgages$2,366,0004,477
Issued or guaranteed by U.S.$2,366,0004,458
Privately issued$0472
Collaterized mortgage obligations$945,0003,914
CMOs issued by government agencies or sponsored agencies$945,0003,767
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,799,0001,004
Available-for-sale securities (fair market value)$737,0009,666
Total debt securities$40,799,0002,872
Structured notes
Amortized cost$1,000,0001,681
Fair value$939,0002,016
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$46,967,0002,695
U.S. Government securities$26,135,0003,768
U.S. Treasury securities$010,180
U.S. Government agency obligations$26,135,0002,653
Securities issued by states & political subdivisions$12,814,0001,088
Other domestic debt securities$7,312,000850
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,312,000612
Foreign debt securities$0553
Equity securities$706,0002,679
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,909,0002,553
Mortgage-backed securities$3,966,0004,975
Certificates of participation in pools of residential mortgages$2,960,0004,190
Issued or guaranteed by U.S.$2,960,0004,164
Privately issued$0558
Collaterized mortgage obligations$1,006,0004,209
CMOs issued by government agencies or sponsored agencies$1,006,0004,042
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$46,261,000913
Available-for-sale securities (fair market value)$706,00010,136
Total debt securities$46,261,0002,649
Structured notes
Amortized cost$1,000,0002,530
Fair value$930,0002,918
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$46,741,0002,798
U.S. Government securities$26,026,0003,940
U.S. Treasury securities$011,131
U.S. Government agency obligations$26,026,0002,564
Securities issued by states & political subdivisions$12,607,0001,122
Other domestic debt securities$8,013,000861
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,013,000632
Foreign debt securities$0600
Equity securities$95,0006,065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,543,0003,045
Mortgage-backed securities$4,558,0004,917
Certificates of participation in pools of residential mortgages$3,552,0004,031
Issued or guaranteed by U.S.$3,552,0004,004
Privately issued$0564
Collaterized mortgage obligations$1,006,0004,491
CMOs issued by government agencies or sponsored agencies$1,006,0004,294
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$46,646,0001,579
Available-for-sale securities (fair market value)$95,00010,748
Total debt securities$46,646,0002,727
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$44,856,0003,107
U.S. Government securities$29,064,0003,706
U.S. Treasury securities$011,566
U.S. Government agency obligations$29,064,0002,368
Securities issued by states & political subdivisions$11,724,0001,266
Other domestic debt securities$3,983,0001,617
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,983,0001,226
Foreign debt securities$0649
Equity securities$85,0005,936
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,716,0003,085
Mortgage-backed securities$4,859,0005,340
Certificates of participation in pools of residential mortgages$3,853,0004,339
Issued or guaranteed by U.S.$3,853,0004,300
Privately issued$0731
Collaterized mortgage obligations$1,006,0004,948
CMOs issued by government agencies or sponsored agencies$1,006,0004,735
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$44,771,0003,022
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$42,701,0003,193
U.S. Government securities$30,647,0003,489
U.S. Treasury securities$1,000,00010,403
U.S. Government agency obligations$29,647,0002,286
Securities issued by states & political subdivisions$7,510,0001,855
Other domestic debt securities$4,470,0001,817
Privately issued residential mortgage-backed securities$189,0003,119
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,281,0001,320
Foreign debt securities$0699
Equity securities$74,0005,701
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,795,0004,629
Mortgage-backed securities$6,425,0004,813
Certificates of participation in pools of residential mortgages$5,229,0003,869
Issued or guaranteed by U.S.$5,229,0003,819
Privately issued$0831
Collaterized mortgage obligations$1,196,0004,780
CMOs issued by government agencies or sponsored agencies$1,007,0004,639
Privately issued$189,0002,658
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$42,627,0003,118
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA