Family Federal Savings, F.A., Securities

2019-12-31Rank
Total securities$18,008,0003,483
U.S. Government securities$15,674,0002,870
U.S. Treasury securities$01,363
U.S. Government agency obligations$15,674,0002,708
Securities issued by states & political subdivisions$1,056,0003,843
Other domestic debt securities$1,027,0001,488
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$1,027,0001,106
Foreign debt securities$251,000253
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$13,223,0002,365
Certificates of participation in pools of residential mortgages$8,720,0002,121
Issued or guaranteed by U.S.$8,720,0002,063
Privately issued$0249
Collaterized mortgage obligations$4,503,0001,650
CMOs issued by government agencies or sponsored agencies$4,503,0001,611
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$18,008,0003,249
Total debt securities$18,006,0003,458
Structured notes
Amortized cost$250,000637
Fair value$251,000639
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$19,477,0003,441
U.S. Government securities$16,642,0002,841
U.S. Treasury securities$01,429
U.S. Government agency obligations$16,642,0002,683
Securities issued by states & political subdivisions$1,059,0003,883
Other domestic debt securities$1,277,0001,445
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$1,277,0001,062
Foreign debt securities$499,000227
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$14,105,0002,302
Certificates of participation in pools of residential mortgages$9,208,0002,057
Issued or guaranteed by U.S.$9,208,0001,996
Privately issued$0287
Collaterized mortgage obligations$4,897,0001,608
CMOs issued by government agencies or sponsored agencies$4,897,0001,572
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$19,477,0003,205
Total debt securities$19,477,0003,418
Structured notes
Amortized cost$750,000627
Fair value$748,000634
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$20,734,0003,417
U.S. Government securities$17,561,0002,827
U.S. Treasury securities$01,467
U.S. Government agency obligations$17,561,0002,665
Securities issued by states & political subdivisions$1,153,0003,907
Other domestic debt securities$1,272,0001,432
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$1,272,0001,078
Foreign debt securities$748,000216
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$14,894,0002,231
Certificates of participation in pools of residential mortgages$9,708,0001,997
Issued or guaranteed by U.S.$9,708,0001,959
Privately issued$0244
Collaterized mortgage obligations$5,186,0001,562
CMOs issued by government agencies or sponsored agencies$5,186,0001,517
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$20,734,0003,178
Total debt securities$20,734,0003,395
Structured notes
Amortized cost$1,000,000545
Fair value$995,000612
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$21,279,0003,424
U.S. Government securities$18,147,0002,817
U.S. Treasury securities$01,516
U.S. Government agency obligations$18,147,0002,659
Securities issued by states & political subdivisions$1,145,0003,975
Other domestic debt securities$1,248,0001,443
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$1,248,0001,090
Foreign debt securities$739,000231
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$15,442,0002,177
Certificates of participation in pools of residential mortgages$10,072,0001,984
Issued or guaranteed by U.S.$10,072,0001,940
Privately issued$0248
Collaterized mortgage obligations$5,370,0001,541
CMOs issued by government agencies or sponsored agencies$5,370,0001,494
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)$21,279,0003,182
Total debt securities$21,278,0003,404
Structured notes
Amortized cost$1,000,000559
Fair value$978,000646
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$21,378,0003,455
U.S. Government securities$18,220,0002,810
U.S. Treasury securities$01,513
U.S. Government agency obligations$18,220,0002,663
Securities issued by states & political subdivisions$1,194,0004,009
Other domestic debt securities$1,228,0001,429
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$1,228,0001,094
Foreign debt securities$736,000233
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$15,377,0002,181
Certificates of participation in pools of residential mortgages$9,790,0002,015
Issued or guaranteed by U.S.$9,790,0001,985
Privately issued$0211
Collaterized mortgage obligations$5,587,0001,513
CMOs issued by government agencies or sponsored agencies$5,587,0001,463
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)$21,378,0003,203
Total debt securities$21,377,0003,436
Structured notes
Amortized cost$1,000,000569
Fair value$973,000649
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$21,756,0003,464
U.S. Government securities$18,624,0002,807
U.S. Treasury securities$01,500
U.S. Government agency obligations$18,624,0002,665
Securities issued by states & political subdivisions$1,181,0004,060
Other domestic debt securities$1,223,0001,404
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$1,223,0001,103
Foreign debt securities$728,000227
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$15,779,0002,172
Certificates of participation in pools of residential mortgages$10,023,0002,019
Issued or guaranteed by U.S.$10,023,0002,005
Privately issued$0145
Collaterized mortgage obligations$5,756,0001,474
CMOs issued by government agencies or sponsored agencies$5,756,0001,426
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)$21,756,0003,202
Total debt securities$21,756,0003,442
Structured notes
Amortized cost$1,000,000558
Fair value$958,000638
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$21,886,0003,516
U.S. Government securities$19,193,0002,764
U.S. Treasury securities$01,475
U.S. Government agency obligations$19,193,0002,633
Securities issued by states & political subdivisions$1,229,0004,097
Other domestic debt securities$983,0001,663
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$983,0001,192
Foreign debt securities$481,000261
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$16,166,0002,171
Certificates of participation in pools of residential mortgages$10,718,0002,012
Issued or guaranteed by U.S.$10,718,0001,924
Privately issued$0453
Collaterized mortgage obligations$5,448,0001,517
CMOs issued by government agencies or sponsored agencies$5,448,0001,469
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)$21,886,0003,241
Total debt securities$21,884,0003,493
Structured notes
Amortized cost$750,000710
Fair value$715,000719
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$22,665,0003,497
U.S. Government securities$20,228,0002,774
U.S. Treasury securities$01,426
U.S. Government agency obligations$20,228,0002,640
Securities issued by states & political subdivisions$1,230,0004,141
Other domestic debt securities$724,0001,603
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$724,0001,293
Foreign debt securities$483,000255
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$17,118,0002,116
Certificates of participation in pools of residential mortgages$11,408,0001,974
Issued or guaranteed by U.S.$11,408,0001,971
Privately issued$067
Collaterized mortgage obligations$5,710,0001,488
CMOs issued by government agencies or sponsored agencies$5,710,0001,439
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)$22,665,0003,225
Total debt securities$22,663,0003,475
Structured notes
Amortized cost$750,000683
Fair value$720,000690
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$23,333,0003,515
U.S. Government securities$20,779,0002,743
U.S. Treasury securities$01,328
U.S. Government agency obligations$20,779,0002,616
Securities issued by states & political subdivisions$1,316,0004,186
Other domestic debt securities$748,0001,600
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$748,0001,311
Foreign debt securities$490,000248
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$17,455,0002,094
Certificates of participation in pools of residential mortgages$11,424,0002,000
Issued or guaranteed by U.S.$11,424,0001,999
Privately issued$064
Collaterized mortgage obligations$6,031,0001,436
CMOs issued by government agencies or sponsored agencies$6,031,0001,389
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$23,333,0003,240
Total debt securities$23,333,0003,490
Structured notes
Amortized cost$750,000684
Fair value$736,000691
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$21,504,0003,671
U.S. Government securities$19,435,0002,867
U.S. Treasury securities$01,313
U.S. Government agency obligations$19,435,0002,758
Securities issued by states & political subdivisions$1,323,0004,242
Other domestic debt securities$505,0001,720
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$505,0001,424
Foreign debt securities$241,000306
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$15,996,0002,236
Certificates of participation in pools of residential mortgages$11,678,0002,004
Issued or guaranteed by U.S.$11,678,0002,003
Privately issued$069
Collaterized mortgage obligations$4,318,0001,658
CMOs issued by government agencies or sponsored agencies$4,318,0001,605
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)$21,504,0003,381
Total debt securities$21,504,0003,646
Structured notes
Amortized cost$250,000880
Fair value$241,000909
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$21,069,0003,749
U.S. Government securities$19,462,0002,912
U.S. Treasury securities$01,351
U.S. Government agency obligations$19,462,0002,788
Securities issued by states & political subdivisions$1,365,0004,244
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$242,000318
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$15,839,0002,263
Certificates of participation in pools of residential mortgages$12,342,0001,991
Issued or guaranteed by U.S.$12,342,0001,990
Privately issued$067
Collaterized mortgage obligations$3,497,0001,837
CMOs issued by government agencies or sponsored agencies$3,497,0001,775
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)$21,069,0003,451
Total debt securities$21,068,0003,727
Structured notes
Amortized cost$250,000947
Fair value$242,000972
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$21,678,0003,739
U.S. Government securities$20,089,0002,909
U.S. Treasury securities$01,390
U.S. Government agency obligations$20,089,0002,784
Securities issued by states & political subdivisions$1,350,0004,301
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$239,000320
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$16,403,0002,255
Certificates of participation in pools of residential mortgages$12,762,0001,984
Issued or guaranteed by U.S.$12,762,0001,984
Privately issued$066
Collaterized mortgage obligations$3,641,0001,821
CMOs issued by government agencies or sponsored agencies$3,641,0001,761
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$21,678,0003,440
Total debt securities$21,679,0003,718
Structured notes
Amortized cost$250,0001,009
Fair value$239,0001,040
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$21,288,0003,780
U.S. Government securities$19,359,0002,951
U.S. Treasury securities$01,367
U.S. Government agency obligations$19,359,0002,824
Securities issued by states & political subdivisions$1,690,0004,232
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$239,000315
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$15,466,0002,320
Certificates of participation in pools of residential mortgages$12,161,0002,051
Issued or guaranteed by U.S.$12,161,0002,050
Privately issued$071
Collaterized mortgage obligations$3,305,0001,849
CMOs issued by government agencies or sponsored agencies$3,305,0001,783
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)$21,288,0003,465
Total debt securities$21,287,0003,752
Structured notes
Amortized cost$250,0001,000
Fair value$239,0001,033
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$22,524,0003,689
U.S. Government securities$20,294,0002,880
U.S. Treasury securities$01,214
U.S. Government agency obligations$20,294,0002,768
Securities issued by states & political subdivisions$1,735,0004,232
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$495,000264
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$15,895,0002,280
Certificates of participation in pools of residential mortgages$13,303,0001,970
Issued or guaranteed by U.S.$13,303,0001,970
Privately issued$067
Collaterized mortgage obligations$2,592,0002,021
CMOs issued by government agencies or sponsored agencies$2,592,0001,952
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)$22,524,0003,395
Total debt securities$22,522,0003,661
Structured notes
Amortized cost$250,000987
Fair value$244,0001,031
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$26,514,0003,494
U.S. Government securities$24,514,0002,655
U.S. Treasury securities$01,253
U.S. Government agency obligations$24,514,0002,554
Securities issued by states & political subdivisions$1,749,0004,249
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$251,000296
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$19,437,0002,078
Certificates of participation in pools of residential mortgages$16,595,0001,754
Issued or guaranteed by U.S.$16,595,0001,750
Privately issued$071
Collaterized mortgage obligations$2,842,0001,993
CMOs issued by government agencies or sponsored agencies$2,842,0001,920
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)$26,514,0003,205
Total debt securities$26,512,0003,469
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$27,375,0003,489
U.S. Government securities$25,394,0002,672
U.S. Treasury securities$01,296
U.S. Government agency obligations$25,394,0002,580
Securities issued by states & political subdivisions$1,730,0004,287
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$251,000293
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$20,711,0002,028
Certificates of participation in pools of residential mortgages$17,717,0001,685
Issued or guaranteed by U.S.$17,717,0001,683
Privately issued$066
Collaterized mortgage obligations$2,994,0001,964
CMOs issued by government agencies or sponsored agencies$2,994,0001,894
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)$27,375,0003,196
Total debt securities$27,374,0003,463
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$27,400,0003,532
U.S. Government securities$22,292,0002,894
U.S. Treasury securities$01,367
U.S. Government agency obligations$22,292,0002,788
Securities issued by states & political subdivisions$4,856,0003,603
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$252,000280
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$17,433,0002,228
Certificates of participation in pools of residential mortgages$15,905,0001,801
Issued or guaranteed by U.S.$15,905,0001,799
Privately issued$066
Collaterized mortgage obligations$1,528,0002,394
CMOs issued by government agencies or sponsored agencies$1,528,0002,324
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)$27,400,0003,242
Total debt securities$27,400,0003,509
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$27,278,0003,599
U.S. Government securities$22,436,0002,938
U.S. Treasury securities$01,303
U.S. Government agency obligations$22,436,0002,847
Securities issued by states & political subdivisions$4,589,0003,698
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$253,000282
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$17,452,0002,271
Certificates of participation in pools of residential mortgages$16,603,0001,774
Issued or guaranteed by U.S.$16,603,0001,774
Privately issued$065
Collaterized mortgage obligations$849,0002,695
CMOs issued by government agencies or sponsored agencies$849,0002,616
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)$27,278,0003,292
Total debt securities$27,278,0003,570
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$25,277,0003,774
U.S. Government securities$21,456,0003,108
U.S. Treasury securities$01,348
U.S. Government agency obligations$21,456,0003,018
Securities issued by states & political subdivisions$3,567,0003,933
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$254,000287
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$16,828,0002,359
Certificates of participation in pools of residential mortgages$15,961,0001,881
Issued or guaranteed by U.S.$15,961,0001,881
Privately issued$067
Collaterized mortgage obligations$867,0002,743
CMOs issued by government agencies or sponsored agencies$867,0002,660
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)$25,277,0003,454
Total debt securities$25,277,0003,754
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$27,220,0003,705
U.S. Government securities$23,315,0003,017
U.S. Treasury securities$01,327
U.S. Government agency obligations$23,315,0002,930
Securities issued by states & political subdivisions$3,650,0003,908
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$255,000284
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$18,470,0002,297
Certificates of participation in pools of residential mortgages$17,542,0001,789
Issued or guaranteed by U.S.$17,542,0001,789
Privately issued$070
Collaterized mortgage obligations$928,0002,748
CMOs issued by government agencies or sponsored agencies$928,0002,663
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)$27,220,0003,384
Total debt securities$27,220,0003,676
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$34,871,0003,272
U.S. Government securities$30,817,0002,576
U.S. Treasury securities$01,361
U.S. Government agency obligations$30,817,0002,493
Securities issued by states & political subdivisions$3,802,0003,916
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$252,000271
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$25,476,0001,935
Certificates of participation in pools of residential mortgages$22,725,0001,537
Issued or guaranteed by U.S.$22,725,0001,535
Privately issued$075
Collaterized mortgage obligations$2,751,0002,194
CMOs issued by government agencies or sponsored agencies$2,751,0002,123
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)$34,871,0002,985
Total debt securities$34,869,0003,247
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$32,127,0003,503
U.S. Government securities$27,838,0002,830
U.S. Treasury securities$01,381
U.S. Government agency obligations$27,838,0002,738
Securities issued by states & political subdivisions$3,787,0003,961
Other domestic debt securities$250,0002,238
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$250,0001,781
Foreign debt securities$252,000266
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$22,682,0002,144
Certificates of participation in pools of residential mortgages$19,821,0001,737
Issued or guaranteed by U.S.$19,821,0001,737
Privately issued$073
Collaterized mortgage obligations$2,861,0002,218
CMOs issued by government agencies or sponsored agencies$2,861,0002,138
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)$32,127,0003,198
Total debt securities$32,127,0003,478
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$31,524,0003,594
U.S. Government securities$27,539,0002,896
U.S. Treasury securities$01,342
U.S. Government agency obligations$27,539,0002,808
Securities issued by states & political subdivisions$3,482,0004,073
Other domestic debt securities$250,0002,291
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$250,0001,838
Foreign debt securities$253,000266
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$22,607,0002,173
Certificates of participation in pools of residential mortgages$20,643,0001,729
Issued or guaranteed by U.S.$20,643,0001,728
Privately issued$075
Collaterized mortgage obligations$1,964,0002,504
CMOs issued by government agencies or sponsored agencies$1,964,0002,422
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)$31,524,0003,270
Total debt securities$31,524,0003,565
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$29,845,0003,718
U.S. Government securities$25,607,0003,040
U.S. Treasury securities$01,198
U.S. Government agency obligations$25,607,0002,964
Securities issued by states & political subdivisions$3,734,0004,049
Other domestic debt securities$250,0002,358
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$250,0001,890
Foreign debt securities$254,000264
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$20,603,0002,304
Certificates of participation in pools of residential mortgages$17,915,0001,907
Issued or guaranteed by U.S.$17,915,0001,906
Privately issued$076
Collaterized mortgage obligations$2,688,0002,289
CMOs issued by government agencies or sponsored agencies$2,688,0002,201
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)$29,845,0003,399
Total debt securities$29,840,0003,692
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$28,822,0003,776
U.S. Government securities$24,675,0003,084
U.S. Treasury securities$01,131
U.S. Government agency obligations$24,675,0003,014
Securities issued by states & political subdivisions$3,644,0004,089
Other domestic debt securities$250,0002,410
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$250,0001,931
Foreign debt securities$253,000268
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$19,545,0002,366
Certificates of participation in pools of residential mortgages$16,801,0002,005
Issued or guaranteed by U.S.$16,801,0002,005
Privately issued$081
Collaterized mortgage obligations$2,744,0002,263
CMOs issued by government agencies or sponsored agencies$2,744,0002,176
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)$28,822,0003,451
Total debt securities$28,819,0003,745
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$24,482,0004,125
U.S. Government securities$20,496,0003,460
U.S. Treasury securities$01,131
U.S. Government agency obligations$20,496,0003,375
Securities issued by states & political subdivisions$3,482,0004,139
Other domestic debt securities$251,0002,467
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$251,0001,966
Foreign debt securities$253,000273
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$15,232,0002,696
Certificates of participation in pools of residential mortgages$14,324,0002,213
Issued or guaranteed by U.S.$14,324,0002,211
Privately issued$080
Collaterized mortgage obligations$908,0002,946
CMOs issued by government agencies or sponsored agencies$908,0002,833
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)$24,482,0003,775
Total debt securities$24,481,0004,095
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$24,162,0004,149
U.S. Government securities$20,115,0003,506
U.S. Treasury securities$01,152
U.S. Government agency obligations$20,115,0003,413
Securities issued by states & political subdivisions$3,543,0004,121
Other domestic debt securities$251,0002,530
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$251,0002,005
Foreign debt securities$253,000265
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$14,561,0002,766
Certificates of participation in pools of residential mortgages$13,516,0002,270
Issued or guaranteed by U.S.$13,516,0002,269
Privately issued$083
Collaterized mortgage obligations$1,045,0002,925
CMOs issued by government agencies or sponsored agencies$1,045,0002,807
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)$24,162,0003,807
Total debt securities$24,161,0004,121
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$25,153,0004,081
U.S. Government securities$21,117,0003,432
U.S. Treasury securities$01,161
U.S. Government agency obligations$21,117,0003,346
Securities issued by states & political subdivisions$3,529,0004,114
Other domestic debt securities$250,0002,535
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$250,0001,990
Foreign debt securities$257,000269
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$16,474,0002,635
Certificates of participation in pools of residential mortgages$15,147,0002,159
Issued or guaranteed by U.S.$15,147,0002,159
Privately issued$083
Collaterized mortgage obligations$1,327,0002,860
CMOs issued by government agencies or sponsored agencies$1,327,0002,742
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)$25,153,0003,775
Total debt securities$25,154,0004,055
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$24,963,0004,039
U.S. Government securities$21,622,0003,342
U.S. Treasury securities$01,135
U.S. Government agency obligations$21,622,0003,264
Securities issued by states & political subdivisions$2,840,0004,292
Other domestic debt securities$250,0002,524
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$250,0001,949
Foreign debt securities$251,000269
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$19,554,0002,433
Certificates of participation in pools of residential mortgages$17,349,0001,950
Issued or guaranteed by U.S.$17,349,0001,947
Privately issued$085
Collaterized mortgage obligations$2,205,0002,612
CMOs issued by government agencies or sponsored agencies$2,205,0002,506
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)$24,963,0003,721
Total debt securities$24,963,0004,009
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$25,941,0004,001
U.S. Government securities$23,047,0003,291
U.S. Treasury securities$01,086
U.S. Government agency obligations$23,047,0003,228
Securities issued by states & political subdivisions$2,298,0004,464
Other domestic debt securities$349,0002,517
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$349,0001,961
Foreign debt securities$247,000258
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$22,037,0002,373
Certificates of participation in pools of residential mortgages$19,395,0001,889
Issued or guaranteed by U.S.$19,395,0001,887
Privately issued$088
Collaterized mortgage obligations$2,642,0002,573
CMOs issued by government agencies or sponsored agencies$2,642,0002,467
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)$25,941,0003,695
Total debt securities$25,941,0003,974
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$26,317,0003,990
U.S. Government securities$23,450,0003,313
U.S. Treasury securities$01,068
U.S. Government agency obligations$23,450,0003,245
Securities issued by states & political subdivisions$2,270,0004,451
Other domestic debt securities$351,0002,505
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$351,0001,950
Foreign debt securities$246,000251
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$23,450,0002,309
Certificates of participation in pools of residential mortgages$20,496,0001,849
Issued or guaranteed by U.S.$20,496,0001,848
Privately issued$094
Collaterized mortgage obligations$2,954,0002,523
CMOs issued by government agencies or sponsored agencies$2,954,0002,406
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)$26,317,0003,684
Total debt securities$26,317,0003,961
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$27,284,0003,944
U.S. Government securities$25,182,0003,225
U.S. Treasury securities$01,157
U.S. Government agency obligations$25,182,0003,157
Securities issued by states & political subdivisions$1,354,0004,769
Other domestic debt securities$748,0002,197
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$748,0001,689
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$06,234
Mortgage-backed securities$25,182,0002,232
Certificates of participation in pools of residential mortgages$22,026,0001,750
Issued or guaranteed by U.S.$22,026,0001,743
Privately issued$094
Collaterized mortgage obligations$3,156,0002,498
CMOs issued by government agencies or sponsored agencies$3,156,0002,384
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)$27,284,0003,639
Total debt securities$27,283,0003,914
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$28,222,0003,821
U.S. Government securities$26,607,0003,037
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,607,0002,968
Securities issued by states & political subdivisions$1,615,0004,663
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$25,353,0002,135
Certificates of participation in pools of residential mortgages$22,004,0001,660
Issued or guaranteed by U.S.$22,004,0001,659
Privately issued$0121
Collaterized mortgage obligations$3,349,0002,419
CMOs issued by government agencies or sponsored agencies$3,349,0002,235
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$28,222,0003,520
Total debt securities$28,222,0003,798
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$25,804,0003,938
U.S. Government securities$25,804,0003,038
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,804,0002,958
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,551,0002,111
Certificates of participation in pools of residential mortgages$22,127,0001,595
Issued or guaranteed by U.S.$22,127,0001,591
Privately issued$0132
Collaterized mortgage obligations$2,424,0002,638
CMOs issued by government agencies or sponsored agencies$2,424,0002,431
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$25,804,0003,622
Total debt securities$25,804,0003,896
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$25,433,0003,999
U.S. Government securities$25,399,0003,141
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,399,0003,059
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$34,0002,749
Privately issued residential mortgage-backed securities$34,0001,242
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,179,0002,095
Certificates of participation in pools of residential mortgages$21,703,0001,566
Issued or guaranteed by U.S.$21,703,0001,563
Privately issued$0125
Collaterized mortgage obligations$2,476,0002,592
CMOs issued by government agencies or sponsored agencies$2,442,0002,373
Privately issued$34,0001,184
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$25,433,0003,678
Total debt securities$25,433,0003,963
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$24,753,0004,043
U.S. Government securities$24,704,0003,193
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,704,0003,101
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$49,0002,791
Privately issued residential mortgage-backed securities$49,0001,261
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,687,0002,241
Certificates of participation in pools of residential mortgages$18,165,0001,765
Issued or guaranteed by U.S.$18,165,0001,762
Privately issued$0136
Collaterized mortgage obligations$2,522,0002,517
CMOs issued by government agencies or sponsored agencies$2,473,0002,307
Privately issued$49,0001,202
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,0002,868
Available-for-sale securities (fair market value)$24,704,0003,734
Total debt securities$24,753,0004,009
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$23,643,0004,032
U.S. Government securities$23,590,0003,125
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,590,0003,020
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$53,0002,940
Privately issued residential mortgage-backed securities$53,0001,318
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,516,0002,392
Certificates of participation in pools of residential mortgages$14,917,0001,931
Issued or guaranteed by U.S.$14,917,0001,925
Privately issued$0141
Collaterized mortgage obligations$2,599,0002,455
CMOs issued by government agencies or sponsored agencies$2,546,0002,229
Privately issued$53,0001,255
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$53,0002,886
Available-for-sale securities (fair market value)$23,590,0003,717
Total debt securities$23,643,0003,995
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$23,196,0004,030
U.S. Government securities$22,800,0003,163
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,800,0003,057
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$54,0003,012
Privately issued residential mortgage-backed securities$54,0001,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$342,000886
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,084,0002,492
Certificates of participation in pools of residential mortgages$13,368,0002,019
Issued or guaranteed by U.S.$13,368,0002,013
Privately issued$0141
Collaterized mortgage obligations$2,716,0002,387
CMOs issued by government agencies or sponsored agencies$2,662,0002,155
Privately issued$54,0001,319
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$23,196,0003,702
Total debt securities$22,854,0004,021
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$23,897,0003,989
U.S. Government securities$23,229,0003,161
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,229,0003,077
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$82,0002,984
Privately issued residential mortgage-backed securities$82,0001,393
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$586,000787
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,812,0002,431
Certificates of participation in pools of residential mortgages$14,023,0001,984
Issued or guaranteed by U.S.$14,023,0001,978
Privately issued$0148
Collaterized mortgage obligations$2,789,0002,314
CMOs issued by government agencies or sponsored agencies$2,707,0002,074
Privately issued$82,0001,331
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$82,0002,983
Available-for-sale securities (fair market value)$23,815,0003,654
Total debt securities$23,311,0004,003
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$20,489,0004,396
U.S. Government securities$19,549,0003,603
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,549,0003,518
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$115,0002,991
Privately issued residential mortgage-backed securities$115,0001,414
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$825,000716
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,416,0002,526
Certificates of participation in pools of residential mortgages$13,567,0002,128
Issued or guaranteed by U.S.$13,567,0002,122
Privately issued$0145
Collaterized mortgage obligations$2,849,0002,257
CMOs issued by government agencies or sponsored agencies$2,734,0001,998
Privately issued$115,0001,356
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,0002,965
Available-for-sale securities (fair market value)$20,374,0004,000
Total debt securities$19,664,0004,457
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$22,270,0004,166
U.S. Government securities$21,035,0003,406
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,035,0003,330
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$160,0003,012
Privately issued residential mortgage-backed securities$160,0001,428
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$1,075,000641
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,716,0002,473
Certificates of participation in pools of residential mortgages$14,756,0002,090
Issued or guaranteed by U.S.$14,756,0002,083
Privately issued$0157
Collaterized mortgage obligations$2,960,0002,218
CMOs issued by government agencies or sponsored agencies$2,800,0001,966
Privately issued$160,0001,361
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$160,0002,957
Available-for-sale securities (fair market value)$22,110,0003,792
Total debt securities$21,195,0004,250
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$23,253,0004,083
U.S. Government securities$18,870,0003,621
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,870,0003,551
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$3,060,0001,624
Privately issued residential mortgage-backed securities$3,060,000835
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$1,323,000646
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,794,0002,428
Certificates of participation in pools of residential mortgages$15,734,0002,057
Issued or guaranteed by U.S.$15,734,0002,047
Privately issued$0171
Collaterized mortgage obligations$3,060,0002,187
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$3,060,000798
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$23,253,0003,687
Total debt securities$21,930,0004,176
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$20,444,0004,380
U.S. Government securities$15,708,0004,020
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,708,0003,929
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$4,736,000365
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$14,708,0002,794
Certificates of participation in pools of residential mortgages$14,548,0002,205
Issued or guaranteed by U.S.$14,548,0002,196
Privately issued$0181
Collaterized mortgage obligations$160,0003,492
CMOs issued by government agencies or sponsored agencies$160,0003,125
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$20,444,0003,947
Total debt securities$15,708,0004,911
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$21,152,0004,298
U.S. Government securities$16,376,0003,975
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,376,0003,902
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$4,776,000373
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,098,0002,714
Certificates of participation in pools of residential mortgages$15,914,0002,121
Issued or guaranteed by U.S.$15,914,0002,109
Privately issued$0191
Collaterized mortgage obligations$184,0003,489
CMOs issued by government agencies or sponsored agencies$184,0003,117
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)$21,152,0003,865
Total debt securities$16,376,0004,841
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$22,452,0004,156
U.S. Government securities$17,493,0003,884
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,493,0003,808
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$4,959,000330
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,214,0002,558
Certificates of participation in pools of residential mortgages$17,013,0001,967
Issued or guaranteed by U.S.$17,013,0001,955
Privately issued$0188
Collaterized mortgage obligations$201,0003,445
CMOs issued by government agencies or sponsored agencies$201,0003,098
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)$22,452,0003,716
Total debt securities$17,493,0004,723
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$23,565,0003,964
U.S. Government securities$18,430,0003,704
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,430,0003,633
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$5,135,000328
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,551,0002,440
Certificates of participation in pools of residential mortgages$17,335,0001,867
Issued or guaranteed by U.S.$17,335,0001,855
Privately issued$0192
Collaterized mortgage obligations$216,0003,359
CMOs issued by government agencies or sponsored agencies$216,0003,004
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)$600,0002,771
Available-for-sale securities (fair market value)$22,965,0003,588
Total debt securities$18,430,0004,532
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$24,629,0003,916
U.S. Government securities$19,111,0003,660
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,111,0003,585
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$5,518,000435
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,230,0002,387
Certificates of participation in pools of residential mortgages$17,996,0001,806
Issued or guaranteed by U.S.$17,996,0001,795
Privately issued$0202
Collaterized mortgage obligations$234,0003,336
CMOs issued by government agencies or sponsored agencies$234,0002,997
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)$6,0003,528
Available-for-sale securities (fair market value)$24,623,0003,495
Total debt securities$19,111,0004,513
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$28,225,0003,576
U.S. Government securities$22,379,0003,254
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,379,0003,200
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$5,846,000463
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$19,909,0002,180
Certificates of participation in pools of residential mortgages$19,650,0001,648
Issued or guaranteed by U.S.$19,650,0001,639
Privately issued$0205
Collaterized mortgage obligations$259,0003,293
CMOs issued by government agencies or sponsored agencies$259,0002,953
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)$600,0002,818
Available-for-sale securities (fair market value)$27,625,0003,251
Total debt securities$22,379,0004,082
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$27,360,0003,662
U.S. Government securities$21,463,0003,408
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,463,0003,344
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$5,897,000427
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,752,0002,081
Certificates of participation in pools of residential mortgages$17,479,0001,557
Issued or guaranteed by U.S.$17,479,0001,549
Privately issued$0191
Collaterized mortgage obligations$273,0003,195
CMOs issued by government agencies or sponsored agencies$273,0002,867
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,576
Available-for-sale securities (fair market value)$26,160,0003,339
Total debt securities$21,463,0004,216
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$28,228,0003,581
U.S. Government securities$22,382,0003,347
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,382,0003,281
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$5,846,000405
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,472,0001,911
Certificates of participation in pools of residential mortgages$18,184,0001,426
Issued or guaranteed by U.S.$18,184,0001,416
Privately issued$0194
Collaterized mortgage obligations$288,0003,147
CMOs issued by government agencies or sponsored agencies$288,0002,820
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,633
Available-for-sale securities (fair market value)$27,028,0003,259
Total debt securities$22,382,0004,130
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$30,434,0003,402
U.S. Government securities$24,630,0003,146
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,630,0003,068
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$5,804,000411
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,750,0001,715
Certificates of participation in pools of residential mortgages$20,446,0001,278
Issued or guaranteed by U.S.$20,446,0001,268
Privately issued$0207
Collaterized mortgage obligations$304,0003,099
CMOs issued by government agencies or sponsored agencies$304,0002,786
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,663
Available-for-sale securities (fair market value)$29,234,0003,057
Total debt securities$24,630,0003,861
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$31,389,0003,341
U.S. Government securities$25,504,0003,063
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,504,0002,979
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$5,885,000413
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,083,0001,631
Certificates of participation in pools of residential mortgages$21,754,0001,210
Issued or guaranteed by U.S.$21,754,0001,202
Privately issued$0218
Collaterized mortgage obligations$329,0003,044
CMOs issued by government agencies or sponsored agencies$329,0002,750
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,696
Available-for-sale securities (fair market value)$30,189,0002,993
Total debt securities$25,504,0003,803
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$32,400,0003,281
U.S. Government securities$26,539,0003,002
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,539,0002,921
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$5,861,000422
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,119,0001,579
Certificates of participation in pools of residential mortgages$22,773,0001,186
Issued or guaranteed by U.S.$22,773,0001,176
Privately issued$0208
Collaterized mortgage obligations$346,0003,020
CMOs issued by government agencies or sponsored agencies$346,0002,734
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,755
Available-for-sale securities (fair market value)$31,200,0002,936
Total debt securities$26,539,0003,723
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$32,828,0003,293
U.S. Government securities$26,952,0003,008
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,952,0002,917
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$5,876,000411
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,105,0001,534
Certificates of participation in pools of residential mortgages$23,739,0001,164
Issued or guaranteed by U.S.$23,739,0001,152
Privately issued$0214
Collaterized mortgage obligations$366,0002,963
CMOs issued by government agencies or sponsored agencies$366,0002,687
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,199,0002,825
Available-for-sale securities (fair market value)$31,629,0002,920
Total debt securities$26,952,0003,710
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$33,058,0003,270
U.S. Government securities$27,261,0002,981
U.S. Treasury securitiesNANA
U.S. Government agency obligations$27,261,0002,887
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$5,797,000411
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,474,0001,540
Certificates of participation in pools of residential mortgages$24,089,0001,168
Issued or guaranteed by U.S.$24,089,0001,160
Privately issued$0211
Collaterized mortgage obligations$385,0002,949
CMOs issued by government agencies or sponsored agencies$385,0002,655
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,853
Available-for-sale securities (fair market value)$31,858,0002,901
Total debt securities$27,261,0003,674
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$35,077,0003,151
U.S. Government securities$29,242,0002,873
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,242,0002,777
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$5,835,000414
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,426,0001,487
Certificates of participation in pools of residential mortgages$26,013,0001,116
Issued or guaranteed by U.S.$26,013,0001,108
Privately issued$0205
Collaterized mortgage obligations$413,0002,926
CMOs issued by government agencies or sponsored agencies$413,0002,631
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,916
Available-for-sale securities (fair market value)$33,877,0002,787
Total debt securities$29,242,0003,569
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$35,766,0003,102
U.S. Government securities$29,878,0002,813
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,878,0002,718
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$5,888,000437
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$27,723,0001,440
Certificates of participation in pools of residential mortgages$27,282,0001,099
Issued or guaranteed by U.S.$27,282,0001,089
Privately issued$0216
Collaterized mortgage obligations$441,0002,904
CMOs issued by government agencies or sponsored agencies$441,0002,620
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0002,964
Available-for-sale securities (fair market value)$34,566,0002,740
Total debt securities$29,878,0003,513
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$37,469,0002,965
U.S. Government securities$31,544,0002,640
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,544,0002,551
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$5,925,000428
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,365,0001,412
Certificates of participation in pools of residential mortgages$28,884,0001,080
Issued or guaranteed by U.S.$28,884,0001,071
Privately issued$0225
Collaterized mortgage obligations$481,0002,900
CMOs issued by government agencies or sponsored agencies$481,0002,607
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0003,000
Available-for-sale securities (fair market value)$36,269,0002,607
Total debt securities$31,544,0003,351
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$38,969,0002,907
U.S. Government securities$32,975,0002,580
U.S. Treasury securitiesNANA
U.S. Government agency obligations$32,975,0002,491
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$5,994,000435
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$30,781,0001,395
Certificates of participation in pools of residential mortgages$30,259,0001,061
Issued or guaranteed by U.S.$30,259,0001,051
Privately issued$0223
Collaterized mortgage obligations$522,0002,880
CMOs issued by government agencies or sponsored agencies$522,0002,608
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0003,049
Available-for-sale securities (fair market value)$37,769,0002,556
Total debt securities$32,975,0003,296
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$39,952,0002,888
U.S. Government securities$33,987,0002,570
U.S. Treasury securitiesNANA
U.S. Government agency obligations$33,987,0002,478
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$5,965,000445
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$31,834,0001,390
Certificates of participation in pools of residential mortgages$31,278,0001,069
Issued or guaranteed by U.S.$31,278,0001,061
Privately issued$0207
Collaterized mortgage obligations$556,0002,903
CMOs issued by government agencies or sponsored agencies$556,0002,636
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0003,094
Available-for-sale securities (fair market value)$38,752,0002,529
Total debt securities$33,987,0003,250
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$41,763,0002,802
U.S. Government securities$35,728,0002,479
U.S. Treasury securitiesNANA
U.S. Government agency obligations$35,728,0002,382
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$6,035,000470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$32,528,0001,400
Certificates of participation in pools of residential mortgages$31,931,0001,061
Issued or guaranteed by U.S.$31,931,0001,054
Privately issued$0203
Collaterized mortgage obligations$597,0002,914
CMOs issued by government agencies or sponsored agencies$597,0002,656
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,200,0003,127
Available-for-sale securities (fair market value)$40,563,0002,462
Total debt securities$35,728,0003,131
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$42,287,0002,768
U.S. Government securities$36,243,0002,412
U.S. Treasury securitiesNANA
U.S. Government agency obligations$36,243,0002,331
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$6,044,000491
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$32,236,0001,421
Certificates of participation in pools of residential mortgages$31,600,0001,081
Issued or guaranteed by U.S.$31,600,0001,075
Privately issued$0225
Collaterized mortgage obligations$636,0002,910
CMOs issued by government agencies or sponsored agencies$636,0002,653
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)$42,287,0002,370
Total debt securities$36,243,0003,084
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$43,349,0002,755
U.S. Government securities$36,757,0002,422
U.S. Treasury securitiesNANA
U.S. Government agency obligations$36,757,0002,333
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$6,592,000502
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$32,821,0001,404
Certificates of participation in pools of residential mortgages$32,111,0001,070
Issued or guaranteed by U.S.$32,111,0001,062
Privately issued$0225
Collaterized mortgage obligations$710,0002,910
CMOs issued by government agencies or sponsored agencies$710,0002,663
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)$43,349,0002,350
Total debt securities$36,757,0003,078
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$43,599,0002,751
U.S. Government securities$36,894,0002,384
U.S. Treasury securitiesNANA
U.S. Government agency obligations$36,894,0002,319
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$6,705,000523
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$32,875,0001,426
Certificates of participation in pools of residential mortgages$31,973,0001,091
Issued or guaranteed by U.S.$31,973,0001,083
Privately issued$0230
Collaterized mortgage obligations$902,0002,875
CMOs issued by government agencies or sponsored agencies$902,0002,618
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)$8,0004,570
Available-for-sale securities (fair market value)$43,591,0002,363
Total debt securities$36,894,0003,061
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$46,709,0002,626
U.S. Government securities$38,845,0002,357
U.S. Treasury securitiesNANA
U.S. Government agency obligations$38,845,0002,270
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$7,864,000462
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$33,854,0001,413
Certificates of participation in pools of residential mortgages$32,858,0001,086
Issued or guaranteed by U.S.$32,858,0001,076
Privately issued$0248
Collaterized mortgage obligations$996,0002,804
CMOs issued by government agencies or sponsored agencies$996,0002,666
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$999,0003,390
Available-for-sale securities (fair market value)$45,710,0002,309
Total debt securities$38,845,0002,979
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$46,745,0002,583
U.S. Government securities$37,365,0002,383
U.S. Treasury securitiesNANA
U.S. Government agency obligations$37,365,0002,303
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$9,380,000450
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$31,333,0001,479
Certificates of participation in pools of residential mortgages$29,750,0001,146
Issued or guaranteed by U.S.$29,750,0001,142
Privately issued$0253
Collaterized mortgage obligations$1,583,0002,499
CMOs issued by government agencies or sponsored agencies$1,583,0002,365
Privately issuedNANA
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)$46,745,0002,212
Total debt securities$37,365,0003,021
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$42,811,0002,720
U.S. Government securities$31,542,0002,625
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,542,0002,538
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$11,269,000385
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,473,0001,837
Certificates of participation in pools of residential mortgages$21,452,0001,453
Issued or guaranteed by U.S.$21,452,0001,445
Privately issued$0256
Collaterized mortgage obligations$2,021,0002,500
CMOs issued by government agencies or sponsored agencies$2,021,0002,367
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,011,0002,895
Available-for-sale securities (fair market value)$40,800,0002,434
Total debt securities$31,542,0003,344
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$38,415,0002,921
U.S. Government securities$23,189,0003,320
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,189,0003,168
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$3,948,0001,608
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,948,0001,340
Foreign debt securitiesNANA
Equity securities$11,278,000376
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$12,638,0002,709
Certificates of participation in pools of residential mortgages$10,349,0002,332
Issued or guaranteed by U.S.$10,349,0002,319
Privately issued$0257
Collaterized mortgage obligations$2,289,0002,460
CMOs issued by government agencies or sponsored agencies$2,289,0002,327
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,015,0002,584
Available-for-sale securities (fair market value)$35,400,0002,670
Total debt securities$27,137,0003,717
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$34,825,0003,119
U.S. Government securities$21,472,0003,507
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,472,0003,344
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$4,072,0001,561
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,072,0001,316
Foreign debt securitiesNANA
Equity securities$9,281,000469
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,879,0003,201
Certificates of participation in pools of residential mortgages$8,361,0002,598
Issued or guaranteed by U.S.$8,361,0002,584
Privately issued$0252
Collaterized mortgage obligations$518,0003,570
CMOs issued by government agencies or sponsored agencies$518,0003,419
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,020,0002,635
Available-for-sale securities (fair market value)$31,805,0002,883
Total debt securities$25,544,0003,860
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$36,835,0002,862
U.S. Government securities$18,620,0003,723
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,620,0003,540
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$18,215,000238
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,593,0002,940
Certificates of participation in pools of residential mortgages$9,593,0002,172
Issued or guaranteed by U.S.$9,593,0002,155
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,0004,988
Available-for-sale securities (fair market value)$36,802,0002,386
Total debt securities$18,620,0004,650
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$23,454,0004,120
U.S. Government securities$20,717,0003,565
U.S. Treasury securitiesNANA
U.S. Government agency obligations$20,717,0003,302
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$2,737,0001,289
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,437,0003,965
Certificates of participation in pools of residential mortgages$1,573,0004,292
Issued or guaranteed by U.S.$1,573,0004,265
Privately issued$0308
Collaterized mortgage obligations$1,864,0002,362
CMOs issued by government agencies or sponsored agencies$1,864,0002,229
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$43,0005,581
Available-for-sale securities (fair market value)$23,411,0003,358
Total debt securities$20,717,0004,402
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$22,860,0004,413
U.S. Government securities$19,137,0003,995
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,137,0003,603
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$3,723,0001,024
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,097,0003,930
Certificates of participation in pools of residential mortgages$2,229,0004,047
Issued or guaranteed by U.S.$2,229,0004,032
Privately issued$0307
Collaterized mortgage obligations$1,868,0002,511
CMOs issued by government agencies or sponsored agencies$1,868,0002,372
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,0005,960
Available-for-sale securities (fair market value)$22,793,0003,529
Total debt securities$19,137,0004,877
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$21,305,0004,637
U.S. Government securities$16,550,0004,483
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,550,0003,836
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$4,755,000858
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,536,0004,467
Certificates of participation in pools of residential mortgages$3,536,0003,552
Issued or guaranteed by U.S.$3,536,0003,536
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$84,0006,435
Available-for-sale securities (fair market value)$21,221,0003,633
Total debt securities$16,550,0005,332
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$19,880,0004,929
U.S. Government securities$17,104,0004,584
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,104,0003,651
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$2,776,0001,173
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,055,0003,216
Certificates of participation in pools of residential mortgages$7,055,0002,401
Issued or guaranteed by U.S.$7,055,0002,387
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,107,0006,203
Available-for-sale securities (fair market value)$18,773,0003,781
Total debt securities$17,104,0005,372
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$18,016,0005,715
U.S. Government securities$13,254,0005,962
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,254,0004,595
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$4,762,000794
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$0312
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,320,0004,095
Certificates of participation in pools of residential mortgages$5,320,0003,097
Issued or guaranteed by U.S.$5,320,0003,073
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,016,0002,056
Available-for-sale securities (fair market value)$010,545
Total debt securities$13,254,0006,791
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$18,969,0005,758
U.S. Government securities$9,205,0007,630
U.S. Treasury securities$1,977,0007,258
U.S. Government agency obligations$7,228,0006,594
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$2,000,0001,805
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,000,0001,398
Foreign debt securitiesNANA
Equity securities$7,764,000496
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$0335
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$153,0008,818
Certificates of participation in pools of residential mortgages$153,0008,034
Issued or guaranteed by U.S.$153,0008,003
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,197,0004,151
Available-for-sale securities (fair market value)$11,772,0005,625
Total debt securities$11,205,0007,728
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$17,237,0006,520
U.S. Government securities$4,192,00010,595
U.S. Treasury securities$1,982,0008,307
U.S. Government agency obligations$2,210,0009,732
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$13,045,000287
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$0406
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$189,0009,282
Certificates of participation in pools of residential mortgages$189,0008,408
Issued or guaranteed by U.S.$189,0008,381
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,192,0008,490
Available-for-sale securities (fair market value)$13,045,0003,963
Total debt securities$4,192,00011,092
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$17,577,0006,691
U.S. Government securities$4,262,00010,940
U.S. Treasury securities$997,00010,106
U.S. Government agency obligations$3,265,0009,162
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$13,315,000296
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$225,0009,869
Certificates of participation in pools of residential mortgages$225,0008,908
Issued or guaranteed by U.S.$225,0008,850
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,262,00011,495
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$8,415,0009,831
U.S. Government securities$8,415,0008,792
U.S. Treasury securities$3,056,0007,443
U.S. Government agency obligations$5,359,0007,768
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$282,00010,266
Certificates of participation in pools of residential mortgages$282,0009,206
Issued or guaranteed by U.S.$282,0009,135
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
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$8,415,0009,710
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