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The Savings Bank, Securities

2025-03-31Rank
Total securities$112,734,0001,497
U.S. Government securities$76,058,0001,393
U.S. Treasury securities$19,742,000730
U.S. Government agency obligations$56,316,0001,451
Securities issued by states & political subdivisions$36,676,0001,084
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$58,883,0001,237
Mortgage-backed securities$19,863,0002,084
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$18,916,0001,554
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$947,0002,314
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)$2,158,0001,279
Available-for-sale securities (fair market value)$110,576,0001,342
Total debt securities$112,734,0001,478
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$114,361,0001,486
U.S. Government securities$78,171,0001,354
U.S. Treasury securities$20,394,000761
U.S. Government agency obligations$57,777,0001,412
Securities issued by states & political subdivisions$36,190,0001,114
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$59,875,0001,245
Mortgage-backed securities$19,950,0002,065
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$19,006,0001,528
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$944,0002,303
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)$2,158,0001,296
Available-for-sale securities (fair market value)$112,203,0001,331
Total debt securities$114,362,0001,469
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$129,990,0001,362
U.S. Government securities$90,700,0001,216
U.S. Treasury securities$30,681,000582
U.S. Government agency obligations$60,019,0001,409
Securities issued by states & political subdivisions$39,290,0001,068
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$76,458,0001,065
Mortgage-backed securities$21,666,0002,002
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,627,0001,476
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,039,0002,247
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)$2,205,0001,323
Available-for-sale securities (fair market value)$127,785,0001,213
Total debt securities$129,989,0001,351
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$135,473,0001,300
U.S. Government securities$97,245,0001,128
U.S. Treasury securities$30,430,000593
U.S. Government agency obligations$66,815,0001,273
Securities issued by states & political subdivisions$38,228,0001,091
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$88,730,000945
Mortgage-backed securities$21,663,0001,949
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,619,0001,454
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,044,0002,189
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)$2,205,0001,334
Available-for-sale securities (fair market value)$133,268,0001,146
Total debt securities$135,472,0001,283
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$140,760,0001,286
U.S. Government securities$101,671,0001,123
U.S. Treasury securities$34,708,000573
U.S. Government agency obligations$66,963,0001,336
Securities issued by states & political subdivisions$39,089,0001,085
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$77,365,0001,082
Mortgage-backed securities$22,131,0001,939
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$21,070,0001,450
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,061,0002,165
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)$2,205,0001,358
Available-for-sale securities (fair market value)$138,555,0001,147
Total debt securities$140,760,0001,271
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$142,074,0001,306
U.S. Government securities$102,805,0001,137
U.S. Treasury securities$34,731,000621
U.S. Government agency obligations$68,074,0001,308
Securities issued by states & political subdivisions$39,269,0001,098
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$86,104,0001,000
Mortgage-backed securities$23,264,0001,906
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$22,135,0001,416
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,129,0002,127
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)$2,205,0001,372
Available-for-sale securities (fair market value)$139,869,0001,163
Total debt securities$142,073,0001,288
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$143,346,0001,287
U.S. Government securities$102,650,0001,135
U.S. Treasury securities$36,369,000635
U.S. Government agency obligations$66,281,0001,320
Securities issued by states & political subdivisions$40,696,0001,045
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$107,891,000814
Mortgage-backed securities$22,781,0001,895
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$21,610,0001,406
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,171,0002,086
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)$2,319,0001,385
Available-for-sale securities (fair market value)$141,027,0001,139
Total debt securities$143,344,0001,269
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$146,891,0001,300
U.S. Government securities$105,771,0001,138
U.S. Treasury securities$37,550,000625
U.S. Government agency obligations$68,221,0001,328
Securities issued by states & political subdivisions$41,120,0001,083
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$92,166,000926
Mortgage-backed securities$24,377,0001,875
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$23,085,0001,402
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,292,0002,056
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)$2,319,0001,403
Available-for-sale securities (fair market value)$144,572,0001,150
Total debt securities$146,888,0001,282
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$150,240,0001,330
U.S. Government securities$110,259,0001,154
U.S. Treasury securities$40,058,000632
U.S. Government agency obligations$70,201,0001,324
Securities issued by states & political subdivisions$39,981,0001,151
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$83,848,000929
Mortgage-backed securities$25,618,0001,882
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$24,223,0001,412
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,395,0002,061
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)$69,0001,796
Available-for-sale securities (fair market value)$150,171,0001,164
Total debt securities$150,240,0001,316
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$158,817,0001,299
U.S. Government securities$117,611,0001,102
U.S. Treasury securities$41,897,000644
U.S. Government agency obligations$75,714,0001,242
Securities issued by states & political subdivisions$41,206,0001,154
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$68,073,000992
Mortgage-backed securities$26,063,0001,883
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$24,597,0001,412
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,466,0002,059
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)$69,0001,816
Available-for-sale securities (fair market value)$158,748,0001,132
Total debt securities$158,817,0001,282
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$165,924,0001,275
U.S. Government securities$118,380,0001,120
U.S. Treasury securities$43,587,000631
U.S. Government agency obligations$74,793,0001,268
Securities issued by states & political subdivisions$47,544,0001,024
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$72,654,000907
Mortgage-backed securities$27,047,0001,859
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$25,473,0001,407
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,574,0002,037
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)$134,0001,777
Available-for-sale securities (fair market value)$165,790,0001,113
Total debt securities$165,926,0001,260
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$169,560,0001,255
U.S. Government securities$121,886,0001,103
U.S. Treasury securities$44,349,000605
U.S. Government agency obligations$77,537,0001,268
Securities issued by states & political subdivisions$47,674,0001,061
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$76,832,000860
Mortgage-backed securities$28,821,0001,859
Certificates of participation in pools of residential mortgages$27,042,0001,417
Issued or guaranteed by U.S.$27,042,0001,387
Privately issued$0231
Collaterized mortgage obligations$1,779,0002,094
CMOs issued by government agencies or sponsored agencies$1,779,0002,020
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)$134,0001,713
Available-for-sale securities (fair market value)$169,426,0001,113
Total debt securities$169,559,0001,244
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$167,222,0001,251
U.S. Government securities$118,814,0001,106
U.S. Treasury securities$36,496,000611
U.S. Government agency obligations$82,318,0001,216
Securities issued by states & political subdivisions$48,408,0001,066
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$112,262,000609
Mortgage-backed securities$32,119,0001,794
Certificates of participation in pools of residential mortgages$30,021,0001,362
Issued or guaranteed by U.S.$30,021,0001,341
Privately issued$0238
Collaterized mortgage obligations$2,098,0002,025
CMOs issued by government agencies or sponsored agencies$2,098,0001,960
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)$134,0001,635
Available-for-sale securities (fair market value)$167,088,0001,123
Total debt securities$167,220,0001,235
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$168,509,0001,203
U.S. Government securities$116,511,0001,048
U.S. Treasury securities$26,016,000570
U.S. Government agency obligations$90,495,0001,106
Securities issued by states & political subdivisions$51,998,0001,028
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$73,832,000839
Mortgage-backed securities$36,029,0001,674
Certificates of participation in pools of residential mortgages$33,488,0001,257
Issued or guaranteed by U.S.$33,488,0001,231
Privately issued$0246
Collaterized mortgage obligations$2,541,0001,912
CMOs issued by government agencies or sponsored agencies$2,541,0001,856
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)$134,0001,555
Available-for-sale securities (fair market value)$168,375,0001,101
Total debt securities$168,508,0001,188
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$150,250,0001,264
U.S. Government securities$105,282,0001,069
U.S. Treasury securities$23,825,000500
U.S. Government agency obligations$81,457,0001,181
Securities issued by states & political subdivisions$44,968,0001,143
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$77,591,000797
Mortgage-backed securities$30,978,0001,819
Certificates of participation in pools of residential mortgages$28,014,0001,380
Issued or guaranteed by U.S.$28,014,0001,347
Privately issued$0234
Collaterized mortgage obligations$2,964,0001,854
CMOs issued by government agencies or sponsored agencies$2,964,0001,808
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)$195,0001,558
Available-for-sale securities (fair market value)$150,055,0001,165
Total debt securities$150,248,0001,247
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$151,550,0001,198
U.S. Government securities$105,207,0001,024
U.S. Treasury securities$25,394,000409
U.S. Government agency obligations$79,813,0001,166
Securities issued by states & political subdivisions$46,343,0001,090
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$71,341,000838
Mortgage-backed securities$31,262,0001,765
Certificates of participation in pools of residential mortgages$27,705,0001,344
Issued or guaranteed by U.S.$27,705,0001,311
Privately issued$0247
Collaterized mortgage obligations$3,557,0001,729
CMOs issued by government agencies or sponsored agencies$3,557,0001,691
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)$195,0001,541
Available-for-sale securities (fair market value)$151,355,0001,100
Total debt securities$151,551,0001,181
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$139,627,0001,188
U.S. Government securities$94,618,0001,009
U.S. Treasury securities$13,259,000490
U.S. Government agency obligations$81,359,0001,067
Securities issued by states & political subdivisions$45,009,0001,058
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$70,395,000828
Mortgage-backed securities$34,757,0001,597
Certificates of participation in pools of residential mortgages$30,114,0001,206
Issued or guaranteed by U.S.$30,114,0001,174
Privately issued$0261
Collaterized mortgage obligations$4,643,0001,544
CMOs issued by government agencies or sponsored agencies$4,643,0001,502
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)$195,0001,539
Available-for-sale securities (fair market value)$139,432,0001,103
Total debt securities$139,627,0001,172
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$124,195,0001,204
U.S. Government securities$79,358,0001,039
U.S. Treasury securities$01,194
U.S. Government agency obligations$79,358,000980
Securities issued by states & political subdivisions$44,837,0001,020
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$56,423,000956
Mortgage-backed securities$33,457,0001,553
Certificates of participation in pools of residential mortgages$27,225,0001,200
Issued or guaranteed by U.S.$27,225,0001,175
Privately issued$0245
Collaterized mortgage obligations$6,232,0001,381
CMOs issued by government agencies or sponsored agencies$6,232,0001,340
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)$195,0001,526
Available-for-sale securities (fair market value)$124,000,0001,124
Total debt securities$124,195,0001,191
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$118,100,0001,198
U.S. Government securities$75,571,0001,032
U.S. Treasury securities$01,216
U.S. Government agency obligations$75,571,000972
Securities issued by states & political subdivisions$42,529,000989
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$58,767,000896
Mortgage-backed securities$33,940,0001,510
Certificates of participation in pools of residential mortgages$26,215,0001,185
Issued or guaranteed by U.S.$26,215,0001,155
Privately issued$0251
Collaterized mortgage obligations$7,725,0001,268
CMOs issued by government agencies or sponsored agencies$7,725,0001,233
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)$252,0001,485
Available-for-sale securities (fair market value)$117,848,0001,104
Total debt securities$118,099,0001,178
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$99,487,0001,302
U.S. Government securities$61,179,0001,228
U.S. Treasury securities$2,006,000857
U.S. Government agency obligations$59,173,0001,187
Securities issued by states & political subdivisions$38,308,0001,002
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$56,727,000930
Mortgage-backed securities$35,025,0001,456
Certificates of participation in pools of residential mortgages$25,874,0001,159
Issued or guaranteed by U.S.$25,874,0001,126
Privately issued$0251
Collaterized mortgage obligations$9,151,0001,209
CMOs issued by government agencies or sponsored agencies$9,151,0001,169
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)$252,0001,495
Available-for-sale securities (fair market value)$99,235,0001,209
Total debt securities$99,486,0001,287
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$85,891,0001,414
U.S. Government securities$49,490,0001,451
U.S. Treasury securities$2,013,000891
U.S. Government agency obligations$47,477,0001,407
Securities issued by states & political subdivisions$36,401,000951
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$49,418,000985
Mortgage-backed securities$25,998,0001,728
Certificates of participation in pools of residential mortgages$15,698,0001,609
Issued or guaranteed by U.S.$15,698,0001,565
Privately issued$0267
Collaterized mortgage obligations$10,300,0001,151
CMOs issued by government agencies or sponsored agencies$10,300,0001,115
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)$252,0001,509
Available-for-sale securities (fair market value)$85,639,0001,319
Total debt securities$85,889,0001,400
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$89,307,0001,381
U.S. Government securities$52,978,0001,393
U.S. Treasury securities$1,996,000963
U.S. Government agency obligations$50,982,0001,353
Securities issued by states & political subdivisions$36,329,000912
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$43,200,0001,071
Mortgage-backed securities$26,669,0001,664
Certificates of participation in pools of residential mortgages$16,189,0001,518
Issued or guaranteed by U.S.$16,189,0001,475
Privately issued$0249
Collaterized mortgage obligations$10,480,0001,142
CMOs issued by government agencies or sponsored agencies$10,480,0001,109
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)$252,0001,559
Available-for-sale securities (fair market value)$89,055,0001,268
Total debt securities$89,305,0001,368
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$99,328,0001,270
U.S. Government securities$58,475,0001,287
U.S. Treasury securities$1,990,000990
U.S. Government agency obligations$56,485,0001,243
Securities issued by states & political subdivisions$40,853,000802
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$43,345,0001,081
Mortgage-backed securities$28,020,0001,586
Certificates of participation in pools of residential mortgages$17,128,0001,439
Issued or guaranteed by U.S.$17,128,0001,398
Privately issued$0287
Collaterized mortgage obligations$10,892,0001,132
CMOs issued by government agencies or sponsored agencies$10,892,0001,102
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)$306,0001,609
Available-for-sale securities (fair market value)$99,022,0001,153
Total debt securities$99,327,0001,252
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$102,112,0001,251
U.S. Government securities$62,171,0001,232
U.S. Treasury securities$1,988,0001,021
U.S. Government agency obligations$60,183,0001,198
Securities issued by states & political subdivisions$39,941,000824
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$44,215,0001,089
Mortgage-backed securities$21,585,0001,818
Certificates of participation in pools of residential mortgages$16,580,0001,461
Issued or guaranteed by U.S.$16,580,0001,439
Privately issued$0244
Collaterized mortgage obligations$5,005,0001,586
CMOs issued by government agencies or sponsored agencies$5,005,0001,543
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)$306,0001,654
Available-for-sale securities (fair market value)$101,806,0001,135
Total debt securities$102,112,0001,229
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$99,198,0001,292
U.S. Government securities$60,039,0001,272
U.S. Treasury securities$1,968,0001,051
U.S. Government agency obligations$58,071,0001,235
Securities issued by states & political subdivisions$39,159,000877
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$52,335,000970
Mortgage-backed securities$20,191,0001,892
Certificates of participation in pools of residential mortgages$17,155,0001,438
Issued or guaranteed by U.S.$17,155,0001,415
Privately issued$0248
Collaterized mortgage obligations$3,036,0001,894
CMOs issued by government agencies or sponsored agencies$3,036,0001,845
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)$99,198,0001,166
Total debt securities$99,199,0001,274
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$97,834,0001,312
U.S. Government securities$49,529,0001,489
U.S. Treasury securities$1,956,0001,056
U.S. Government agency obligations$47,573,0001,455
Securities issued by states & political subdivisions$48,305,000734
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$52,189,000982
Mortgage-backed securities$16,190,0002,121
Certificates of participation in pools of residential mortgages$16,190,0001,510
Issued or guaranteed by U.S.$16,190,0001,495
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)$97,834,0001,193
Total debt securities$97,835,0001,294
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$99,798,0001,287
U.S. Government securities$51,783,0001,443
U.S. Treasury securities$1,944,0001,021
U.S. Government agency obligations$49,839,0001,420
Securities issued by states & political subdivisions$48,015,000731
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$53,386,000961
Mortgage-backed securities$16,791,0002,087
Certificates of participation in pools of residential mortgages$16,791,0001,489
Issued or guaranteed by U.S.$16,791,0001,483
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)$99,798,0001,164
Total debt securities$99,797,0001,266
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$111,524,0001,198
U.S. Government securities$57,791,0001,322
U.S. Treasury securities$3,945,000719
U.S. Government agency obligations$53,846,0001,336
Securities issued by states & political subdivisions$53,733,000673
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,637,000837
Mortgage-backed securities$18,203,0002,039
Certificates of participation in pools of residential mortgages$18,203,0001,451
Issued or guaranteed by U.S.$18,203,0001,394
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$111,524,0001,073
Total debt securities$111,524,0001,181
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$114,211,0001,182
U.S. Government securities$60,382,0001,318
U.S. Treasury securities$3,948,000697
U.S. Government agency obligations$56,434,0001,324
Securities issued by states & political subdivisions$53,829,000692
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$71,578,000769
Mortgage-backed securities$19,151,0001,977
Certificates of participation in pools of residential mortgages$19,151,0001,451
Issued or guaranteed by U.S.$19,151,0001,448
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)$114,211,0001,061
Total debt securities$114,211,0001,166
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$122,092,0001,121
U.S. Government securities$64,691,0001,255
U.S. Treasury securities$3,965,000670
U.S. Government agency obligations$60,726,0001,259
Securities issued by states & political subdivisions$57,401,000683
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$65,680,000851
Mortgage-backed securities$20,542,0001,912
Certificates of participation in pools of residential mortgages$20,542,0001,393
Issued or guaranteed by U.S.$20,542,0001,392
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)$122,092,000995
Total debt securities$122,092,0001,103
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$128,745,0001,067
U.S. Government securities$69,014,0001,219
U.S. Treasury securities$3,989,000634
U.S. Government agency obligations$65,025,0001,216
Securities issued by states & political subdivisions$59,731,000665
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$81,299,000720
Mortgage-backed securities$21,784,0001,874
Certificates of participation in pools of residential mortgages$21,784,0001,368
Issued or guaranteed by U.S.$21,784,0001,365
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)$128,745,000940
Total debt securities$128,745,0001,055
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$130,494,0001,081
U.S. Government securities$70,965,0001,210
U.S. Treasury securities$3,994,000650
U.S. Government agency obligations$66,971,0001,208
Securities issued by states & political subdivisions$59,529,000668
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$77,243,000755
Mortgage-backed securities$18,577,0002,066
Certificates of participation in pools of residential mortgages$18,577,0001,577
Issued or guaranteed by U.S.$18,577,0001,575
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)$130,494,000946
Total debt securities$130,494,0001,069
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$121,291,0001,149
U.S. Government securities$64,181,0001,324
U.S. Treasury securities$5,493,000568
U.S. Government agency obligations$58,688,0001,347
Securities issued by states & political subdivisions$57,110,000691
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$77,509,000765
Mortgage-backed securities$16,564,0002,243
Certificates of participation in pools of residential mortgages$16,564,0001,738
Issued or guaranteed by U.S.$16,564,0001,738
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)$121,291,0001,012
Total debt securities$121,291,0001,132
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$122,962,0001,130
U.S. Government securities$66,297,0001,276
U.S. Treasury securities$6,995,000502
U.S. Government agency obligations$59,302,0001,321
Securities issued by states & political subdivisions$56,665,000694
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$64,239,000885
Mortgage-backed securities$17,357,0002,188
Certificates of participation in pools of residential mortgages$17,357,0001,708
Issued or guaranteed by U.S.$17,357,0001,707
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)$122,962,000991
Total debt securities$122,962,0001,113
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$125,497,0001,112
U.S. Government securities$71,605,0001,185
U.S. Treasury securities$5,052,000512
U.S. Government agency obligations$66,553,0001,211
Securities issued by states & political subdivisions$53,892,000740
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$80,046,000741
Mortgage-backed securities$16,486,0002,243
Certificates of participation in pools of residential mortgages$16,486,0001,748
Issued or guaranteed by U.S.$16,486,0001,747
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)$125,497,000980
Total debt securities$125,497,0001,095
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$123,657,0001,144
U.S. Government securities$77,300,0001,129
U.S. Treasury securities$6,104,000476
U.S. Government agency obligations$71,196,0001,157
Securities issued by states & political subdivisions$46,357,000887
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$72,815,000821
Mortgage-backed securities$14,355,0002,427
Certificates of participation in pools of residential mortgages$14,355,0001,907
Issued or guaranteed by U.S.$14,355,0001,903
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)$123,657,0001,013
Total debt securities$123,657,0001,128
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$129,400,0001,098
U.S. Government securities$88,285,0001,029
U.S. Treasury securities$16,316,000274
U.S. Government agency obligations$71,969,0001,177
Securities issued by states & political subdivisions$41,115,000972
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$77,755,000776
Mortgage-backed securities$8,309,0003,032
Certificates of participation in pools of residential mortgages$8,309,0002,534
Issued or guaranteed by U.S.$8,309,0002,532
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)$129,400,000971
Total debt securities$129,400,0001,085
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$124,744,0001,148
U.S. Government securities$85,200,0001,085
U.S. Treasury securities$16,096,000301
U.S. Government agency obligations$69,104,0001,243
Securities issued by states & political subdivisions$39,544,0001,012
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$71,216,000836
Mortgage-backed securities$6,100,0003,326
Certificates of participation in pools of residential mortgages$6,100,0002,857
Issued or guaranteed by U.S.$6,100,0002,855
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)$124,744,0001,010
Total debt securities$124,744,0001,133
Structured notes
Amortized cost$511,0001,247
Fair value$516,0001,250
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$127,346,0001,122
U.S. Government securities$87,481,0001,065
U.S. Treasury securities$20,439,000239
U.S. Government agency obligations$67,042,0001,265
Securities issued by states & political subdivisions$39,865,0001,008
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$75,560,000793
Mortgage-backed securities$6,579,0003,301
Certificates of participation in pools of residential mortgages$6,579,0002,814
Issued or guaranteed by U.S.$6,579,0002,812
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)$127,346,000994
Total debt securities$127,346,0001,109
Structured notes
Amortized cost$512,0001,406
Fair value$509,0001,414
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$124,340,0001,174
U.S. Government securities$87,771,0001,098
U.S. Treasury securities$18,226,000258
U.S. Government agency obligations$69,545,0001,269
Securities issued by states & political subdivisions$36,569,0001,061
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$71,183,000840
Mortgage-backed securities$7,020,0003,326
Certificates of participation in pools of residential mortgages$7,020,0002,827
Issued or guaranteed by U.S.$7,020,0002,825
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)$124,340,0001,034
Total debt securities$124,340,0001,160
Structured notes
Amortized cost$513,0001,556
Fair value$506,0001,563
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$114,604,0001,269
U.S. Government securities$83,712,0001,159
U.S. Treasury securities$16,019,000274
U.S. Government agency obligations$67,693,0001,321
Securities issued by states & political subdivisions$30,892,0001,250
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$67,969,000900
Mortgage-backed securities$12,338,0002,761
Certificates of participation in pools of residential mortgages$12,338,0002,203
Issued or guaranteed by U.S.$12,338,0002,203
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)$114,604,0001,115
Total debt securities$114,604,0001,250
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$114,230,0001,274
U.S. Government securities$83,974,0001,154
U.S. Treasury securities$18,406,000262
U.S. Government agency obligations$65,568,0001,373
Securities issued by states & political subdivisions$30,256,0001,276
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$61,032,000985
Mortgage-backed securities$13,110,0002,727
Certificates of participation in pools of residential mortgages$13,110,0002,193
Issued or guaranteed by U.S.$13,110,0002,191
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)$114,230,0001,113
Total debt securities$114,230,0001,254
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$109,516,0001,328
U.S. Government securities$78,024,0001,248
U.S. Treasury securities$13,788,000302
U.S. Government agency obligations$64,236,0001,432
Securities issued by states & political subdivisions$31,492,0001,226
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$61,067,000982
Mortgage-backed securities$13,850,0002,735
Certificates of participation in pools of residential mortgages$13,850,0002,191
Issued or guaranteed by U.S.$13,850,0002,190
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)$109,516,0001,169
Total debt securities$109,516,0001,309
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$111,162,0001,331
U.S. Government securities$79,148,0001,259
U.S. Treasury securities$15,336,000255
U.S. Government agency obligations$63,812,0001,450
Securities issued by states & political subdivisions$32,014,0001,209
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$63,958,000942
Mortgage-backed securities$14,795,0002,694
Certificates of participation in pools of residential mortgages$14,795,0002,144
Issued or guaranteed by U.S.$14,795,0002,143
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)$111,162,0001,171
Total debt securities$111,162,0001,315
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$104,904,0001,424
U.S. Government securities$73,585,0001,346
U.S. Treasury securities$7,161,000397
U.S. Government agency obligations$66,424,0001,424
Securities issued by states & political subdivisions$31,319,0001,238
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$59,970,0001,009
Mortgage-backed securities$15,506,0002,643
Certificates of participation in pools of residential mortgages$15,506,0002,093
Issued or guaranteed by U.S.$15,506,0002,092
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)$104,904,0001,263
Total debt securities$104,904,0001,398
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$106,190,0001,403
U.S. Government securities$75,713,0001,297
U.S. Treasury securities$5,610,000423
U.S. Government agency obligations$70,103,0001,339
Securities issued by states & political subdivisions$30,477,0001,269
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$53,985,0001,101
Mortgage-backed securities$16,329,0002,590
Certificates of participation in pools of residential mortgages$16,329,0002,038
Issued or guaranteed by U.S.$16,329,0002,037
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)$106,190,0001,235
Total debt securities$106,190,0001,381
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$108,954,0001,378
U.S. Government securities$76,416,0001,309
U.S. Treasury securities$5,639,000413
U.S. Government agency obligations$70,777,0001,355
Securities issued by states & political subdivisions$32,538,0001,193
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$56,955,0001,026
Mortgage-backed securities$11,096,0003,092
Certificates of participation in pools of residential mortgages$11,096,0002,527
Issued or guaranteed by U.S.$11,096,0002,525
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)$108,954,0001,215
Total debt securities$108,954,0001,359
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$103,707,0001,442
U.S. Government securities$71,275,0001,385
U.S. Treasury securities$5,663,000412
U.S. Government agency obligations$65,612,0001,441
Securities issued by states & political subdivisions$32,432,0001,184
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$55,753,0001,026
Mortgage-backed securities$12,004,0003,011
Certificates of participation in pools of residential mortgages$12,004,0002,406
Issued or guaranteed by U.S.$12,004,0002,405
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)$103,707,0001,298
Total debt securities$103,707,0001,424
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$108,180,0001,404
U.S. Government securities$76,629,0001,318
U.S. Treasury securities$5,694,000430
U.S. Government agency obligations$70,935,0001,383
Securities issued by states & political subdivisions$31,551,0001,194
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$55,593,0001,041
Mortgage-backed securities$10,662,0003,202
Certificates of participation in pools of residential mortgages$10,662,0002,584
Issued or guaranteed by U.S.$10,662,0002,583
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)$108,180,0001,274
Total debt securities$108,180,0001,384
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$101,894,0001,454
U.S. Government securities$69,447,0001,427
U.S. Treasury securities$5,720,000420
U.S. Government agency obligations$63,727,0001,479
Securities issued by states & political subdivisions$32,447,0001,142
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$49,492,0001,143
Mortgage-backed securities$11,786,0003,102
Certificates of participation in pools of residential mortgages$11,786,0002,447
Issued or guaranteed by U.S.$11,786,0002,445
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)$101,894,0001,317
Total debt securities$101,894,0001,438
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$105,587,0001,417
U.S. Government securities$72,207,0001,399
U.S. Treasury securities$7,758,000312
U.S. Government agency obligations$64,449,0001,496
Securities issued by states & political subdivisions$33,380,0001,073
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$51,269,0001,096
Mortgage-backed securities$13,268,0003,082
Certificates of participation in pools of residential mortgages$13,268,0002,414
Issued or guaranteed by U.S.$13,268,0002,412
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)$105,587,0001,284
Total debt securities$105,587,0001,397
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$109,297,0001,386
U.S. Government securities$76,216,0001,344
U.S. Treasury securities$7,792,000315
U.S. Government agency obligations$68,424,0001,468
Securities issued by states & political subdivisions$33,081,0001,046
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$50,860,0001,112
Mortgage-backed securities$14,250,0003,018
Certificates of participation in pools of residential mortgages$14,250,0002,362
Issued or guaranteed by U.S.$14,250,0002,361
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)$109,297,0001,257
Total debt securities$109,297,0001,369
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$113,841,0001,346
U.S. Government securities$79,816,0001,334
U.S. Treasury securities$9,819,000290
U.S. Government agency obligations$69,997,0001,456
Securities issued by states & political subdivisions$34,025,000960
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$54,747,0001,052
Mortgage-backed securities$15,349,0002,921
Certificates of participation in pools of residential mortgages$15,349,0002,245
Issued or guaranteed by U.S.$15,349,0002,242
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)$113,841,0001,224
Total debt securities$113,841,0001,332
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$108,159,0001,358
U.S. Government securities$74,927,0001,349
U.S. Treasury securities$11,926,000235
U.S. Government agency obligations$63,001,0001,520
Securities issued by states & political subdivisions$33,232,000968
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$47,293,0001,112
Mortgage-backed securities$11,570,0003,222
Certificates of participation in pools of residential mortgages$11,570,0002,536
Issued or guaranteed by U.S.$11,570,0002,533
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$108,159,0001,235
Total debt securities$108,159,0001,345
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$110,078,0001,302
U.S. Government securities$76,417,0001,297
U.S. Treasury securities$14,030,000227
U.S. Government agency obligations$62,387,0001,480
Securities issued by states & political subdivisions$33,661,000909
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$56,380,000940
Mortgage-backed securities$10,532,0003,287
Certificates of participation in pools of residential mortgages$10,532,0002,591
Issued or guaranteed by U.S.$10,532,0002,586
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$110,078,0001,169
Total debt securities$110,078,0001,286
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$114,828,0001,249
U.S. Government securities$83,563,0001,200
U.S. Treasury securities$14,038,000251
U.S. Government agency obligations$69,525,0001,370
Securities issued by states & political subdivisions$31,265,000925
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$50,548,0001,043
Mortgage-backed securities$11,258,0003,159
Certificates of participation in pools of residential mortgages$11,258,0002,465
Issued or guaranteed by U.S.$11,258,0002,457
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$114,828,0001,117
Total debt securities$114,828,0001,234
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$112,895,0001,262
U.S. Government securities$80,699,0001,234
U.S. Treasury securities$14,016,000273
U.S. Government agency obligations$66,683,0001,411
Securities issued by states & political subdivisions$32,196,000873
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$42,554,0001,215
Mortgage-backed securities$11,992,0002,997
Certificates of participation in pools of residential mortgages$11,992,0002,307
Issued or guaranteed by U.S.$11,992,0002,301
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$112,895,0001,132
Total debt securities$112,895,0001,250
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$110,154,0001,236
U.S. Government securities$77,903,0001,194
U.S. Treasury securities$11,509,000303
U.S. Government agency obligations$66,394,0001,329
Securities issued by states & political subdivisions$32,251,000839
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$42,554,0001,192
Mortgage-backed securities$10,789,0003,063
Certificates of participation in pools of residential mortgages$10,789,0002,356
Issued or guaranteed by U.S.$10,789,0002,351
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$110,154,0001,111
Total debt securities$110,154,0001,215
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$106,591,0001,244
U.S. Government securities$73,312,0001,244
U.S. Treasury securities$13,494,000253
U.S. Government agency obligations$59,818,0001,422
Securities issued by states & political subdivisions$33,279,000794
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$43,659,0001,169
Mortgage-backed securities$12,331,0002,863
Certificates of participation in pools of residential mortgages$12,331,0002,141
Issued or guaranteed by U.S.$12,331,0002,135
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$106,591,0001,109
Total debt securities$106,591,0001,221
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$103,418,0001,275
U.S. Government securities$71,583,0001,292
U.S. Treasury securities$13,544,000244
U.S. Government agency obligations$58,039,0001,489
Securities issued by states & political subdivisions$31,835,000780
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$40,636,0001,257
Mortgage-backed securities$14,009,0002,671
Certificates of participation in pools of residential mortgages$14,009,0001,986
Issued or guaranteed by U.S.$14,009,0001,980
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$103,418,0001,127
Total debt securities$103,418,0001,253
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$111,433,0001,200
U.S. Government securities$80,121,0001,176
U.S. Treasury securities$13,546,000246
U.S. Government agency obligations$66,575,0001,344
Securities issued by states & political subdivisions$31,312,000768
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$41,948,0001,270
Mortgage-backed securities$15,368,0002,628
Certificates of participation in pools of residential mortgages$15,368,0001,954
Issued or guaranteed by U.S.$15,368,0001,951
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$111,433,0001,063
Total debt securities$111,433,0001,185
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$94,720,0001,365
U.S. Government securities$61,643,0001,451
U.S. Treasury securities$4,263,000438
U.S. Government agency obligations$57,380,0001,499
Securities issued by states & political subdivisions$33,077,000718
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$28,302,0001,738
Mortgage-backed securities$17,002,0002,533
Certificates of participation in pools of residential mortgages$17,002,0001,895
Issued or guaranteed by U.S.$17,002,0001,889
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$94,720,0001,203
Total debt securities$94,720,0001,340
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$88,809,0001,438
U.S. Government securities$56,393,0001,552
U.S. Treasury securities$2,147,000538
U.S. Government agency obligations$54,246,0001,560
Securities issued by states & political subdivisions$32,416,000734
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$33,891,0001,480
Mortgage-backed securities$18,353,0002,470
Certificates of participation in pools of residential mortgages$18,353,0001,850
Issued or guaranteed by U.S.$18,353,0001,844
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$88,809,0001,257
Total debt securities$88,809,0001,410
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$88,210,0001,431
U.S. Government securities$56,242,0001,521
U.S. Treasury securities$2,149,000503
U.S. Government agency obligations$54,093,0001,527
Securities issued by states & political subdivisions$31,968,000710
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$26,075,0001,863
Mortgage-backed securities$19,621,0002,391
Certificates of participation in pools of residential mortgages$19,621,0001,787
Issued or guaranteed by U.S.$19,621,0001,778
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)$88,210,0001,247
Total debt securities$88,210,0001,412
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$81,905,0001,513
U.S. Government securities$49,649,0001,694
U.S. Treasury securities$0981
U.S. Government agency obligations$49,649,0001,658
Securities issued by states & political subdivisions$32,256,000660
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$19,500,0002,320
Mortgage-backed securities$21,422,0002,295
Certificates of participation in pools of residential mortgages$21,422,0001,726
Issued or guaranteed by U.S.$21,422,0001,716
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)$81,905,0001,312
Total debt securities$81,905,0001,489
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$77,103,0001,574
U.S. Government securities$45,103,0001,871
U.S. Treasury securities$0973
U.S. Government agency obligations$45,103,0001,840
Securities issued by states & political subdivisions$32,000,000645
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$28,893,0001,743
Mortgage-backed securities$20,388,0002,318
Certificates of participation in pools of residential mortgages$20,388,0001,746
Issued or guaranteed by U.S.$20,388,0001,736
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)$77,103,0001,368
Total debt securities$77,103,0001,546
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$74,629,0001,586
U.S. Government securities$42,094,0001,936
U.S. Treasury securities$01,019
U.S. Government agency obligations$42,094,0001,896
Securities issued by states & political subdivisions$32,535,000611
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$29,115,0001,706
Mortgage-backed securities$20,826,0002,181
Certificates of participation in pools of residential mortgages$20,826,0001,643
Issued or guaranteed by U.S.$20,826,0001,633
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)$74,629,0001,372
Total debt securities$74,629,0001,564
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$76,711,0001,570
U.S. Government securities$43,633,0001,899
U.S. Treasury securities$01,021
U.S. Government agency obligations$43,633,0001,859
Securities issued by states & political subdivisions$33,078,000620
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$36,859,0001,383
Mortgage-backed securities$21,469,0002,145
Certificates of participation in pools of residential mortgages$21,469,0001,602
Issued or guaranteed by U.S.$21,469,0001,592
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)$76,711,0001,361
Total debt securities$76,711,0001,535
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$73,690,0001,613
U.S. Government securities$44,414,0001,860
U.S. Treasury securities$01,044
U.S. Government agency obligations$44,414,0001,824
Securities issued by states & political subdivisions$29,276,000708
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$32,704,0001,487
Mortgage-backed securities$20,410,0002,143
Certificates of participation in pools of residential mortgages$20,410,0001,604
Issued or guaranteed by U.S.$20,410,0001,593
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)$73,690,0001,405
Total debt securities$73,690,0001,573
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$69,234,0001,697
U.S. Government securities$40,806,0002,023
U.S. Treasury securities$01,146
U.S. Government agency obligations$40,806,0001,979
Securities issued by states & political subdivisions$28,428,000709
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,547,0002,172
Mortgage-backed securities$17,900,0002,069
Certificates of participation in pools of residential mortgages$17,900,0001,523
Issued or guaranteed by U.S.$17,900,0001,515
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)$69,234,0001,481
Total debt securities$69,234,0001,657
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$66,365,0001,774
U.S. Government securities$40,304,0002,049
U.S. Treasury securities$01,235
U.S. Government agency obligations$40,304,0002,002
Securities issued by states & political subdivisions$26,061,000765
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$25,428,0001,803
Mortgage-backed securities$18,543,0001,907
Certificates of participation in pools of residential mortgages$18,543,0001,409
Issued or guaranteed by U.S.$18,543,0001,399
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)$66,365,0001,535
Total debt securities$66,365,0001,735
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$67,100,0001,738
U.S. Government securities$41,331,0002,020
U.S. Treasury securities$1,996,000649
U.S. Government agency obligations$39,335,0002,048
Securities issued by states & political subdivisions$25,769,000775
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$22,040,0002,022
Mortgage-backed securities$16,823,0001,961
Certificates of participation in pools of residential mortgages$16,823,0001,455
Issued or guaranteed by U.S.$16,823,0001,447
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)$67,100,0001,506
Total debt securities$67,100,0001,706
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$64,721,0001,811
U.S. Government securities$38,665,0002,163
U.S. Treasury securities$1,986,000727
U.S. Government agency obligations$36,679,0002,213
Securities issued by states & political subdivisions$26,056,000766
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$22,152,0002,021
Mortgage-backed securities$18,049,0001,878
Certificates of participation in pools of residential mortgages$18,049,0001,380
Issued or guaranteed by U.S.$18,049,0001,372
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)$64,721,0001,555
Total debt securities$64,721,0001,776
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$68,635,0001,732
U.S. Government securities$42,471,0002,018
U.S. Treasury securities$1,978,000770
U.S. Government agency obligations$40,493,0002,037
Securities issued by states & political subdivisions$26,164,000750
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$28,180,0001,652
Mortgage-backed securities$17,640,0001,919
Certificates of participation in pools of residential mortgages$17,640,0001,435
Issued or guaranteed by U.S.$17,640,0001,428
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)$68,635,0001,493
Total debt securities$68,635,0001,695
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$64,933,0001,835
U.S. Government securities$38,229,0002,251
U.S. Treasury securities$1,969,000811
U.S. Government agency obligations$36,260,0002,296
Securities issued by states & political subdivisions$26,704,000726
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$32,367,0001,441
Mortgage-backed securities$7,488,0003,035
Certificates of participation in pools of residential mortgages$7,488,0002,470
Issued or guaranteed by U.S.$7,488,0002,457
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)$64,933,0001,575
Total debt securities$64,933,0001,796
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$65,586,0001,822
U.S. Government securities$39,264,0002,206
U.S. Treasury securities$1,954,000860
U.S. Government agency obligations$37,310,0002,229
Securities issued by states & political subdivisions$26,322,000710
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$26,847,0001,672
Mortgage-backed securities$6,694,0003,200
Certificates of participation in pools of residential mortgages$6,694,0002,651
Issued or guaranteed by U.S.$6,694,0002,638
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)$65,586,0001,554
Total debt securities$65,586,0001,788
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$67,727,0001,795
U.S. Government securities$42,495,0002,098
U.S. Treasury securities$1,959,000914
U.S. Government agency obligations$40,536,0002,103
Securities issued by states & political subdivisions$25,232,000747
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$26,336,0001,707
Mortgage-backed securities$7,152,0003,139
Certificates of participation in pools of residential mortgages$7,152,0002,604
Issued or guaranteed by U.S.$7,152,0002,590
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)$67,727,0001,532
Total debt securities$67,726,0001,760
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$71,127,0001,714
U.S. Government securities$43,937,0002,025
U.S. Treasury securities$1,964,000930
U.S. Government agency obligations$41,973,0002,026
Securities issued by states & political subdivisions$27,190,000677
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$27,120,0001,660
Mortgage-backed securities$7,531,0003,101
Certificates of participation in pools of residential mortgages$7,531,0002,547
Issued or guaranteed by U.S.$7,531,0002,537
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)$71,127,0001,460
Total debt securities$71,127,0001,678
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$74,453,0001,633
U.S. Government securities$45,856,0001,940
U.S. Treasury securities$3,971,000628
U.S. Government agency obligations$41,885,0002,016
Securities issued by states & political subdivisions$28,597,000641
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$24,860,0001,731
Mortgage-backed securities$8,205,0002,994
Certificates of participation in pools of residential mortgages$8,205,0002,458
Issued or guaranteed by U.S.$8,205,0002,446
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)$74,453,0001,385
Total debt securities$74,453,0001,584
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$76,869,0001,595
U.S. Government securities$46,829,0001,909
U.S. Treasury securities$3,974,000649
U.S. Government agency obligations$42,855,0001,995
Securities issued by states & political subdivisions$30,040,000597
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$26,773,0001,621
Mortgage-backed securities$9,038,0002,945
Certificates of participation in pools of residential mortgages$9,038,0002,392
Issued or guaranteed by U.S.$9,038,0002,383
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)$76,869,0001,347
Total debt securities$76,869,0001,551
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$74,380,0001,659
U.S. Government securities$46,252,0001,959
U.S. Treasury securities$3,950,000731
U.S. Government agency obligations$42,302,0002,045
Securities issued by states & political subdivisions$28,128,000637
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$25,880,0001,694
Mortgage-backed securities$9,613,0002,930
Certificates of participation in pools of residential mortgages$9,613,0002,376
Issued or guaranteed by U.S.$9,613,0002,368
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)$74,380,0001,412
Total debt securities$74,380,0001,619
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$76,595,0001,646
U.S. Government securities$47,364,0001,935
U.S. Treasury securities$3,988,000730
U.S. Government agency obligations$43,376,0002,017
Securities issued by states & political subdivisions$29,231,000616
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$20,414,0002,023
Mortgage-backed securities$10,264,0002,899
Certificates of participation in pools of residential mortgages$10,264,0002,334
Issued or guaranteed by U.S.$10,264,0002,327
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)$76,595,0001,399
Total debt securities$76,595,0001,604
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$78,906,0001,601
U.S. Government securities$48,578,0001,864
U.S. Treasury securities$4,018,000708
U.S. Government agency obligations$44,560,0001,943
Securities issued by states & political subdivisions$30,328,000592
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$21,406,0001,923
Mortgage-backed securities$10,978,0002,804
Certificates of participation in pools of residential mortgages$10,978,0002,233
Issued or guaranteed by U.S.$10,978,0002,223
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)$78,906,0001,359
Total debt securities$78,906,0001,563
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$80,180,0001,602
U.S. Government securities$50,793,0001,822
U.S. Treasury securities$3,976,000758
U.S. Government agency obligations$46,817,0001,897
Securities issued by states & political subdivisions$29,387,000603
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$15,926,0002,403
Mortgage-backed securities$10,522,0002,910
Certificates of participation in pools of residential mortgages$10,522,0002,343
Issued or guaranteed by U.S.$10,522,0002,334
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)$80,180,0001,361
Total debt securities$80,180,0001,557
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$79,427,0001,628
U.S. Government securities$48,896,0001,883
U.S. Treasury securities$2,075,0001,005
U.S. Government agency obligations$46,821,0001,900
Securities issued by states & political subdivisions$30,531,000577
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$18,220,0002,169
Mortgage-backed securities$11,867,0002,758
Certificates of participation in pools of residential mortgages$11,867,0002,178
Issued or guaranteed by U.S.$11,867,0002,170
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)$79,427,0001,389
Total debt securities$79,427,0001,583
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$81,715,0001,637
U.S. Government securities$50,921,0001,864
U.S. Treasury securities$2,077,0001,066
U.S. Government agency obligations$48,844,0001,873
Securities issued by states & political subdivisions$30,794,000575
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$21,340,0001,854
Mortgage-backed securities$10,735,0002,888
Certificates of participation in pools of residential mortgages$10,735,0002,322
Issued or guaranteed by U.S.$10,735,0002,309
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)$81,715,0001,396
Total debt securities$81,715,0001,584
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$80,048,0001,636
U.S. Government securities$46,761,0001,977
U.S. Treasury securities$02,287
U.S. Government agency obligations$46,761,0001,903
Securities issued by states & political subdivisions$32,533,000545
Other domestic debt securities$754,0002,909
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$754,0002,591
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$23,936,0001,624
Mortgage-backed securities$8,231,0003,305
Certificates of participation in pools of residential mortgages$8,231,0002,690
Issued or guaranteed by U.S.$8,231,0002,677
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)$80,048,0001,393
Total debt securities$80,048,0001,585
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$79,902,0001,578
U.S. Government securities$47,010,0001,879
U.S. Treasury securities$1,015,0001,496
U.S. Government agency obligations$45,995,0001,844
Securities issued by states & political subdivisions$32,146,000531
Other domestic debt securities$746,0003,007
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$746,0002,674
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$20,111,0001,845
Mortgage-backed securities$8,126,0003,373
Certificates of participation in pools of residential mortgages$8,126,0002,684
Issued or guaranteed by U.S.$8,126,0002,671
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)$79,902,0001,349
Total debt securities$79,902,0001,528
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$78,184,0001,583
U.S. Government securities$46,495,0001,887
U.S. Treasury securities$1,016,0001,522
U.S. Government agency obligations$45,479,0001,849
Securities issued by states & political subdivisions$30,950,000531
Other domestic debt securities$739,0003,034
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$739,0002,692
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$19,411,0001,911
Mortgage-backed securities$5,780,0003,947
Certificates of participation in pools of residential mortgages$5,780,0003,198
Issued or guaranteed by U.S.$5,780,0003,186
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)$78,184,0001,344
Total debt securities$78,184,0001,541
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$71,131,0001,722
U.S. Government securities$40,633,0002,103
U.S. Treasury securities$1,018,0001,609
U.S. Government agency obligations$39,615,0002,062
Securities issued by states & political subdivisions$29,767,000540
Other domestic debt securities$731,0003,049
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$731,0002,711
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$22,331,0001,676
Mortgage-backed securities$3,159,0004,789
Certificates of participation in pools of residential mortgages$3,159,0004,079
Issued or guaranteed by U.S.$3,159,0004,066
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)$71,131,0001,455
Total debt securities$71,131,0001,661
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$60,082,0001,874
U.S. Government securities$32,714,0002,373
U.S. Treasury securities$1,030,0001,887
U.S. Government agency obligations$31,684,0002,290
Securities issued by states & political subdivisions$27,354,000539
Other domestic debt securities$14,0004,120
Privately issued residential mortgage-backed securities$14,0001,379
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$21,834,0001,610
Mortgage-backed securities$3,559,0004,470
Certificates of participation in pools of residential mortgages$3,545,0003,648
Issued or guaranteed by U.S.$3,545,0003,634
Privately issued$0260
Collaterized mortgage obligations$14,0004,448
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$14,0001,234
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)$60,082,0001,546
Total debt securities$60,082,0001,806
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$51,367,0002,125
U.S. Government securities$32,228,0002,481
U.S. Treasury securities$4,530,0001,144
U.S. Government agency obligations$27,698,0002,626
Securities issued by states & political subdivisions$18,503,000847
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$636,0003,330
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,650,0001,724
Mortgage-backed securities$2,820,0004,294
Certificates of participation in pools of residential mortgages$2,802,0003,468
Issued or guaranteed by U.S.$2,802,0003,452
Privately issued$0308
Collaterized mortgage obligations$18,0004,164
CMOs issued by government agencies or sponsored agencies$18,0003,942
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)$51,367,0001,669
Total debt securities$50,731,0002,070
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$50,020,0002,264
U.S. Government securities$31,841,0002,605
U.S. Treasury securities$7,007,0001,166
U.S. Government agency obligations$24,834,0002,902
Securities issued by states & political subdivisions$17,575,000924
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$604,0003,330
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,015,0001,389
Mortgage-backed securities$1,602,0005,357
Certificates of participation in pools of residential mortgages$1,579,0004,513
Issued or guaranteed by U.S.$1,579,0004,500
Privately issued$0307
Collaterized mortgage obligations$23,0004,429
CMOs issued by government agencies or sponsored agencies$23,0004,199
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)$50,020,0001,724
Total debt securities$49,416,0002,207
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$55,813,0002,073
U.S. Government securities$37,073,0002,324
U.S. Treasury securities$12,225,0001,075
U.S. Government agency obligations$24,848,0002,802
Securities issued by states & political subdivisions$18,197,000883
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 securities$0363
Equity securities$543,0003,408
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,850,0002,632
Mortgage-backed securities$2,309,0005,117
Certificates of participation in pools of residential mortgages$2,275,0004,200
Issued or guaranteed by U.S.$2,275,0004,182
Privately issued$0349
Collaterized mortgage obligations$34,0004,686
CMOs issued by government agencies or sponsored agencies$34,0004,451
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)$55,813,0001,563
Total debt securities$55,270,0002,016
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$54,955,0002,103
U.S. Government securities$42,827,0002,105
U.S. Treasury securities$15,048,0001,237
U.S. Government agency obligations$27,779,0002,457
Securities issued by states & political subdivisions$11,610,0001,232
Other domestic debt securities$50,0003,510
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$50,0002,758
Foreign debt securities$0390
Equity securities$468,0003,765
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,887,0001,963
Mortgage-backed securities$1,850,0005,519
Certificates of participation in pools of residential mortgages$1,850,0004,498
Issued or guaranteed by U.S.$1,850,0004,483
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)$54,955,0001,453
Total debt securities$54,487,0002,053
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$50,711,0002,420
U.S. Government securities$37,547,0002,579
U.S. Treasury securities$14,062,0001,640
U.S. Government agency obligations$23,485,0002,942
Securities issued by states & political subdivisions$12,055,0001,185
Other domestic debt securities$1,109,0001,946
Privately issued residential mortgage-backed securities$1,109,000705
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,628,0001,809
Mortgage-backed securities$1,109,0006,702
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$1,109,0003,699
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$1,109,000529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$50,711,0001,617
Total debt securities$50,711,0002,338
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$50,680,0002,480
U.S. Government securities$41,202,0002,450
U.S. Treasury securities$17,114,0001,660
U.S. Government agency obligations$24,088,0002,844
Securities issued by states & political subdivisions$9,402,0001,556
Other domestic debt securities$76,0004,628
Privately issued residential mortgage-backed securities$76,0001,988
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,220,0001,944
Mortgage-backed securities$76,0009,134
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$76,0005,822
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$76,0001,674
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$50,680,0001,668
Total debt securities$50,680,0002,402
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$54,167,0002,431
U.S. Government securities$45,801,0002,293
U.S. Treasury securities$22,702,0001,549
U.S. Government agency obligations$23,099,0002,836
Securities issued by states & political subdivisions$8,272,0001,853
Other domestic debt securities$94,0005,153
Privately issued residential mortgage-backed securities$94,0002,192
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,485,0001,800
Mortgage-backed securities$94,0009,629
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$94,0006,210
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$94,0001,883
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,465,0002,319
Available-for-sale securities (fair market value)$22,702,0002,508
Total debt securities$54,167,0002,376
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$64,806,0002,117
U.S. Government securities$53,805,0002,030
U.S. Treasury securities$24,237,0001,548
U.S. Government agency obligations$29,568,0002,322
Securities issued by states & political subdivisions$10,314,0001,462
Other domestic debt securities$687,0003,821
Privately issued residential mortgage-backed securities$687,0001,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,002,0002,061
Mortgage-backed securities$687,0008,910
Certificates of participation in pools of residential mortgages$687,0007,656
Issued or guaranteed by U.S.$09,878
Privately issued$687,000410
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$64,806,0002,057
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$56,188,0002,413
U.S. Government securities$44,471,0002,448
U.S. Treasury securities$20,355,0001,821
U.S. Government agency obligations$24,116,0002,764
Securities issued by states & political subdivisions$9,956,0001,368
Other domestic debt securities$1,761,0003,149
Privately issued residential mortgage-backed securities$1,761,0001,304
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$12,412,0002,234
Mortgage-backed securities$1,761,0007,937
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$1,761,0004,240
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$1,761,0001,008
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$56,188,0002,350
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