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Premier Bank, Securities

2025-03-31Rank
Total securities$39,246,0002,789
U.S. Government securities$21,885,0002,752
U.S. Treasury securities$8,792,0001,192
U.S. Government agency obligations$13,093,0002,939
Securities issued by states & political subdivisions$4,396,0002,867
Other domestic debt securities$12,965,000884
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$12,965,000554
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$12,409,0002,641
Mortgage-backed securities$2,042,0003,354
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,042,0002,998
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)$39,246,0002,578
Total debt securities$39,246,0002,769
Structured notes
Amortized cost$1,626,000542
Fair value$1,632,000528
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$41,493,0002,749
U.S. Government securities$22,123,0002,745
U.S. Treasury securities$8,690,0001,268
U.S. Government agency obligations$13,433,0002,910
Securities issued by states & political subdivisions$4,475,0002,900
Other domestic debt securities$14,895,000812
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$14,895,000511
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$14,878,0002,542
Mortgage-backed securities$2,134,0003,337
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,134,0002,992
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)$41,493,0002,533
Total debt securities$41,493,0002,730
Structured notes
Amortized cost$2,195,000454
Fair value$2,199,000441
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$43,671,0002,697
U.S. Government securities$23,028,0002,708
U.S. Treasury securities$7,821,0001,373
U.S. Government agency obligations$15,207,0002,833
Securities issued by states & political subdivisions$4,650,0002,916
Other domestic debt securities$15,993,000770
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$15,993,000493
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$27,183,0002,030
Mortgage-backed securities$2,306,0003,329
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,306,0002,970
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)$43,671,0002,474
Total debt securities$43,670,0002,677
Structured notes
Amortized cost$3,187,000383
Fair value$3,196,000375
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$46,030,0002,634
U.S. Government securities$22,660,0002,745
U.S. Treasury securities$6,667,0001,507
U.S. Government agency obligations$15,993,0002,774
Securities issued by states & political subdivisions$4,707,0002,925
Other domestic debt securities$18,663,000718
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$18,663,000446
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$27,793,0002,024
Mortgage-backed securities$2,357,0003,311
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,357,0002,947
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)$46,030,0002,417
Total debt securities$46,030,0002,615
Structured notes
Amortized cost$3,174,000398
Fair value$3,156,000386
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$45,681,0002,673
U.S. Government securities$21,966,0002,831
U.S. Treasury securities$6,666,0001,600
U.S. Government agency obligations$15,300,0002,874
Securities issued by states & political subdivisions$5,101,0002,883
Other domestic debt securities$18,614,000729
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$18,614,000416
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$30,264,0001,949
Mortgage-backed securities$2,470,0003,281
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,470,0002,934
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)$45,681,0002,456
Total debt securities$45,681,0002,656
Structured notes
Amortized cost$3,162,000416
Fair value$3,139,000400
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$52,793,0002,533
U.S. Government securities$27,048,0002,596
U.S. Treasury securities$8,668,0001,487
U.S. Government agency obligations$18,380,0002,697
Securities issued by states & political subdivisions$5,143,0002,902
Other domestic debt securities$20,602,000706
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$20,602,000396
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$27,931,0002,024
Mortgage-backed securities$2,624,0003,265
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,624,0002,913
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)$52,793,0002,316
Total debt securities$52,793,0002,518
Structured notes
Amortized cost$4,165,000365
Fair value$4,133,000343
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$04,483
U.S. Government securities$04,403
U.S. Treasury securitiesNANA
U.S. Government agency obligations$299,529,000420
Securities issued by states & political subdivisions$03,823
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$61704
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$2,528,0001,229
Foreign debt securities$3,414,000122
Equity securities$033
Assets held in trading accounts for TFR Reporters$02
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1023,883
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$1,000194
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$621,571
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$04,231
Total debt securitiesNANA
Structured notes
Amortized costNANA
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$9,834,00098
2023-06-30Rank
Total securities$61,004,0002,398
U.S. Government securities$32,766,0002,407
U.S. Treasury securities$10,508,0001,407
U.S. Government agency obligations$22,258,0002,512
Securities issued by states & political subdivisions$4,515,0003,033
Other domestic debt securities$23,723,000647
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$23,723,000355
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$27,065,0002,005
Mortgage-backed securities$2,859,0003,266
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,859,0002,910
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)$61,004,0002,167
Total debt securities$61,005,0002,381
Structured notes
Amortized cost$1,557,000726
Fair value$1,513,000709
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$63,476,0002,419
U.S. Government securities$35,027,0002,401
U.S. Treasury securities$10,559,0001,466
U.S. Government agency obligations$24,468,0002,417
Securities issued by states & political subdivisions$4,667,0003,064
Other domestic debt securities$23,782,000680
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$23,782,000378
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$27,462,0001,924
Mortgage-backed securities$3,008,0003,304
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,008,0002,928
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)$63,476,0002,176
Total debt securities$63,476,0002,399
Structured notes
Amortized cost$2,555,000573
Fair value$2,520,000556
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$68,052,0002,347
U.S. Government securities$41,860,0002,214
U.S. Treasury securities$16,357,0001,199
U.S. Government agency obligations$25,503,0002,371
Securities issued by states & political subdivisions$4,250,0003,149
Other domestic debt securities$21,942,000717
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$21,942,000404
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$5,818,0003,084
Mortgage-backed securities$3,144,0003,322
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,144,0002,929
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)$68,052,0002,113
Total debt securities$68,052,0002,332
Structured notes
Amortized cost$2,552,000593
Fair value$2,504,000575
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$74,869,0002,210
U.S. Government securities$61,551,0001,777
U.S. Treasury securities$40,650,000664
U.S. Government agency obligations$20,901,0002,612
Securities issued by states & political subdivisions$3,820,0003,219
Other domestic debt securities$9,498,0001,081
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$9,498,000713
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$7,879,0002,850
Mortgage-backed securities$3,164,0003,338
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,164,0002,950
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)$74,869,0001,989
Total debt securities$74,868,0002,195
Structured notes
Amortized cost$1,549,000770
Fair value$1,496,000764
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$75,194,0002,230
U.S. Government securities$71,267,0001,634
U.S. Treasury securities$60,922,000468
U.S. Government agency obligations$10,345,0003,320
Securities issued by states & political subdivisions$3,927,0003,261
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$8,020,0002,830
Mortgage-backed securities$3,546,0003,346
Certificates of participation in pools of residential mortgages$3,546,0003,012
Issued or guaranteed by U.S.$3,546,0002,919
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)$75,194,0002,047
Total debt securities$75,194,0002,215
Structured notes
Amortized cost$1,000,000840
Fair value$987,000856
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$76,147,0002,181
U.S. Government securities$70,900,0001,590
U.S. Treasury securities$61,176,000410
U.S. Government agency obligations$9,724,0003,349
Securities issued by states & political subdivisions$5,247,0003,133
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$8,158,0002,805
Mortgage-backed securities$3,847,0003,316
Certificates of participation in pools of residential mortgages$3,847,0002,973
Issued or guaranteed by U.S.$3,847,0002,892
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)$76,147,0002,028
Total debt securities$76,147,0002,171
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$16,181,0003,843
U.S. Government securities$10,450,0003,566
U.S. Treasury securities$1,030,0001,936
U.S. Government agency obligations$9,420,0003,358
Securities issued by states & political subdivisions$5,731,0003,116
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$6,036,0003,022
Mortgage-backed securities$4,393,0003,250
Certificates of participation in pools of residential mortgages$4,393,0002,891
Issued or guaranteed by U.S.$4,393,0002,801
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)$16,181,0003,628
Total debt securities$16,181,0003,826
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$18,079,0003,738
U.S. Government securities$11,914,0003,404
U.S. Treasury securities$2,045,0001,535
U.S. Government agency obligations$9,869,0003,319
Securities issued by states & political subdivisions$6,165,0003,086
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$6,133,0003,018
Mortgage-backed securities$4,797,0003,246
Certificates of participation in pools of residential mortgages$4,797,0002,844
Issued or guaranteed by U.S.$4,797,0002,767
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)$18,079,0003,513
Total debt securities$18,079,0003,713
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$19,497,0003,638
U.S. Government securities$13,326,0003,262
U.S. Treasury securities$3,058,0001,282
U.S. Government agency obligations$10,268,0003,272
Securities issued by states & political subdivisions$6,171,0003,076
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$6,167,0003,016
Mortgage-backed securities$5,188,0003,204
Certificates of participation in pools of residential mortgages$5,188,0002,782
Issued or guaranteed by U.S.$5,188,0002,699
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)$19,497,0003,425
Total debt securities$19,497,0003,616
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$20,546,0003,498
U.S. Government securities$13,857,0003,101
U.S. Treasury securities$3,076,000985
U.S. Government agency obligations$10,781,0003,167
Securities issued by states & political subdivisions$6,689,0002,988
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$6,265,0002,987
Mortgage-backed securities$5,684,0003,106
Certificates of participation in pools of residential mortgages$5,684,0002,662
Issued or guaranteed by U.S.$5,684,0002,586
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)$20,546,0003,289
Total debt securities$20,546,0003,472
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$22,254,0003,316
U.S. Government securities$16,448,0002,738
U.S. Treasury securities$4,094,000636
U.S. Government agency obligations$12,354,0002,945
Securities issued by states & political subdivisions$5,806,0003,087
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,400,0002,966
Mortgage-backed securities$6,212,0003,007
Certificates of participation in pools of residential mortgages$6,212,0002,520
Issued or guaranteed by U.S.$6,212,0002,449
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)$22,254,0003,108
Total debt securities$22,253,0003,293
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$20,082,0003,356
U.S. Government securities$13,829,0002,900
U.S. Treasury securities$4,115,000625
U.S. Government agency obligations$9,714,0003,145
Securities issued by states & political subdivisions$6,253,0002,932
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$6,519,0002,971
Mortgage-backed securities$4,576,0003,206
Certificates of participation in pools of residential mortgages$4,576,0002,747
Issued or guaranteed by U.S.$4,576,0002,666
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)$20,082,0003,144
Total debt securities$20,082,0003,334
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$17,759,0003,450
U.S. Government securities$12,739,0003,027
U.S. Treasury securities$4,131,000650
U.S. Government agency obligations$8,608,0003,233
Securities issued by states & political subdivisions$5,020,0003,056
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,535,0003,121
Mortgage-backed securities$4,454,0003,219
Certificates of participation in pools of residential mortgages$4,454,0002,748
Issued or guaranteed by U.S.$4,454,0002,671
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)$17,759,0003,236
Total debt securities$17,759,0003,424
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$23,762,0003,112
U.S. Government securities$17,004,0002,693
U.S. Treasury securities$5,144,000581
U.S. Government agency obligations$11,860,0002,991
Securities issued by states & political subdivisions$4,290,0003,118
Other domestic debt securities$2,468,0001,233
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$2,468,000880
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$7,540,0002,823
Mortgage-backed securities$4,715,0003,190
Certificates of participation in pools of residential mortgages$4,715,0002,717
Issued or guaranteed by U.S.$4,715,0002,629
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)$23,762,0002,912
Total debt securities$23,762,0003,090
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$26,050,0003,057
U.S. Government securities$16,873,0002,788
U.S. Treasury securities$5,048,000636
U.S. Government agency obligations$11,825,0003,052
Securities issued by states & political subdivisions$4,660,0003,050
Other domestic debt securities$4,517,000941
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$4,517,000628
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,376,0003,167
Mortgage-backed securities$4,770,0003,171
Certificates of participation in pools of residential mortgages$4,770,0002,653
Issued or guaranteed by U.S.$4,770,0002,572
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)$26,050,0002,858
Total debt securities$26,050,0003,037
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$26,807,0003,033
U.S. Government securities$17,121,0002,806
U.S. Treasury securities$5,016,000660
U.S. Government agency obligations$12,105,0003,070
Securities issued by states & political subdivisions$5,174,0002,984
Other domestic debt securities$4,512,000931
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$4,512,000631
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$7,374,0002,929
Mortgage-backed securities$5,036,0003,128
Certificates of participation in pools of residential mortgages$5,036,0002,597
Issued or guaranteed by U.S.$5,036,0002,520
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)$26,807,0002,830
Total debt securities$26,807,0003,017
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$21,746,0003,347
U.S. Government securities$12,062,0003,283
U.S. Treasury securities$5,009,000659
U.S. Government agency obligations$7,053,0003,697
Securities issued by states & political subdivisions$5,174,0003,045
Other domestic debt securities$4,510,000925
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$4,510,000644
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$7,365,0002,998
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)$21,746,0003,112
Total debt securities$21,746,0003,325
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$23,009,0003,322
U.S. Government securities$11,964,0003,311
U.S. Treasury securities$4,967,000686
U.S. Government agency obligations$6,997,0003,739
Securities issued by states & political subdivisions$5,557,0003,042
Other domestic debt securities$5,488,000835
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$5,488,000586
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$7,198,0003,058
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)$23,009,0003,078
Total debt securities$23,009,0003,302
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$22,803,0003,375
U.S. Government securities$11,854,0003,363
U.S. Treasury securities$4,930,000699
U.S. Government agency obligations$6,924,0003,784
Securities issued by states & political subdivisions$5,520,0003,095
Other domestic debt securities$5,429,000813
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$5,429,000582
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$6,881,0003,142
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)$22,803,0003,126
Total debt securities$22,803,0003,355
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$23,537,0003,355
U.S. Government securities$11,737,0003,427
U.S. Treasury securities$4,891,000681
U.S. Government agency obligations$6,846,0003,845
Securities issued by states & political subdivisions$6,373,0002,989
Other domestic debt securities$5,427,000785
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$5,427,000580
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$9,810,0002,766
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)$23,537,0003,101
Total debt securities$23,537,0003,335
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$23,636,0003,397
U.S. Government securities$11,817,0003,435
U.S. Treasury securities$4,909,000639
U.S. Government agency obligations$6,908,0003,859
Securities issued by states & political subdivisions$6,406,0003,045
Other domestic debt securities$5,413,000897
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$5,413,000589
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$6,839,0003,202
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)$23,636,0003,134
Total debt securities$23,636,0003,373
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$23,689,0003,430
U.S. Government securities$11,852,0003,484
U.S. Treasury securities$4,921,000619
U.S. Government agency obligations$6,931,0003,921
Securities issued by states & political subdivisions$6,416,0003,077
Other domestic debt securities$5,421,000787
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$5,421,000598
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$6,856,0003,233
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)$23,689,0003,159
Total debt securities$23,689,0003,408
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$23,905,0003,469
U.S. Government securities$11,958,0003,493
U.S. Treasury securities$4,970,000584
U.S. Government agency obligations$6,988,0003,969
Securities issued by states & political subdivisions$6,478,0003,141
Other domestic debt securities$5,469,000782
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$5,469,000589
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$6,932,0003,275
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)$23,905,0003,195
Total debt securities$23,905,0003,446
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$26,314,0003,364
U.S. Government securities$14,103,0003,317
U.S. Treasury securities$7,035,000462
U.S. Government agency obligations$7,068,0003,998
Securities issued by states & political subdivisions$6,703,0003,147
Other domestic debt securities$5,508,000788
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$5,508,000602
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$7,035,0003,309
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)$26,314,0003,097
Total debt securities$26,314,0003,340
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$23,749,0003,569
U.S. Government securities$12,127,0003,558
U.S. Treasury securities$7,047,000472
U.S. Government agency obligations$5,080,0004,369
Securities issued by states & political subdivisions$6,103,0003,265
Other domestic debt securities$5,519,000809
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$5,519,000610
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$7,047,0003,323
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)$23,749,0003,287
Total debt securities$23,749,0003,542
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$21,878,0003,731
U.S. Government securities$12,102,0003,612
U.S. Treasury securities$7,029,000498
U.S. Government agency obligations$5,073,0004,422
Securities issued by states & political subdivisions$5,264,0003,446
Other domestic debt securities$4,512,000918
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$4,512,000707
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$7,029,0003,348
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)$21,878,0003,427
Total debt securities$21,878,0003,710
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$17,065,0004,081
U.S. Government securities$12,060,0003,599
U.S. Treasury securities$7,008,000496
U.S. Government agency obligations$5,052,0004,431
Securities issued by states & political subdivisions$5,005,0003,503
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$5,207,0003,695
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)$17,065,0003,763
Total debt securities$17,065,0004,054
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$17,715,0004,036
U.S. Government securities$12,344,0003,577
U.S. Treasury securities$7,178,000432
U.S. Government agency obligations$5,166,0004,459
Securities issued by states & political subdivisions$5,371,0003,461
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$3,768,0004,018
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)$17,715,0003,711
Total debt securities$17,715,0004,009
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$18,373,0004,048
U.S. Government securities$12,386,0003,650
U.S. Treasury securities$7,206,000436
U.S. Government agency obligations$5,180,0004,537
Securities issued by states & political subdivisions$5,736,0003,420
Other domestic debt securities$251,0002,034
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$251,0001,650
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$3,782,0004,081
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)$18,373,0003,725
Total debt securities$18,372,0004,025
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$21,593,0003,873
U.S. Government securities$12,462,0003,745
U.S. Treasury securities$6,102,000479
U.S. Government agency obligations$6,360,0004,468
Securities issued by states & political subdivisions$8,629,0002,973
Other domestic debt securities$502,0001,882
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$502,0001,511
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$2,757,0004,384
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)$21,593,0003,550
Total debt securities$21,593,0003,849
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$21,465,0003,908
U.S. Government securities$12,350,0003,801
U.S. Treasury securities$6,029,000514
U.S. Government agency obligations$6,321,0004,503
Securities issued by states & political subdivisions$8,612,0002,988
Other domestic debt securities$503,0001,861
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$503,0001,498
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$2,737,0004,420
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)$21,465,0003,574
Total debt securities$21,466,0003,885
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$21,819,0003,974
U.S. Government securities$12,352,0003,897
U.S. Treasury securities$5,084,000522
U.S. Government agency obligations$7,268,0004,483
Securities issued by states & political subdivisions$8,710,0002,998
Other domestic debt securities$757,0001,743
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$757,0001,398
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$3,863,0004,201
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)$21,819,0003,629
Total debt securities$21,820,0003,951
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$33,985,0003,254
U.S. Government securities$23,795,0002,948
U.S. Treasury securities$5,047,000536
U.S. Government agency obligations$18,748,0003,232
Securities issued by states & political subdivisions$9,176,0002,937
Other domestic debt securities$1,014,0001,614
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$1,014,0001,279
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$3,837,0004,265
Mortgage-backed securities$11,512,0002,801
Certificates of participation in pools of residential mortgages$8,591,0002,604
Issued or guaranteed by U.S.$8,591,0002,600
Privately issued$067
Collaterized mortgage obligations$2,921,0002,074
CMOs issued by government agencies or sponsored agencies$2,921,0002,008
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)$33,985,0002,969
Total debt securities$33,985,0003,225
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$17,495,0004,426
U.S. Government securities$14,189,0003,848
U.S. Treasury securities$10,093,000358
U.S. Government agency obligations$4,096,0005,163
Securities issued by states & political subdivisions$2,285,0004,260
Other domestic debt securities$1,021,0001,639
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$1,021,0001,291
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$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)$17,495,0004,064
Total debt securities$17,495,0004,406
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$13,754,0004,841
U.S. Government securities$9,068,0004,563
U.S. Treasury securities$5,018,000555
U.S. Government agency obligations$4,050,0005,265
Securities issued by states & political subdivisions$3,658,0003,949
Other domestic debt securities$1,028,0001,653
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$1,028,0001,300
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$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)$13,754,0004,460
Total debt securities$13,754,0004,820
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$14,657,0004,841
U.S. Government securities$9,022,0004,675
U.S. Treasury securities$4,989,000551
U.S. Government agency obligations$4,033,0005,356
Securities issued by states & political subdivisions$4,599,0003,780
Other domestic debt securities$1,036,0001,704
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$1,036,0001,333
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$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)$14,657,0004,454
Total debt securities$14,658,0004,821
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$16,058,0004,777
U.S. Government securities$9,046,0004,736
U.S. Treasury securities$5,002,000499
U.S. Government agency obligations$4,044,0005,426
Securities issued by states & political subdivisions$5,969,0003,541
Other domestic debt securities$1,043,0001,748
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$1,043,0001,363
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$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)$16,058,0004,381
Total debt securities$16,058,0004,756
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$17,649,0004,685
U.S. Government securities$9,297,0004,740
U.S. Treasury securities$5,246,000444
U.S. Government agency obligations$4,051,0005,478
Securities issued by states & political subdivisions$7,304,0003,339
Other domestic debt securities$1,048,0001,788
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$1,048,0001,398
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$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)$17,649,0004,292
Total debt securities$17,649,0004,663
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$20,650,0004,416
U.S. Government securities$11,332,0004,470
U.S. Treasury securities$5,267,000428
U.S. Government agency obligations$6,065,0005,141
Securities issued by states & political subdivisions$8,266,0003,167
Other domestic debt securities$1,052,0001,827
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$1,052,0001,420
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$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)$20,650,0004,043
Total debt securities$20,650,0004,395
Structured notes
Amortized cost$1,997,0001,296
Fair value$2,002,0001,194
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$22,108,0004,315
U.S. Government securities$11,370,0004,509
U.S. Treasury securities$5,296,000421
U.S. Government agency obligations$6,074,0005,190
Securities issued by states & political subdivisions$9,690,0002,948
Other domestic debt securities$1,048,0001,887
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$1,048,0001,458
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$305,0005,764
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)$22,108,0003,960
Total debt securities$22,108,0004,285
Structured notes
Amortized cost$1,997,0001,284
Fair value$1,999,0001,184
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$22,774,0004,256
U.S. Government securities$11,356,0004,485
U.S. Treasury securities$5,291,000421
U.S. Government agency obligations$6,065,0005,193
Securities issued by states & political subdivisions$10,377,0002,832
Other domestic debt securities$1,041,0001,928
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$1,041,0001,490
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$305,0005,795
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)$22,774,0003,920
Total debt securities$22,774,0004,222
Structured notes
Amortized cost$1,997,0001,280
Fair value$1,996,0001,177
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$24,189,0004,158
U.S. Government securities$11,539,0004,500
U.S. Treasury securities$5,408,000436
U.S. Government agency obligations$6,131,0005,226
Securities issued by states & political subdivisions$11,593,0002,641
Other domestic debt securities$1,057,0001,932
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$1,057,0001,471
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$309,0005,860
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)$24,189,0003,840
Total debt securities$24,189,0004,130
Structured notes
Amortized cost$1,997,0001,306
Fair value$2,010,0001,194
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$27,686,0003,842
U.S. Government securities$13,571,0004,207
U.S. Treasury securities$5,426,000429
U.S. Government agency obligations$8,145,0004,893
Securities issued by states & political subdivisions$13,059,0002,433
Other domestic debt securities$1,056,0001,919
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$1,056,0001,438
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$351,0005,888
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)$27,686,0003,548
Total debt securities$27,686,0003,811
Structured notes
Amortized cost$1,996,0001,333
Fair value$2,012,0001,234
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$28,470,0003,802
U.S. Government securities$13,619,0004,286
U.S. Treasury securities$5,459,000385
U.S. Government agency obligations$8,160,0004,990
Securities issued by states & political subdivisions$13,801,0002,321
Other domestic debt securities$1,050,0001,981
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$1,050,0001,484
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$351,0005,967
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)$28,470,0003,514
Total debt securities$28,470,0003,776
Structured notes
Amortized cost$1,996,0001,437
Fair value$2,012,0001,327
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$35,125,0003,408
U.S. Government securities$19,135,0003,721
U.S. Treasury securities$6,493,000359
U.S. Government agency obligations$12,642,0004,390
Securities issued by states & political subdivisions$14,982,0002,140
Other domestic debt securities$1,008,0002,035
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$1,008,0001,535
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$1,351,0005,579
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)$35,125,0003,152
Total debt securities$35,125,0003,386
Structured notes
Amortized cost$499,0002,587
Fair value$500,0002,527
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$36,776,0003,316
U.S. Government securities$18,914,0003,830
U.S. Treasury securities$6,394,000370
U.S. Government agency obligations$12,520,0004,501
Securities issued by states & political subdivisions$16,856,0001,892
Other domestic debt securities$1,006,0002,016
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$1,006,0001,533
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$1,301,0005,626
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)$36,776,0003,062
Total debt securities$36,776,0003,291
Structured notes
Amortized cost$499,0002,819
Fair value$500,0002,745
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$39,849,0003,084
U.S. Government securities$21,987,0003,442
U.S. Treasury securities$16,864,000185
U.S. Government agency obligations$5,123,0005,722
Securities issued by states & political subdivisions$16,898,0001,857
Other domestic debt securities$964,0002,040
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$964,0001,505
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$1,301,0005,363
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)$39,849,0002,829
Total debt securities$39,849,0003,061
Structured notes
Amortized cost$1,008,0002,136
Fair value$964,0002,357
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$2,981,0006,759
U.S. Government securities$1,999,0006,562
U.S. Treasury securities$01,126
U.S. Government agency obligations$1,999,0006,458
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$982,0002,033
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$982,0001,466
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$1,000,0005,512
Mortgage-backed securities$06,031
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$2,981,0006,288
Total debt securities$2,981,0006,724
Structured notes
Amortized cost$1,008,0002,218
Fair value$982,0002,430
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$07,340
U.S. Government securities$07,198
U.S. Treasury securities$01,225
U.S. Government agency obligations$07,103
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,008
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$06,900
Total debt securities$07,305
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$07,399
U.S. Government securities$07,252
U.S. Treasury securities$01,272
U.S. Government agency obligations$07,165
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,043
Mortgage-backed securities$06,094
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$06,957
Total debt securities$07,361
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$101,0007,400
U.S. Government securities$101,0007,212
U.S. Treasury securities$01,275
U.S. Government agency obligations$101,0007,112
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,121
Mortgage-backed securities$06,134
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$101,0002,787
Available-for-sale securities (fair market value)$07,005
Total debt securities$101,0007,377
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$504,0007,400
U.S. Government securities$504,0007,145
U.S. Treasury securities$01,180
U.S. Government agency obligations$504,0007,043
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,199
Mortgage-backed securities$06,191
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$504,0002,455
Available-for-sale securities (fair market value)$07,084
Total debt securities$504,0007,369
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$709,0007,423
U.S. Government securities$709,0007,177
U.S. Treasury securities$01,121
U.S. Government agency obligations$709,0007,078
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$709,0005,902
Mortgage-backed securities$06,235
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$709,0002,408
Available-for-sale securities (fair market value)$07,144
Total debt securities$709,0007,391
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$713,0007,506
U.S. Government securities$713,0007,287
U.S. Treasury securities$01,130
U.S. Government agency obligations$713,0007,182
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$713,0005,983
Mortgage-backed securities$06,328
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$713,0002,454
Available-for-sale securities (fair market value)$07,234
Total debt securities$713,0007,474
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$812,0007,531
U.S. Government securities$812,0007,284
U.S. Treasury securities$01,077
U.S. Government agency obligations$812,0007,180
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$812,0006,000
Mortgage-backed securities$06,385
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$812,0002,458
Available-for-sale securities (fair market value)$07,286
Total debt securities$812,0007,499
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$1,315,0007,510
U.S. Government securities$1,315,0007,207
U.S. Treasury securities$01,047
U.S. Government agency obligations$1,315,0007,114
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,115,0005,850
Mortgage-backed securities$06,466
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$1,315,0002,318
Available-for-sale securities (fair market value)$07,355
Total debt securities$1,315,0007,470
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$1,517,0007,533
U.S. Government securities$1,517,0007,202
U.S. Treasury securities$01,036
U.S. Government agency obligations$1,517,0007,115
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,517,0005,701
Mortgage-backed securities$06,522
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$1,517,0002,282
Available-for-sale securities (fair market value)$07,425
Total debt securities$1,517,0007,493
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$1,520,0007,611
U.S. Government securities$1,520,0007,296
U.S. Treasury securities$0981
U.S. Government agency obligations$1,520,0007,213
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,520,0005,748
Mortgage-backed securities$06,573
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,520,0002,316
Available-for-sale securities (fair market value)$07,481
Total debt securities$1,520,0007,567
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$1,497,0007,670
U.S. Government securities$1,497,0007,398
U.S. Treasury securities$0973
U.S. Government agency obligations$1,497,0007,311
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,497,0005,830
Mortgage-backed securities$06,615
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,497,0002,344
Available-for-sale securities (fair market value)$07,524
Total debt securities$1,497,0007,637
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$1,536,0007,717
U.S. Government securities$1,496,0007,455
U.S. Treasury securities$01,019
U.S. Government agency obligations$1,496,0007,361
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$40,0001,560
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,496,0005,864
Mortgage-backed securities$06,644
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,496,0002,356
Available-for-sale securities (fair market value)$40,0007,513
Total debt securities$1,496,0007,689
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$1,506,0007,775
U.S. Government securities$1,496,0007,504
U.S. Treasury securities$01,021
U.S. Government agency obligations$1,496,0007,423
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$10,0001,865
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,496,0005,869
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,496,0002,370
Available-for-sale securities (fair market value)$10,0007,593
Total debt securities$1,496,0007,732
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$1,507,0007,816
U.S. Government securities$1,497,0007,553
U.S. Treasury securities$01,044
U.S. Government agency obligations$1,497,0007,467
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$10,0001,846
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,497,0005,866
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,497,0002,414
Available-for-sale securities (fair market value)$10,0007,625
Total debt securities$1,497,0007,774
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$1,394,0007,921
U.S. Government securities$1,394,0007,684
U.S. Treasury securities$01,146
U.S. Government agency obligations$1,394,0007,578
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,194,0006,066
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,394,0002,508
Available-for-sale securities (fair market value)$07,657
Total debt securities$1,394,0007,875
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$1,592,0007,913
U.S. Government securities$1,592,0007,680
U.S. Treasury securities$01,235
U.S. Government agency obligations$1,592,0007,571
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,100,0006,126
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,592,0002,482
Available-for-sale securities (fair market value)$07,682
Total debt securities$1,592,0007,867
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$1,590,0007,965
U.S. Government securities$1,590,0007,738
U.S. Treasury securities$01,362
U.S. Government agency obligations$1,590,0007,624
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,090,0006,178
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,590,0002,508
Available-for-sale securities (fair market value)$07,721
Total debt securities$1,590,0007,921
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$1,586,0008,007
U.S. Government securities$1,586,0007,774
U.S. Treasury securities$01,448
U.S. Government agency obligations$1,586,0007,659
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,086,0006,192
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,586,0002,553
Available-for-sale securities (fair market value)$07,742
Total debt securities$1,586,0007,963
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$1,583,0008,063
U.S. Government securities$1,583,0007,826
U.S. Treasury securities$01,498
U.S. Government agency obligations$1,583,0007,710
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,083,0006,221
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,583,0002,616
Available-for-sale securities (fair market value)$07,796
Total debt securities$1,583,0008,016
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$1,429,0008,177
U.S. Government securities$1,429,0007,963
U.S. Treasury securities$01,574
U.S. Government agency obligations$1,429,0007,848
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,079,0006,272
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,429,0002,742
Available-for-sale securities (fair market value)$07,856
Total debt securities$1,429,0008,134
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$2,436,0007,999
U.S. Government securities$2,436,0007,693
U.S. Treasury securities$01,634
U.S. Government agency obligations$2,436,0007,560
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,089,0006,305
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,439,0002,760
Available-for-sale securities (fair market value)$997,0007,569
Total debt securities$2,436,0007,955
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$2,918,0007,937
U.S. Government securities$2,918,0007,616
U.S. Treasury securities$01,715
U.S. Government agency obligations$2,918,0007,479
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,086,0006,326
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,436,0002,812
Available-for-sale securities (fair market value)$1,482,0007,497
Total debt securities$2,918,0007,892
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$1,434,0008,318
U.S. Government securities$1,434,0008,093
U.S. Treasury securities$01,737
U.S. Government agency obligations$1,434,0007,969
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,123,0006,325
Mortgage-backed securities$1,0006,922
Certificates of participation in pools of residential mortgages$1,0006,644
Issued or guaranteed by U.S.$1,0006,627
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,434,0002,873
Available-for-sale securities (fair market value)$07,975
Total debt securities$1,434,0008,272
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$1,448,0008,346
U.S. Government securities$1,448,0008,116
U.S. Treasury securities$400,0001,529
U.S. Government agency obligations$1,048,0008,096
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,138,0006,340
Mortgage-backed securities$1,0006,961
Certificates of participation in pools of residential mortgages$1,0006,692
Issued or guaranteed by U.S.$1,0006,673
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,448,0002,894
Available-for-sale securities (fair market value)$08,010
Total debt securities$1,448,0008,300
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$1,951,0008,267
U.S. Government securities$1,951,0008,002
U.S. Treasury securities$400,0001,587
U.S. Government agency obligations$1,551,0007,974
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,140,0006,343
Mortgage-backed securities$1,0006,997
Certificates of participation in pools of residential mortgages$1,0006,739
Issued or guaranteed by U.S.$1,0006,719
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,951,0002,732
Available-for-sale securities (fair market value)$08,027
Total debt securities$1,951,0008,218
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$2,199,0008,268
U.S. Government securities$2,199,0007,963
U.S. Treasury securities$400,0001,689
U.S. Government agency obligations$1,799,0007,965
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,200,0006,345
Mortgage-backed securities$1,0007,076
Certificates of participation in pools of residential mortgages$1,0006,815
Issued or guaranteed by U.S.$1,0006,797
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,199,0002,683
Available-for-sale securities (fair market value)$08,105
Total debt securities$2,199,0008,217
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$1,948,0008,370
U.S. Government securities$1,948,0008,086
U.S. Treasury securities$400,0001,703
U.S. Government agency obligations$1,548,0008,067
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,139,0006,396
Mortgage-backed securities$1,0007,135
Certificates of participation in pools of residential mortgages$1,0006,865
Issued or guaranteed by U.S.$1,0006,852
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,948,0002,800
Available-for-sale securities (fair market value)$08,136
Total debt securities$1,948,0008,314
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$1,201,0008,556
U.S. Government securities$1,201,0008,353
U.S. Treasury securities$399,0001,712
U.S. Government agency obligations$802,0008,367
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,163,0006,419
Mortgage-backed securities$2,0007,160
Certificates of participation in pools of residential mortgages$2,0006,888
Issued or guaranteed by U.S.$2,0006,874
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,201,0003,171
Available-for-sale securities (fair market value)$08,182
Total debt securities$1,201,0008,513
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$1,203,0008,632
U.S. Government securities$1,203,0008,431
U.S. Treasury securities$900,0001,507
U.S. Government agency obligations$303,0008,559
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,163,0006,431
Mortgage-backed securities$2,0007,239
Certificates of participation in pools of residential mortgages$2,0006,960
Issued or guaranteed by U.S.$2,0006,946
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,203,0003,197
Available-for-sale securities (fair market value)$08,240
Total debt securities$1,203,0008,589
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$2,804,0008,283
U.S. Government securities$2,804,0007,891
U.S. Treasury securities$2,500,000942
U.S. Government agency obligations$304,0008,571
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,164,0006,412
Mortgage-backed securities$2,0007,258
Certificates of participation in pools of residential mortgages$2,0006,973
Issued or guaranteed by U.S.$2,0006,956
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,804,0002,549
Available-for-sale securities (fair market value)$08,255
Total debt securities$2,804,0008,216
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$2,712,0008,370
U.S. Government securities$2,706,0008,008
U.S. Treasury securities$2,400,0001,016
U.S. Government agency obligations$306,0008,635
Securities issued by states & political subdivisions$6,0006,720
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$1,164,0006,395
Mortgage-backed securities$3,0007,284
Certificates of participation in pools of residential mortgages$3,0007,019
Issued or guaranteed by U.S.$3,0006,995
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,712,0002,604
Available-for-sale securities (fair market value)$08,321
Total debt securities$2,712,0008,300
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$1,222,0008,741
U.S. Government securities$1,210,0008,483
U.S. Treasury securities$902,0001,636
U.S. Government agency obligations$308,0008,661
Securities issued by states & political subdivisions$12,0006,764
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$1,123,0006,426
Mortgage-backed securities$3,0007,329
Certificates of participation in pools of residential mortgages$3,0007,057
Issued or guaranteed by U.S.$3,0007,032
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,222,0003,281
Available-for-sale securities (fair market value)$08,370
Total debt securities$1,222,0008,679
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$1,121,0008,773
U.S. Government securities$1,108,0008,527
U.S. Treasury securities$902,0001,647
U.S. Government agency obligations$206,0008,721
Securities issued by states & political subdivisions$13,0006,785
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$1,104,0006,450
Mortgage-backed securities$5,0007,344
Certificates of participation in pools of residential mortgages$5,0007,039
Issued or guaranteed by U.S.$5,0007,019
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,121,0003,356
Available-for-sale securities (fair market value)$08,383
Total debt securities$1,121,0008,710
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$1,120,0008,833
U.S. Government securities$1,107,0008,587
U.S. Treasury securities$902,0001,668
U.S. Government agency obligations$205,0008,764
Securities issued by states & political subdivisions$13,0006,789
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,102,0006,483
Mortgage-backed securities$5,0007,382
Certificates of participation in pools of residential mortgages$5,0007,068
Issued or guaranteed by U.S.$5,0007,047
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,120,0003,420
Available-for-sale securities (fair market value)$08,426
Total debt securities$1,120,0008,761
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$1,121,0008,881
U.S. Government securities$1,108,0008,641
U.S. Treasury securities$902,0001,758
U.S. Government agency obligations$206,0008,816
Securities issued by states & political subdivisions$13,0006,819
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,102,0006,500
Mortgage-backed securities$6,0007,382
Certificates of participation in pools of residential mortgages$6,0007,046
Issued or guaranteed by U.S.$6,0007,023
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,121,0003,505
Available-for-sale securities (fair market value)$08,446
Total debt securities$1,121,0008,809
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$1,130,0009,102
U.S. Government securities$812,0008,975
U.S. Treasury securities$802,0002,192
U.S. Government agency obligations$10,0009,165
Securities issued by states & political subdivisions$318,0006,249
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$802,0006,933
Mortgage-backed securities$10,0007,390
Certificates of participation in pools of residential mortgages$10,0007,008
Issued or guaranteed by U.S.$10,0006,984
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,130,0003,730
Available-for-sale securities (fair market value)$08,616
Total debt securities$1,130,0009,025
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$1,297,0009,452
U.S. Government securities$913,0009,361
U.S. Treasury securities$901,0002,928
U.S. Government agency obligations$12,0009,463
Securities issued by states & political subdivisions$384,0006,296
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$900,0007,190
Mortgage-backed securities$12,0007,373
Certificates of participation in pools of residential mortgages$12,0006,963
Issued or guaranteed by U.S.$12,0006,940
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,297,0004,259
Available-for-sale securities (fair market value)$09,343
Total debt securities$1,297,0009,349
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$1,337,0009,793
U.S. Government securities$918,0009,711
U.S. Treasury securities$900,0003,952
U.S. Government agency obligations$18,0009,761
Securities issued by states & political subdivisions$419,0006,541
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$999,0007,199
Mortgage-backed securities$18,0007,686
Certificates of participation in pools of residential mortgages$18,0007,249
Issued or guaranteed by U.S.$18,0007,229
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,337,0004,641
Available-for-sale securities (fair market value)$09,616
Total debt securities$1,337,0009,706
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$1,595,0009,904
U.S. Government securities$1,026,0009,823
U.S. Treasury securities$1,001,0005,203
U.S. Government agency obligations$25,0009,883
Securities issued by states & political subdivisions$569,0006,448
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,101,0006,998
Mortgage-backed securities$25,0007,883
Certificates of participation in pools of residential mortgages$25,0007,423
Issued or guaranteed by U.S.$25,0007,401
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,595,0005,001
Available-for-sale securities (fair market value)$09,801
Total debt securities$1,595,0009,795
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$1,641,00010,415
U.S. Government securities$1,037,00010,386
U.S. Treasury securities$1,001,0006,411
U.S. Government agency obligations$36,00010,279
Securities issued by states & political subdivisions$604,0006,529
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,131,0007,346
Mortgage-backed securities$36,0008,199
Certificates of participation in pools of residential mortgages$36,0007,659
Issued or guaranteed by U.S.$36,0007,632
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,641,0005,854
Available-for-sale securities (fair market value)$010,178
Total debt securities$1,641,00010,325
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$1,576,00010,990
U.S. Government securities$1,046,00010,947
U.S. Treasury securities$900,0007,502
U.S. Government agency obligations$146,00010,696
Securities issued by states & political subdivisions$530,0006,988
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,279,0007,502
Mortgage-backed securities$46,0008,741
Certificates of participation in pools of residential mortgages$44,0008,171
Issued or guaranteed by U.S.$44,0008,148
Privately issued$0472
Collaterized mortgage obligations$2,0005,602
CMOs issued by government agencies or sponsored agencies$2,0005,265
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)$1,576,0006,594
Available-for-sale securities (fair market value)$010,545
Total debt securities$1,576,00010,901
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$1,870,00011,427
U.S. Government securities$1,312,00011,363
U.S. Treasury securities$902,0008,810
U.S. Government agency obligations$410,00010,904
Securities issued by states & political subdivisions$558,0007,184
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,588,0007,338
Mortgage-backed securities$110,0008,973
Certificates of participation in pools of residential mortgages$51,0008,551
Issued or guaranteed by U.S.$51,0008,517
Privately issued$0558
Collaterized mortgage obligations$59,0005,863
CMOs issued by government agencies or sponsored agencies$59,0005,548
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)$1,870,0006,757
Available-for-sale securities (fair market value)$011,064
Total debt securities$1,870,00011,335
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$1,997,00012,052
U.S. Government securities$1,295,00012,064
U.S. Treasury securities$802,0009,999
U.S. Government agency obligations$493,00011,331
Securities issued by states & political subdivisions$702,0007,222
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,178,0008,159
Mortgage-backed securities$193,0009,267
Certificates of participation in pools of residential mortgages$57,0009,030
Issued or guaranteed by U.S.$57,0009,001
Privately issued$0564
Collaterized mortgage obligations$136,0006,067
CMOs issued by government agencies or sponsored agencies$136,0005,773
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)$1,997,00010,035
Available-for-sale securities (fair market value)$011,262
Total debt securities$1,997,00011,953
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$2,529,00012,350
U.S. Government securities$1,423,00012,517
U.S. Treasury securities$902,00010,232
U.S. Government agency obligations$521,00011,649
Securities issued by states & political subdivisions$1,106,0006,611
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,248,0008,118
Mortgage-backed securities$419,0009,414
Certificates of participation in pools of residential mortgages$419,0008,315
Issued or guaranteed by U.S.$419,0008,259
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$2,529,00012,220
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$4,569,00011,825
U.S. Government securities$3,331,00011,883
U.S. Treasury securities$2,213,0008,448
U.S. Government agency obligations$1,118,00011,428
Securities issued by states & political subdivisions$1,207,0006,191
Other domestic debt securities$31,0007,191
Privately issued residential mortgage-backed securities$31,0003,906
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,399,0008,023
Mortgage-backed securities$548,0009,680
Certificates of participation in pools of residential mortgages$517,0008,514
Issued or guaranteed by U.S.$517,0008,454
Privately issued$0831
Collaterized mortgage obligations$31,0007,205
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$31,0003,354
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$4,569,00011,685
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