Citizens National Bank, Securities

2023-12-31Rank
Total securities$04,456
U.S. Government securities$04,378
U.S. Treasury securitiesNANA
U.S. Government agency obligations$90,342,0001,049
Securities issued by states & political subdivisions$03,779
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$425,000545
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - Total$0705
Other domestic debt securities - All other$14,953,000490
Foreign debt securities$686,000225
Equity securities$2,43419
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9433,855
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.NANA
Privately issued$1,000197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$04,214
Total debt securitiesNANA
Structured notes
Amortized costNANA
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$24,679,00063
2023-09-30Rank
Total securities$38,962,0002,899
U.S. Government securities$34,719,0002,290
U.S. Treasury securities$16,221,0001,092
U.S. Government agency obligations$18,498,0002,663
Securities issued by states & political subdivisions$4,243,0003,023
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,301,0002,514
Mortgage-backed securities$2,451,0003,287
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,451,0002,948
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$38,962,0002,662
Total debt securities$38,962,0002,879
Structured notes
Amortized cost$13,499,000121
Fair value$11,587,000121
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$39,695,0002,931
U.S. Government securities$35,373,0002,315
U.S. Treasury securities$16,351,0001,091
U.S. Government agency obligations$19,022,0002,690
Securities issued by states & political subdivisions$4,322,0003,054
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,690,0002,478
Mortgage-backed securities$2,611,0003,287
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,611,0002,947
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$39,695,0002,693
Total debt securities$39,694,0002,914
Structured notes
Amortized cost$13,499,000130
Fair value$11,852,000130
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$38,501,0003,054
U.S. Government securities$34,100,0002,439
U.S. Treasury securities$15,644,0001,198
U.S. Government agency obligations$18,456,0002,732
Securities issued by states & political subdivisions$4,401,0003,096
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,032,0002,381
Mortgage-backed securities$1,755,0003,449
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,755,0003,124
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$38,501,0002,807
Total debt securities$38,502,0003,031
Structured notes
Amortized cost$13,499,000146
Fair value$12,030,000147
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$36,118,0003,166
U.S. Government securities$31,413,0002,546
U.S. Treasury securities$15,295,0001,251
U.S. Government agency obligations$16,118,0002,868
Securities issued by states & political subdivisions$4,705,0003,100
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,394,0002,383
Mortgage-backed securities$1,787,0003,466
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,787,0003,148
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$36,118,0002,910
Total debt securities$36,117,0003,142
Structured notes
Amortized cost$11,499,000180
Fair value$9,777,000192
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$36,345,0003,166
U.S. Government securities$31,628,0002,580
U.S. Treasury securities$15,275,0001,270
U.S. Government agency obligations$16,353,0002,866
Securities issued by states & political subdivisions$4,717,0003,116
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,527,0002,316
Mortgage-backed securities$1,855,0003,485
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,855,0003,151
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$36,345,0002,910
Total debt securities$36,345,0003,143
Structured notes
Amortized cost$9,499,000222
Fair value$7,952,000238
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$37,328,0003,177
U.S. Government securities$32,528,0002,574
U.S. Treasury securities$15,604,0001,247
U.S. Government agency obligations$16,924,0002,877
Securities issued by states & political subdivisions$4,800,0003,164
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,923,0002,296
Mortgage-backed securities$2,016,0003,507
Certificates of participation in pools of residential mortgages$2,016,0003,235
Issued or guaranteed by U.S.$2,016,0003,145
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$37,328,0002,942
Total debt securities$37,328,0003,159
Structured notes
Amortized cost$9,499,000207
Fair value$8,209,000226
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$29,097,0003,410
U.S. Government securities$24,027,0002,877
U.S. Treasury securities$12,334,0001,245
U.S. Government agency obligations$11,693,0003,212
Securities issued by states & political subdivisions$5,070,0003,155
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,133,0002,490
Mortgage-backed securities$04,078
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$29,097,0003,191
Total debt securities$29,098,0003,390
Structured notes
Amortized cost$9,499,000176
Fair value$8,790,000183
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$15,768,0003,864
U.S. Government securities$10,410,0003,570
U.S. Treasury securities$02,212
U.S. Government agency obligations$10,410,0003,274
Securities issued by states & political subdivisions$5,358,0003,170
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,004,0002,435
Mortgage-backed securities$04,098
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$15,768,0003,651
Total debt securities$15,768,0003,846
Structured notes
Amortized cost$8,499,000157
Fair value$8,417,000158
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$10,844,0004,092
U.S. Government securities$5,469,0003,941
U.S. Treasury securities$02,008
U.S. Government agency obligations$5,469,0003,721
Securities issued by states & political subdivisions$5,374,0003,183
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,846,0002,664
Mortgage-backed securities$04,153
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$10,844,0003,871
Total debt securities$10,843,0004,071
Structured notes
Amortized cost$5,499,000211
Fair value$5,469,000212
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$11,035,0004,074
U.S. Government securities$5,444,0003,944
U.S. Treasury securities$01,913
U.S. Government agency obligations$5,444,0003,722
Securities issued by states & political subdivisions$5,592,0003,151
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,035,0002,632
Mortgage-backed securities$04,171
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$11,035,0003,847
Total debt securities$11,036,0004,050
Structured notes
Amortized cost$5,500,000181
Fair value$5,444,000182
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$12,017,0003,960
U.S. Government securities$6,384,0003,736
U.S. Treasury securities$01,631
U.S. Government agency obligations$6,384,0003,556
Securities issued by states & political subdivisions$5,632,0003,117
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,366,0002,588
Mortgage-backed securities$04,168
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$12,017,0003,730
Total debt securities$12,017,0003,934
Structured notes
Amortized cost$4,500,000133
Fair value$4,384,000144
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$10,465,0004,001
U.S. Government securities$3,010,0004,075
U.S. Treasury securities$01,194
U.S. Government agency obligations$3,010,0003,929
Securities issued by states & political subdivisions$7,448,0002,880
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,838,0002,614
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$10,465,0003,774
Total debt securities$10,457,0003,973
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$12,153,0003,846
U.S. Government securities$7,034,0003,562
U.S. Treasury securities$01,216
U.S. Government agency obligations$7,034,0003,405
Securities issued by states & political subdivisions$5,118,0003,086
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,152,0002,414
Mortgage-backed securities$04,188
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$12,153,0003,608
Total debt securities$12,152,0003,824
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$14,256,0003,707
U.S. Government securities$8,053,0003,456
U.S. Treasury securities$01,251
U.S. Government agency obligations$8,053,0003,303
Securities issued by states & political subdivisions$6,203,0002,888
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,240,0002,419
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$1,000,0001,305
Available-for-sale securities (fair market value)$13,256,0003,529
Total debt securities$14,256,0003,685
Structured notes
Amortized cost$1,000,000210
Fair value$1,000,000230
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$14,873,0003,642
U.S. Government securities$8,051,0003,522
U.S. Treasury securities$01,297
U.S. Government agency obligations$8,051,0003,368
Securities issued by states & political subdivisions$6,822,0002,710
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,358,0002,420
Mortgage-backed securities$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$1,000,0001,314
Available-for-sale securities (fair market value)$13,873,0003,478
Total debt securities$14,873,0003,621
Structured notes
Amortized cost$1,000,000287
Fair value$1,002,000298
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$15,448,0003,650
U.S. Government securities$6,299,0003,809
U.S. Treasury securities$01,363
U.S. Government agency obligations$6,299,0003,650
Securities issued by states & political subdivisions$9,149,0002,380
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$10,774,0002,518
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$1,000,0001,357
Available-for-sale securities (fair market value)$14,448,0003,480
Total debt securities$15,448,0003,629
Structured notes
Amortized cost$2,290,000263
Fair value$2,301,000263
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$12,604,0003,918
U.S. Government securities$3,291,0004,295
U.S. Treasury securities$01,429
U.S. Government agency obligations$3,291,0004,135
Securities issued by states & political subdivisions$9,313,0002,373
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$11,133,0002,518
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$1,000,0001,406
Available-for-sale securities (fair market value)$11,604,0003,740
Total debt securities$12,604,0003,896
Structured notes
Amortized cost$3,290,000270
Fair value$3,293,000269
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$15,702,0003,745
U.S. Government securities$5,285,0004,064
U.S. Treasury securities$01,467
U.S. Government agency obligations$5,285,0003,907
Securities issued by states & political subdivisions$10,417,0002,319
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,332,0002,461
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$2,000,0001,292
Available-for-sale securities (fair market value)$13,702,0003,629
Total debt securities$15,703,0003,725
Structured notes
Amortized cost$4,289,000247
Fair value$4,281,000247
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$15,654,0003,802
U.S. Government securities$5,245,0004,130
U.S. Treasury securities$01,516
U.S. Government agency obligations$5,245,0003,975
Securities issued by states & political subdivisions$10,409,0002,382
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,254,0002,522
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$2,001,0001,306
Available-for-sale securities (fair market value)$13,653,0003,680
Total debt securities$15,655,0003,780
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$17,070,0003,750
U.S. Government securities$5,214,0004,172
U.S. Treasury securities$01,513
U.S. Government agency obligations$5,214,0004,025
Securities issued by states & political subdivisions$11,856,0002,295
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,182,0002,539
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$2,002,0001,340
Available-for-sale securities (fair market value)$15,068,0003,618
Total debt securities$17,071,0003,728
Structured notes
Amortized cost$4,287,000266
Fair value$4,180,000265
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$18,510,0003,676
U.S. Government securities$6,194,0004,094
U.S. Treasury securities$01,500
U.S. Government agency obligations$6,194,0003,952
Securities issued by states & political subdivisions$12,316,0002,280
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$12,412,0002,499
Mortgage-backed securities$1,000,0003,942
Certificates of participation in pools of residential mortgages$1,000,0003,652
Issued or guaranteed by U.S.$1,000,0003,623
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$2,003,0001,369
Available-for-sale securities (fair market value)$16,507,0003,543
Total debt securities$18,510,0003,656
Structured notes
Amortized cost$4,286,000266
Fair value$4,147,000264
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$19,227,0003,682
U.S. Government securities$5,173,0004,270
U.S. Treasury securities$01,475
U.S. Government agency obligations$5,173,0004,117
Securities issued by states & political subdivisions$13,044,0002,251
Other domestic debt securities$1,010,0001,615
Privately issued residential mortgage-backed securities$1,010,000482
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$12,440,0002,542
Mortgage-backed securities$1,010,0003,988
Certificates of participation in pools of residential mortgages$1,010,0003,710
Issued or guaranteed by U.S.$04,304
Privately issued$1,010,000258
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$2,004,0001,389
Available-for-sale securities (fair market value)$17,223,0003,541
Total debt securities$19,227,0003,660
Structured notes
Amortized cost$4,286,000268
Fair value$4,118,000270
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$19,928,0003,677
U.S. Government securities$6,220,0004,186
U.S. Treasury securities$01,426
U.S. Government agency obligations$6,220,0004,043
Securities issued by states & political subdivisions$13,708,0002,227
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$13,107,0002,527
Mortgage-backed securities$1,014,0004,032
Certificates of participation in pools of residential mortgages$1,014,0003,762
Issued or guaranteed by U.S.$1,014,0003,755
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$2,005,0001,416
Available-for-sale securities (fair market value)$17,923,0003,533
Total debt securities$19,928,0003,654
Structured notes
Amortized cost$4,285,000256
Fair value$4,155,000257
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$22,040,0003,599
U.S. Government securities$6,238,0004,223
U.S. Treasury securities$01,328
U.S. Government agency obligations$6,238,0004,082
Securities issued by states & political subdivisions$15,802,0002,119
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$9,662,0002,885
Mortgage-backed securities$980,0004,081
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$980,0001,225
Commercial mortgage pass-through securities$980,000824
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$2,006,0001,449
Available-for-sale securities (fair market value)$20,034,0003,445
Total debt securities$22,040,0003,572
Structured notes
Amortized cost$4,284,000254
Fair value$4,244,000254
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$19,481,0003,799
U.S. Government securities$3,992,0004,615
U.S. Treasury securities$01,313
U.S. Government agency obligations$3,992,0004,490
Securities issued by states & political subdivisions$15,489,0002,169
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$9,748,0002,921
Mortgage-backed securities$994,0004,107
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$994,0001,203
Commercial mortgage pass-through securities$994,000813
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$2,007,0001,501
Available-for-sale securities (fair market value)$17,474,0003,648
Total debt securities$19,481,0003,774
Structured notes
Amortized cost$2,000,000431
Fair value$1,986,000463
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$22,726,0003,646
U.S. Government securities$5,999,0004,372
U.S. Treasury securities$01,351
U.S. Government agency obligations$5,999,0004,247
Securities issued by states & political subdivisions$16,727,0002,086
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$10,029,0002,903
Mortgage-backed securities$999,0004,151
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$999,0001,160
Commercial mortgage pass-through securities$999,000794
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$2,008,0001,523
Available-for-sale securities (fair market value)$20,718,0003,468
Total debt securities$22,727,0003,623
Structured notes
Amortized cost$1,999,000488
Fair value$1,988,000478
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$23,524,0003,628
U.S. Government securities$6,951,0004,282
U.S. Treasury securities$01,390
U.S. Government agency obligations$6,951,0004,144
Securities issued by states & political subdivisions$16,573,0002,115
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$10,336,0002,910
Mortgage-backed securities$976,0004,224
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$976,0001,144
Commercial mortgage pass-through securities$976,000772
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$2,008,0001,552
Available-for-sale securities (fair market value)$21,516,0003,454
Total debt securities$23,524,0003,603
Structured notes
Amortized cost$2,999,000394
Fair value$2,963,000391
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$23,545,0003,625
U.S. Government securities$5,986,0004,437
U.S. Treasury securities$01,367
U.S. Government agency obligations$5,986,0004,311
Securities issued by states & political subdivisions$17,559,0002,049
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$12,284,0002,698
Mortgage-backed securities$04,889
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$2,009,0001,560
Available-for-sale securities (fair market value)$21,536,0003,452
Total debt securities$23,546,0003,598
Structured notes
Amortized cost$3,999,000312
Fair value$3,961,000301
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$21,122,0003,790
U.S. Government securities$3,010,0004,928
U.S. Treasury securities$01,214
U.S. Government agency obligations$3,010,0004,812
Securities issued by states & political subdivisions$18,112,0002,014
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$12,662,0002,667
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,010,0001,571
Available-for-sale securities (fair market value)$19,112,0003,607
Total debt securities$21,121,0003,761
Structured notes
Amortized cost$1,998,000498
Fair value$1,999,000480
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$24,347,0003,625
U.S. Government securities$6,009,0004,562
U.S. Treasury securities$01,253
U.S. Government agency obligations$6,009,0004,430
Securities issued by states & political subdivisions$18,338,0001,995
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$13,732,0002,620
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$2,011,0001,623
Available-for-sale securities (fair market value)$22,336,0003,464
Total debt securities$24,346,0003,600
Structured notes
Amortized cost$4,998,000284
Fair value$4,996,000285
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$26,761,0003,533
U.S. Government securities$8,994,0004,185
U.S. Treasury securities$01,296
U.S. Government agency obligations$8,994,0004,074
Securities issued by states & political subdivisions$17,767,0002,019
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$13,394,0002,704
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$3,999,0001,411
Available-for-sale securities (fair market value)$22,762,0003,477
Total debt securities$26,761,0003,508
Structured notes
Amortized cost$7,981,000227
Fair value$7,968,000228
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$25,141,0003,653
U.S. Government securities$6,995,0004,546
U.S. Treasury securities$01,367
U.S. Government agency obligations$6,995,0004,419
Securities issued by states & political subdivisions$18,146,0002,008
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$13,241,0002,737
Mortgage-backed securities$05,088
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$5,995,0001,265
Available-for-sale securities (fair market value)$19,146,0003,757
Total debt securities$25,142,0003,628
Structured notes
Amortized cost$5,975,000343
Fair value$5,945,000337
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$27,495,0003,576
U.S. Government securities$9,987,0004,183
U.S. Treasury securities$01,303
U.S. Government agency obligations$9,987,0004,062
Securities issued by states & political subdivisions$17,508,0002,052
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$11,585,0002,931
Mortgage-backed securities$05,155
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$5,994,0001,272
Available-for-sale securities (fair market value)$21,501,0003,652
Total debt securities$27,495,0003,549
Structured notes
Amortized cost$5,973,000401
Fair value$5,827,000404
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$26,935,0003,674
U.S. Government securities$9,971,0004,311
U.S. Treasury securities$01,348
U.S. Government agency obligations$9,971,0004,197
Securities issued by states & political subdivisions$16,964,0002,068
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$11,102,0003,020
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$5,989,0001,294
Available-for-sale securities (fair market value)$20,946,0003,765
Total debt securities$26,935,0003,645
Structured notes
Amortized cost$5,966,000471
Fair value$5,761,000478
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$27,700,0003,666
U.S. Government securities$10,960,0004,248
U.S. Treasury securities$01,327
U.S. Government agency obligations$10,960,0004,123
Securities issued by states & political subdivisions$16,740,0002,093
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$11,079,0003,049
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$7,979,0001,167
Available-for-sale securities (fair market value)$19,721,0003,885
Total debt securities$27,700,0003,641
Structured notes
Amortized cost$6,959,000450
Fair value$6,802,000453
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$30,661,0003,519
U.S. Government securities$13,931,0003,955
U.S. Treasury securities$01,361
U.S. Government agency obligations$13,931,0003,829
Securities issued by states & political subdivisions$16,730,0002,100
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$13,970,0002,753
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$10,972,0001,041
Available-for-sale securities (fair market value)$19,689,0003,951
Total debt securities$30,661,0003,494
Structured notes
Amortized cost$9,951,000362
Fair value$9,655,000366
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$30,650,0003,604
U.S. Government securities$13,908,0004,057
U.S. Treasury securities$01,381
U.S. Government agency obligations$13,908,0003,938
Securities issued by states & political subdivisions$16,742,0002,109
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$11,938,0002,999
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$10,967,0001,059
Available-for-sale securities (fair market value)$19,683,0004,034
Total debt securities$30,650,0003,579
Structured notes
Amortized cost$9,946,000403
Fair value$9,423,000414
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$30,621,0003,644
U.S. Government securities$13,917,0004,122
U.S. Treasury securities$01,342
U.S. Government agency obligations$13,917,0004,010
Securities issued by states & political subdivisions$16,704,0002,120
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$11,951,0003,008
Mortgage-backed securities$05,516
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$10,963,0001,063
Available-for-sale securities (fair market value)$19,658,0004,073
Total debt securities$30,622,0003,613
Structured notes
Amortized cost$9,945,000426
Fair value$9,316,000438
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$31,398,0003,610
U.S. Government securities$14,880,0004,028
U.S. Treasury securities$01,198
U.S. Government agency obligations$14,880,0003,926
Securities issued by states & political subdivisions$16,518,0002,147
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$15,627,0002,615
Mortgage-backed securities$05,578
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$11,955,0001,019
Available-for-sale securities (fair market value)$19,443,0004,134
Total debt securities$31,398,0003,580
Structured notes
Amortized cost$10,936,000393
Fair value$10,059,000406
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$31,242,0003,612
U.S. Government securities$14,899,0004,014
U.S. Treasury securities$01,131
U.S. Government agency obligations$14,899,0003,914
Securities issued by states & political subdivisions$16,343,0002,160
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,685,0002,927
Mortgage-backed securities$05,624
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$11,946,0001,003
Available-for-sale securities (fair market value)$19,296,0004,150
Total debt securities$31,241,0003,587
Structured notes
Amortized cost$10,926,000386
Fair value$9,748,000411
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$31,181,0003,637
U.S. Government securities$14,868,0004,063
U.S. Treasury securities$01,131
U.S. Government agency obligations$14,868,0003,960
Securities issued by states & political subdivisions$16,313,0002,165
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,011,0002,990
Mortgage-backed securities$05,680
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$11,946,000977
Available-for-sale securities (fair market value)$19,235,0004,196
Total debt securities$31,182,0003,606
Structured notes
Amortized cost$10,925,000374
Fair value$9,914,000393
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$31,547,0003,601
U.S. Government securities$14,893,0004,045
U.S. Treasury securities$01,152
U.S. Government agency obligations$14,893,0003,944
Securities issued by states & political subdivisions$16,654,0002,123
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,011,0002,987
Mortgage-backed securities$05,709
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$11,948,000925
Available-for-sale securities (fair market value)$19,599,0004,180
Total debt securities$31,547,0003,566
Structured notes
Amortized cost$10,926,000360
Fair value$10,490,000363
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$33,284,0003,526
U.S. Government securities$15,990,0003,951
U.S. Treasury securities$01,161
U.S. Government agency obligations$15,990,0003,856
Securities issued by states & political subdivisions$17,294,0002,052
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$11,420,0003,096
Mortgage-backed securities$05,765
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$33,284,0003,265
Total debt securities$33,284,0003,488
Structured notes
Amortized cost$11,146,000363
Fair value$10,986,000367
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$29,532,0003,705
U.S. Government securities$16,057,0003,904
U.S. Treasury securities$01,135
U.S. Government agency obligations$16,057,0003,801
Securities issued by states & political subdivisions$13,475,0002,382
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$15,853,0002,565
Mortgage-backed securities$05,808
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$29,532,0003,429
Total debt securities$29,531,0003,675
Structured notes
Amortized cost$11,145,000392
Fair value$11,069,000392
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$22,475,0004,303
U.S. Government securities$12,134,0004,497
U.S. Treasury securities$01,086
U.S. Government agency obligations$12,134,0004,404
Securities issued by states & political subdivisions$9,321,0002,921
Other domestic debt securities$1,020,0002,019
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,020,0001,516
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,196,0002,881
Mortgage-backed securities$05,902
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$22,475,0003,954
Total debt securities$22,475,0004,271
Structured notes
Amortized cost$9,147,000476
Fair value$9,134,000477
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$12,722,0005,358
U.S. Government securities$4,993,0005,769
U.S. Treasury securities$01,068
U.S. Government agency obligations$4,993,0005,671
Securities issued by states & political subdivisions$7,729,0003,126
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$12,722,0002,959
Mortgage-backed securities$05,941
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$12,722,0004,966
Total debt securities$12,723,0005,329
Structured notes
Amortized cost$4,996,000912
Fair value$4,993,000910
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$18,090,0004,783
U.S. Government securities$9,917,0004,997
U.S. Treasury securities$01,157
U.S. Government agency obligations$9,917,0004,899
Securities issued by states & political subdivisions$8,173,0002,960
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$12,829,0002,961
Mortgage-backed securities$05,982
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$18,090,0004,418
Total debt securities$18,089,0004,752
Structured notes
Amortized cost$9,996,000599
Fair value$9,917,000609
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$27,938,0003,848
U.S. Government securities$17,017,0003,963
U.S. Treasury securities$01,076
U.S. Government agency obligations$17,017,0003,880
Securities issued by states & political subdivisions$10,921,0002,503
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$18,198,0002,293
Mortgage-backed securities$05,999
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$27,938,0003,544
Total debt securities$27,938,0003,822
Structured notes
Amortized cost$15,982,000354
Fair value$16,007,000354
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$27,790,0003,778
U.S. Government securities$17,023,0003,927
U.S. Treasury securities$01,126
U.S. Government agency obligations$17,023,0003,835
Securities issued by states & political subdivisions$10,767,0002,473
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$18,157,0002,267
Mortgage-backed securities$06,031
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$27,790,0003,484
Total debt securities$27,790,0003,745
Structured notes
Amortized cost$15,981,000360
Fair value$16,005,000358
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$26,225,0003,935
U.S. Government securities$16,692,0004,055
U.S. Treasury securities$01,225
U.S. Government agency obligations$16,692,0003,955
Securities issued by states & political subdivisions$9,533,0002,592
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$17,754,0002,333
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$26,225,0003,617
Total debt securities$26,225,0003,896
Structured notes
Amortized cost$14,980,000483
Fair value$14,677,000488
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$25,463,0003,991
U.S. Government securities$17,363,0003,920
U.S. Treasury securities$01,272
U.S. Government agency obligations$17,363,0003,813
Securities issued by states & political subdivisions$8,100,0002,780
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$17,365,0002,364
Mortgage-backed securities$06,094
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$25,463,0003,675
Total debt securities$25,464,0003,960
Structured notes
Amortized cost$15,979,000468
Fair value$15,403,000480
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$29,192,0003,562
U.S. Government securities$21,487,0003,333
U.S. Treasury securities$01,275
U.S. Government agency obligations$21,487,0003,231
Securities issued by states & political subdivisions$7,705,0002,851
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$17,352,0002,340
Mortgage-backed securities$3,025,0004,480
Certificates of participation in pools of residential mortgages$3,025,0003,875
Issued or guaranteed by U.S.$3,025,0003,865
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)$29,192,0003,264
Total debt securities$29,192,0003,533
Structured notes
Amortized cost$16,979,000399
Fair value$16,497,000407
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$19,797,0004,389
U.S. Government securities$14,147,0004,156
U.S. Treasury securities$01,180
U.S. Government agency obligations$14,147,0004,044
Securities issued by states & political subdivisions$5,650,0003,197
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$18,414,0002,245
Mortgage-backed securities$3,063,0004,499
Certificates of participation in pools of residential mortgages$3,063,0003,861
Issued or guaranteed by U.S.$3,063,0003,852
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)$19,797,0004,008
Total debt securities$19,796,0004,348
Structured notes
Amortized cost$8,000,000761
Fair value$8,056,000764
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$27,371,0003,676
U.S. Government securities$22,296,0003,261
U.S. Treasury securities$01,121
U.S. Government agency obligations$22,296,0003,175
Securities issued by states & political subdivisions$5,075,0003,261
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$18,288,0002,302
Mortgage-backed securities$3,300,0004,443
Certificates of participation in pools of residential mortgages$3,300,0003,823
Issued or guaranteed by U.S.$3,300,0003,816
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)$27,371,0003,362
Total debt securities$27,370,0003,646
Structured notes
Amortized cost$15,000,000441
Fair value$15,018,000456
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$31,257,0003,410
U.S. Government securities$23,171,0003,225
U.S. Treasury securities$976,000867
U.S. Government agency obligations$22,195,0003,239
Securities issued by states & political subdivisions$8,086,0002,552
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$17,637,0002,408
Mortgage-backed securities$3,473,0004,468
Certificates of participation in pools of residential mortgages$3,473,0003,893
Issued or guaranteed by U.S.$3,473,0003,885
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)$31,257,0003,088
Total debt securities$31,258,0003,377
Structured notes
Amortized cost$15,000,000362
Fair value$14,837,000370
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$29,483,0003,520
U.S. Government securities$22,403,0003,274
U.S. Treasury securities$986,000797
U.S. Government agency obligations$21,417,0003,293
Securities issued by states & political subdivisions$7,080,0002,754
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$21,830,0002,102
Mortgage-backed securities$3,814,0004,450
Certificates of participation in pools of residential mortgages$3,814,0003,867
Issued or guaranteed by U.S.$3,814,0003,858
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)$29,483,0003,187
Total debt securities$29,483,0003,488
Structured notes
Amortized cost$11,000,000380
Fair value$10,760,000394
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$23,940,0004,017
U.S. Government securities$18,802,0003,636
U.S. Treasury securities$01,047
U.S. Government agency obligations$18,802,0003,566
Securities issued by states & political subdivisions$5,138,0003,210
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$22,166,0002,066
Mortgage-backed securities$3,962,0004,502
Certificates of participation in pools of residential mortgages$3,962,0003,906
Issued or guaranteed by U.S.$3,962,0003,897
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)$23,940,0003,625
Total debt securities$23,940,0003,981
Structured notes
Amortized cost$9,000,000287
Fair value$8,870,000296
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$21,166,0004,298
U.S. Government securities$17,042,0003,835
U.S. Treasury securities$01,036
U.S. Government agency obligations$17,042,0003,750
Securities issued by states & political subdivisions$4,124,0003,495
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$20,915,0002,151
Mortgage-backed securities$5,390,0004,192
Certificates of participation in pools of residential mortgages$5,390,0003,586
Issued or guaranteed by U.S.$5,390,0003,574
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)$21,166,0003,866
Total debt securities$21,166,0004,257
Structured notes
Amortized cost$7,000,000218
Fair value$6,772,000233
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$28,165,0003,616
U.S. Government securities$24,510,0003,063
U.S. Treasury securities$0981
U.S. Government agency obligations$24,510,0003,006
Securities issued by states & political subdivisions$3,655,0003,575
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$26,275,0001,869
Mortgage-backed securities$6,788,0003,960
Certificates of participation in pools of residential mortgages$6,788,0003,327
Issued or guaranteed by U.S.$6,788,0003,313
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)$28,165,0003,247
Total debt securities$28,165,0003,587
Structured notes
Amortized cost$10,000,000104
Fair value$9,766,000109
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$25,229,0003,871
U.S. Government securities$22,314,0003,284
U.S. Treasury securities$0973
U.S. Government agency obligations$22,314,0003,224
Securities issued by states & political subdivisions$2,915,0003,797
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$23,709,0002,023
Mortgage-backed securities$9,174,0003,471
Certificates of participation in pools of residential mortgages$9,174,0002,845
Issued or guaranteed by U.S.$9,174,0002,830
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)$25,229,0003,458
Total debt securities$25,229,0003,833
Structured notes
Amortized cost$8,000,000157
Fair value$8,062,000153
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$25,128,0003,800
U.S. Government securities$23,891,0003,067
U.S. Treasury securities$01,019
U.S. Government agency obligations$23,891,0003,007
Securities issued by states & political subdivisions$1,237,0004,643
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$24,635,0001,967
Mortgage-backed securities$7,650,0003,633
Certificates of participation in pools of residential mortgages$7,650,0003,025
Issued or guaranteed by U.S.$7,650,0003,015
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)$25,128,0003,390
Total debt securities$25,129,0003,770
Structured notes
Amortized cost$7,000,000177
Fair value$6,828,000180
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$21,553,0004,254
U.S. Government securities$20,291,0003,505
U.S. Treasury securities$01,021
U.S. Government agency obligations$20,291,0003,439
Securities issued by states & political subdivisions$1,262,0004,652
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$14,325,0002,775
Mortgage-backed securities$5,533,0004,073
Certificates of participation in pools of residential mortgages$5,533,0003,492
Issued or guaranteed by U.S.$5,533,0003,476
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)$21,553,0003,792
Total debt securities$21,554,0004,210
Structured notes
Amortized cost$6,000,000223
Fair value$5,855,000232
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$21,412,0004,246
U.S. Government securities$20,143,0003,507
U.S. Treasury securities$01,044
U.S. Government agency obligations$20,143,0003,443
Securities issued by states & political subdivisions$1,269,0004,666
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$16,317,0002,521
Mortgage-backed securities$6,184,0003,835
Certificates of participation in pools of residential mortgages$6,184,0003,219
Issued or guaranteed by U.S.$6,184,0003,205
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)$21,412,0003,808
Total debt securities$21,414,0004,190
Structured notes
Amortized cost$7,994,000160
Fair value$7,951,000166
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$25,233,0003,860
U.S. Government securities$23,927,0003,172
U.S. Treasury securities$01,146
U.S. Government agency obligations$23,927,0003,103
Securities issued by states & political subdivisions$1,306,0004,662
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$20,132,0002,205
Mortgage-backed securities$6,930,0003,403
Certificates of participation in pools of residential mortgages$6,930,0002,780
Issued or guaranteed by U.S.$6,930,0002,765
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)$25,233,0003,424
Total debt securities$25,232,0003,803
Structured notes
Amortized cost$12,977,000149
Fair value$12,993,000148
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$33,809,0003,167
U.S. Government securities$33,282,0002,455
U.S. Treasury securities$01,235
U.S. Government agency obligations$33,282,0002,405
Securities issued by states & political subdivisions$527,0005,306
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$14,972,0002,678
Mortgage-backed securities$7,890,0003,068
Certificates of participation in pools of residential mortgages$7,890,0002,436
Issued or guaranteed by U.S.$7,890,0002,425
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)$33,809,0002,775
Total debt securities$33,808,0003,126
Structured notes
Amortized cost$15,471,000152
Fair value$15,406,000152
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$33,769,0003,164
U.S. Government securities$33,769,0002,424
U.S. Treasury securities$01,362
U.S. Government agency obligations$33,769,0002,356
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,875,0002,684
Mortgage-backed securities$8,688,0002,887
Certificates of participation in pools of residential mortgages$8,688,0002,255
Issued or guaranteed by U.S.$8,688,0002,242
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)$33,769,0002,761
Total debt securities$33,770,0003,124
Structured notes
Amortized cost$15,462,000168
Fair value$15,164,000169
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$30,571,0003,408
U.S. Government securities$30,571,0002,645
U.S. Treasury securities$01,448
U.S. Government agency obligations$30,571,0002,579
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,082,0002,673
Mortgage-backed securities$9,273,0002,754
Certificates of participation in pools of residential mortgages$9,273,0002,167
Issued or guaranteed by U.S.$9,273,0002,158
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)$30,571,0002,967
Total debt securities$30,571,0003,365
Structured notes
Amortized cost$12,470,000260
Fair value$12,339,000255
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$33,256,0003,217
U.S. Government securities$33,256,0002,522
U.S. Treasury securities$01,498
U.S. Government agency obligations$33,256,0002,457
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,189,0002,789
Mortgage-backed securities$9,999,0002,646
Certificates of participation in pools of residential mortgages$9,999,0002,081
Issued or guaranteed by U.S.$9,999,0002,070
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)$33,256,0002,797
Total debt securities$33,255,0003,182
Structured notes
Amortized cost$13,492,000249
Fair value$13,313,000248
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$28,470,0003,630
U.S. Government securities$28,470,0002,887
U.S. Treasury securities$01,574
U.S. Government agency obligations$28,470,0002,808
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,485,0003,181
Mortgage-backed securities$6,062,0003,329
Certificates of participation in pools of residential mortgages$6,062,0002,749
Issued or guaranteed by U.S.$6,062,0002,736
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)$28,470,0003,160
Total debt securities$28,471,0003,581
Structured notes
Amortized cost$13,739,000277
Fair value$13,491,000276
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$28,937,0003,577
U.S. Government securities$28,937,0002,836
U.S. Treasury securities$01,634
U.S. Government agency obligations$28,937,0002,748
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,444,0003,163
Mortgage-backed securities$6,792,0003,176
Certificates of participation in pools of residential mortgages$6,792,0002,625
Issued or guaranteed by U.S.$6,792,0002,611
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)$28,937,0003,114
Total debt securities$28,937,0003,525
Structured notes
Amortized cost$13,737,000301
Fair value$13,288,000303
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$27,005,0003,819
U.S. Government securities$27,005,0003,033
U.S. Treasury securities$01,715
U.S. Government agency obligations$27,005,0002,940
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,717,0003,108
Mortgage-backed securities$7,635,0003,044
Certificates of participation in pools of residential mortgages$7,635,0002,492
Issued or guaranteed by U.S.$7,635,0002,482
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)$27,005,0003,323
Total debt securities$27,005,0003,763
Structured notes
Amortized cost$10,737,000409
Fair value$10,446,000410
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$25,931,0003,960
U.S. Government securities$25,911,0003,145
U.S. Treasury securities$01,737
U.S. Government agency obligations$25,911,0003,045
Securities issued by states & political subdivisions$20,0006,378
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$11,942,0003,049
Mortgage-backed securities$9,488,0002,764
Certificates of participation in pools of residential mortgages$9,488,0002,230
Issued or guaranteed by U.S.$9,488,0002,218
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)$25,931,0003,427
Total debt securities$25,930,0003,890
Structured notes
Amortized cost$10,735,000406
Fair value$10,477,000406
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$24,335,0004,066
U.S. Government securities$24,315,0003,255
U.S. Treasury securities$01,786
U.S. Government agency obligations$24,315,0003,140
Securities issued by states & political subdivisions$20,0006,418
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$12,258,0002,976
Mortgage-backed securities$10,737,0002,625
Certificates of participation in pools of residential mortgages$10,737,0002,105
Issued or guaranteed by U.S.$10,737,0002,094
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)$24,335,0003,513
Total debt securities$24,336,0004,015
Structured notes
Amortized cost$10,734,000406
Fair value$10,601,000405
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$26,794,0003,870
U.S. Government securities$26,774,0003,064
U.S. Treasury securities$01,839
U.S. Government agency obligations$26,774,0002,950
Securities issued by states & political subdivisions$20,0006,433
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$12,535,0002,929
Mortgage-backed securities$11,147,0002,654
Certificates of participation in pools of residential mortgages$11,147,0002,123
Issued or guaranteed by U.S.$11,147,0002,110
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)$26,794,0003,351
Total debt securities$26,796,0003,806
Structured notes
Amortized cost$10,733,000408
Fair value$10,638,000409
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$24,541,0004,156
U.S. Government securities$24,521,0003,339
U.S. Treasury securities$01,963
U.S. Government agency obligations$24,521,0003,209
Securities issued by states & political subdivisions$20,0006,485
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$12,660,0002,916
Mortgage-backed securities$11,040,0002,753
Certificates of participation in pools of residential mortgages$11,040,0002,196
Issued or guaranteed by U.S.$11,040,0002,187
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)$24,541,0003,597
Total debt securities$24,541,0004,098
Structured notes
Amortized cost$10,731,000397
Fair value$10,490,000398
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$22,977,0004,359
U.S. Government securities$22,618,0003,556
U.S. Treasury securities$01,963
U.S. Government agency obligations$22,618,0003,432
Securities issued by states & political subdivisions$359,0005,871
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,035,0003,161
Mortgage-backed securities$12,037,0002,665
Certificates of participation in pools of residential mortgages$12,037,0002,116
Issued or guaranteed by U.S.$12,037,0002,107
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)$22,977,0003,775
Total debt securities$22,976,0004,288
Structured notes
Amortized cost$10,730,000394
Fair value$10,581,000395
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$27,514,0003,859
U.S. Government securities$27,156,0003,072
U.S. Treasury securities$01,990
U.S. Government agency obligations$27,156,0002,956
Securities issued by states & political subdivisions$358,0005,915
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$9,380,0003,444
Mortgage-backed securities$13,162,0002,526
Certificates of participation in pools of residential mortgages$13,162,0002,009
Issued or guaranteed by U.S.$13,162,0002,002
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)$27,514,0003,338
Total debt securities$27,514,0003,789
Structured notes
Amortized cost$14,028,000295
Fair value$13,994,000297
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$28,269,0003,826
U.S. Government securities$27,948,0003,021
U.S. Treasury securities$02,098
U.S. Government agency obligations$27,948,0002,903
Securities issued by states & political subdivisions$321,0006,011
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$9,522,0003,394
Mortgage-backed securities$14,376,0002,432
Certificates of participation in pools of residential mortgages$14,376,0001,904
Issued or guaranteed by U.S.$14,376,0001,897
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)$28,269,0003,295
Total debt securities$28,269,0003,748
Structured notes
Amortized cost$14,026,000284
Fair value$13,572,000290
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$26,891,0003,956
U.S. Government securities$26,534,0003,127
U.S. Treasury securities$02,082
U.S. Government agency obligations$26,534,0003,020
Securities issued by states & political subdivisions$357,0005,966
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$10,153,0003,238
Mortgage-backed securities$12,457,0002,685
Certificates of participation in pools of residential mortgages$12,457,0002,116
Issued or guaranteed by U.S.$12,457,0002,108
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)$26,891,0003,433
Total debt securities$26,890,0003,879
Structured notes
Amortized cost$14,025,000231
Fair value$14,077,000234
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$27,826,0003,922
U.S. Government securities$25,312,0003,307
U.S. Treasury securities$02,227
U.S. Government agency obligations$25,312,0003,191
Securities issued by states & political subdivisions$2,514,0004,103
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$10,280,0003,120
Mortgage-backed securities$13,412,0002,584
Certificates of participation in pools of residential mortgages$13,412,0002,050
Issued or guaranteed by U.S.$13,412,0002,036
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)$27,826,0003,381
Total debt securities$27,827,0003,850
Structured notes
Amortized cost$12,022,000241
Fair value$11,900,000244
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$19,173,0004,850
U.S. Government securities$16,751,0004,263
U.S. Treasury securities$02,287
U.S. Government agency obligations$16,751,0004,092
Securities issued by states & political subdivisions$2,422,0004,171
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$9,193,0003,248
Mortgage-backed securities$8,566,0003,235
Certificates of participation in pools of residential mortgages$8,566,0002,629
Issued or guaranteed by U.S.$8,566,0002,620
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)$19,173,0004,234
Total debt securities$19,173,0004,764
Structured notes
Amortized cost$8,279,000308
Fair value$8,185,000308
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$17,482,0005,057
U.S. Government securities$17,461,0004,052
U.S. Treasury securities$02,322
U.S. Government agency obligations$17,461,0003,899
Securities issued by states & political subdivisions$21,0006,761
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$15,081,0002,294
Mortgage-backed securities$12,403,0002,724
Certificates of participation in pools of residential mortgages$12,403,0002,106
Issued or guaranteed by U.S.$12,403,0002,095
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)$17,482,0004,412
Total debt securities$17,482,0004,961
Structured notes
Amortized cost$4,984,000418
Fair value$5,058,000389
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$23,566,0004,197
U.S. Government securities$23,545,0003,277
U.S. Treasury securities$02,382
U.S. Government agency obligations$23,545,0003,133
Securities issued by states & political subdivisions$21,0006,764
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$11,212,0002,847
Mortgage-backed securities$17,545,0002,201
Certificates of participation in pools of residential mortgages$17,545,0001,649
Issued or guaranteed by U.S.$17,545,0001,643
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)$23,566,0003,605
Total debt securities$23,566,0004,105
Structured notes
Amortized cost$5,969,000234
Fair value$6,000,000231
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$18,101,0004,941
U.S. Government securities$18,080,0003,965
U.S. Treasury securities$02,544
U.S. Government agency obligations$18,080,0003,799
Securities issued by states & political subdivisions$21,0006,793
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$9,907,0003,083
Mortgage-backed securities$15,009,0002,399
Certificates of participation in pools of residential mortgages$15,009,0001,780
Issued or guaranteed by U.S.$15,009,0001,770
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)$18,101,0004,262
Total debt securities$18,101,0004,858
Structured notes
Amortized cost$997,000973
Fair value$1,041,000736
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$18,190,0004,808
U.S. Government securities$18,170,0003,805
U.S. Treasury securities$03,182
U.S. Government agency obligations$18,170,0003,623
Securities issued by states & political subdivisions$20,0006,970
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$13,624,0002,380
Mortgage-backed securities$14,095,0002,323
Certificates of participation in pools of residential mortgages$14,095,0001,677
Issued or guaranteed by U.S.$14,095,0001,668
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)$18,190,0004,092
Total debt securities$18,190,0004,719
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$300,000157
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$21,745,0004,374
U.S. Government securities$21,387,0003,465
U.S. Treasury securities$04,186
U.S. Government agency obligations$21,387,0003,215
Securities issued by states & political subdivisions$20,0007,208
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$338,0004,729
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,630,0003,263
Mortgage-backed securities$8,878,0002,484
Certificates of participation in pools of residential mortgages$8,878,0001,883
Issued or guaranteed by U.S.$8,878,0001,872
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)$21,745,0003,555
Total debt securities$21,407,0004,305
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$27,912,0003,802
U.S. Government securities$27,068,0003,021
U.S. Treasury securities$05,412
U.S. Government agency obligations$27,068,0002,717
Securities issued by states & political subdivisions$527,0006,341
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$324,0004,689
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,534,0003,518
Mortgage-backed securities$14,488,0002,001
Certificates of participation in pools of residential mortgages$14,488,0001,451
Issued or guaranteed by U.S.$14,488,0001,437
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)$27,912,0002,991
Total debt securities$27,595,0003,739
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$32,991,0003,351
U.S. Government securities$23,644,0003,464
U.S. Treasury securities$06,820
U.S. Government agency obligations$23,644,0002,932
Securities issued by states & political subdivisions$9,036,0001,873
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$311,0004,536
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,272,0002,383
Mortgage-backed securities$14,148,0002,156
Certificates of participation in pools of residential mortgages$14,148,0001,558
Issued or guaranteed by U.S.$14,148,0001,546
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)$32,991,0002,547
Total debt securities$32,680,0003,288
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$33,606,0003,296
U.S. Government securities$23,745,0003,583
U.S. Treasury securities$1,022,0006,242
U.S. Government agency obligations$22,723,0002,901
Securities issued by states & political subdivisions$9,564,0001,542
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$297,0004,672
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,774,0001,974
Mortgage-backed securities$11,315,0002,448
Certificates of participation in pools of residential mortgages$11,315,0001,797
Issued or guaranteed by U.S.$11,315,0001,783
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$33,606,0002,370
Total debt securities$33,309,0003,249
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$38,981,0003,109
U.S. Government securities$30,894,0003,114
U.S. Treasury securities$08,776
U.S. Government agency obligations$30,894,0002,316
Securities issued by states & political subdivisions$7,817,0001,890
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$270,0004,730
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,255,0001,533
Mortgage-backed securities$16,003,0002,168
Certificates of participation in pools of residential mortgages$16,003,0001,573
Issued or guaranteed by U.S.$16,003,0001,558
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$38,981,0002,122
Total debt securities$38,711,0003,032
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$28,304,0004,265
U.S. Government securities$20,666,0004,527
U.S. Treasury securities$010,180
U.S. Government agency obligations$20,666,0003,224
Securities issued by states & political subdivisions$7,384,0001,992
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$254,0004,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,621,0002,437
Mortgage-backed securities$4,228,0004,827
Certificates of participation in pools of residential mortgages$4,228,0003,579
Issued or guaranteed by U.S.$4,228,0003,550
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$9,423,0003,544
Available-for-sale securities (fair market value)$18,881,0004,145
Total debt securities$28,050,0004,203
Structured notes
Amortized cost$5,653,000587
Fair value$5,481,000592
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$24,088,0005,132
U.S. Government securities$17,409,0005,479
U.S. Treasury securities$1,544,0008,807
U.S. Government agency obligations$15,865,0003,854
Securities issued by states & political subdivisions$6,437,0002,369
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$242,0004,424
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,930,0003,542
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
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)$11,464,0005,223
Available-for-sale securities (fair market value)$12,624,0004,073
Total debt securities$23,846,0005,087
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$22,814,0005,579
U.S. Government securities$16,567,0005,877
U.S. Treasury securities$3,588,0006,797
U.S. Government agency obligations$12,979,0004,638
Securities issued by states & political subdivisions$6,183,0002,492
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$64,0006,339
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,713,0004,242
Mortgage-backed securities$1,860,0007,421
Certificates of participation in pools of residential mortgages$1,860,0005,897
Issued or guaranteed by U.S.$1,860,0005,848
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$22,750,0005,453
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$23,526,0005,420
U.S. Government securities$17,454,0005,608
U.S. Treasury securities$1,025,00010,215
U.S. Government agency obligations$16,429,0003,841
Securities issued by states & political subdivisions$6,009,0002,324
Other domestic debt securities$07,520
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$05,875
Foreign debt securitiesNANA
Equity securities$63,0005,933
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,506,0005,518
Mortgage-backed securities$11,060,0003,485
Certificates of participation in pools of residential mortgages$11,060,0002,342
Issued or guaranteed by U.S.$11,060,0002,301
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$23,463,0005,327
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