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Bank of York, Securities

2025-03-31Rank
Total securities$38,936,0002,797
U.S. Government securities$31,568,0002,341
U.S. Treasury securities$02,481
U.S. Government agency obligations$31,568,0002,058
Securities issued by states & political subdivisions$7,368,0002,566
Other domestic debt securities$02,309
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$01,818
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,909,0001,870
Mortgage-backed securities$3,813,0003,160
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,813,0002,717
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$38,936,0002,587
Total debt securities$38,937,0002,778
Structured notes
Amortized cost$842,000749
Fair value$848,000734
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$44,124,0002,662
U.S. Government securities$35,752,0002,202
U.S. Treasury securities$02,543
U.S. Government agency obligations$35,752,0001,917
Securities issued by states & political subdivisions$8,372,0002,524
Other domestic debt securities$02,330
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,124,0001,903
Mortgage-backed securities$3,923,0003,132
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,923,0002,690
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$44,124,0002,447
Total debt securities$44,123,0002,643
Structured notes
Amortized cost$838,000776
Fair value$841,000756
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$50,517,0002,508
U.S. Government securities$42,056,0002,033
U.S. Treasury securities$02,583
U.S. Government agency obligations$42,056,0001,770
Securities issued by states & political subdivisions$8,461,0002,558
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,382,0001,884
Mortgage-backed securities$4,246,0003,120
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,246,0002,662
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$50,517,0002,305
Total debt securities$50,518,0002,492
Structured notes
Amortized cost$834,000798
Fair value$846,000785
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$50,220,0002,528
U.S. Government securities$41,814,0002,016
U.S. Treasury securities$02,648
U.S. Government agency obligations$41,814,0001,736
Securities issued by states & political subdivisions$8,406,0002,555
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,072,0001,907
Mortgage-backed securities$4,304,0003,092
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,304,0002,637
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$50,220,0002,312
Total debt securities$50,220,0002,508
Structured notes
Amortized cost$830,000832
Fair value$821,000818
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$50,485,0002,564
U.S. Government securities$41,794,0002,054
U.S. Treasury securities$02,737
U.S. Government agency obligations$41,794,0001,799
Securities issued by states & political subdivisions$8,691,0002,536
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,991,0001,928
Mortgage-backed securities$4,478,0003,067
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,478,0002,626
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$50,485,0002,341
Total debt securities$50,484,0002,545
Structured notes
Amortized cost$826,000851
Fair value$819,000835
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$44,055,0002,761
U.S. Government securities$34,821,0002,294
U.S. Treasury securities$02,754
U.S. Government agency obligations$34,821,0002,009
Securities issued by states & political subdivisions$9,234,0002,521
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,744,0001,927
Mortgage-backed securities$4,724,0003,036
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,724,0002,593
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$44,055,0002,536
Total debt securities$44,048,0002,742
Structured notes
Amortized cost$822,000899
Fair value$822,000880
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$43,885,0002,750
U.S. Government securities$34,097,0002,311
U.S. Treasury securities$02,809
U.S. Government agency obligations$34,097,0002,011
Securities issued by states & political subdivisions$9,788,0002,469
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$29,699,0001,909
Mortgage-backed securities$4,690,0003,034
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,690,0002,599
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)$43,885,0002,517
Total debt securities$43,885,0002,733
Structured notes
Amortized cost$818,000919
Fair value$795,000895
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$44,425,0002,788
U.S. Government securities$34,427,0002,356
U.S. Treasury securities$02,832
U.S. Government agency obligations$34,427,0002,046
Securities issued by states & political subdivisions$9,998,0002,497
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$29,768,0001,908
Mortgage-backed securities$5,058,0003,029
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,058,0002,589
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)$44,425,0002,553
Total debt securities$44,425,0002,770
Structured notes
Amortized cost$814,000968
Fair value$793,000954
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$45,689,0002,838
U.S. Government securities$35,000,0002,402
U.S. Treasury securities$02,901
U.S. Government agency obligations$35,000,0002,023
Securities issued by states & political subdivisions$10,689,0002,494
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$30,076,0001,843
Mortgage-backed securities$5,340,0003,051
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,340,0002,603
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)$45,689,0002,595
Total debt securities$45,689,0002,818
Structured notes
Amortized cost$810,000998
Fair value$802,000984
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$43,198,0002,948
U.S. Government securities$32,559,0002,505
U.S. Treasury securities$02,941
U.S. Government agency obligations$32,559,0002,105
Securities issued by states & political subdivisions$10,639,0002,540
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$29,569,0001,770
Mortgage-backed securities$5,510,0003,070
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,510,0002,609
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)$43,198,0002,693
Total debt securities$43,198,0002,930
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$40,638,0003,035
U.S. Government securities$30,439,0002,625
U.S. Treasury securities$02,957
U.S. Government agency obligations$30,439,0002,189
Securities issued by states & political subdivisions$10,199,0002,591
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$28,735,0001,724
Mortgage-backed securities$2,569,0003,400
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,569,0003,030
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)$40,638,0002,781
Total debt securities$40,631,0003,015
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$40,236,0003,086
U.S. Government securities$28,923,0002,721
U.S. Treasury securities$02,920
U.S. Government agency obligations$28,923,0002,288
Securities issued by states & political subdivisions$11,313,0002,540
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$29,856,0001,669
Mortgage-backed securities$2,884,0003,413
Certificates of participation in pools of residential mortgages$2,884,0003,110
Issued or guaranteed by U.S.$2,884,0003,018
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)$40,236,0002,860
Total debt securities$40,236,0003,070
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$41,751,0003,006
U.S. Government securities$29,641,0002,639
U.S. Treasury securities$02,666
U.S. Government agency obligations$29,641,0002,271
Securities issued by states & political subdivisions$12,110,0002,486
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$30,337,0001,611
Mortgage-backed securities$3,132,0003,388
Certificates of participation in pools of residential mortgages$3,132,0003,086
Issued or guaranteed by U.S.$3,132,0003,002
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)$41,751,0002,803
Total debt securities$41,749,0002,992
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$44,311,0002,850
U.S. Government securities$31,180,0002,433
U.S. Treasury securities$02,212
U.S. Government agency obligations$31,180,0002,207
Securities issued by states & political subdivisions$13,131,0002,453
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$29,137,0001,637
Mortgage-backed securities$3,567,0003,337
Certificates of participation in pools of residential mortgages$3,567,0003,017
Issued or guaranteed by U.S.$3,567,0002,925
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$44,311,0002,684
Total debt securities$44,311,0002,835
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$43,580,0002,808
U.S. Government securities$29,385,0002,415
U.S. Treasury securities$02,008
U.S. Government agency obligations$29,385,0002,233
Securities issued by states & political subdivisions$14,195,0002,364
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$25,357,0001,750
Mortgage-backed securities$3,928,0003,334
Certificates of participation in pools of residential mortgages$3,928,0002,971
Issued or guaranteed by U.S.$3,928,0002,888
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)$43,580,0002,646
Total debt securities$43,580,0002,793
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$42,505,0002,777
U.S. Government securities$27,807,0002,420
U.S. Treasury securities$01,913
U.S. Government agency obligations$27,807,0002,242
Securities issued by states & political subdivisions$14,698,0002,312
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$29,545,0001,568
Mortgage-backed securities$3,322,0003,410
Certificates of participation in pools of residential mortgages$3,322,0003,043
Issued or guaranteed by U.S.$3,322,0002,948
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)$42,505,0002,619
Total debt securities$42,506,0002,764
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$42,159,0002,684
U.S. Government securities$27,408,0002,304
U.S. Treasury securities$01,631
U.S. Government agency obligations$27,408,0002,167
Securities issued by states & political subdivisions$14,751,0002,242
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,560,0001,646
Mortgage-backed securities$3,814,0003,324
Certificates of participation in pools of residential mortgages$3,814,0002,937
Issued or guaranteed by U.S.$3,814,0002,844
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)$42,159,0002,520
Total debt securities$42,157,0002,668
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$42,476,0002,560
U.S. Government securities$27,210,0002,177
U.S. Treasury securities$01,194
U.S. Government agency obligations$27,210,0002,060
Securities issued by states & political subdivisions$15,266,0002,185
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$26,177,0001,629
Mortgage-backed securities$4,328,0003,238
Certificates of participation in pools of residential mortgages$4,328,0002,806
Issued or guaranteed by U.S.$4,328,0002,724
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)$42,476,0002,392
Total debt securities$42,474,0002,535
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$44,070,0002,409
U.S. Government securities$28,799,0002,046
U.S. Treasury securities$01,216
U.S. Government agency obligations$28,799,0001,945
Securities issued by states & political subdivisions$15,271,0002,077
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$27,453,0001,554
Mortgage-backed securities$5,020,0003,149
Certificates of participation in pools of residential mortgages$5,020,0002,684
Issued or guaranteed by U.S.$5,020,0002,605
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)$44,070,0002,248
Total debt securities$44,070,0002,386
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$45,309,0002,306
U.S. Government securities$29,497,0002,022
U.S. Treasury securities$01,251
U.S. Government agency obligations$29,497,0001,922
Securities issued by states & political subdivisions$15,812,0001,965
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$27,833,0001,569
Mortgage-backed securities$5,695,0003,076
Certificates of participation in pools of residential mortgages$5,695,0002,566
Issued or guaranteed by U.S.$5,695,0002,490
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$45,309,0002,142
Total debt securities$45,309,0002,283
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$46,097,0002,219
U.S. Government securities$29,617,0002,024
U.S. Treasury securities$01,297
U.S. Government agency obligations$29,617,0001,923
Securities issued by states & political subdivisions$16,480,0001,773
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$25,642,0001,587
Mortgage-backed securities$6,276,0003,013
Certificates of participation in pools of residential mortgages$6,276,0002,480
Issued or guaranteed by U.S.$6,276,0002,397
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$46,097,0002,074
Total debt securities$46,097,0002,199
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$46,159,0002,231
U.S. Government securities$30,865,0002,020
U.S. Treasury securities$01,363
U.S. Government agency obligations$30,865,0001,909
Securities issued by states & political subdivisions$15,294,0001,836
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$28,118,0001,479
Mortgage-backed securities$6,496,0002,959
Certificates of participation in pools of residential mortgages$6,496,0002,396
Issued or guaranteed by U.S.$6,496,0002,334
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$46,159,0002,074
Total debt securities$46,159,0002,210
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$47,235,0002,178
U.S. Government securities$31,810,0002,005
U.S. Treasury securities$01,429
U.S. Government agency obligations$31,810,0001,903
Securities issued by states & political subdivisions$15,425,0001,825
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$29,145,0001,453
Mortgage-backed securities$4,773,0003,165
Certificates of participation in pools of residential mortgages$4,773,0002,647
Issued or guaranteed by U.S.$4,773,0002,565
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$47,235,0002,014
Total debt securities$47,234,0002,162
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$47,150,0002,240
U.S. Government securities$32,288,0002,015
U.S. Treasury securities$01,467
U.S. Government agency obligations$32,288,0001,904
Securities issued by states & political subdivisions$14,862,0001,911
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$30,010,0001,462
Mortgage-backed securities$5,071,0003,126
Certificates of participation in pools of residential mortgages$5,071,0002,591
Issued or guaranteed by U.S.$5,071,0002,525
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$47,150,0002,062
Total debt securities$47,150,0002,224
Structured notes
Amortized cost$998,000633
Fair value$998,000584
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$48,286,0002,228
U.S. Government securities$33,084,0002,012
U.S. Treasury securities$01,516
U.S. Government agency obligations$33,084,0001,891
Securities issued by states & political subdivisions$15,202,0001,943
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$30,298,0001,477
Mortgage-backed securities$5,287,0003,118
Certificates of participation in pools of residential mortgages$5,287,0002,568
Issued or guaranteed by U.S.$5,287,0002,506
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$48,286,0002,049
Total debt securities$48,286,0002,210
Structured notes
Amortized cost$1,998,000457
Fair value$1,994,000413
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$45,645,0002,347
U.S. Government securities$31,399,0002,083
U.S. Treasury securities$01,513
U.S. Government agency obligations$31,399,0001,965
Securities issued by states & political subdivisions$14,246,0002,064
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$30,387,0001,485
Mortgage-backed securities$5,434,0003,112
Certificates of participation in pools of residential mortgages$5,434,0002,552
Issued or guaranteed by U.S.$5,434,0002,509
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$45,645,0002,164
Total debt securities$45,645,0002,331
Structured notes
Amortized cost$998,000665
Fair value$985,000623
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$44,754,0002,392
U.S. Government securities$30,509,0002,148
U.S. Treasury securities$01,500
U.S. Government agency obligations$30,509,0002,033
Securities issued by states & political subdivisions$14,245,0002,094
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$30,864,0001,453
Mortgage-backed securities$4,608,0003,246
Certificates of participation in pools of residential mortgages$4,608,0002,741
Issued or guaranteed by U.S.$4,608,0002,724
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$44,754,0002,194
Total debt securities$44,754,0002,374
Structured notes
Amortized cost$998,000654
Fair value$974,000616
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$44,049,0002,462
U.S. Government securities$24,368,0002,445
U.S. Treasury securities$01,475
U.S. Government agency obligations$24,368,0002,326
Securities issued by states & political subdivisions$14,966,0002,082
Other domestic debt securities$4,715,000967
Privately issued residential mortgage-backed securities$4,715,000294
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$31,446,0001,472
Mortgage-backed securities$4,898,0003,244
Certificates of participation in pools of residential mortgages$4,898,0002,739
Issued or guaranteed by U.S.$183,0003,984
Privately issued$4,715,000150
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$44,049,0002,260
Total debt securities$44,049,0002,447
Structured notes
Amortized cost$998,000660
Fair value$976,000627
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$47,411,0002,355
U.S. Government securities$32,134,0002,107
U.S. Treasury securities$01,426
U.S. Government agency obligations$32,134,0002,007
Securities issued by states & political subdivisions$15,277,0002,095
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$34,367,0001,394
Mortgage-backed securities$5,169,0003,228
Certificates of participation in pools of residential mortgages$5,169,0002,744
Issued or guaranteed by U.S.$5,169,0002,742
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$47,411,0002,153
Total debt securities$47,411,0002,335
Structured notes
Amortized cost$997,000648
Fair value$982,000592
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$49,165,0002,320
U.S. Government securities$32,765,0002,093
U.S. Treasury securities$01,328
U.S. Government agency obligations$32,765,0002,005
Securities issued by states & political subdivisions$16,400,0002,071
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$34,990,0001,407
Mortgage-backed securities$5,498,0003,209
Certificates of participation in pools of residential mortgages$5,498,0002,722
Issued or guaranteed by U.S.$5,498,0002,720
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$49,165,0002,135
Total debt securities$49,165,0002,300
Structured notes
Amortized cost$997,000651
Fair value$988,000602
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$49,281,0002,344
U.S. Government securities$33,444,0002,083
U.S. Treasury securities$01,313
U.S. Government agency obligations$33,444,0001,983
Securities issued by states & political subdivisions$15,837,0002,135
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,707,0001,411
Mortgage-backed securities$5,844,0003,209
Certificates of participation in pools of residential mortgages$5,844,0002,704
Issued or guaranteed by U.S.$5,844,0002,702
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$49,281,0002,157
Total debt securities$49,281,0002,320
Structured notes
Amortized cost$997,000684
Fair value$995,000625
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$45,211,0002,531
U.S. Government securities$28,959,0002,355
U.S. Treasury securities$01,351
U.S. Government agency obligations$28,959,0002,254
Securities issued by states & political subdivisions$16,252,0002,122
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$30,229,0001,578
Mortgage-backed securities$6,180,0003,193
Certificates of participation in pools of residential mortgages$6,180,0002,684
Issued or guaranteed by U.S.$6,180,0002,683
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$45,211,0002,319
Total debt securities$45,211,0002,512
Structured notes
Amortized cost$997,000729
Fair value$996,000671
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$44,600,0002,588
U.S. Government securities$29,440,0002,342
U.S. Treasury securities$01,390
U.S. Government agency obligations$29,440,0002,244
Securities issued by states & political subdivisions$15,160,0002,220
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$28,334,0001,669
Mortgage-backed securities$6,477,0003,195
Certificates of participation in pools of residential mortgages$6,477,0002,680
Issued or guaranteed by U.S.$6,477,0002,679
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$44,600,0002,360
Total debt securities$44,600,0002,571
Structured notes
Amortized cost$997,000760
Fair value$996,000680
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$43,616,0002,598
U.S. Government securities$28,895,0002,357
U.S. Treasury securities$01,367
U.S. Government agency obligations$28,895,0002,255
Securities issued by states & political subdivisions$14,721,0002,284
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$27,763,0001,679
Mortgage-backed securities$6,793,0003,145
Certificates of participation in pools of residential mortgages$6,793,0002,652
Issued or guaranteed by U.S.$6,793,0002,648
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$43,616,0002,366
Total debt securities$43,616,0002,575
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$44,036,0002,592
U.S. Government securities$29,166,0002,333
U.S. Treasury securities$01,214
U.S. Government agency obligations$29,166,0002,249
Securities issued by states & political subdivisions$14,870,0002,287
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,876,0001,643
Mortgage-backed securities$7,529,0003,065
Certificates of participation in pools of residential mortgages$7,529,0002,571
Issued or guaranteed by U.S.$7,529,0002,570
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$44,036,0002,367
Total debt securities$44,036,0002,572
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$36,256,0002,945
U.S. Government securities$24,648,0002,646
U.S. Treasury securities$01,253
U.S. Government agency obligations$24,648,0002,544
Securities issued by states & political subdivisions$11,608,0002,606
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$26,084,0001,794
Mortgage-backed securities$3,354,0003,773
Certificates of participation in pools of residential mortgages$3,354,0003,367
Issued or guaranteed by U.S.$3,354,0003,363
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$36,256,0002,700
Total debt securities$36,256,0002,926
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$35,959,0003,011
U.S. Government securities$24,505,0002,721
U.S. Treasury securities$01,296
U.S. Government agency obligations$24,505,0002,621
Securities issued by states & political subdivisions$11,454,0002,608
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$27,361,0001,758
Mortgage-backed securities$3,593,0003,759
Certificates of participation in pools of residential mortgages$3,593,0003,341
Issued or guaranteed by U.S.$3,593,0003,340
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$35,959,0002,748
Total debt securities$35,959,0002,991
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$36,558,0003,000
U.S. Government securities$24,946,0002,726
U.S. Treasury securities$01,367
U.S. Government agency obligations$24,946,0002,627
Securities issued by states & political subdivisions$11,612,0002,627
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$27,822,0001,736
Mortgage-backed securities$3,809,0003,728
Certificates of participation in pools of residential mortgages$3,809,0003,305
Issued or guaranteed by U.S.$3,809,0003,302
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$36,558,0002,732
Total debt securities$36,558,0002,980
Structured notes
Amortized cost$1,989,000812
Fair value$1,993,000742
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$38,295,0002,948
U.S. Government securities$26,657,0002,665
U.S. Treasury securities$01,303
U.S. Government agency obligations$26,657,0002,574
Securities issued by states & political subdivisions$11,638,0002,622
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$28,523,0001,718
Mortgage-backed securities$4,066,0003,723
Certificates of participation in pools of residential mortgages$4,066,0003,284
Issued or guaranteed by U.S.$4,066,0003,280
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$38,295,0002,697
Total debt securities$38,295,0002,924
Structured notes
Amortized cost$2,988,000714
Fair value$3,002,000673
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$37,854,0003,018
U.S. Government securities$25,085,0002,845
U.S. Treasury securities$01,348
U.S. Government agency obligations$25,085,0002,758
Securities issued by states & political subdivisions$12,769,0002,506
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$27,959,0001,752
Mortgage-backed securities$4,360,0003,750
Certificates of participation in pools of residential mortgages$4,360,0003,296
Issued or guaranteed by U.S.$4,360,0003,294
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$37,854,0002,761
Total debt securities$37,854,0002,995
Structured notes
Amortized cost$3,988,000664
Fair value$3,976,000642
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$37,824,0003,079
U.S. Government securities$24,918,0002,907
U.S. Treasury securities$01,327
U.S. Government agency obligations$24,918,0002,826
Securities issued by states & political subdivisions$12,906,0002,482
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$28,167,0001,765
Mortgage-backed securities$4,707,0003,752
Certificates of participation in pools of residential mortgages$4,707,0003,288
Issued or guaranteed by U.S.$4,707,0003,286
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$37,824,0002,817
Total debt securities$37,824,0003,051
Structured notes
Amortized cost$3,987,000718
Fair value$4,002,000685
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$39,282,0003,037
U.S. Government securities$24,236,0003,010
U.S. Treasury securities$01,361
U.S. Government agency obligations$24,236,0002,914
Securities issued by states & political subdivisions$15,046,0002,252
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$22,184,0002,094
Mortgage-backed securities$4,980,0003,769
Certificates of participation in pools of residential mortgages$4,980,0003,289
Issued or guaranteed by U.S.$4,980,0003,285
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$39,282,0002,778
Total debt securities$39,282,0003,015
Structured notes
Amortized cost$3,986,000756
Fair value$3,969,000731
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$44,468,0002,850
U.S. Government securities$24,874,0003,049
U.S. Treasury securities$01,381
U.S. Government agency obligations$24,874,0002,939
Securities issued by states & political subdivisions$19,594,0001,869
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$22,490,0002,072
Mortgage-backed securities$5,250,0003,793
Certificates of participation in pools of residential mortgages$5,250,0003,316
Issued or guaranteed by U.S.$5,250,0003,314
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$44,468,0002,591
Total debt securities$44,468,0002,824
Structured notes
Amortized cost$3,985,000847
Fair value$3,941,000825
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$44,192,0002,910
U.S. Government securities$24,394,0003,118
U.S. Treasury securities$01,342
U.S. Government agency obligations$24,394,0003,024
Securities issued by states & political subdivisions$19,798,0001,865
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$22,915,0002,053
Mortgage-backed securities$5,617,0003,797
Certificates of participation in pools of residential mortgages$5,617,0003,302
Issued or guaranteed by U.S.$5,617,0003,301
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$44,192,0002,652
Total debt securities$44,192,0002,886
Structured notes
Amortized cost$3,985,000874
Fair value$3,951,000855
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$45,162,0002,887
U.S. Government securities$25,644,0003,036
U.S. Treasury securities$01,198
U.S. Government agency obligations$25,644,0002,958
Securities issued by states & political subdivisions$19,518,0001,883
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$23,625,0002,043
Mortgage-backed securities$9,854,0003,214
Certificates of participation in pools of residential mortgages$9,854,0002,681
Issued or guaranteed by U.S.$9,854,0002,681
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$45,162,0002,634
Total debt securities$45,162,0002,857
Structured notes
Amortized cost$4,984,000760
Fair value$4,909,000733
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$44,750,0002,904
U.S. Government securities$25,979,0002,994
U.S. Treasury securities$01,131
U.S. Government agency obligations$25,979,0002,916
Securities issued by states & political subdivisions$18,771,0001,940
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$23,857,0002,009
Mortgage-backed securities$10,196,0003,181
Certificates of participation in pools of residential mortgages$10,196,0002,638
Issued or guaranteed by U.S.$10,196,0002,638
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$44,750,0002,646
Total debt securities$44,750,0002,876
Structured notes
Amortized cost$4,000,000836
Fair value$3,881,000843
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$46,668,0002,849
U.S. Government securities$26,774,0002,969
U.S. Treasury securities$01,131
U.S. Government agency obligations$26,774,0002,896
Securities issued by states & political subdivisions$19,894,0001,860
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$24,483,0001,951
Mortgage-backed securities$10,808,0003,126
Certificates of participation in pools of residential mortgages$10,808,0002,565
Issued or guaranteed by U.S.$10,808,0002,563
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$46,668,0002,595
Total debt securities$46,668,0002,822
Structured notes
Amortized cost$4,000,000820
Fair value$3,919,000834
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$43,563,0002,955
U.S. Government securities$24,563,0003,132
U.S. Treasury securities$01,152
U.S. Government agency obligations$24,563,0003,052
Securities issued by states & political subdivisions$19,000,0001,934
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$25,041,0001,902
Mortgage-backed securities$11,421,0003,064
Certificates of participation in pools of residential mortgages$11,421,0002,470
Issued or guaranteed by U.S.$11,421,0002,469
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$43,563,0002,710
Total debt securities$43,563,0002,928
Structured notes
Amortized cost$3,000,000952
Fair value$2,916,000975
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$42,138,0003,041
U.S. Government securities$24,578,0003,144
U.S. Treasury securities$01,161
U.S. Government agency obligations$24,578,0003,070
Securities issued by states & political subdivisions$17,560,0002,030
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$21,644,0002,135
Mortgage-backed securities$9,071,0003,390
Certificates of participation in pools of residential mortgages$9,071,0002,788
Issued or guaranteed by U.S.$9,071,0002,787
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)$42,138,0002,814
Total debt securities$42,138,0003,008
Structured notes
Amortized cost$5,000,000702
Fair value$5,003,000712
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$42,108,0003,004
U.S. Government securities$25,497,0003,031
U.S. Treasury securities$01,135
U.S. Government agency obligations$25,497,0002,963
Securities issued by states & political subdivisions$16,611,0002,089
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$21,301,0002,132
Mortgage-backed securities$8,833,0003,458
Certificates of participation in pools of residential mortgages$8,833,0002,829
Issued or guaranteed by U.S.$8,833,0002,827
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)$42,108,0002,775
Total debt securities$42,108,0002,977
Structured notes
Amortized cost$6,000,000638
Fair value$6,013,000641
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$40,336,0003,117
U.S. Government securities$25,416,0003,100
U.S. Treasury securities$01,086
U.S. Government agency obligations$25,416,0003,045
Securities issued by states & political subdivisions$14,920,0002,198
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,153,0002,146
Mortgage-backed securities$7,005,0003,867
Certificates of participation in pools of residential mortgages$7,005,0003,274
Issued or guaranteed by U.S.$7,005,0003,273
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)$40,336,0002,886
Total debt securities$40,336,0003,091
Structured notes
Amortized cost$8,000,000519
Fair value$8,019,000532
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$38,133,0003,233
U.S. Government securities$27,577,0003,000
U.S. Treasury securities$01,068
U.S. Government agency obligations$27,577,0002,943
Securities issued by states & political subdivisions$10,556,0002,670
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$21,232,0002,167
Mortgage-backed securities$7,605,0003,805
Certificates of participation in pools of residential mortgages$7,605,0003,186
Issued or guaranteed by U.S.$7,605,0003,186
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)$38,133,0002,990
Total debt securities$38,133,0003,213
Structured notes
Amortized cost$6,119,000761
Fair value$6,144,000758
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$44,068,0002,958
U.S. Government securities$35,509,0002,560
U.S. Treasury securities$01,157
U.S. Government agency obligations$35,509,0002,506
Securities issued by states & political subdivisions$8,559,0002,889
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$21,093,0002,190
Mortgage-backed securities$12,625,0003,186
Certificates of participation in pools of residential mortgages$12,625,0002,524
Issued or guaranteed by U.S.$12,625,0002,518
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)$44,068,0002,718
Total debt securities$44,068,0002,934
Structured notes
Amortized cost$10,131,000575
Fair value$10,130,000575
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$40,884,0003,033
U.S. Government securities$33,161,0002,595
U.S. Treasury securities$01,076
U.S. Government agency obligations$33,161,0002,541
Securities issued by states & political subdivisions$7,723,0003,000
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$20,602,0002,117
Mortgage-backed securities$11,707,0003,201
Certificates of participation in pools of residential mortgages$11,564,0002,537
Issued or guaranteed by U.S.$11,564,0002,534
Privately issued$0121
Collaterized mortgage obligations$143,0003,619
CMOs issued by government agencies or sponsored agencies$143,0003,349
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)$40,884,0002,781
Total debt securities$40,884,0003,012
Structured notes
Amortized cost$9,997,000560
Fair value$10,043,000547
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$37,291,0003,152
U.S. Government securities$30,015,0002,727
U.S. Treasury securities$01,126
U.S. Government agency obligations$30,015,0002,655
Securities issued by states & political subdivisions$7,276,0003,021
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$22,368,0001,944
Mortgage-backed securities$9,681,0003,401
Certificates of participation in pools of residential mortgages$9,519,0002,730
Issued or guaranteed by U.S.$9,519,0002,726
Privately issued$0132
Collaterized mortgage obligations$162,0003,612
CMOs issued by government agencies or sponsored agencies$162,0003,338
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)$37,291,0002,882
Total debt securities$37,291,0003,129
Structured notes
Amortized cost$10,996,000525
Fair value$11,051,000517
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$36,910,0003,194
U.S. Government securities$29,269,0002,857
U.S. Treasury securities$01,225
U.S. Government agency obligations$29,269,0002,771
Securities issued by states & political subdivisions$7,641,0002,893
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$21,706,0002,054
Mortgage-backed securities$9,121,0003,459
Certificates of participation in pools of residential mortgages$8,934,0002,789
Issued or guaranteed by U.S.$8,934,0002,782
Privately issued$0125
Collaterized mortgage obligations$187,0003,583
CMOs issued by government agencies or sponsored agencies$187,0003,297
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)$36,910,0002,917
Total debt securities$36,910,0003,168
Structured notes
Amortized cost$11,994,000589
Fair value$12,037,000583
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$37,355,0003,123
U.S. Government securities$29,424,0002,821
U.S. Treasury securities$01,272
U.S. Government agency obligations$29,424,0002,731
Securities issued by states & political subdivisions$7,931,0002,806
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$21,484,0002,084
Mortgage-backed securities$9,635,0003,326
Certificates of participation in pools of residential mortgages$9,436,0002,658
Issued or guaranteed by U.S.$9,436,0002,653
Privately issued$0136
Collaterized mortgage obligations$199,0003,536
CMOs issued by government agencies or sponsored agencies$199,0003,249
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)$37,355,0002,846
Total debt securities$37,355,0003,096
Structured notes
Amortized cost$11,993,000610
Fair value$11,788,000616
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$36,903,0003,066
U.S. Government securities$29,099,0002,716
U.S. Treasury securities$01,275
U.S. Government agency obligations$29,099,0002,632
Securities issued by states & political subdivisions$7,804,0002,837
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$21,705,0002,017
Mortgage-backed securities$8,344,0003,403
Certificates of participation in pools of residential mortgages$8,131,0002,738
Issued or guaranteed by U.S.$8,131,0002,730
Privately issued$0141
Collaterized mortgage obligations$213,0003,512
CMOs issued by government agencies or sponsored agencies$213,0003,213
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)$36,903,0002,786
Total debt securities$36,903,0003,044
Structured notes
Amortized cost$11,993,000566
Fair value$11,746,000564
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$40,276,0002,846
U.S. Government securities$31,569,0002,526
U.S. Treasury securities$01,180
U.S. Government agency obligations$31,569,0002,445
Securities issued by states & political subdivisions$8,707,0002,596
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$21,463,0002,044
Mortgage-backed securities$9,289,0003,250
Certificates of participation in pools of residential mortgages$9,054,0002,554
Issued or guaranteed by U.S.$9,054,0002,547
Privately issued$0141
Collaterized mortgage obligations$235,0003,480
CMOs issued by government agencies or sponsored agencies$235,0003,172
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)$40,276,0002,566
Total debt securities$40,276,0002,818
Structured notes
Amortized cost$11,993,000510
Fair value$12,095,000505
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$34,183,0003,199
U.S. Government securities$28,068,0002,798
U.S. Treasury securities$01,121
U.S. Government agency obligations$28,068,0002,714
Securities issued by states & political subdivisions$6,115,0002,974
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$22,715,0001,982
Mortgage-backed securities$8,044,0003,436
Certificates of participation in pools of residential mortgages$7,790,0002,779
Issued or guaranteed by U.S.$7,790,0002,770
Privately issued$0148
Collaterized mortgage obligations$254,0003,377
CMOs issued by government agencies or sponsored agencies$254,0003,063
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)$34,183,0002,887
Total debt securities$34,183,0003,165
Structured notes
Amortized cost$7,998,000833
Fair value$8,074,000816
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$33,650,0003,253
U.S. Government securities$27,551,0002,869
U.S. Treasury securities$01,130
U.S. Government agency obligations$27,551,0002,796
Securities issued by states & political subdivisions$6,099,0002,961
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$21,688,0002,113
Mortgage-backed securities$8,079,0003,490
Certificates of participation in pools of residential mortgages$7,804,0002,852
Issued or guaranteed by U.S.$7,804,0002,844
Privately issued$0145
Collaterized mortgage obligations$275,0003,346
CMOs issued by government agencies or sponsored agencies$275,0003,017
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)$33,650,0002,930
Total debt securities$33,650,0003,222
Structured notes
Amortized cost$2,999,0001,470
Fair value$3,007,0001,415
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$35,132,0003,123
U.S. Government securities$31,478,0002,586
U.S. Treasury securities$01,077
U.S. Government agency obligations$31,478,0002,514
Securities issued by states & political subdivisions$3,654,0003,681
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$23,080,0002,037
Mortgage-backed securities$8,876,0003,419
Certificates of participation in pools of residential mortgages$8,588,0002,786
Issued or guaranteed by U.S.$8,588,0002,779
Privately issued$0157
Collaterized mortgage obligations$288,0003,345
CMOs issued by government agencies or sponsored agencies$288,0003,006
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)$35,132,0002,803
Total debt securities$35,132,0003,096
Structured notes
Amortized cost$2,999,0001,236
Fair value$3,000,0001,186
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$36,052,0003,084
U.S. Government securities$32,026,0002,545
U.S. Treasury securities$01,047
U.S. Government agency obligations$32,026,0002,486
Securities issued by states & political subdivisions$4,026,0003,558
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$23,705,0001,985
Mortgage-backed securities$8,306,0003,575
Certificates of participation in pools of residential mortgages$8,005,0002,980
Issued or guaranteed by U.S.$8,005,0002,970
Privately issued$0171
Collaterized mortgage obligations$301,0003,350
CMOs issued by government agencies or sponsored agencies$301,0003,007
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)$36,052,0002,763
Total debt securities$36,052,0003,054
Structured notes
Amortized cost$1,000,0001,528
Fair value$995,0001,710
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$37,960,0002,920
U.S. Government securities$33,800,0002,364
U.S. Treasury securities$01,036
U.S. Government agency obligations$33,800,0002,311
Securities issued by states & political subdivisions$4,160,0003,480
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$24,670,0001,927
Mortgage-backed securities$7,562,0003,753
Certificates of participation in pools of residential mortgages$7,562,0003,109
Issued or guaranteed by U.S.$7,562,0003,097
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)$37,960,0002,606
Total debt securities$37,960,0002,890
Structured notes
Amortized cost$293,0001,809
Fair value$297,0001,796
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$35,660,0003,067
U.S. Government securities$31,339,0002,577
U.S. Treasury securities$0981
U.S. Government agency obligations$31,339,0002,517
Securities issued by states & political subdivisions$4,321,0003,342
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$24,711,0001,958
Mortgage-backed securities$7,528,0003,821
Certificates of participation in pools of residential mortgages$7,528,0003,185
Issued or guaranteed by U.S.$7,528,0003,174
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)$35,660,0002,730
Total debt securities$35,660,0003,030
Structured notes
Amortized cost$305,0001,509
Fair value$309,0001,501
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$40,046,0002,764
U.S. Government securities$35,784,0002,281
U.S. Treasury securities$0973
U.S. Government agency obligations$35,784,0002,243
Securities issued by states & political subdivisions$4,262,0003,326
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$23,487,0002,038
Mortgage-backed securities$6,882,0003,884
Certificates of participation in pools of residential mortgages$6,882,0003,265
Issued or guaranteed by U.S.$6,882,0003,252
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)$40,046,0002,464
Total debt securities$40,046,0002,733
Structured notes
Amortized cost$312,0001,545
Fair value$316,0001,540
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$31,047,0003,308
U.S. Government securities$26,709,0002,829
U.S. Treasury securities$01,019
U.S. Government agency obligations$26,709,0002,777
Securities issued by states & political subdivisions$4,338,0003,295
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$18,576,0002,388
Mortgage-backed securities$7,009,0003,757
Certificates of participation in pools of residential mortgages$7,009,0003,152
Issued or guaranteed by U.S.$7,009,0003,141
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)$31,047,0002,942
Total debt securities$31,047,0003,275
Structured notes
Amortized cost$316,0001,540
Fair value$320,0001,537
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$29,690,0003,475
U.S. Government securities$24,986,0003,016
U.S. Treasury securities$01,021
U.S. Government agency obligations$24,986,0002,957
Securities issued by states & political subdivisions$4,704,0003,199
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$19,821,0002,250
Mortgage-backed securities$5,491,0004,087
Certificates of participation in pools of residential mortgages$5,491,0003,501
Issued or guaranteed by U.S.$5,491,0003,485
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)$29,690,0003,083
Total debt securities$29,690,0003,431
Structured notes
Amortized cost$322,0001,583
Fair value$326,0001,577
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$28,259,0003,570
U.S. Government securities$23,756,0003,127
U.S. Treasury securities$01,044
U.S. Government agency obligations$23,756,0003,070
Securities issued by states & political subdivisions$4,503,0003,265
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$19,821,0002,233
Mortgage-backed securities$3,776,0004,472
Certificates of participation in pools of residential mortgages$3,776,0003,926
Issued or guaranteed by U.S.$3,776,0003,911
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)$28,259,0003,190
Total debt securities$28,259,0003,520
Structured notes
Amortized cost$330,0001,729
Fair value$335,0001,729
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$28,124,0003,603
U.S. Government securities$23,630,0003,203
U.S. Treasury securities$01,146
U.S. Government agency obligations$23,630,0003,135
Securities issued by states & political subdivisions$4,494,0003,252
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$19,540,0002,255
Mortgage-backed securities$3,923,0004,169
Certificates of participation in pools of residential mortgages$3,923,0003,561
Issued or guaranteed by U.S.$3,923,0003,546
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)$28,124,0003,186
Total debt securities$28,124,0003,553
Structured notes
Amortized cost$343,0002,216
Fair value$348,0002,213
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$29,974,0003,453
U.S. Government securities$25,483,0003,061
U.S. Treasury securities$01,235
U.S. Government agency obligations$25,483,0003,001
Securities issued by states & political subdivisions$4,491,0003,247
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$19,028,0002,268
Mortgage-backed securities$4,010,0003,976
Certificates of participation in pools of residential mortgages$4,010,0003,357
Issued or guaranteed by U.S.$4,010,0003,343
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)$29,974,0003,031
Total debt securities$29,974,0003,416
Structured notes
Amortized cost$351,0002,433
Fair value$357,0002,433
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$30,671,0003,379
U.S. Government securities$26,221,0003,008
U.S. Treasury securities$01,362
U.S. Government agency obligations$26,221,0002,935
Securities issued by states & political subdivisions$4,450,0003,241
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$18,728,0002,291
Mortgage-backed securities$4,096,0003,899
Certificates of participation in pools of residential mortgages$4,096,0003,278
Issued or guaranteed by U.S.$4,096,0003,267
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)$30,671,0002,970
Total debt securities$30,671,0003,340
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$29,519,0003,488
U.S. Government securities$24,763,0003,143
U.S. Treasury securities$01,448
U.S. Government agency obligations$24,763,0003,054
Securities issued by states & political subdivisions$4,756,0003,153
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$18,951,0002,275
Mortgage-backed securities$3,362,0004,165
Certificates of participation in pools of residential mortgages$3,362,0003,551
Issued or guaranteed by U.S.$3,362,0003,533
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)$29,519,0003,039
Total debt securities$29,519,0003,452
Structured notes
Amortized cost$387,0002,573
Fair value$395,0002,566
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$30,091,0003,465
U.S. Government securities$25,330,0003,131
U.S. Treasury securities$01,498
U.S. Government agency obligations$25,330,0003,045
Securities issued by states & political subdivisions$4,761,0003,190
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$19,093,0002,273
Mortgage-backed securities$3,961,0003,946
Certificates of participation in pools of residential mortgages$3,961,0003,327
Issued or guaranteed by U.S.$3,961,0003,313
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)$30,091,0003,007
Total debt securities$30,091,0003,421
Structured notes
Amortized cost$410,0002,651
Fair value$418,0002,649
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$28,957,0003,583
U.S. Government securities$24,505,0003,245
U.S. Treasury securities$01,574
U.S. Government agency obligations$24,505,0003,154
Securities issued by states & political subdivisions$4,452,0003,255
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$19,011,0002,269
Mortgage-backed securities$4,238,0003,847
Certificates of participation in pools of residential mortgages$4,238,0003,240
Issued or guaranteed by U.S.$4,238,0003,224
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)$28,957,0003,119
Total debt securities$28,957,0003,533
Structured notes
Amortized cost$403,0002,788
Fair value$422,0002,780
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$28,008,0003,657
U.S. Government securities$23,575,0003,345
U.S. Treasury securities$01,634
U.S. Government agency obligations$23,575,0003,234
Securities issued by states & political subdivisions$4,433,0003,251
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$18,878,0002,263
Mortgage-backed securities$4,425,0003,776
Certificates of participation in pools of residential mortgages$4,425,0003,196
Issued or guaranteed by U.S.$4,425,0003,185
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)$28,008,0003,183
Total debt securities$28,008,0003,603
Structured notes
Amortized cost$447,0002,835
Fair value$446,0002,830
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$27,433,0003,771
U.S. Government securities$22,988,0003,446
U.S. Treasury securities$01,715
U.S. Government agency obligations$22,988,0003,329
Securities issued by states & political subdivisions$4,445,0003,262
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$18,532,0002,283
Mortgage-backed securities$4,806,0003,711
Certificates of participation in pools of residential mortgages$4,806,0003,126
Issued or guaranteed by U.S.$4,806,0003,113
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)$27,433,0003,281
Total debt securities$27,433,0003,723
Structured notes
Amortized cost$477,0002,815
Fair value$477,0002,814
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$27,418,0003,806
U.S. Government securities$22,956,0003,435
U.S. Treasury securities$01,737
U.S. Government agency obligations$22,956,0003,319
Securities issued by states & political subdivisions$4,462,0003,254
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$18,272,0002,295
Mortgage-backed securities$5,240,0003,629
Certificates of participation in pools of residential mortgages$5,240,0003,047
Issued or guaranteed by U.S.$5,240,0003,035
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)$27,418,0003,294
Total debt securities$27,418,0003,748
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$25,209,0003,991
U.S. Government securities$21,300,0003,596
U.S. Treasury securities$01,786
U.S. Government agency obligations$21,300,0003,458
Securities issued by states & political subdivisions$3,909,0003,452
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,695,0003,427
Mortgage-backed securities$4,510,0003,856
Certificates of participation in pools of residential mortgages$4,510,0003,276
Issued or guaranteed by U.S.$4,510,0003,265
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)$25,209,0003,448
Total debt securities$25,209,0003,928
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$22,821,0004,272
U.S. Government securities$19,515,0003,856
U.S. Treasury securities$01,839
U.S. Government agency obligations$19,515,0003,727
Securities issued by states & political subdivisions$3,306,0003,673
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,708,0003,420
Mortgage-backed securities$3,705,0004,218
Certificates of participation in pools of residential mortgages$3,705,0003,632
Issued or guaranteed by U.S.$3,705,0003,617
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)$22,821,0003,706
Total debt securities$22,821,0004,216
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$19,702,0004,752
U.S. Government securities$16,642,0004,349
U.S. Treasury securities$01,963
U.S. Government agency obligations$16,642,0004,216
Securities issued by states & political subdivisions$3,060,0003,759
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,679,0003,421
Mortgage-backed securities$1,879,0005,072
Certificates of participation in pools of residential mortgages$1,879,0004,510
Issued or guaranteed by U.S.$1,879,0004,496
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)$19,702,0004,130
Total debt securities$19,702,0004,697
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$17,186,0005,140
U.S. Government securities$15,049,0004,627
U.S. Treasury securities$01,963
U.S. Government agency obligations$15,049,0004,482
Securities issued by states & political subdivisions$2,137,0004,261
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,801,0003,392
Mortgage-backed securities$1,127,0005,551
Certificates of participation in pools of residential mortgages$1,127,0005,024
Issued or guaranteed by U.S.$1,127,0005,011
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)$17,186,0004,489
Total debt securities$17,186,0005,076
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$15,531,0005,427
U.S. Government securities$13,184,0004,997
U.S. Treasury securities$01,990
U.S. Government agency obligations$13,184,0004,845
Securities issued by states & political subdivisions$2,347,0004,153
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$9,843,0003,349
Mortgage-backed securities$1,200,0005,498
Certificates of participation in pools of residential mortgages$1,200,0004,984
Issued or guaranteed by U.S.$1,200,0004,974
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)$15,531,0004,735
Total debt securities$15,531,0005,355
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$18,407,0005,021
U.S. Government securities$16,095,0004,482
U.S. Treasury securities$02,098
U.S. Government agency obligations$16,095,0004,330
Securities issued by states & political subdivisions$2,312,0004,169
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$9,671,0003,359
Mortgage-backed securities$1,311,0005,518
Certificates of participation in pools of residential mortgages$1,311,0004,989
Issued or guaranteed by U.S.$1,311,0004,976
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)$18,407,0004,396
Total debt securities$18,407,0004,950
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$13,609,0005,811
U.S. Government securities$10,567,0005,601
U.S. Treasury securities$02,082
U.S. Government agency obligations$10,567,0005,456
Securities issued by states & political subdivisions$3,042,0003,807
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$9,618,0003,332
Mortgage-backed securities$1,551,0005,423
Certificates of participation in pools of residential mortgages$1,551,0004,873
Issued or guaranteed by U.S.$1,551,0004,858
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)$13,609,0005,109
Total debt securities$13,609,0005,728
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$14,994,0005,630
U.S. Government securities$11,730,0005,366
U.S. Treasury securities$02,227
U.S. Government agency obligations$11,730,0005,207
Securities issued by states & political subdivisions$3,264,0003,749
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$9,522,0003,252
Mortgage-backed securities$1,719,0005,341
Certificates of participation in pools of residential mortgages$1,719,0004,772
Issued or guaranteed by U.S.$1,719,0004,754
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)$14,994,0004,909
Total debt securities$14,994,0005,541
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$16,339,0005,302
U.S. Government securities$13,071,0004,901
U.S. Treasury securities$02,287
U.S. Government agency obligations$13,071,0004,751
Securities issued by states & political subdivisions$3,268,0003,726
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$5,548,0004,239
Mortgage-backed securities$2,025,0005,176
Certificates of participation in pools of residential mortgages$2,025,0004,567
Issued or guaranteed by U.S.$2,025,0004,546
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)$16,339,0004,647
Total debt securities$16,339,0005,214
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$10,251,0006,435
U.S. Government securities$6,913,0006,436
U.S. Treasury securities$02,322
U.S. Government agency obligations$6,913,0006,258
Securities issued by states & political subdivisions$3,338,0003,673
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$5,580,0004,176
Mortgage-backed securities$2,871,0004,883
Certificates of participation in pools of residential mortgages$2,871,0004,209
Issued or guaranteed by U.S.$2,871,0004,194
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)$10,251,0005,676
Total debt securities$10,251,0006,334
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$12,047,0006,085
U.S. Government securities$8,738,0005,923
U.S. Treasury securities$02,382
U.S. Government agency obligations$8,738,0005,746
Securities issued by states & political subdivisions$3,309,0003,631
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,809,0005,995
Mortgage-backed securities$3,715,0004,609
Certificates of participation in pools of residential mortgages$3,715,0003,876
Issued or guaranteed by U.S.$3,715,0003,863
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)$12,047,0005,315
Total debt securities$12,047,0005,990
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$13,939,0005,652
U.S. Government securities$10,690,0005,420
U.S. Treasury securities$02,544
U.S. Government agency obligations$10,690,0005,229
Securities issued by states & political subdivisions$3,249,0003,633
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$2,915,0005,379
Mortgage-backed securities$4,685,0004,260
Certificates of participation in pools of residential mortgages$4,685,0003,500
Issued or guaranteed by U.S.$4,685,0003,485
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)$13,939,0004,908
Total debt securities$13,939,0005,559
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$19,545,0004,592
U.S. Government securities$16,424,0004,109
U.S. Treasury securities$03,182
U.S. Government agency obligations$16,424,0003,912
Securities issued by states & political subdivisions$3,121,0003,672
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$5,694,0004,137
Mortgage-backed securities$7,455,0003,348
Certificates of participation in pools of residential mortgages$7,455,0002,533
Issued or guaranteed by U.S.$7,455,0002,518
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)$19,545,0003,896
Total debt securities$19,545,0004,505
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$22,011,0004,339
U.S. Government securities$18,875,0003,843
U.S. Treasury securities$04,186
U.S. Government agency obligations$18,875,0003,568
Securities issued by states & political subdivisions$3,136,0003,634
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 securities$0313
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,410,0004,480
Mortgage-backed securities$9,948,0002,339
Certificates of participation in pools of residential mortgages$9,948,0001,748
Issued or guaranteed by U.S.$9,948,0001,737
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)$22,011,0003,524
Total debt securities$22,011,0004,206
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$23,636,0004,300
U.S. Government securities$20,653,0003,750
U.S. Treasury securities$05,412
U.S. Government agency obligations$20,653,0003,385
Securities issued by states & political subdivisions$2,983,0003,921
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 securities$0343
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,033,0004,236
Mortgage-backed securities$12,059,0002,251
Certificates of participation in pools of residential mortgages$12,059,0001,649
Issued or guaranteed by U.S.$12,059,0001,638
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)$23,636,0003,430
Total debt securities$23,636,0004,189
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$28,508,0003,798
U.S. Government securities$28,374,0002,955
U.S. Treasury securities$1,026,0004,895
U.S. Government agency obligations$27,348,0002,559
Securities issued by states & political subdivisions$134,0007,458
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,456,0003,741
Mortgage-backed securities$16,308,0001,960
Certificates of participation in pools of residential mortgages$16,308,0001,416
Issued or guaranteed by U.S.$16,308,0001,406
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)$28,508,0002,921
Total debt securities$28,508,0003,690
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$24,746,0004,234
U.S. Government securities$24,442,0003,503
U.S. Treasury securities$1,510,0005,663
U.S. Government agency obligations$22,932,0002,881
Securities issued by states & political subdivisions$304,0007,185
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,049,0003,696
Mortgage-backed securities$13,374,0002,184
Certificates of participation in pools of residential mortgages$13,374,0001,608
Issued or guaranteed by U.S.$13,374,0001,597
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)$24,746,0003,081
Total debt securities$24,746,0004,125
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$19,836,0005,332
U.S. Government securities$19,131,0004,600
U.S. Treasury securities$1,504,0006,539
U.S. Government agency obligations$17,627,0003,690
Securities issued by states & political subdivisions$705,0006,635
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,066,0004,573
Mortgage-backed securities$10,195,0002,883
Certificates of participation in pools of residential mortgages$10,195,0002,130
Issued or guaranteed by U.S.$10,195,0002,108
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)$110,0007,849
Available-for-sale securities (fair market value)$19,726,0003,874
Total debt securities$19,836,0005,221
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$12,626,0007,387
U.S. Government securities$11,607,0006,718
U.S. Treasury securities$2,515,0006,499
U.S. Government agency obligations$9,092,0005,825
Securities issued by states & political subdivisions$1,019,0006,299
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,920,0004,747
Mortgage-backed securities$3,526,0005,210
Certificates of participation in pools of residential mortgages$3,526,0003,902
Issued or guaranteed by U.S.$3,526,0003,873
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)$146,0008,215
Available-for-sale securities (fair market value)$12,480,0005,431
Total debt securities$12,626,0007,255
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$10,653,0008,513
U.S. Government securities$8,378,0008,476
U.S. Treasury securities$3,562,0006,595
U.S. Government agency obligations$4,816,0007,809
Securities issued by states & political subdivisions$2,275,0004,857
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,058,0005,313
Mortgage-backed securities$4,324,0005,044
Certificates of participation in pools of residential mortgages$4,324,0003,666
Issued or guaranteed by U.S.$4,324,0003,640
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)$5,486,0007,721
Available-for-sale securities (fair market value)$5,167,0006,770
Total debt securities$10,653,0008,393
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$11,616,0008,493
U.S. Government securities$7,949,0008,924
U.S. Treasury securities$2,349,0008,045
U.S. Government agency obligations$5,600,0007,525
Securities issued by states & political subdivisions$3,667,0003,783
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,474,0004,933
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
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$11,616,0008,341
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$10,143,0009,087
U.S. Government securities$5,998,00010,144
U.S. Treasury securities$2,998,0007,615
U.S. Government agency obligations$3,000,0009,555
Securities issued by states & political subdivisions$4,145,0003,221
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$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,071,0004,460
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
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$10,143,0008,960
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