The Citizens State Bank, Securities

2019-12-31Rank
Total securities$18,809,0003,435
U.S. Government securities$16,554,0002,808
U.S. Treasury securities$01,363
U.S. Government agency obligations$16,554,0002,644
Securities issued by states & political subdivisions$2,255,0003,510
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,861,0002,164
Mortgage-backed securities$16,554,0002,131
Certificates of participation in pools of residential mortgages$12,549,0001,766
Issued or guaranteed by U.S.$12,549,0001,720
Privately issued$0249
Collaterized mortgage obligations$4,005,0001,728
CMOs issued by government agencies or sponsored agencies$4,005,0001,684
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)$18,809,0003,201
Total debt securities$18,809,0003,412
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$19,884,0003,413
U.S. Government securities$17,472,0002,780
U.S. Treasury securities$01,429
U.S. Government agency obligations$17,472,0002,623
Securities issued by states & political subdivisions$2,412,0003,494
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,170,0002,342
Mortgage-backed securities$17,472,0002,077
Certificates of participation in pools of residential mortgages$13,229,0001,718
Issued or guaranteed by U.S.$13,229,0001,665
Privately issued$0287
Collaterized mortgage obligations$4,243,0001,693
CMOs issued by government agencies or sponsored agencies$4,243,0001,654
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)$19,884,0003,178
Total debt securities$19,885,0003,390
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$35,532,0002,674
U.S. Government securities$29,286,0002,147
U.S. Treasury securities$01,467
U.S. Government agency obligations$29,286,0002,036
Securities issued by states & political subdivisions$6,246,0002,880
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,219,0001,950
Mortgage-backed securities$17,295,0002,071
Certificates of participation in pools of residential mortgages$13,895,0001,657
Issued or guaranteed by U.S.$13,895,0001,628
Privately issued$0244
Collaterized mortgage obligations$3,400,0001,815
CMOs issued by government agencies or sponsored agencies$3,400,0001,766
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)$35,532,0002,493
Total debt securities$35,533,0002,656
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$35,263,0002,723
U.S. Government securities$28,983,0002,182
U.S. Treasury securities$01,516
U.S. Government agency obligations$28,983,0002,055
Securities issued by states & political subdivisions$6,280,0002,915
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,904,0001,813
Mortgage-backed securities$17,039,0002,077
Certificates of participation in pools of residential mortgages$13,513,0001,682
Issued or guaranteed by U.S.$13,513,0001,651
Privately issued$0248
Collaterized mortgage obligations$3,526,0001,805
CMOs issued by government agencies or sponsored agencies$3,526,0001,754
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)$35,263,0002,528
Total debt securities$35,263,0002,703
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$42,569,0002,457
U.S. Government securities$36,688,0001,895
U.S. Treasury securities$01,513
U.S. Government agency obligations$36,688,0001,783
Securities issued by states & political subdivisions$5,881,0003,035
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,164,0002,055
Mortgage-backed securities$16,802,0002,086
Certificates of participation in pools of residential mortgages$13,182,0001,704
Issued or guaranteed by U.S.$13,182,0001,684
Privately issued$0211
Collaterized mortgage obligations$3,620,0001,801
CMOs issued by government agencies or sponsored agencies$3,620,0001,747
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)$42,569,0002,267
Total debt securities$42,569,0002,439
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$40,958,0002,533
U.S. Government securities$35,175,0001,972
U.S. Treasury securities$01,500
U.S. Government agency obligations$35,175,0001,855
Securities issued by states & political subdivisions$5,783,0003,092
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,221,0002,044
Mortgage-backed securities$15,356,0002,207
Certificates of participation in pools of residential mortgages$12,618,0001,780
Issued or guaranteed by U.S.$12,618,0001,770
Privately issued$0145
Collaterized mortgage obligations$2,738,0001,931
CMOs issued by government agencies or sponsored agencies$2,738,0001,882
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)$40,958,0002,337
Total debt securities$40,959,0002,515
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$40,500,0002,581
U.S. Government securities$33,998,0001,987
U.S. Treasury securities$01,475
U.S. Government agency obligations$33,998,0001,879
Securities issued by states & political subdivisions$6,502,0003,024
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,965,0002,027
Mortgage-backed securities$14,223,0002,329
Certificates of participation in pools of residential mortgages$12,353,0001,851
Issued or guaranteed by U.S.$12,353,0001,774
Privately issued$0453
Collaterized mortgage obligations$1,870,0002,136
CMOs issued by government agencies or sponsored agencies$1,870,0002,081
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)$40,500,0002,391
Total debt securities$40,501,0002,563
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$32,833,0002,956
U.S. Government securities$25,938,0002,416
U.S. Treasury securities$01,426
U.S. Government agency obligations$25,938,0002,314
Securities issued by states & political subdivisions$6,895,0003,002
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,876,0002,466
Mortgage-backed securities$14,084,0002,324
Certificates of participation in pools of residential mortgages$12,111,0001,918
Issued or guaranteed by U.S.$12,111,0001,916
Privately issued$067
Collaterized mortgage obligations$1,973,0002,092
CMOs issued by government agencies or sponsored agencies$1,973,0002,033
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)$32,833,0002,721
Total debt securities$32,834,0002,935
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$11,017,0004,418
U.S. Government securities$4,071,0004,545
U.S. Treasury securities$01,328
U.S. Government agency obligations$4,071,0004,409
Securities issued by states & political subdivisions$6,946,0003,069
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,017,0002,759
Mortgage-backed securities$4,071,0003,441
Certificates of participation in pools of residential mortgages$4,071,0002,995
Issued or guaranteed by U.S.$4,071,0002,992
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)$11,017,0004,136
Total debt securities$11,018,0004,391
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$10,937,0004,475
U.S. Government securities$4,364,0004,568
U.S. Treasury securities$01,313
U.S. Government agency obligations$4,364,0004,446
Securities issued by states & political subdivisions$6,573,0003,164
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,937,0002,792
Mortgage-backed securities$4,364,0003,445
Certificates of participation in pools of residential mortgages$4,364,0002,989
Issued or guaranteed by U.S.$4,364,0002,987
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)$10,937,0004,184
Total debt securities$10,937,0004,450
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$11,187,0004,502
U.S. Government securities$4,622,0004,564
U.S. Treasury securities$01,351
U.S. Government agency obligations$4,622,0004,436
Securities issued by states & political subdivisions$6,565,0003,194
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,425,0002,864
Mortgage-backed securities$4,622,0003,434
Certificates of participation in pools of residential mortgages$4,622,0002,970
Issued or guaranteed by U.S.$4,622,0002,968
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)$11,187,0004,205
Total debt securities$11,187,0004,476
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$11,039,0004,567
U.S. Government securities$4,883,0004,579
U.S. Treasury securities$01,390
U.S. Government agency obligations$4,883,0004,447
Securities issued by states & political subdivisions$6,156,0003,300
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,705,0002,857
Mortgage-backed securities$4,883,0003,440
Certificates of participation in pools of residential mortgages$4,883,0002,982
Issued or guaranteed by U.S.$4,883,0002,979
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)$11,039,0004,253
Total debt securities$11,039,0004,541
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$10,207,0004,645
U.S. Government securities$4,410,0004,658
U.S. Treasury securities$01,367
U.S. Government agency obligations$4,410,0004,533
Securities issued by states & political subdivisions$5,797,0003,374
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$9,069,0003,084
Mortgage-backed securities$4,410,0003,512
Certificates of participation in pools of residential mortgages$4,410,0003,087
Issued or guaranteed by U.S.$4,410,0003,083
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)$10,207,0004,323
Total debt securities$10,207,0004,620
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$10,853,0004,607
U.S. Government securities$4,809,0004,628
U.S. Treasury securities$01,214
U.S. Government agency obligations$4,809,0004,510
Securities issued by states & political subdivisions$6,044,0003,350
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$9,626,0003,036
Mortgage-backed securities$4,809,0003,475
Certificates of participation in pools of residential mortgages$4,809,0003,031
Issued or guaranteed by U.S.$4,809,0003,030
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)$10,853,0004,283
Total debt securities$10,852,0004,586
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$10,385,0004,729
U.S. Government securities$4,260,0004,818
U.S. Treasury securities$01,253
U.S. Government agency obligations$4,260,0004,691
Securities issued by states & political subdivisions$6,125,0003,357
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,180,0003,013
Mortgage-backed securities$4,260,0003,616
Certificates of participation in pools of residential mortgages$4,260,0003,177
Issued or guaranteed by U.S.$4,260,0003,173
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)$10,385,0004,385
Total debt securities$10,390,0004,707
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$10,786,0004,767
U.S. Government securities$4,497,0004,877
U.S. Treasury securities$01,296
U.S. Government agency obligations$4,497,0004,765
Securities issued by states & political subdivisions$6,289,0003,318
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,251,0003,050
Mortgage-backed securities$4,497,0003,587
Certificates of participation in pools of residential mortgages$4,497,0003,145
Issued or guaranteed by U.S.$4,497,0003,144
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)$10,786,0004,401
Total debt securities$10,786,0004,742
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$11,189,0004,773
U.S. Government securities$4,659,0004,906
U.S. Treasury securities$01,367
U.S. Government agency obligations$4,659,0004,790
Securities issued by states & political subdivisions$6,530,0003,289
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,407,0003,180
Mortgage-backed securities$4,659,0003,566
Certificates of participation in pools of residential mortgages$4,659,0003,101
Issued or guaranteed by U.S.$4,659,0003,099
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)$11,189,0004,411
Total debt securities$11,189,0004,751
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$10,686,0004,919
U.S. Government securities$4,403,0005,044
U.S. Treasury securities$01,303
U.S. Government agency obligations$4,403,0004,938
Securities issued by states & political subdivisions$6,283,0003,367
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,911,0003,157
Mortgage-backed securities$4,403,0003,663
Certificates of participation in pools of residential mortgages$4,403,0003,202
Issued or guaranteed by U.S.$4,403,0003,199
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)$10,686,0004,560
Total debt securities$10,686,0004,897
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$10,643,0005,000
U.S. Government securities$4,719,0005,098
U.S. Treasury securities$01,348
U.S. Government agency obligations$4,719,0004,990
Securities issued by states & political subdivisions$5,924,0003,441
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,004,0003,165
Mortgage-backed securities$4,719,0003,683
Certificates of participation in pools of residential mortgages$4,719,0003,203
Issued or guaranteed by U.S.$4,719,0003,201
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$10,643,0004,640
Total debt securities$10,643,0004,981
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$11,314,0005,006
U.S. Government securities$5,087,0005,126
U.S. Treasury securities$01,327
U.S. Government agency obligations$5,087,0005,016
Securities issued by states & political subdivisions$6,227,0003,392
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,936,0003,076
Mortgage-backed securities$5,087,0003,687
Certificates of participation in pools of residential mortgages$5,087,0003,198
Issued or guaranteed by U.S.$5,087,0003,196
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)$11,314,0004,629
Total debt securities$11,314,0004,989
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$9,294,0005,284
U.S. Government securities$3,090,0005,534
U.S. Treasury securities$01,361
U.S. Government agency obligations$3,090,0005,439
Securities issued by states & political subdivisions$6,204,0003,432
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,915,0003,386
Mortgage-backed securities$3,090,0004,152
Certificates of participation in pools of residential mortgages$3,090,0003,742
Issued or guaranteed by U.S.$3,090,0003,738
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)$9,294,0004,891
Total debt securities$9,293,0005,265
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$8,855,0005,431
U.S. Government securities$3,266,0005,592
U.S. Treasury securities$01,381
U.S. Government agency obligations$3,266,0005,493
Securities issued by states & political subdivisions$5,589,0003,582
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,562,0003,650
Mortgage-backed securities$3,266,0004,193
Certificates of participation in pools of residential mortgages$3,266,0003,783
Issued or guaranteed by U.S.$3,266,0003,782
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)$8,855,0005,051
Total debt securities$8,855,0005,409
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$8,922,0005,492
U.S. Government securities$4,167,0005,518
U.S. Treasury securities$01,342
U.S. Government agency obligations$4,167,0005,411
Securities issued by states & political subdivisions$4,755,0003,784
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,396,0003,520
Mortgage-backed securities$4,167,0004,059
Certificates of participation in pools of residential mortgages$4,167,0003,614
Issued or guaranteed by U.S.$4,167,0003,613
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)$8,922,0005,094
Total debt securities$8,921,0005,469
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$9,313,0005,481
U.S. Government securities$4,435,0005,516
U.S. Treasury securities$01,198
U.S. Government agency obligations$4,435,0005,418
Securities issued by states & political subdivisions$4,878,0003,780
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,619,0003,496
Mortgage-backed securities$4,435,0004,043
Certificates of participation in pools of residential mortgages$4,435,0003,595
Issued or guaranteed by U.S.$4,435,0003,594
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)$9,313,0005,090
Total debt securities$9,314,0005,457
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$9,287,0005,518
U.S. Government securities$4,709,0005,494
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,709,0005,396
Securities issued by states & political subdivisions$4,578,0003,861
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,277,0003,560
Mortgage-backed securities$4,709,0004,011
Certificates of participation in pools of residential mortgages$4,709,0003,530
Issued or guaranteed by U.S.$4,709,0003,527
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)$9,287,0005,132
Total debt securities$9,287,0005,496
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$9,581,0005,537
U.S. Government securities$4,976,0005,499
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,976,0005,401
Securities issued by states & political subdivisions$4,605,0003,864
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,195,0003,593
Mortgage-backed securities$4,976,0004,005
Certificates of participation in pools of residential mortgages$4,976,0003,508
Issued or guaranteed by U.S.$4,976,0003,504
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)$9,581,0005,154
Total debt securities$9,581,0005,510
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$10,408,0005,457
U.S. Government securities$5,402,0005,430
U.S. Treasury securities$01,152
U.S. Government agency obligations$5,402,0005,321
Securities issued by states & political subdivisions$5,006,0003,774
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,961,0003,449
Mortgage-backed securities$5,402,0003,945
Certificates of participation in pools of residential mortgages$5,402,0003,391
Issued or guaranteed by U.S.$5,402,0003,387
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)$10,408,0005,086
Total debt securities$10,408,0005,427
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$9,198,0005,642
U.S. Government securities$4,039,0005,716
U.S. Treasury securities$01,161
U.S. Government agency obligations$4,039,0005,608
Securities issued by states & political subdivisions$5,159,0003,745
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,682,0003,745
Mortgage-backed securities$4,039,0004,262
Certificates of participation in pools of residential mortgages$4,039,0003,762
Issued or guaranteed by U.S.$4,039,0003,758
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)$9,198,0005,263
Total debt securities$9,198,0005,605
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$9,625,0005,585
U.S. Government securities$4,420,0005,686
U.S. Treasury securities$01,135
U.S. Government agency obligations$4,420,0005,571
Securities issued by states & political subdivisions$5,205,0003,709
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,122,0004,259
Mortgage-backed securities$4,420,0004,211
Certificates of participation in pools of residential mortgages$4,420,0003,663
Issued or guaranteed by U.S.$4,420,0003,661
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)$9,625,0005,204
Total debt securities$9,625,0005,552
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$10,046,0005,629
U.S. Government securities$4,798,0005,723
U.S. Treasury securities$01,086
U.S. Government agency obligations$4,798,0005,620
Securities issued by states & political subdivisions$5,248,0003,686
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,024,0004,341
Mortgage-backed securities$4,798,0004,259
Certificates of participation in pools of residential mortgages$4,798,0003,733
Issued or guaranteed by U.S.$4,798,0003,732
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)$10,046,0005,249
Total debt securities$10,046,0005,601
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$8,199,0005,918
U.S. Government securities$3,979,0005,971
U.S. Treasury securities$01,068
U.S. Government agency obligations$3,979,0005,868
Securities issued by states & political subdivisions$4,220,0003,870
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,178,0004,334
Mortgage-backed securities$3,979,0004,463
Certificates of participation in pools of residential mortgages$3,979,0003,946
Issued or guaranteed by U.S.$3,979,0003,944
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)$8,199,0005,529
Total debt securities$8,199,0005,892
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$8,570,0005,915
U.S. Government securities$4,322,0005,988
U.S. Treasury securities$01,157
U.S. Government agency obligations$4,322,0005,889
Securities issued by states & political subdivisions$4,248,0003,803
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,140,0004,363
Mortgage-backed securities$4,322,0004,416
Certificates of participation in pools of residential mortgages$4,322,0003,865
Issued or guaranteed by U.S.$4,322,0003,861
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)$8,570,0005,507
Total debt securities$8,570,0005,888
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$8,601,0005,910
U.S. Government securities$4,883,0005,881
U.S. Treasury securities$01,076
U.S. Government agency obligations$4,883,0005,781
Securities issued by states & political subdivisions$3,718,0003,918
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,088,0004,428
Mortgage-backed securities$4,883,0004,241
Certificates of participation in pools of residential mortgages$4,883,0003,634
Issued or guaranteed by U.S.$4,883,0003,630
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)$8,601,0005,485
Total debt securities$8,601,0005,879
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$9,057,0005,863
U.S. Government securities$5,336,0005,814
U.S. Treasury securities$01,126
U.S. Government agency obligations$5,336,0005,701
Securities issued by states & political subdivisions$3,721,0003,874
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,823,0004,256
Mortgage-backed securities$5,336,0004,122
Certificates of participation in pools of residential mortgages$5,336,0003,477
Issued or guaranteed by U.S.$5,336,0003,472
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)$9,057,0005,424
Total debt securities$9,056,0005,823
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$8,491,0006,038
U.S. Government securities$5,091,0006,001
U.S. Treasury securities$01,225
U.S. Government agency obligations$5,091,0005,877
Securities issued by states & political subdivisions$3,400,0003,930
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$4,097,0004,466
Mortgage-backed securities$5,091,0004,133
Certificates of participation in pools of residential mortgages$5,091,0003,510
Issued or guaranteed by U.S.$5,091,0003,498
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)$8,491,0005,584
Total debt securities$8,492,0006,007
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$7,571,0006,154
U.S. Government securities$3,921,0006,266
U.S. Treasury securities$01,272
U.S. Government agency obligations$3,921,0006,141
Securities issued by states & political subdivisions$3,650,0003,808
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$2,825,0004,909
Mortgage-backed securities$3,921,0004,321
Certificates of participation in pools of residential mortgages$3,921,0003,723
Issued or guaranteed by U.S.$3,921,0003,714
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)$7,571,0005,687
Total debt securities$7,571,0006,125
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$6,687,0006,234
U.S. Government securities$3,453,0006,291
U.S. Treasury securities$01,275
U.S. Government agency obligations$3,453,0006,163
Securities issued by states & political subdivisions$3,234,0003,944
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$3,012,0004,850
Mortgage-backed securities$3,453,0004,372
Certificates of participation in pools of residential mortgages$3,453,0003,764
Issued or guaranteed by U.S.$3,453,0003,755
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$6,687,0005,759
Total debt securities$6,687,0006,200
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$6,487,0006,287
U.S. Government securities$3,789,0006,217
U.S. Treasury securities$01,180
U.S. Government agency obligations$3,789,0006,100
Securities issued by states & political subdivisions$2,698,0004,069
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$3,247,0004,816
Mortgage-backed securities$3,789,0004,322
Certificates of participation in pools of residential mortgages$3,789,0003,656
Issued or guaranteed by U.S.$3,789,0003,649
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$6,487,0005,784
Total debt securities$6,487,0006,247
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$5,649,0006,515
U.S. Government securities$3,520,0006,431
U.S. Treasury securities$01,121
U.S. Government agency obligations$3,520,0006,313
Securities issued by states & political subdivisions$2,129,0004,243
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$3,919,0004,648
Mortgage-backed securities$3,520,0004,388
Certificates of participation in pools of residential mortgages$3,520,0003,760
Issued or guaranteed by U.S.$3,520,0003,753
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$5,649,0006,003
Total debt securities$5,649,0006,473
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$5,974,0006,541
U.S. Government securities$3,702,0006,478
U.S. Treasury securities$01,130
U.S. Government agency obligations$3,702,0006,362
Securities issued by states & political subdivisions$2,272,0004,170
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$4,239,0004,588
Mortgage-backed securities$3,702,0004,420
Certificates of participation in pools of residential mortgages$3,702,0003,820
Issued or guaranteed by U.S.$3,702,0003,813
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$5,974,0006,016
Total debt securities$5,974,0006,501
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$5,675,0006,609
U.S. Government securities$3,949,0006,392
U.S. Treasury securities$01,077
U.S. Government agency obligations$3,949,0006,298
Securities issued by states & political subdivisions$1,726,0004,466
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$3,669,0004,818
Mortgage-backed securities$3,949,0004,414
Certificates of participation in pools of residential mortgages$3,949,0003,827
Issued or guaranteed by U.S.$3,949,0003,820
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$5,675,0006,087
Total debt securities$5,675,0006,573
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$5,904,0006,617
U.S. Government securities$4,133,0006,389
U.S. Treasury securities$01,047
U.S. Government agency obligations$4,133,0006,295
Securities issued by states & political subdivisions$1,771,0004,481
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$5,107,0004,365
Mortgage-backed securities$4,133,0004,458
Certificates of participation in pools of residential mortgages$4,133,0003,861
Issued or guaranteed by U.S.$4,133,0003,850
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$5,904,0006,078
Total debt securities$5,904,0006,576
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$6,082,0006,587
U.S. Government securities$4,327,0006,348
U.S. Treasury securities$01,036
U.S. Government agency obligations$4,327,0006,256
Securities issued by states & political subdivisions$1,755,0004,463
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$5,187,0004,345
Mortgage-backed securities$4,327,0004,449
Certificates of participation in pools of residential mortgages$4,327,0003,851
Issued or guaranteed by U.S.$4,327,0003,841
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$6,082,0006,068
Total debt securities$6,082,0006,542
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$6,772,0006,499
U.S. Government securities$4,887,0006,322
U.S. Treasury securities$0981
U.S. Government agency obligations$4,887,0006,240
Securities issued by states & political subdivisions$1,885,0004,325
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$5,801,0004,244
Mortgage-backed securities$4,887,0004,391
Certificates of participation in pools of residential mortgages$4,887,0003,801
Issued or guaranteed by U.S.$4,887,0003,788
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$6,772,0005,957
Total debt securities$6,772,0006,461
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$7,213,0006,453
U.S. Government securities$5,337,0006,301
U.S. Treasury securities$0973
U.S. Government agency obligations$5,337,0006,217
Securities issued by states & political subdivisions$1,876,0004,281
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$5,923,0004,270
Mortgage-backed securities$4,109,0004,534
Certificates of participation in pools of residential mortgages$4,109,0003,976
Issued or guaranteed by U.S.$4,109,0003,964
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$7,213,0005,916
Total debt securities$7,213,0006,416
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$7,808,0006,314
U.S. Government securities$5,880,0006,122
U.S. Treasury securities$01,019
U.S. Government agency obligations$5,880,0006,034
Securities issued by states & political subdivisions$1,928,0004,252
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,239,0003,961
Mortgage-backed securities$4,142,0004,444
Certificates of participation in pools of residential mortgages$4,142,0003,889
Issued or guaranteed by U.S.$4,142,0003,878
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$7,808,0005,757
Total debt securities$7,808,0006,272
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$8,024,0006,319
U.S. Government securities$6,364,0006,038
U.S. Treasury securities$01,021
U.S. Government agency obligations$6,364,0005,952
Securities issued by states & political subdivisions$1,660,0004,429
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,513,0003,863
Mortgage-backed securities$3,566,0004,627
Certificates of participation in pools of residential mortgages$3,566,0004,106
Issued or guaranteed by U.S.$3,566,0004,091
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$8,024,0005,773
Total debt securities$8,024,0006,257
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$7,299,0006,499
U.S. Government securities$5,483,0006,323
U.S. Treasury securities$01,044
U.S. Government agency obligations$5,483,0006,226
Securities issued by states & political subdivisions$1,816,0004,350
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,600,0004,044
Mortgage-backed securities$1,412,0005,344
Certificates of participation in pools of residential mortgages$1,412,0004,901
Issued or guaranteed by U.S.$1,412,0004,879
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$7,299,0005,933
Total debt securities$7,299,0006,427
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$7,665,0006,502
U.S. Government securities$5,870,0006,327
U.S. Treasury securities$01,146
U.S. Government agency obligations$5,870,0006,226
Securities issued by states & political subdivisions$1,795,0004,370
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$7,153,0003,956
Mortgage-backed securities$993,0005,375
Certificates of participation in pools of residential mortgages$993,0004,938
Issued or guaranteed by U.S.$993,0004,915
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$7,665,0005,888
Total debt securities$7,665,0006,442
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$8,376,0006,404
U.S. Government securities$6,600,0006,205
U.S. Treasury securities$01,235
U.S. Government agency obligations$6,600,0006,095
Securities issued by states & political subdivisions$1,776,0004,395
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$6,388,0004,159
Mortgage-backed securities$1,006,0005,262
Certificates of participation in pools of residential mortgages$1,006,0004,797
Issued or guaranteed by U.S.$1,006,0004,781
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$8,376,0005,799
Total debt securities$8,376,0006,343
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$8,912,0006,319
U.S. Government securities$7,125,0006,066
U.S. Treasury securities$01,362
U.S. Government agency obligations$7,125,0005,960
Securities issued by states & political subdivisions$1,787,0004,382
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$7,449,0003,891
Mortgage-backed securities$492,0005,680
Certificates of participation in pools of residential mortgages$492,0005,265
Issued or guaranteed by U.S.$492,0005,247
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$8,912,0005,712
Total debt securities$8,912,0006,264
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$8,924,0006,358
U.S. Government securities$7,409,0006,053
U.S. Treasury securities$01,448
U.S. Government agency obligations$7,409,0005,937
Securities issued by states & political subdivisions$1,515,0004,570
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$7,983,0003,793
Mortgage-backed securities$519,0005,661
Certificates of participation in pools of residential mortgages$519,0005,246
Issued or guaranteed by U.S.$519,0005,225
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$8,924,0005,718
Total debt securities$8,924,0006,298
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$9,155,0006,343
U.S. Government securities$7,639,0006,029
U.S. Treasury securities$01,498
U.S. Government agency obligations$7,639,0005,906
Securities issued by states & political subdivisions$1,516,0004,579
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$8,210,0003,752
Mortgage-backed securities$525,0005,661
Certificates of participation in pools of residential mortgages$525,0005,240
Issued or guaranteed by U.S.$525,0005,221
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$9,155,0005,696
Total debt securities$9,155,0006,287
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$9,103,0006,401
U.S. Government securities$7,853,0006,042
U.S. Treasury securities$01,574
U.S. Government agency obligations$7,853,0005,918
Securities issued by states & political subdivisions$1,250,0004,807
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$8,423,0003,720
Mortgage-backed securities$531,0005,656
Certificates of participation in pools of residential mortgages$531,0005,236
Issued or guaranteed by U.S.$531,0005,212
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$9,103,0005,712
Total debt securities$9,103,0006,338
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$9,535,0006,326
U.S. Government securities$8,275,0005,956
U.S. Treasury securities$01,634
U.S. Government agency obligations$8,275,0005,818
Securities issued by states & political subdivisions$1,260,0004,818
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$7,065,0004,032
Mortgage-backed securities$532,0005,682
Certificates of participation in pools of residential mortgages$532,0005,266
Issued or guaranteed by U.S.$532,0005,244
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$9,535,0005,636
Total debt securities$9,535,0006,265
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$9,495,0006,409
U.S. Government securities$8,828,0005,888
U.S. Treasury securities$01,715
U.S. Government agency obligations$8,828,0005,746
Securities issued by states & political subdivisions$667,0005,365
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$8,435,0003,713
Mortgage-backed securities$551,0005,697
Certificates of participation in pools of residential mortgages$551,0005,275
Issued or guaranteed by U.S.$551,0005,257
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$9,495,0005,699
Total debt securities$9,495,0006,349
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$9,516,0006,453
U.S. Government securities$9,338,0005,740
U.S. Treasury securities$01,737
U.S. Government agency obligations$9,338,0005,593
Securities issued by states & political subdivisions$178,0006,088
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$9,110,0003,548
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$9,516,0005,725
Total debt securities$9,515,0006,391
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$9,814,0006,365
U.S. Government securities$9,635,0005,645
U.S. Treasury securities$01,786
U.S. Government agency obligations$9,635,0005,512
Securities issued by states & political subdivisions$179,0006,129
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$9,404,0003,497
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$9,814,0005,635
Total debt securities$9,814,0006,303
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$10,313,0006,308
U.S. Government securities$10,119,0005,575
U.S. Treasury securities$01,839
U.S. Government agency obligations$10,119,0005,434
Securities issued by states & political subdivisions$194,0006,120
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$9,944,0003,364
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$10,313,0005,572
Total debt securities$10,313,0006,242
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$10,051,0006,418
U.S. Government securities$9,811,0005,730
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,811,0005,581
Securities issued by states & political subdivisions$240,0006,041
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,545,0003,456
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$10,051,0005,684
Total debt securities$10,051,0006,356
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$10,148,0006,432
U.S. Government securities$9,907,0005,724
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,907,0005,561
Securities issued by states & political subdivisions$241,0006,082
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,560,0003,441
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$10,148,0005,676
Total debt securities$10,148,0006,371
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$9,610,0006,588
U.S. Government securities$9,368,0005,848
U.S. Treasury securities$01,990
U.S. Government agency obligations$9,368,0005,688
Securities issued by states & political subdivisions$242,0006,130
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,116,0003,509
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$9,610,0005,832
Total debt securities$9,610,0006,521
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$9,418,0006,697
U.S. Government securities$9,248,0005,956
U.S. Treasury securities$02,098
U.S. Government agency obligations$9,248,0005,796
Securities issued by states & political subdivisions$170,0006,313
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$7,031,0003,962
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$9,418,0005,935
Total debt securities$9,418,0006,630
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$8,827,0006,812
U.S. Government securities$8,473,0006,123
U.S. Treasury securities$02,082
U.S. Government agency obligations$8,473,0005,962
Securities issued by states & political subdivisions$354,0005,969
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$5,458,0004,392
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$8,827,0006,055
Total debt securities$8,827,0006,735
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$8,534,0006,943
U.S. Government securities$8,180,0006,254
U.S. Treasury securities$02,227
U.S. Government agency obligations$8,180,0006,084
Securities issued by states & political subdivisions$354,0006,021
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$4,332,0004,735
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$8,534,0006,171
Total debt securities$8,534,0006,860
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$8,323,0006,930
U.S. Government securities$7,967,0006,182
U.S. Treasury securities$02,287
U.S. Government agency obligations$7,967,0005,996
Securities issued by states & political subdivisions$356,0006,056
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$4,439,0004,652
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$8,323,0006,145
Total debt securities$8,323,0006,839
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$8,449,0006,854
U.S. Government securities$8,167,0006,064
U.S. Treasury securities$252,0002,103
U.S. Government agency obligations$7,915,0005,961
Securities issued by states & political subdivisions$282,0006,205
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$3,344,0005,085
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$8,449,0006,083
Total debt securities$8,449,0006,751
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$7,456,0007,139
U.S. Government securities$7,114,0006,418
U.S. Treasury securities$759,0001,712
U.S. Government agency obligations$6,355,0006,480
Securities issued by states & political subdivisions$342,0006,068
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$3,842,0004,897
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$7,456,0006,335
Total debt securities$7,456,0007,039
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$6,986,0007,284
U.S. Government securities$6,643,0006,598
U.S. Treasury securities$1,018,0001,609
U.S. Government agency obligations$5,625,0006,729
Securities issued by states & political subdivisions$343,0006,070
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$3,330,0005,133
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$6,986,0006,446
Total debt securities$6,986,0007,196
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$4,865,0007,974
U.S. Government securities$4,462,0007,457
U.S. Treasury securities$1,402,0001,683
U.S. Government agency obligations$3,060,0007,816
Securities issued by states & political subdivisions$403,0006,094
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$3,452,0005,098
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$4,865,0007,021
Total debt securities$4,865,0007,870
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$5,494,0008,190
U.S. Government securities$4,404,0008,013
U.S. Treasury securities$2,410,0001,757
U.S. Government agency obligations$1,994,0008,709
Securities issued by states & political subdivisions$965,0005,411
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$125,0006,530
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,561,0005,337
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
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)$05,708
Available-for-sale securities (fair market value)$5,494,0007,083
Total debt securities$5,369,0008,110
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$4,908,0008,704
U.S. Government securities$4,188,0008,412
U.S. Treasury securities$2,282,0002,527
U.S. Government agency obligations$1,906,0008,981
Securities issued by states & political subdivisions$628,0006,184
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$92,0006,843
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,358,0005,471
Mortgage-backed securities$1,0007,913
Certificates of participation in pools of residential mortgages$1,0007,503
Issued or guaranteed by U.S.$1,0007,479
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)$06,120
Available-for-sale securities (fair market value)$4,908,0007,451
Total debt securities$4,816,0008,627
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$4,232,0009,041
U.S. Government securities$3,979,0008,541
U.S. Treasury securities$1,760,0004,171
U.S. Government agency obligations$2,219,0008,612
Securities issued by states & political subdivisions$178,0007,342
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$75,0006,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,576,0005,681
Mortgage-backed securities$1,0008,128
Certificates of participation in pools of residential mortgages$1,0007,706
Issued or guaranteed by U.S.$1,0007,685
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)$06,613
Available-for-sale securities (fair market value)$4,232,0007,640
Total debt securities$4,157,0008,942
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$4,708,0009,355
U.S. Government securities$3,604,0009,261
U.S. Treasury securities$1,759,0005,443
U.S. Government agency obligations$1,845,0009,151
Securities issued by states & political subdivisions$1,044,0005,730
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$60,0006,872
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,401,0006,103
Mortgage-backed securities$240,0007,504
Certificates of participation in pools of residential mortgages$2,0008,003
Issued or guaranteed by U.S.$2,0007,977
Privately issued$0394
Collaterized mortgage obligations$238,0004,465
CMOs issued by government agencies or sponsored agencies$238,0004,300
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$4,708,0007,584
Total debt securities$4,648,0009,260
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$6,120,0009,324
U.S. Government securities$4,527,0009,399
U.S. Treasury securities$2,003,0005,986
U.S. Government agency obligations$2,524,0009,125
Securities issued by states & political subdivisions$1,593,0005,240
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$2,653,0006,142
Mortgage-backed securities$428,0007,706
Certificates of participation in pools of residential mortgages$182,0007,528
Issued or guaranteed by U.S.$182,0007,509
Privately issued$0472
Collaterized mortgage obligations$246,0004,913
CMOs issued by government agencies or sponsored agencies$246,0004,727
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$6,120,0007,304
Total debt securities$6,120,0009,219
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$6,970,0009,412
U.S. Government securities$4,987,0009,572
U.S. Treasury securities$1,708,0007,499
U.S. Government agency obligations$3,279,0008,807
Securities issued by states & political subdivisions$1,983,0004,924
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$1,934,0006,983
Mortgage-backed securities$740,0007,651
Certificates of participation in pools of residential mortgages$239,0007,719
Issued or guaranteed by U.S.$239,0007,689
Privately issued$0558
Collaterized mortgage obligations$501,0004,892
CMOs issued by government agencies or sponsored agencies$501,0004,696
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$6,970,0007,173
Total debt securities$6,970,0009,302
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$9,572,0008,891
U.S. Government securities$6,935,0009,167
U.S. Treasury securities$1,672,0008,692
U.S. Government agency obligations$5,263,0007,559
Securities issued by states & political subdivisions$2,637,0004,511
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$1,740,0007,368
Mortgage-backed securities$954,0007,815
Certificates of participation in pools of residential mortgages$267,0008,089
Issued or guaranteed by U.S.$267,0008,064
Privately issued$0564
Collaterized mortgage obligations$687,0004,964
CMOs issued by government agencies or sponsored agencies$687,0004,762
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)$500,00011,071
Available-for-sale securities (fair market value)$9,072,0005,057
Total debt securities$9,572,0008,791
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$11,344,0008,584
U.S. Government securities$8,456,0008,693
U.S. Treasury securities$3,367,0007,019
U.S. Government agency obligations$5,089,0007,835
Securities issued by states & political subdivisions$2,888,0004,381
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$3,134,0005,857
Mortgage-backed securities$1,054,0008,351
Certificates of participation in pools of residential mortgages$544,0007,952
Issued or guaranteed by U.S.$544,0007,903
Privately issued$0731
Collaterized mortgage obligations$510,0005,647
CMOs issued by government agencies or sponsored agencies$510,0005,387
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$11,344,0008,452
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$11,096,0008,712
U.S. Government securities$7,793,0009,114
U.S. Treasury securities$3,646,0006,878
U.S. Government agency obligations$4,147,0008,592
Securities issued by states & political subdivisions$3,100,0003,976
Other domestic debt securities$203,0006,142
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$203,0004,705
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$1,648,0007,587
Mortgage-backed securities$1,186,0008,659
Certificates of participation in pools of residential mortgages$1,186,0007,232
Issued or guaranteed by U.S.$1,186,0007,175
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$11,096,0008,589
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