Citizens State Bank and Trust Company, Securities

2025-03-31Rank
Total securities$25,134,0003,226
U.S. Government securities$25,134,0002,590
U.S. Treasury securities$25,134,000615
U.S. Government agency obligations$04,081
Securities issued by states & political subdivisions$03,672
Other domestic debt securities$02,309
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$01,818
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$14,772,0002,512
Mortgage-backed securities$03,801
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,616
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$25,134,0002,997
Total debt securities$25,134,0003,198
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0157
2024-12-31Rank
Total securities$26,879,0003,191
U.S. Government securities$26,879,0002,525
U.S. Treasury securities$26,879,000630
U.S. Government agency obligations$04,110
Securities issued by states & political subdivisions$03,707
Other domestic debt securities$02,330
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,007,0002,598
Mortgage-backed securities$03,818
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,640
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$26,879,0002,963
Total debt securities$26,879,0003,166
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contracts$0160
2024-09-30Rank
Total securities$23,094,0003,395
U.S. Government securities$23,094,0002,702
U.S. Treasury securities$23,094,000735
U.S. Government agency obligations$04,149
Securities issued by states & political subdivisions$03,746
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
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$11,147,0002,818
Mortgage-backed securities$03,847
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$23,094,0003,158
Total debt securities$23,094,0003,374
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2024-06-30Rank
Total securities$25,573,0003,291
U.S. Government securities$25,573,0002,594
U.S. Treasury securities$25,573,000680
U.S. Government agency obligations$04,169
Securities issued by states & political subdivisions$03,770
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
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$7,330,0003,096
Mortgage-backed securities$03,857
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$25,573,0003,054
Total debt securities$25,573,0003,268
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0159
2024-03-31Rank
Total securities$30,384,0003,141
U.S. Government securities$30,384,0002,440
U.S. Treasury securities$30,384,000649
U.S. Government agency obligations$04,237
Securities issued by states & political subdivisions$03,753
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,243,0003,128
Mortgage-backed securities$03,876
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$30,384,0002,908
Total debt securities$30,384,0003,120
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2023-12-31Rank
Total securities$33,299,0003,089
U.S. Government securities$33,299,0002,353
U.S. Treasury securities$33,299,000639
U.S. Government agency obligations$04,259
Securities issued by states & political subdivisions$03,779
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$15,625,0002,583
Mortgage-backed securities$03,879
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
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)$33,299,0002,854
Total debt securities$33,299,0003,068
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$39,614,0002,873
U.S. Government securities$39,614,0002,140
U.S. Treasury securities$39,614,000585
U.S. Government agency obligations$04,280
Securities issued by states & political subdivisions$03,823
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$16,744,0002,491
Mortgage-backed securities$03,892
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
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)$39,614,0002,637
Total debt securities$39,614,0002,856
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$43,516,0002,819
U.S. Government securities$43,516,0002,079
U.S. Treasury securities$43,516,000538
U.S. Government agency obligations$04,313
Securities issued by states & political subdivisions$03,857
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$16,804,0002,471
Mortgage-backed securities$03,920
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
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)$43,516,0002,582
Total debt securities$43,516,0002,803
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$48,594,0002,767
U.S. Government securities$48,594,0002,035
U.S. Treasury securities$47,600,000541
U.S. Government agency obligations$994,0004,138
Securities issued by states & political subdivisions$03,912
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$18,916,0002,308
Mortgage-backed securities$03,939
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,775
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
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)$48,594,0002,531
Total debt securities$48,593,0002,747
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$49,056,0002,785
U.S. Government securities$49,056,0002,035
U.S. Treasury securities$47,072,000582
U.S. Government agency obligations$1,984,0004,051
Securities issued by states & political subdivisions$03,953
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$18,996,0002,194
Mortgage-backed securities$03,973
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
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)$49,056,0002,544
Total debt securities$49,056,0002,765
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$49,363,0002,787
U.S. Government securities$49,363,0002,045
U.S. Treasury securities$44,780,000621
U.S. Government agency obligations$4,583,0003,809
Securities issued by states & political subdivisions$03,993
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$20,857,0002,040
Mortgage-backed securities$04,006
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,845
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
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)$49,363,0002,549
Total debt securities$49,363,0002,766
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$52,300,0002,723
U.S. Government securities$52,300,0001,987
U.S. Treasury securities$46,710,000581
U.S. Government agency obligations$5,590,0003,720
Securities issued by states & political subdivisions$04,030
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$22,408,0001,970
Mortgage-backed securities$04,060
Certificates of participation in pools of residential mortgages$03,938
Issued or guaranteed by U.S.$03,877
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
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)$52,300,0002,519
Total debt securities$52,300,0002,710
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$40,274,0003,053
U.S. Government securities$40,274,0002,261
U.S. Treasury securities$32,639,000678
U.S. Government agency obligations$7,635,0003,526
Securities issued by states & political subdivisions$04,051
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$24,450,0001,835
Mortgage-backed securities$04,078
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
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)$40,274,0002,854
Total debt securities$40,274,0003,038
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$44,731,0002,844
U.S. Government securities$44,731,0002,006
U.S. Treasury securities$36,010,000456
U.S. Government agency obligations$8,721,0003,404
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,294,0001,826
Mortgage-backed securities$04,098
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$44,731,0002,675
Total debt securities$44,731,0002,828
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$44,057,0002,795
U.S. Government securities$44,057,0001,950
U.S. Treasury securities$35,277,000364
U.S. Government agency obligations$8,780,0003,403
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,090,0001,852
Mortgage-backed securities$04,153
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$44,057,0002,637
Total debt securities$44,057,0002,779
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$47,617,0002,644
U.S. Government securities$47,161,0001,807
U.S. Treasury securities$37,845,000294
U.S. Government agency obligations$9,316,0003,342
Securities issued by states & political subdivisions$456,0004,020
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$25,862,0001,711
Mortgage-backed securities$04,171
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$47,617,0002,486
Total debt securities$47,617,0002,625
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$31,171,0003,054
U.S. Government securities$30,713,0002,156
U.S. Treasury securities$20,345,000358
U.S. Government agency obligations$10,368,0003,200
Securities issued by states & political subdivisions$458,0004,034
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$26,217,0001,659
Mortgage-backed securities$04,168
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$31,171,0002,872
Total debt securities$31,171,0003,034
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$27,800,0003,078
U.S. Government securities$27,341,0002,167
U.S. Treasury securities$15,140,000334
U.S. Government agency obligations$12,201,0002,959
Securities issued by states & political subdivisions$459,0004,050
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$23,445,0001,744
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$27,800,0002,893
Total debt securities$27,800,0003,056
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$33,520,0002,769
U.S. Government securities$32,859,0001,900
U.S. Treasury securities$20,637,000272
U.S. Government agency obligations$12,222,0002,900
Securities issued by states & political subdivisions$661,0003,966
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$25,714,0001,618
Mortgage-backed securities$04,188
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$33,520,0002,602
Total debt securities$33,520,0002,752
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$29,568,0002,882
U.S. Government securities$28,905,0002,042
U.S. Treasury securities$16,679,000321
U.S. Government agency obligations$12,226,0002,922
Securities issued by states & political subdivisions$663,0003,973
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$25,313,0001,651
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$29,568,0002,703
Total debt securities$29,568,0002,860
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$23,026,0003,142
U.S. Government securities$22,365,0002,369
U.S. Treasury securities$16,223,000313
U.S. Government agency obligations$6,142,0003,570
Securities issued by states & political subdivisions$661,0003,961
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$14,851,0002,156
Mortgage-backed securities$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$23,026,0002,944
Total debt securities$23,026,0003,122
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$27,041,0003,000
U.S. Government securities$26,375,0002,220
U.S. Treasury securities$19,528,000296
U.S. Government agency obligations$6,847,0003,581
Securities issued by states & political subdivisions$666,0003,980
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$14,221,0002,209
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$27,041,0002,815
Total debt securities$27,041,0002,982
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$15,545,0003,697
U.S. Government securities$14,877,0002,973
U.S. Treasury securities$7,534,000540
U.S. Government agency obligations$7,343,0003,584
Securities issued by states & political subdivisions$668,0004,025
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$13,708,0002,288
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$15,545,0003,442
Total debt securities$15,545,0003,674
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$16,260,0003,706
U.S. Government securities$12,745,0003,214
U.S. Treasury securities$5,249,000633
U.S. Government agency obligations$7,496,0003,633
Securities issued by states & political subdivisions$3,515,0003,329
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$12,581,0002,440
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$16,260,0003,446
Total debt securities$16,260,0003,684
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$17,299,0003,702
U.S. Government securities$13,782,0003,143
U.S. Treasury securities$5,216,000648
U.S. Government agency obligations$8,566,0003,552
Securities issued by states & political subdivisions$3,517,0003,399
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$12,443,0002,501
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$17,299,0003,431
Total debt securities$17,299,0003,678
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$15,976,0003,820
U.S. Government securities$12,460,0003,314
U.S. Treasury securities$4,210,000755
U.S. Government agency obligations$8,250,0003,619
Securities issued by states & political subdivisions$3,516,0003,462
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$12,399,0002,519
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$15,976,0003,552
Total debt securities$15,976,0003,797
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$17,822,0003,730
U.S. Government securities$13,434,0003,263
U.S. Treasury securities$4,192,000732
U.S. Government agency obligations$9,242,0003,562
Securities issued by states & political subdivisions$4,388,0003,343
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$11,968,0002,546
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$17,822,0003,451
Total debt securities$17,822,0003,709
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$21,034,0003,567
U.S. Government securities$14,991,0003,124
U.S. Treasury securities$4,726,000663
U.S. Government agency obligations$10,265,0003,455
Securities issued by states & political subdivisions$6,043,0003,096
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$13,089,0002,488
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$21,034,0003,296
Total debt securities$21,034,0003,543
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$19,053,0003,734
U.S. Government securities$13,001,0003,368
U.S. Treasury securities$6,228,000539
U.S. Government agency obligations$6,773,0003,958
Securities issued by states & political subdivisions$6,052,0003,138
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$15,054,0002,366
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$19,053,0003,451
Total debt securities$19,052,0003,712
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$21,398,0003,637
U.S. Government securities$15,277,0003,184
U.S. Treasury securities$5,238,000554
U.S. Government agency obligations$10,039,0003,584
Securities issued by states & political subdivisions$6,121,0003,200
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$13,844,0002,503
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$21,398,0003,353
Total debt securities$21,398,0003,612
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$24,086,0003,493
U.S. Government securities$16,838,0003,074
U.S. Treasury securities$5,256,000527
U.S. Government agency obligations$11,582,0003,429
Securities issued by states & political subdivisions$7,248,0003,058
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$13,903,0002,522
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$24,086,0003,215
Total debt securities$24,086,0003,467
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$24,874,0003,502
U.S. Government securities$17,357,0003,089
U.S. Treasury securities$5,260,000538
U.S. Government agency obligations$12,097,0003,435
Securities issued by states & political subdivisions$7,517,0003,069
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$13,529,0002,563
Mortgage-backed securities$04,767
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$24,874,0003,217
Total debt securities$24,874,0003,478
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$27,248,0003,382
U.S. Government securities$19,632,0002,945
U.S. Treasury securities$6,266,000531
U.S. Government agency obligations$13,366,0003,353
Securities issued by states & political subdivisions$7,616,0003,091
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$12,996,0002,644
Mortgage-backed securities$04,838
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$27,248,0003,111
Total debt securities$27,248,0003,356
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$27,923,0003,335
U.S. Government securities$20,386,0002,884
U.S. Treasury securities$6,266,000528
U.S. Government agency obligations$14,120,0003,257
Securities issued by states & political subdivisions$7,537,0003,129
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$13,769,0002,568
Mortgage-backed securities$04,889
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$27,923,0003,054
Total debt securities$27,923,0003,312
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$26,126,0003,459
U.S. Government securities$18,885,0002,977
U.S. Treasury securities$5,554,000490
U.S. Government agency obligations$13,331,0003,343
Securities issued by states & political subdivisions$7,241,0003,176
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$14,177,0002,532
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$26,126,0003,179
Total debt securities$26,126,0003,432
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$27,626,0003,422
U.S. Government securities$19,442,0003,003
U.S. Treasury securities$5,575,000501
U.S. Government agency obligations$13,867,0003,392
Securities issued by states & political subdivisions$8,184,0003,034
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$14,210,0002,574
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$27,626,0003,136
Total debt securities$27,626,0003,396
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$27,565,0003,478
U.S. Government securities$19,606,0003,068
U.S. Treasury securities$5,546,000506
U.S. Government agency obligations$14,060,0003,453
Securities issued by states & political subdivisions$7,959,0003,072
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,944,0002,533
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$27,565,0003,185
Total debt securities$27,565,0003,455
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$25,619,0003,624
U.S. Government securities$17,834,0003,257
U.S. Treasury securities$5,509,000541
U.S. Government agency obligations$12,325,0003,671
Securities issued by states & political subdivisions$7,785,0003,119
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,917,0002,572
Mortgage-backed securities$05,088
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$25,619,0003,320
Total debt securities$25,619,0003,601
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$20,944,0004,035
U.S. Government securities$13,691,0003,737
U.S. Treasury securities$2,286,000748
U.S. Government agency obligations$11,405,0003,867
Securities issued by states & political subdivisions$7,253,0003,213
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,032,0002,585
Mortgage-backed securities$05,155
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$20,944,0003,692
Total debt securities$20,944,0004,012
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$22,693,0003,988
U.S. Government securities$13,670,0003,856
U.S. Treasury securities$2,787,000733
U.S. Government agency obligations$10,883,0004,059
Securities issued by states & political subdivisions$9,023,0002,967
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,426,0002,560
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$22,693,0003,654
Total debt securities$22,693,0003,965
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$20,894,0004,169
U.S. Government securities$12,942,0004,008
U.S. Treasury securities$2,792,000720
U.S. Government agency obligations$10,150,0004,240
Securities issued by states & political subdivisions$7,952,0003,113
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,140,0002,711
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$20,894,0003,813
Total debt securities$20,894,0004,139
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$18,566,0004,403
U.S. Government securities$10,604,0004,366
U.S. Treasury securities$2,498,000754
U.S. Government agency obligations$8,106,0004,581
Securities issued by states & political subdivisions$7,962,0003,141
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,489,0002,711
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$18,566,0004,041
Total debt securities$18,566,0004,384
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$18,404,0004,498
U.S. Government securities$10,384,0004,496
U.S. Treasury securities$2,015,000808
U.S. Government agency obligations$8,369,0004,653
Securities issued by states & political subdivisions$8,020,0003,162
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,452,0002,715
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$18,404,0004,133
Total debt securities$18,404,0004,474
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$19,855,0004,441
U.S. Government securities$10,408,0004,563
U.S. Treasury securities$2,018,000764
U.S. Government agency obligations$8,390,0004,715
Securities issued by states & political subdivisions$9,447,0002,979
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,988,0002,884
Mortgage-backed securities$05,516
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$19,855,0004,062
Total debt securities$19,855,0004,421
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$20,858,0004,379
U.S. Government securities$11,653,0004,431
U.S. Treasury securities$2,020,000689
U.S. Government agency obligations$9,633,0004,591
Securities issued by states & political subdivisions$9,205,0003,032
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,464,0002,962
Mortgage-backed securities$05,578
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$20,858,0004,009
Total debt securities$20,858,0004,354
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$20,132,0004,447
U.S. Government securities$10,896,0004,534
U.S. Treasury securities$2,021,000660
U.S. Government agency obligations$8,875,0004,695
Securities issued by states & political subdivisions$9,236,0003,010
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,488,0002,954
Mortgage-backed securities$05,624
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$20,132,0004,077
Total debt securities$20,132,0004,426
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$21,306,0004,385
U.S. Government securities$10,573,0004,594
U.S. Treasury securities$2,023,000640
U.S. Government agency obligations$8,550,0004,772
Securities issued by states & political subdivisions$10,733,0002,791
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,523,0002,930
Mortgage-backed securities$05,680
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$21,306,0004,021
Total debt securities$21,306,0004,356
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$19,125,0004,583
U.S. Government securities$9,044,0004,807
U.S. Treasury securities$2,020,000655
U.S. Government agency obligations$7,024,0005,024
Securities issued by states & political subdivisions$10,081,0002,875
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,309,0002,938
Mortgage-backed securities$05,709
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$19,125,0004,215
Total debt securities$19,125,0004,552
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$18,640,0004,642
U.S. Government securities$9,094,0004,853
U.S. Treasury securities$2,029,000671
U.S. Government agency obligations$7,065,0005,067
Securities issued by states & political subdivisions$9,546,0002,938
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,381,0002,981
Mortgage-backed securities$05,765
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$18,640,0004,286
Total debt securities$18,640,0004,607
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$19,625,0004,504
U.S. Government securities$10,305,0004,651
U.S. Treasury securities$2,030,000659
U.S. Government agency obligations$8,275,0004,866
Securities issued by states & political subdivisions$9,320,0002,952
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,092,0002,875
Mortgage-backed securities$05,808
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$19,625,0004,157
Total debt securities$19,625,0004,474
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$20,040,0004,539
U.S. Government securities$11,079,0004,637
U.S. Treasury securities$2,033,000619
U.S. Government agency obligations$9,046,0004,850
Securities issued by states & political subdivisions$8,961,0002,966
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,683,0002,822
Mortgage-backed securities$05,902
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$20,040,0004,187
Total debt securities$20,040,0004,507
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$21,924,0004,411
U.S. Government securities$12,078,0004,568
U.S. Treasury securities$3,029,000517
U.S. Government agency obligations$9,049,0004,941
Securities issued by states & political subdivisions$9,846,0002,777
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,052,0002,798
Mortgage-backed securities$05,941
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$21,924,0004,061
Total debt securities$21,924,0004,377
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$20,872,0004,526
U.S. Government securities$12,342,0004,625
U.S. Treasury securities$3,021,000550
U.S. Government agency obligations$9,321,0005,003
Securities issued by states & political subdivisions$8,530,0002,894
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,055,0002,791
Mortgage-backed securities$05,982
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$20,872,0004,170
Total debt securities$20,871,0004,502
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$20,065,0004,538
U.S. Government securities$11,368,0004,718
U.S. Treasury securities$2,279,000574
U.S. Government agency obligations$9,089,0004,986
Securities issued by states & political subdivisions$8,697,0002,832
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,349,0002,891
Mortgage-backed securities$05,999
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$20,065,0004,165
Total debt securities$20,065,0004,507
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$22,955,0004,210
U.S. Government securities$13,709,0004,341
U.S. Treasury securities$2,279,000604
U.S. Government agency obligations$11,430,0004,579
Securities issued by states & political subdivisions$9,246,0002,696
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,025,0003,195
Mortgage-backed securities$1,0006,008
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$1,0003,842
CMOs issued by government agencies or sponsored agencies$1,0003,561
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$22,955,0003,869
Total debt securities$22,954,0004,177
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$22,225,0004,338
U.S. Government securities$13,657,0004,455
U.S. Treasury securities$2,255,000663
U.S. Government agency obligations$11,402,0004,701
Securities issued by states & political subdivisions$8,568,0002,737
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,956,0003,214
Mortgage-backed securities$1,0006,044
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$1,0003,845
CMOs issued by government agencies or sponsored agencies$1,0003,550
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$22,225,0003,984
Total debt securities$22,225,0004,305
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$18,785,0004,685
U.S. Government securities$11,528,0004,771
U.S. Treasury securities$2,203,000702
U.S. Government agency obligations$9,325,0005,027
Securities issued by states & political subdivisions$7,255,0002,922
Other domestic debt securities$2,0002,858
Privately issued residential mortgage-backed securities$2,0001,334
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,939,0003,419
Mortgage-backed securities$2,0006,047
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$2,0003,811
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$2,0001,269
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)$18,785,0004,286
Total debt securities$18,785,0004,648
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$19,405,0004,465
U.S. Government securities$13,059,0004,375
U.S. Treasury securities$2,197,000713
U.S. Government agency obligations$10,862,0004,603
Securities issued by states & political subdivisions$6,346,0003,110
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,823,0003,387
Mortgage-backed securities$2,0006,086
Certificates of participation in pools of residential mortgages$2,0005,815
Issued or guaranteed by U.S.$2,0005,803
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$19,405,0004,098
Total debt securities$19,406,0004,432
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$18,587,0004,523
U.S. Government securities$12,876,0004,346
U.S. Treasury securities$1,499,000778
U.S. Government agency obligations$11,377,0004,470
Securities issued by states & political subdivisions$5,711,0003,184
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,241,0003,337
Mortgage-backed securities$125,0005,799
Certificates of participation in pools of residential mortgages$121,0005,440
Issued or guaranteed by U.S.$121,0005,427
Privately issued$0141
Collaterized mortgage obligations$4,0003,806
CMOs issued by government agencies or sponsored agencies$4,0003,479
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$18,587,0004,130
Total debt securities$18,587,0004,485
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$19,501,0004,462
U.S. Government securities$14,271,0004,216
U.S. Treasury securities$01,121
U.S. Government agency obligations$14,271,0004,106
Securities issued by states & political subdivisions$5,230,0003,212
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,764,0003,116
Mortgage-backed securities$241,0005,713
Certificates of participation in pools of residential mortgages$230,0005,353
Issued or guaranteed by U.S.$230,0005,341
Privately issued$0148
Collaterized mortgage obligations$11,0003,697
CMOs issued by government agencies or sponsored agencies$11,0003,373
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$19,501,0004,045
Total debt securities$19,501,0004,416
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$20,964,0004,342
U.S. Government securities$15,483,0004,077
U.S. Treasury securities$01,130
U.S. Government agency obligations$15,483,0003,979
Securities issued by states & political subdivisions$5,481,0003,126
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,664,0003,209
Mortgage-backed securities$352,0005,725
Certificates of participation in pools of residential mortgages$281,0005,409
Issued or guaranteed by U.S.$281,0005,398
Privately issued$0145
Collaterized mortgage obligations$71,0003,581
CMOs issued by government agencies or sponsored agencies$71,0003,242
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$20,964,0003,935
Total debt securities$20,963,0004,308
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$17,360,0004,699
U.S. Government securities$11,948,0004,597
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,948,0004,502
Securities issued by states & political subdivisions$5,412,0003,138
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,945,0003,526
Mortgage-backed securities$496,0005,692
Certificates of participation in pools of residential mortgages$333,0005,433
Issued or guaranteed by U.S.$333,0005,420
Privately issued$0157
Collaterized mortgage obligations$163,0003,483
CMOs issued by government agencies or sponsored agencies$163,0003,136
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$17,360,0004,275
Total debt securities$17,360,0004,660
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$17,787,0004,706
U.S. Government securities$11,593,0004,688
U.S. Treasury securities$01,047
U.S. Government agency obligations$11,593,0004,594
Securities issued by states & political subdivisions$6,194,0002,942
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,488,0003,629
Mortgage-backed securities$610,0005,695
Certificates of participation in pools of residential mortgages$380,0005,459
Issued or guaranteed by U.S.$380,0005,443
Privately issued$0171
Collaterized mortgage obligations$230,0003,436
CMOs issued by government agencies or sponsored agencies$230,0003,083
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$17,787,0004,277
Total debt securities$17,786,0004,656
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$24,180,0003,948
U.S. Government securities$17,794,0003,727
U.S. Treasury securities$4,998,000356
U.S. Government agency obligations$12,796,0004,384
Securities issued by states & political subdivisions$6,386,0002,873
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,212,0003,678
Mortgage-backed securities$753,0005,663
Certificates of participation in pools of residential mortgages$431,0005,486
Issued or guaranteed by U.S.$431,0005,468
Privately issued$0181
Collaterized mortgage obligations$322,0003,331
CMOs issued by government agencies or sponsored agencies$322,0002,979
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$24,180,0003,556
Total debt securities$24,180,0003,915
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$22,665,0004,115
U.S. Government securities$18,160,0003,754
U.S. Treasury securities$4,991,000323
U.S. Government agency obligations$13,169,0004,409
Securities issued by states & political subdivisions$4,505,0003,298
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,926,0003,609
Mortgage-backed securities$929,0005,645
Certificates of participation in pools of residential mortgages$496,0005,494
Issued or guaranteed by U.S.$496,0005,478
Privately issued$0191
Collaterized mortgage obligations$433,0003,284
CMOs issued by government agencies or sponsored agencies$433,0002,920
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$22,665,0003,699
Total debt securities$22,664,0004,077
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$20,603,0004,376
U.S. Government securities$16,389,0004,042
U.S. Treasury securities$2,010,000476
U.S. Government agency obligations$14,379,0004,257
Securities issued by states & political subdivisions$4,214,0003,342
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,266,0003,741
Mortgage-backed securities$1,044,0005,582
Certificates of participation in pools of residential mortgages$543,0005,464
Issued or guaranteed by U.S.$543,0005,448
Privately issued$0188
Collaterized mortgage obligations$501,0003,179
CMOs issued by government agencies or sponsored agencies$501,0002,856
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$20,603,0003,919
Total debt securities$20,603,0004,342
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$23,986,0003,909
U.S. Government securities$20,650,0003,422
U.S. Treasury securities$5,007,000287
U.S. Government agency obligations$15,643,0004,035
Securities issued by states & political subdivisions$3,336,0003,615
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,596,0003,512
Mortgage-backed securities$1,120,0005,509
Certificates of participation in pools of residential mortgages$570,0005,432
Issued or guaranteed by U.S.$570,0005,417
Privately issued$0192
Collaterized mortgage obligations$550,0003,049
CMOs issued by government agencies or sponsored agencies$550,0002,715
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$23,986,0003,486
Total debt securities$23,986,0003,878
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$22,238,0004,172
U.S. Government securities$18,610,0003,718
U.S. Treasury securities$2,968,000405
U.S. Government agency obligations$15,642,0004,063
Securities issued by states & political subdivisions$3,005,0003,767
Other domestic debt securities$623,0002,511
Privately issued residential mortgage-backed securities$623,0001,237
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,770,0003,596
Mortgage-backed securities$1,221,0005,468
Certificates of participation in pools of residential mortgages$598,0005,434
Issued or guaranteed by U.S.$598,0005,413
Privately issued$0202
Collaterized mortgage obligations$623,0003,006
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$623,0001,179
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)$22,238,0003,707
Total debt securities$22,239,0004,126
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$20,380,0004,385
U.S. Government securities$19,870,0003,543
U.S. Treasury securities$2,991,000424
U.S. Government agency obligations$16,879,0003,884
Securities issued by states & political subdivisions$510,0005,277
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,887,0003,560
Mortgage-backed securities$1,393,0005,357
Certificates of participation in pools of residential mortgages$645,0005,354
Issued or guaranteed by U.S.$645,0005,328
Privately issued$0205
Collaterized mortgage obligations$748,0002,927
CMOs issued by government agencies or sponsored agencies$748,0002,594
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$20,380,0003,928
Total debt securities$20,380,0004,326
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$19,488,0004,528
U.S. Government securities$18,983,0003,716
U.S. Treasury securities$2,951,000469
U.S. Government agency obligations$16,032,0004,046
Securities issued by states & political subdivisions$505,0005,305
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,886,0003,596
Mortgage-backed securities$1,491,0005,099
Certificates of participation in pools of residential mortgages$654,0005,180
Issued or guaranteed by U.S.$654,0005,158
Privately issued$0191
Collaterized mortgage obligations$837,0002,756
CMOs issued by government agencies or sponsored agencies$837,0002,446
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$19,488,0004,013
Total debt securities$19,487,0004,476
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$17,083,0004,869
U.S. Government securities$16,580,0004,116
U.S. Treasury securities$01,235
U.S. Government agency obligations$16,580,0004,031
Securities issued by states & political subdivisions$503,0005,334
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,799,0003,633
Mortgage-backed securities$1,698,0004,879
Certificates of participation in pools of residential mortgages$745,0005,004
Issued or guaranteed by U.S.$745,0004,989
Privately issued$0194
Collaterized mortgage obligations$953,0002,641
CMOs issued by government agencies or sponsored agencies$953,0002,335
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$17,083,0004,316
Total debt securities$17,083,0004,824
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$17,618,0004,810
U.S. Government securities$17,047,0004,073
U.S. Treasury securities$01,362
U.S. Government agency obligations$17,047,0003,974
Securities issued by states & political subdivisions$571,0005,299
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,618,0002,398
Mortgage-backed securities$1,842,0004,794
Certificates of participation in pools of residential mortgages$792,0004,974
Issued or guaranteed by U.S.$792,0004,959
Privately issued$0207
Collaterized mortgage obligations$1,050,0002,523
CMOs issued by government agencies or sponsored agencies$1,050,0002,237
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$17,618,0004,246
Total debt securities$17,616,0004,767
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$18,974,0004,633
U.S. Government securities$18,295,0003,898
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,295,0003,803
Securities issued by states & political subdivisions$679,0005,254
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,203,0004,231
Mortgage-backed securities$2,049,0004,683
Certificates of participation in pools of residential mortgages$879,0004,929
Issued or guaranteed by U.S.$879,0004,911
Privately issued$0218
Collaterized mortgage obligations$1,170,0002,434
CMOs issued by government agencies or sponsored agencies$1,170,0002,159
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$18,974,0004,076
Total debt securities$18,973,0004,586
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$19,588,0004,605
U.S. Government securities$18,907,0003,879
U.S. Treasury securities$01,498
U.S. Government agency obligations$18,907,0003,776
Securities issued by states & political subdivisions$681,0005,269
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,769,0004,340
Mortgage-backed securities$2,222,0004,607
Certificates of participation in pools of residential mortgages$937,0004,868
Issued or guaranteed by U.S.$937,0004,851
Privately issued$0208
Collaterized mortgage obligations$1,285,0002,379
CMOs issued by government agencies or sponsored agencies$1,285,0002,104
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$19,588,0004,044
Total debt securities$19,586,0004,555
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$20,435,0004,515
U.S. Government securities$19,967,0003,773
U.S. Treasury securities$01,574
U.S. Government agency obligations$19,967,0003,661
Securities issued by states & political subdivisions$468,0005,551
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,255,0004,245
Mortgage-backed securities$2,375,0004,538
Certificates of participation in pools of residential mortgages$982,0004,831
Issued or guaranteed by U.S.$982,0004,807
Privately issued$0214
Collaterized mortgage obligations$1,393,0002,297
CMOs issued by government agencies or sponsored agencies$1,393,0002,027
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$20,435,0003,943
Total debt securities$20,436,0004,471
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$21,854,0004,322
U.S. Government securities$21,389,0003,581
U.S. Treasury securities$01,634
U.S. Government agency obligations$21,389,0003,465
Securities issued by states & political subdivisions$465,0005,576
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,043,0004,300
Mortgage-backed securities$2,529,0004,466
Certificates of participation in pools of residential mortgages$1,043,0004,808
Issued or guaranteed by U.S.$1,043,0004,785
Privately issued$0211
Collaterized mortgage obligations$1,486,0002,251
CMOs issued by government agencies or sponsored agencies$1,486,0001,982
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$21,854,0003,754
Total debt securities$21,855,0004,256
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$23,743,0004,160
U.S. Government securities$23,173,0003,429
U.S. Treasury securities$01,715
U.S. Government agency obligations$23,173,0003,312
Securities issued by states & political subdivisions$570,0005,469
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,000,0004,029
Mortgage-backed securities$2,740,0004,406
Certificates of participation in pools of residential mortgages$1,130,0004,773
Issued or guaranteed by U.S.$1,130,0004,753
Privately issued$0205
Collaterized mortgage obligations$1,610,0002,216
CMOs issued by government agencies or sponsored agencies$1,610,0001,952
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$23,743,0003,615
Total debt securities$23,743,0004,099
Structured notes
Amortized cost$985,0002,360
Fair value$969,0002,342
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$24,136,0004,135
U.S. Government securities$23,502,0003,385
U.S. Treasury securities$01,737
U.S. Government agency obligations$23,502,0003,272
Securities issued by states & political subdivisions$634,0005,420
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,539,0003,884
Mortgage-backed securities$2,958,0004,355
Certificates of participation in pools of residential mortgages$1,190,0004,774
Issued or guaranteed by U.S.$1,190,0004,754
Privately issued$0216
Collaterized mortgage obligations$1,768,0002,145
CMOs issued by government agencies or sponsored agencies$1,768,0001,897
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$24,136,0003,572
Total debt securities$24,136,0004,076
Structured notes
Amortized cost$984,0002,359
Fair value$981,0002,285
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$25,949,0003,902
U.S. Government securities$25,109,0003,177
U.S. Treasury securities$01,786
U.S. Government agency obligations$25,109,0003,074
Securities issued by states & political subdivisions$840,0005,244
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,495,0003,122
Mortgage-backed securities$3,233,0004,302
Certificates of participation in pools of residential mortgages$1,292,0004,744
Issued or guaranteed by U.S.$1,292,0004,725
Privately issued$0225
Collaterized mortgage obligations$1,941,0002,089
CMOs issued by government agencies or sponsored agencies$1,941,0001,854
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)$25,949,0003,376
Total debt securities$25,949,0003,846
Structured notes
Amortized cost$498,0002,731
Fair value$495,0002,652
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$26,021,0003,941
U.S. Government securities$25,024,0003,232
U.S. Treasury securities$01,839
U.S. Government agency obligations$25,024,0003,114
Securities issued by states & political subdivisions$997,0005,084
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,668,0003,240
Mortgage-backed securities$3,552,0004,279
Certificates of participation in pools of residential mortgages$1,424,0004,728
Issued or guaranteed by U.S.$1,424,0004,707
Privately issued$0223
Collaterized mortgage obligations$2,128,0002,068
CMOs issued by government agencies or sponsored agencies$2,128,0001,837
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)$26,021,0003,409
Total debt securities$26,020,0003,873
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$25,060,0004,099
U.S. Government securities$20,973,0003,736
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,973,0003,608
Securities issued by states & political subdivisions$4,087,0003,357
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,382,0003,491
Mortgage-backed securities$3,768,0004,280
Certificates of participation in pools of residential mortgages$1,530,0004,726
Issued or guaranteed by U.S.$1,530,0004,711
Privately issued$0207
Collaterized mortgage obligations$2,238,0002,069
CMOs issued by government agencies or sponsored agencies$2,238,0001,848
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)$25,060,0003,552
Total debt securities$25,059,0004,037
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$26,043,0003,993
U.S. Government securities$20,396,0003,832
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,396,0003,696
Securities issued by states & political subdivisions$5,647,0002,871
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,556,0003,442
Mortgage-backed securities$4,033,0004,236
Certificates of participation in pools of residential mortgages$1,637,0004,693
Issued or guaranteed by U.S.$1,637,0004,677
Privately issued$0203
Collaterized mortgage obligations$2,396,0002,058
CMOs issued by government agencies or sponsored agencies$2,396,0001,839
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)$26,043,0003,464
Total debt securities$26,044,0003,928
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$25,746,0004,016
U.S. Government securities$19,200,0003,934
U.S. Treasury securities$01,990
U.S. Government agency obligations$19,200,0003,790
Securities issued by states & political subdivisions$6,546,0002,639
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,363,0003,450
Mortgage-backed securities$3,220,0004,557
Certificates of participation in pools of residential mortgages$1,767,0004,648
Issued or guaranteed by U.S.$1,767,0004,634
Privately issued$0225
Collaterized mortgage obligations$1,453,0002,432
CMOs issued by government agencies or sponsored agencies$1,453,0002,190
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)$25,746,0003,487
Total debt securities$25,747,0003,949
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$26,061,0004,050
U.S. Government securities$19,375,0003,984
U.S. Treasury securities$02,098
U.S. Government agency obligations$19,375,0003,838
Securities issued by states & political subdivisions$6,686,0002,588
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,988,0002,935
Mortgage-backed securities$3,372,0004,559
Certificates of participation in pools of residential mortgages$1,900,0004,632
Issued or guaranteed by U.S.$1,900,0004,616
Privately issued$0225
Collaterized mortgage obligations$1,472,0002,483
CMOs issued by government agencies or sponsored agencies$1,472,0002,249
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)$26,061,0003,499
Total debt securities$26,061,0003,983
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$26,330,0004,021
U.S. Government securities$21,998,0003,599
U.S. Treasury securities$02,082
U.S. Government agency obligations$21,998,0003,479
Securities issued by states & political subdivisions$4,332,0003,315
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,689,0002,976
Mortgage-backed securities$3,703,0004,481
Certificates of participation in pools of residential mortgages$2,181,0004,515
Issued or guaranteed by U.S.$2,181,0004,497
Privately issued$0230
Collaterized mortgage obligations$1,522,0002,514
CMOs issued by government agencies or sponsored agencies$1,522,0002,275
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)$26,330,0003,489
Total debt securities$26,330,0003,948
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$25,676,0004,136
U.S. Government securities$22,617,0003,594
U.S. Treasury securities$02,227
U.S. Government agency obligations$22,617,0003,468
Securities issued by states & political subdivisions$3,059,0003,841
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,733,0002,717
Mortgage-backed securities$3,343,0004,606
Certificates of participation in pools of residential mortgages$1,814,0004,706
Issued or guaranteed by U.S.$1,814,0004,688
Privately issued$0248
Collaterized mortgage obligations$1,529,0002,495
CMOs issued by government agencies or sponsored agencies$1,529,0002,362
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)$25,676,0003,568
Total debt securities$25,676,0004,061
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$23,369,0004,337
U.S. Government securities$20,726,0003,705
U.S. Treasury securities$02,287
U.S. Government agency obligations$20,726,0003,565
Securities issued by states & political subdivisions$2,643,0004,052
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,741,0002,953
Mortgage-backed securities$2,337,0005,023
Certificates of participation in pools of residential mortgages$1,272,0005,068
Issued or guaranteed by U.S.$1,272,0005,046
Privately issued$0253
Collaterized mortgage obligations$1,065,0002,758
CMOs issued by government agencies or sponsored agencies$1,065,0002,607
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)$23,369,0003,741
Total debt securities$23,368,0004,250
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$22,928,0004,285
U.S. Government securities$19,850,0003,715
U.S. Treasury securities$02,322
U.S. Government agency obligations$19,850,0003,569
Securities issued by states & political subdivisions$3,078,0003,791
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,854,0002,882
Mortgage-backed securities$2,313,0005,149
Certificates of participation in pools of residential mortgages$1,731,0004,835
Issued or guaranteed by U.S.$1,731,0004,820
Privately issued$0256
Collaterized mortgage obligations$582,0003,344
CMOs issued by government agencies or sponsored agencies$582,0003,178
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)$22,928,0003,715
Total debt securities$22,928,0004,204
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$21,543,0004,437
U.S. Government securities$18,370,0003,926
U.S. Treasury securities$02,382
U.S. Government agency obligations$18,370,0003,773
Securities issued by states & political subdivisions$3,163,0003,693
Other domestic debt securities$10,0004,013
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,0003,513
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,358,0002,815
Mortgage-backed securities$2,345,0005,168
Certificates of participation in pools of residential mortgages$2,264,0004,530
Issued or guaranteed by U.S.$2,264,0004,514
Privately issued$0257
Collaterized mortgage obligations$81,0004,108
CMOs issued by government agencies or sponsored agencies$81,0003,920
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)$21,543,0003,835
Total debt securities$21,544,0004,346
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$23,091,0004,221
U.S. Government securities$19,855,0003,721
U.S. Treasury securities$02,544
U.S. Government agency obligations$19,855,0003,557
Securities issued by states & political subdivisions$3,226,0003,650
Other domestic debt securities$10,0004,055
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,0003,550
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,634,0002,789
Mortgage-backed securities$2,707,0005,007
Certificates of participation in pools of residential mortgages$2,616,0004,321
Issued or guaranteed by U.S.$2,616,0004,306
Privately issued$0252
Collaterized mortgage obligations$91,0004,137
CMOs issued by government agencies or sponsored agencies$91,0003,953
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)$23,091,0003,622
Total debt securities$23,091,0004,137
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$16,600,0005,087
U.S. Government securities$12,654,0004,859
U.S. Treasury securities$03,182
U.S. Government agency obligations$12,654,0004,644
Securities issued by states & political subdivisions$3,936,0003,282
Other domestic debt securities$10,0004,138
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,0003,545
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,203,0002,769
Mortgage-backed securities$710,0006,144
Certificates of participation in pools of residential mortgages$568,0005,631
Issued or guaranteed by U.S.$568,0005,610
Privately issued$0260
Collaterized mortgage obligations$142,0004,204
CMOs issued by government agencies or sponsored agencies$142,0004,015
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)$37,0004,978
Available-for-sale securities (fair market value)$16,563,0004,345
Total debt securities$16,600,0004,996
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$16,664,0005,226
U.S. Government securities$12,454,0005,160
U.S. Treasury securities$500,0003,417
U.S. Government agency obligations$11,954,0004,959
Securities issued by states & political subdivisions$4,008,0003,197
Other domestic debt securities$10,0003,883
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$10,0003,336
Foreign debt securitiesNANA
Equity securities$192,0005,871
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,309,0003,591
Mortgage-backed securities$341,0006,376
Certificates of participation in pools of residential mortgages$137,0006,244
Issued or guaranteed by U.S.$137,0006,222
Privately issued$0308
Collaterized mortgage obligations$204,0003,753
CMOs issued by government agencies or sponsored agencies$204,0003,576
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)$86,0005,495
Available-for-sale securities (fair market value)$16,578,0004,310
Total debt securities$16,472,0005,138
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$17,270,0005,320
U.S. Government securities$11,404,0005,685
U.S. Treasury securities$1,498,0003,169
U.S. Government agency obligations$9,906,0005,624
Securities issued by states & political subdivisions$5,668,0002,701
Other domestic debt securities$9,0003,871
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$9,0003,200
Foreign debt securitiesNANA
Equity securities$189,0005,797
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,760,0003,729
Mortgage-backed securities$929,0005,927
Certificates of participation in pools of residential mortgages$500,0005,740
Issued or guaranteed by U.S.$500,0005,725
Privately issued$0307
Collaterized mortgage obligations$429,0003,648
CMOs issued by government agencies or sponsored agencies$429,0003,486
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)$130,0005,826
Available-for-sale securities (fair market value)$17,140,0004,326
Total debt securities$17,081,0005,243
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$18,703,0005,050
U.S. Government securities$12,960,0005,261
U.S. Treasury securities$7,106,0001,727
U.S. Government agency obligations$5,854,0006,782
Securities issued by states & political subdivisions$5,534,0002,774
Other domestic debt securities$10,0003,879
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$10,0003,100
Foreign debt securitiesNANA
Equity securities$199,0005,451
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,185,0003,224
Mortgage-backed securities$1,790,0005,461
Certificates of participation in pools of residential mortgages$820,0005,489
Issued or guaranteed by U.S.$820,0005,472
Privately issued$0349
Collaterized mortgage obligations$970,0003,326
CMOs issued by government agencies or sponsored agencies$970,0003,180
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)$179,0006,291
Available-for-sale securities (fair market value)$18,524,0004,031
Total debt securities$18,504,0004,973
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$25,547,0004,140
U.S. Government securities$19,127,0004,228
U.S. Treasury securities$8,588,0002,103
U.S. Government agency obligations$10,539,0005,059
Securities issued by states & political subdivisions$6,204,0002,319
Other domestic debt securities$9,0003,809
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$9,0002,919
Foreign debt securitiesNANA
Equity securities$207,0005,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,307,0003,067
Mortgage-backed securities$4,512,0004,012
Certificates of participation in pools of residential mortgages$2,663,0003,945
Issued or guaranteed by U.S.$2,663,0003,928
Privately issued$0394
Collaterized mortgage obligations$1,849,0002,795
CMOs issued by government agencies or sponsored agencies$1,849,0002,687
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$25,547,0003,006
Total debt securities$25,340,0004,059
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$27,415,0004,195
U.S. Government securities$22,288,0004,103
U.S. Treasury securities$7,490,0002,840
U.S. Government agency obligations$14,798,0004,245
Securities issued by states & political subdivisions$4,925,0002,858
Other domestic debt securities$8,0004,373
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$8,0003,268
Foreign debt securitiesNANA
Equity securities$194,0005,356
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,595,0003,297
Mortgage-backed securities$5,244,0004,127
Certificates of participation in pools of residential mortgages$2,165,0004,627
Issued or guaranteed by U.S.$2,165,0004,604
Privately issued$0472
Collaterized mortgage obligations$3,079,0002,529
CMOs issued by government agencies or sponsored agencies$3,079,0002,419
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$27,415,0002,952
Total debt securities$27,221,0004,121
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$27,003,0004,426
U.S. Government securities$21,976,0004,314
U.S. Treasury securities$7,045,0003,600
U.S. Government agency obligations$14,931,0004,212
Securities issued by states & political subdivisions$4,836,0002,869
Other domestic debt securities$9,0005,073
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$9,0003,870
Foreign debt securitiesNANA
Equity securities$182,0005,222
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,371,0002,863
Mortgage-backed securities$6,297,0004,037
Certificates of participation in pools of residential mortgages$2,971,0004,183
Issued or guaranteed by U.S.$2,971,0004,157
Privately issued$0558
Collaterized mortgage obligations$3,326,0002,710
CMOs issued by government agencies or sponsored agencies$3,326,0002,576
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$27,003,0003,084
Total debt securities$26,821,0004,353
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$25,422,0004,914
U.S. Government securities$23,399,0004,340
U.S. Treasury securities$11,365,0003,030
U.S. Government agency obligations$12,034,0004,718
Securities issued by states & political subdivisions$1,834,0005,426
Other domestic debt securities$10,0005,687
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$10,0004,405
Foreign debt securitiesNANA
Equity securities$179,0004,989
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,482,0003,343
Mortgage-backed securities$5,007,0004,699
Certificates of participation in pools of residential mortgages$2,627,0004,660
Issued or guaranteed by U.S.$2,627,0004,635
Privately issued$0564
Collaterized mortgage obligations$2,380,0003,389
CMOs issued by government agencies or sponsored agencies$2,380,0003,230
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)$13,878,0004,573
Available-for-sale securities (fair market value)$11,544,0004,347
Total debt securities$25,243,0004,858
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$24,910,0005,217
U.S. Government securities$22,993,0004,568
U.S. Treasury securities$11,097,0003,217
U.S. Government agency obligations$11,896,0004,914
Securities issued by states & political subdivisions$1,907,0005,436
Other domestic debt securities$10,0006,445
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$10,0005,012
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,203,0002,959
Mortgage-backed securities$4,310,0005,657
Certificates of participation in pools of residential mortgages$3,307,0004,664
Issued or guaranteed by U.S.$3,307,0004,622
Privately issued$0731
Collaterized mortgage obligations$1,003,0004,966
CMOs issued by government agencies or sponsored agencies$1,003,0004,753
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$24,910,0005,102
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$22,992,0005,514
U.S. Government securities$21,674,0004,754
U.S. Treasury securities$14,060,0002,649
U.S. Government agency obligations$7,614,0006,526
Securities issued by states & political subdivisions$1,308,0006,004
Other domestic debt securities$10,0007,367
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,0005,728
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,941,0003,229
Mortgage-backed securities$4,546,0005,726
Certificates of participation in pools of residential mortgages$3,014,0005,172
Issued or guaranteed by U.S.$3,014,0005,114
Privately issued$0831
Collaterized mortgage obligations$1,532,0004,424
CMOs issued by government agencies or sponsored agencies$1,532,0004,068
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$22,992,0005,402
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