Midland Federal Savings and Loan Association, Securities

2020-09-30Rank
Total securities$48,895,0002,258
U.S. Government securities$46,671,0001,527
U.S. Treasury securities$26,226,000226
U.S. Government agency obligations$20,445,0002,339
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$20,445,0001,975
Certificates of participation in pools of residential mortgages$20,445,0001,392
Issued or guaranteed by U.S.$20,445,0001,356
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$20,445,000464
Available-for-sale securities (fair market value)$26,226,0002,875
Total debt securities$46,671,0002,300
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$48,749,0002,208
U.S. Government securities$47,183,0001,506
U.S. Treasury securities$26,315,000237
U.S. Government agency obligations$20,868,0002,323
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$20,868,0001,956
Certificates of participation in pools of residential mortgages$20,868,0001,331
Issued or guaranteed by U.S.$20,868,0001,294
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$20,868,000452
Available-for-sale securities (fair market value)$26,315,0002,830
Total debt securities$47,187,0002,227
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$47,960,0002,164
U.S. Government securities$45,060,0001,549
U.S. Treasury securities$26,437,000228
U.S. Government agency obligations$18,623,0002,465
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$18,623,0002,067
Certificates of participation in pools of residential mortgages$18,623,0001,466
Issued or guaranteed by U.S.$18,623,0001,426
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$18,623,000491
Available-for-sale securities (fair market value)$26,437,0002,800
Total debt securities$45,060,0002,222
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$47,372,0002,185
U.S. Government securities$45,852,0001,557
U.S. Treasury securities$26,100,000237
U.S. Government agency obligations$19,752,0002,442
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$19,752,0001,962
Certificates of participation in pools of residential mortgages$19,752,0001,346
Issued or guaranteed by U.S.$19,752,0001,311
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$19,752,000501
Available-for-sale securities (fair market value)$26,100,0002,857
Total debt securities$45,852,0002,223
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$44,111,0002,305
U.S. Government securities$42,596,0001,638
U.S. Treasury securities$26,075,000228
U.S. Government agency obligations$16,521,0002,693
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$16,521,0002,140
Certificates of participation in pools of residential mortgages$16,521,0001,471
Issued or guaranteed by U.S.$16,521,0001,429
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$16,521,000611
Available-for-sale securities (fair market value)$26,075,0002,869
Total debt securities$42,596,0002,342
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$43,761,0002,358
U.S. Government securities$42,216,0001,687
U.S. Treasury securities$26,061,000230
U.S. Government agency obligations$16,155,0002,757
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$16,155,0002,138
Certificates of participation in pools of residential mortgages$16,155,0001,492
Issued or guaranteed by U.S.$16,155,0001,470
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$16,155,000640
Available-for-sale securities (fair market value)$26,061,0002,898
Total debt securities$42,216,0002,392
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$41,815,0002,457
U.S. Government securities$39,838,0001,783
U.S. Treasury securities$25,864,000235
U.S. Government agency obligations$13,974,0002,958
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$13,974,0002,283
Certificates of participation in pools of residential mortgages$13,974,0001,651
Issued or guaranteed by U.S.$13,974,0001,620
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$13,974,000696
Available-for-sale securities (fair market value)$25,864,0002,941
Total debt securities$39,838,0002,517
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$41,498,0002,503
U.S. Government securities$38,606,0001,822
U.S. Treasury securities$25,752,000233
U.S. Government agency obligations$12,854,0003,106
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$12,854,0002,381
Certificates of participation in pools of residential mortgages$12,854,0001,732
Issued or guaranteed by U.S.$12,854,0001,711
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$12,854,000759
Available-for-sale securities (fair market value)$25,752,0002,974
Total debt securities$38,606,0002,590
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$41,079,0002,528
U.S. Government securities$38,927,0001,824
U.S. Treasury securities$25,561,000227
U.S. Government agency obligations$13,366,0003,113
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$13,366,0002,356
Certificates of participation in pools of residential mortgages$13,366,0001,728
Issued or guaranteed by U.S.$13,366,0001,719
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$13,366,000747
Available-for-sale securities (fair market value)$25,561,0002,980
Total debt securities$38,927,0002,593
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$40,947,0002,563
U.S. Government securities$39,471,0001,788
U.S. Treasury securities$25,619,000233
U.S. Government agency obligations$13,852,0003,061
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$13,852,0002,351
Certificates of participation in pools of residential mortgages$13,852,0001,731
Issued or guaranteed by U.S.$13,852,0001,657
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$13,852,000751
Available-for-sale securities (fair market value)$25,619,0003,017
Total debt securities$39,471,0002,605
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$39,440,0002,643
U.S. Government securities$37,475,0001,903
U.S. Treasury securities$25,681,000228
U.S. Government agency obligations$11,794,0003,362
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$1,965,000216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$11,794,0002,510
Certificates of participation in pools of residential mortgages$11,794,0001,943
Issued or guaranteed by U.S.$11,794,0001,941
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$11,794,000827
Available-for-sale securities (fair market value)$27,646,0002,943
Total debt securities$37,475,0002,712
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$38,642,0002,702
U.S. Government securities$36,707,0001,928
U.S. Treasury securities$25,881,000213
U.S. Government agency obligations$10,826,0003,490
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$1,935,000377
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$10,826,0002,623
Certificates of participation in pools of residential mortgages$10,826,0002,057
Issued or guaranteed by U.S.$10,826,0002,056
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$10,826,000873
Available-for-sale securities (fair market value)$27,816,0002,999
Total debt securities$36,707,0002,762
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$38,713,0002,732
U.S. Government securities$36,330,0001,957
U.S. Treasury securities$26,098,000204
U.S. Government agency obligations$10,232,0003,580
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$2,383,000345
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$10,232,0002,691
Certificates of participation in pools of residential mortgages$10,232,0002,136
Issued or guaranteed by U.S.$10,232,0002,134
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$10,232,000923
Available-for-sale securities (fair market value)$28,481,0002,976
Total debt securities$36,330,0002,822
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$38,585,0002,778
U.S. Government securities$36,779,0001,974
U.S. Treasury securities$26,126,000206
U.S. Government agency obligations$10,653,0003,587
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$1,806,000411
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$10,653,0002,688
Certificates of participation in pools of residential mortgages$10,653,0002,135
Issued or guaranteed by U.S.$10,653,0002,134
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$10,653,000923
Available-for-sale securities (fair market value)$27,932,0003,048
Total debt securities$36,779,0002,845
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$37,587,0002,877
U.S. Government securities$36,097,0002,034
U.S. Treasury securities$26,100,000216
U.S. Government agency obligations$9,997,0003,693
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$1,490,000432
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$9,997,0002,782
Certificates of participation in pools of residential mortgages$9,997,0002,238
Issued or guaranteed by U.S.$9,997,0002,238
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$9,997,000974
Available-for-sale securities (fair market value)$27,590,0003,084
Total debt securities$36,097,0002,911
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$36,179,0002,904
U.S. Government securities$34,591,0002,091
U.S. Treasury securities$26,091,000221
U.S. Government agency obligations$8,500,0003,903
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$1,588,000425
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$8,500,0002,935
Certificates of participation in pools of residential mortgages$8,500,0002,417
Issued or guaranteed by U.S.$8,500,0002,415
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$8,500,0001,032
Available-for-sale securities (fair market value)$27,679,0003,067
Total debt securities$34,591,0002,971
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$37,119,0002,859
U.S. Government securities$35,353,0002,053
U.S. Treasury securities$27,599,000192
U.S. Government agency obligations$7,754,0004,049
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$1,766,000425
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,008,0004,745
Mortgage-backed securities$7,754,0003,038
Certificates of participation in pools of residential mortgages$7,754,0002,541
Issued or guaranteed by U.S.$7,754,0002,540
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$7,754,0001,062
Available-for-sale securities (fair market value)$29,365,0002,970
Total debt securities$35,353,0002,910
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$34,361,0003,046
U.S. Government securities$31,169,0002,291
U.S. Treasury securities$27,767,000193
U.S. Government agency obligations$3,402,0004,856
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$3,192,000308
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,122,0004,786
Mortgage-backed securities$3,402,0003,767
Certificates of participation in pools of residential mortgages$3,402,0003,360
Issued or guaranteed by U.S.$3,402,0003,356
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$3,402,0001,438
Available-for-sale securities (fair market value)$30,959,0002,970
Total debt securities$31,169,0003,199
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$34,088,0003,108
U.S. Government securities$31,132,0002,363
U.S. Treasury securities$27,594,000196
U.S. Government agency obligations$3,538,0004,918
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$2,956,000322
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,149,0004,834
Mortgage-backed securities$3,538,0003,766
Certificates of participation in pools of residential mortgages$3,538,0003,351
Issued or guaranteed by U.S.$3,538,0003,350
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$3,538,0001,463
Available-for-sale securities (fair market value)$30,550,0003,032
Total debt securities$31,132,0003,256
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$33,472,0003,184
U.S. Government securities$30,773,0002,402
U.S. Treasury securities$27,088,000221
U.S. Government agency obligations$3,685,0004,964
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$2,699,000344
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,173,0004,870
Mortgage-backed securities$3,685,0003,758
Certificates of participation in pools of residential mortgages$3,685,0003,334
Issued or guaranteed by U.S.$3,685,0003,331
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$3,685,0001,477
Available-for-sale securities (fair market value)$29,787,0003,094
Total debt securities$30,773,0003,294
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$33,750,0003,200
U.S. Government securities$32,266,0002,383
U.S. Treasury securities$28,465,000193
U.S. Government agency obligations$3,801,0005,040
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$1,484,000476
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,204,0004,926
Mortgage-backed securities$3,801,0003,785
Certificates of participation in pools of residential mortgages$3,801,0003,348
Issued or guaranteed by U.S.$3,801,0003,344
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$3,801,0001,462
Available-for-sale securities (fair market value)$29,949,0003,128
Total debt securities$32,266,0003,256
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$32,656,0003,326
U.S. Government securities$31,129,0002,498
U.S. Treasury securities$28,241,000192
U.S. Government agency obligations$2,888,0005,314
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$1,527,000473
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,234,0004,954
Mortgage-backed securities$2,888,0004,046
Certificates of participation in pools of residential mortgages$2,888,0003,667
Issued or guaranteed by U.S.$2,888,0003,664
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$2,888,0001,610
Available-for-sale securities (fair market value)$29,768,0003,192
Total debt securities$31,130,0003,374
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$30,963,0003,467
U.S. Government securities$29,289,0002,633
U.S. Treasury securities$28,963,000189
U.S. Government agency obligations$326,0005,914
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$1,674,000469
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,114,0005,057
Mortgage-backed securities$326,0004,880
Certificates of participation in pools of residential mortgages$326,0004,662
Issued or guaranteed by U.S.$326,0004,655
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$326,0002,163
Available-for-sale securities (fair market value)$30,637,0003,186
Total debt securities$29,295,0003,552
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$30,713,0003,514
U.S. Government securities$29,135,0002,672
U.S. Treasury securities$28,786,000187
U.S. Government agency obligations$349,0006,004
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$1,578,000469
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,105,0005,131
Mortgage-backed securities$349,0004,956
Certificates of participation in pools of residential mortgages$349,0004,731
Issued or guaranteed by U.S.$349,0004,726
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$349,0002,185
Available-for-sale securities (fair market value)$30,364,0003,223
Total debt securities$29,135,0003,590
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$30,522,0003,609
U.S. Government securities$29,040,0002,758
U.S. Treasury securities$28,647,000183
U.S. Government agency obligations$393,0006,082
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$1,482,000490
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,121,0005,187
Mortgage-backed securities$393,0005,017
Certificates of participation in pools of residential mortgages$393,0004,788
Issued or guaranteed by U.S.$393,0004,784
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$393,0002,197
Available-for-sale securities (fair market value)$30,129,0003,314
Total debt securities$29,040,0003,677
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$27,628,0003,831
U.S. Government securities$26,127,0002,993
U.S. Treasury securities$25,718,000179
U.S. Government agency obligations$409,0006,139
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$1,501,000502
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,350,0005,179
Mortgage-backed securities$409,0005,060
Certificates of participation in pools of residential mortgages$409,0004,827
Issued or guaranteed by U.S.$409,0004,824
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$409,0002,207
Available-for-sale securities (fair market value)$27,219,0003,519
Total debt securities$26,127,0003,912
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$24,590,0004,094
U.S. Government securities$23,086,0003,230
U.S. Treasury securities$22,653,000192
U.S. Government agency obligations$433,0006,192
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$1,504,000503
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,153,0005,274
Mortgage-backed securities$433,0005,089
Certificates of participation in pools of residential mortgages$433,0004,854
Issued or guaranteed by U.S.$433,0004,850
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$433,0002,199
Available-for-sale securities (fair market value)$24,157,0003,761
Total debt securities$23,086,0004,182
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$22,798,0004,222
U.S. Government securities$20,120,0003,483
U.S. Treasury securities$19,663,000197
U.S. Government agency obligations$457,0006,251
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$2,678,000381
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,168,0005,335
Mortgage-backed securities$457,0005,119
Certificates of participation in pools of residential mortgages$457,0004,874
Issued or guaranteed by U.S.$457,0004,870
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$457,0002,195
Available-for-sale securities (fair market value)$22,341,0003,902
Total debt securities$20,120,0004,428
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$22,836,0004,255
U.S. Government securities$18,191,0003,697
U.S. Treasury securities$17,707,000197
U.S. Government agency obligations$484,0006,319
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$4,645,000288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,182,0005,389
Mortgage-backed securities$484,0005,143
Certificates of participation in pools of residential mortgages$484,0004,888
Issued or guaranteed by U.S.$484,0004,883
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$484,0002,174
Available-for-sale securities (fair market value)$22,352,0003,932
Total debt securities$18,191,0004,646
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$22,824,0004,251
U.S. Government securities$18,233,0003,690
U.S. Treasury securities$17,710,000195
U.S. Government agency obligations$523,0006,326
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$4,591,000287
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,200,0005,401
Mortgage-backed securities$523,0005,137
Certificates of participation in pools of residential mortgages$523,0004,852
Issued or guaranteed by U.S.$523,0004,848
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$523,0002,080
Available-for-sale securities (fair market value)$22,301,0003,951
Total debt securities$18,233,0004,622
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$22,863,0004,252
U.S. Government securities$18,319,0003,705
U.S. Treasury securities$17,758,000201
U.S. Government agency obligations$561,0006,366
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$4,544,000293
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,228,0005,451
Mortgage-backed securities$561,0005,177
Certificates of participation in pools of residential mortgages$561,0004,886
Issued or guaranteed by U.S.$561,0004,884
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$561,0002,057
Available-for-sale securities (fair market value)$22,302,0003,979
Total debt securities$18,319,0004,649
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$22,887,0004,225
U.S. Government securities$18,368,0003,664
U.S. Treasury securities$17,783,000205
U.S. Government agency obligations$585,0006,416
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$4,519,000276
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,540,0005,357
Mortgage-backed securities$585,0005,212
Certificates of participation in pools of residential mortgages$585,0004,913
Issued or guaranteed by U.S.$585,0004,912
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$585,0002,068
Available-for-sale securities (fair market value)$22,302,0003,936
Total debt securities$18,368,0004,604
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$22,920,0004,262
U.S. Government securities$18,431,0003,739
U.S. Treasury securities$17,808,000179
U.S. Government agency obligations$623,0006,525
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$4,489,000279
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,561,0005,431
Mortgage-backed securities$623,0005,303
Certificates of participation in pools of residential mortgages$623,0005,003
Issued or guaranteed by U.S.$623,0004,999
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$623,0002,102
Available-for-sale securities (fair market value)$22,297,0003,964
Total debt securities$18,431,0004,643
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$22,918,0004,311
U.S. Government securities$18,462,0003,796
U.S. Treasury securities$17,812,000182
U.S. Government agency obligations$650,0006,590
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$4,456,000272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,596,0005,481
Mortgage-backed securities$650,0005,331
Certificates of participation in pools of residential mortgages$650,0005,014
Issued or guaranteed by U.S.$650,0005,009
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$650,0002,100
Available-for-sale securities (fair market value)$22,268,0004,032
Total debt securities$18,462,0004,691
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$22,913,0004,355
U.S. Government securities$18,492,0003,871
U.S. Treasury securities$17,816,000181
U.S. Government agency obligations$676,0006,655
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$4,421,000260
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,620,0005,499
Mortgage-backed securities$676,0005,333
Certificates of participation in pools of residential mortgages$676,0005,011
Issued or guaranteed by U.S.$676,0005,008
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$676,0002,131
Available-for-sale securities (fair market value)$22,237,0004,060
Total debt securities$18,492,0004,717
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$22,952,0004,285
U.S. Government securities$18,557,0003,784
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,557,0003,710
Securities issued by states & political subdivisions$05,698
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$4,395,000246
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$701,0005,316
Certificates of participation in pools of residential mortgages$701,0004,964
Issued or guaranteed by U.S.$701,0004,956
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,452,0001,322
Available-for-sale securities (fair market value)$17,500,0004,414
Total debt securities$18,557,0004,659
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$22,942,0004,211
U.S. Government securities$17,588,0003,854
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,588,0003,768
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$5,354,000230
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$725,0005,310
Certificates of participation in pools of residential mortgages$725,0004,958
Issued or guaranteed by U.S.$725,0004,948
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,442,0001,233
Available-for-sale securities (fair market value)$16,500,0004,486
Total debt securities$17,588,0004,732
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$22,865,0004,265
U.S. Government securities$19,072,0003,763
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,072,0003,666
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
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$3,793,000300
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$750,0005,311
Certificates of participation in pools of residential mortgages$750,0004,950
Issued or guaranteed by U.S.$750,0004,940
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,865,0001,434
Available-for-sale securities (fair market value)$18,000,0004,383
Total debt securities$19,072,0004,636
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$22,813,0004,233
U.S. Government securities$20,079,0003,645
U.S. Treasury securitiesNANA
U.S. Government agency obligations$20,079,0003,539
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
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$2,734,000363
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$774,0005,271
Certificates of participation in pools of residential mortgages$774,0004,900
Issued or guaranteed by U.S.$774,0004,893
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,813,0001,545
Available-for-sale securities (fair market value)$19,000,0004,265
Total debt securities$20,079,0004,503
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$22,894,0004,098
U.S. Government securities$18,228,0003,660
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,228,0003,556
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
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$4,666,000257
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$875,0005,225
Certificates of participation in pools of residential mortgages$875,0004,781
Issued or guaranteed by U.S.$875,0004,773
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,894,0001,331
Available-for-sale securities (fair market value)$17,000,0004,380
Total debt securities$18,228,0004,579
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$22,939,0004,051
U.S. Government securities$18,338,0003,626
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,338,0003,522
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
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$4,601,000277
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$906,0005,251
Certificates of participation in pools of residential mortgages$906,0004,776
Issued or guaranteed by U.S.$906,0004,769
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,939,0001,262
Available-for-sale securities (fair market value)$16,000,0004,437
Total debt securities$18,338,0004,509
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$22,880,0004,084
U.S. Government securities$18,339,0003,663
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,339,0003,570
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
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$4,541,000284
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$931,0005,250
Certificates of participation in pools of residential mortgages$931,0004,797
Issued or guaranteed by U.S.$931,0004,790
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,880,0001,303
Available-for-sale securities (fair market value)$16,000,0004,450
Total debt securities$18,339,0004,559
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$22,796,0004,146
U.S. Government securities$18,310,0003,736
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,310,0003,654
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
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$4,486,000286
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$971,0005,336
Certificates of participation in pools of residential mortgages$971,0004,903
Issued or guaranteed by U.S.$971,0004,894
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,796,0001,327
Available-for-sale securities (fair market value)$16,000,0004,474
Total debt securities$18,310,0004,587
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$24,711,0003,914
U.S. Government securities$18,275,0003,705
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,275,0003,635
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
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$6,436,000228
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$995,0005,383
Certificates of participation in pools of residential mortgages$995,0004,961
Issued or guaranteed by U.S.$995,0004,952
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,711,0001,162
Available-for-sale securities (fair market value)$16,000,0004,451
Total debt securities$18,275,0004,557
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$24,781,0003,938
U.S. Government securities$17,386,0003,803
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,386,0003,730
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
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$7,395,000231
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,056,0005,448
Certificates of participation in pools of residential mortgages$1,056,0005,029
Issued or guaranteed by U.S.$1,056,0005,017
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,781,0001,214
Available-for-sale securities (fair market value)$16,000,0004,503
Total debt securities$17,386,0004,692
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$25,696,0003,815
U.S. Government securities$9,844,0005,011
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,844,0004,914
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$15,852,000150
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,085,0005,481
Certificates of participation in pools of residential mortgages$1,085,0005,050
Issued or guaranteed by U.S.$1,085,0005,036
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,196,000833
Available-for-sale securities (fair market value)$8,500,0005,592
Total debt securities$9,844,0005,803
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$25,767,0003,820
U.S. Government securities$2,462,0007,018
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,462,0006,925
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$23,305,000116
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,119,0005,547
Certificates of participation in pools of residential mortgages$1,119,0005,130
Issued or guaranteed by U.S.$1,119,0005,114
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,767,000641
Available-for-sale securities (fair market value)$1,000,0007,139
Total debt securities$2,462,0007,361
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$27,765,0003,629
U.S. Government securities$2,509,0007,123
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,509,0007,035
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$25,256,00098
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,144,0005,533
Certificates of participation in pools of residential mortgages$1,144,0005,108
Issued or guaranteed by U.S.$1,144,0005,095
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,765,000603
Available-for-sale securities (fair market value)$1,000,0007,178
Total debt securities$2,509,0007,431
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$26,596,0003,670
U.S. Government securities$2,431,0007,188
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,431,0007,088
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$24,165,00097
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,174,0005,483
Certificates of participation in pools of residential mortgages$1,174,0005,064
Issued or guaranteed by U.S.$1,174,0005,050
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,596,000851
Available-for-sale securities (fair market value)$10,000,0005,351
Total debt securities$2,431,0007,482
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$28,463,0003,580
U.S. Government securities$2,448,0007,230
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,448,0007,142
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$26,015,000124
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,199,0005,488
Certificates of participation in pools of residential mortgages$1,199,0005,066
Issued or guaranteed by U.S.$1,199,0005,046
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,463,000587
Available-for-sale securities (fair market value)$1,000,0007,282
Total debt securities$2,448,0007,525
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$28,403,0003,558
U.S. Government securities$2,585,0007,199
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,585,0007,098
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$25,818,000141
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,279,0005,407
Certificates of participation in pools of residential mortgages$1,279,0004,966
Issued or guaranteed by U.S.$1,279,0004,943
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,403,000580
Available-for-sale securities (fair market value)$1,000,0007,337
Total debt securities$2,585,0007,514
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$28,156,0003,597
U.S. Government securities$12,548,0004,769
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,548,0004,673
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$15,608,000199
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,318,0005,191
Certificates of participation in pools of residential mortgages$1,318,0004,735
Issued or guaranteed by U.S.$1,318,0004,715
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,156,000852
Available-for-sale securities (fair market value)$11,000,0005,277
Total debt securities$12,548,0005,528
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$27,829,0003,612
U.S. Government securities$17,415,0004,010
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,415,0003,915
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$10,414,000273
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,352,0005,070
Certificates of participation in pools of residential mortgages$1,352,0004,576
Issued or guaranteed by U.S.$1,352,0004,563
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,829,0001,141
Available-for-sale securities (fair market value)$16,000,0004,455
Total debt securities$17,415,0004,788
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$27,598,0003,636
U.S. Government securities$22,494,0003,345
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,494,0003,261
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$5,104,000456
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,474,0004,994
Certificates of participation in pools of residential mortgages$1,474,0004,480
Issued or guaranteed by U.S.$1,474,0004,466
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,597,0001,573
Available-for-sale securities (fair market value)$21,001,0003,823
Total debt securities$22,494,0004,119
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$27,314,0003,672
U.S. Government securities$22,441,0003,377
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,441,0003,287
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$4,776,0001,069
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$4,776,000668
Foreign debt securitiesNANA
Equity securities$97,0001,607
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,518,0004,975
Certificates of participation in pools of residential mortgages$1,518,0004,460
Issued or guaranteed by U.S.$1,518,0004,443
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,217,0001,629
Available-for-sale securities (fair market value)$21,097,0003,831
Total debt securities$27,217,0003,632
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$27,019,0003,729
U.S. Government securities$22,627,0003,396
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,627,0003,302
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$4,296,0001,108
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$4,296,000707
Foreign debt securitiesNANA
Equity securities$96,0001,649
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,574,0004,940
Certificates of participation in pools of residential mortgages$1,574,0004,418
Issued or guaranteed by U.S.$1,574,0004,403
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,923,0001,716
Available-for-sale securities (fair market value)$21,096,0003,842
Total debt securities$26,923,0003,684
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$26,634,0003,802
U.S. Government securities$22,560,0003,441
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,560,0003,341
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$4,074,0001,129
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$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,622,0004,914
Certificates of participation in pools of residential mortgages$1,622,0004,399
Issued or guaranteed by U.S.$1,622,0004,374
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,634,0001,801
Available-for-sale securities (fair market value)$21,000,0003,885
Total debt securities$26,634,0003,743
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$28,274,0003,634
U.S. Government securities$22,706,0003,437
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,706,0003,319
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$5,568,000973
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$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,684,0004,892
Certificates of participation in pools of residential mortgages$1,684,0004,375
Issued or guaranteed by U.S.$1,684,0004,358
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,274,0001,621
Available-for-sale securities (fair market value)$21,000,0003,860
Total debt securities$28,274,0003,581
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$28,015,0003,723
U.S. Government securities$17,689,0004,135
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,689,0004,004
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$10,326,000715
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$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,724,0004,913
Certificates of participation in pools of residential mortgages$1,724,0004,378
Issued or guaranteed by U.S.$1,724,0004,363
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,015,0001,261
Available-for-sale securities (fair market value)$16,000,0004,571
Total debt securities$28,015,0003,669
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$27,833,0003,762
U.S. Government securities$22,978,0003,431
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,978,0003,315
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$4,855,0001,084
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$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,800,0004,911
Certificates of participation in pools of residential mortgages$1,800,0004,363
Issued or guaranteed by U.S.$1,800,0004,344
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,833,0001,716
Available-for-sale securities (fair market value)$21,000,0003,877
Total debt securities$27,833,0003,703
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$33,604,0003,233
U.S. Government securities$22,866,0003,401
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,866,0003,280
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$10,738,000284
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,861,0004,921
Certificates of participation in pools of residential mortgages$1,861,0004,367
Issued or guaranteed by U.S.$1,861,0004,352
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$32,604,000649
Available-for-sale securities (fair market value)$1,000,0007,673
Total debt securities$22,866,0004,185
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$33,392,0003,310
U.S. Government securities$3,231,0007,585
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,231,0007,437
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$30,161,000404
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$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,920,0004,980
Certificates of participation in pools of residential mortgages$1,920,0004,413
Issued or guaranteed by U.S.$1,920,0004,395
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$32,392,000659
Available-for-sale securities (fair market value)$1,000,0007,705
Total debt securities$33,392,0003,261
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$36,226,0003,127
U.S. Government securities$3,326,0007,629
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,326,0007,462
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$32,900,000384
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$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,072,0004,970
Certificates of participation in pools of residential mortgages$2,072,0004,397
Issued or guaranteed by U.S.$2,072,0004,385
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,226,000634
Available-for-sale securities (fair market value)$1,000,0007,777
Total debt securities$36,226,0003,077
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$39,074,0002,959
U.S. Government securities$3,536,0007,563
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,536,0007,402
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$35,538,000107
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,258,0004,931
Certificates of participation in pools of residential mortgages$2,258,0004,341
Issued or guaranteed by U.S.$2,258,0004,326
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,074,000594
Available-for-sale securities (fair market value)$1,000,0007,801
Total debt securities$3,536,0007,947
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$42,050,0002,784
U.S. Government securities$3,754,0007,523
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,754,0007,372
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$38,296,000103
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,469,0004,867
Certificates of participation in pools of residential mortgages$2,469,0004,273
Issued or guaranteed by U.S.$2,469,0004,261
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$41,050,000547
Available-for-sale securities (fair market value)$1,000,0007,855
Total debt securities$3,754,0007,915
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$48,053,0002,530
U.S. Government securities$4,176,0007,473
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,176,0007,314
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$43,877,00096
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,941,0004,713
Certificates of participation in pools of residential mortgages$2,941,0004,097
Issued or guaranteed by U.S.$2,941,0004,088
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,053,000495
Available-for-sale securities (fair market value)$1,000,0007,918
Total debt securities$4,176,0007,879
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$48,796,0002,515
U.S. Government securities$5,137,0007,124
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,137,0006,959
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$43,659,000102
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,818,0004,450
Certificates of participation in pools of residential mortgages$3,818,0003,827
Issued or guaranteed by U.S.$3,818,0003,818
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,796,000459
Available-for-sale securities (fair market value)$1,000,0007,953
Total debt securities$5,137,0007,633
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$48,813,0002,543
U.S. Government securities$5,464,0007,097
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,464,0006,911
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$43,349,00098
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,190,0004,310
Certificates of participation in pools of residential mortgages$4,190,0003,663
Issued or guaranteed by U.S.$4,190,0003,650
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,813,000462
Available-for-sale securities (fair market value)$1,000,0008,005
Total debt securities$5,464,0007,616
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$49,250,0002,473
U.S. Government securities$8,835,0005,927
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,835,0005,748
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$40,415,000108
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,023,0004,045
Certificates of participation in pools of residential mortgages$5,023,0003,409
Issued or guaranteed by U.S.$5,023,0003,395
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$45,750,000475
Available-for-sale securities (fair market value)$3,500,0007,343
Total debt securities$8,835,0006,711
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$50,104,0002,389
U.S. Government securities$12,674,0004,954
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,674,0004,794
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$37,430,000122
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,285,0003,794
Certificates of participation in pools of residential mortgages$6,285,0003,091
Issued or guaranteed by U.S.$6,285,0003,079
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,104,000472
Available-for-sale securities (fair market value)$6,000,0006,673
Total debt securities$12,674,0005,832
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$50,300,0002,365
U.S. Government securities$15,901,0004,367
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,901,0004,194
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
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$03,546
Foreign debt securitiesNANA
Equity securities$34,399,000135
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,030,0003,609
Certificates of participation in pools of residential mortgages$7,022,0002,893
Issued or guaranteed by U.S.$7,022,0002,883
Privately issued$0257
Collaterized mortgage obligations$8,0004,319
CMOs issued by government agencies or sponsored agencies$8,0004,104
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$46,800,000459
Available-for-sale securities (fair market value)$3,500,0007,354
Total debt securities$15,901,0005,241
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$50,645,0002,323
U.S. Government securities$19,356,0003,795
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,356,0003,628
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
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$03,582
Foreign debt securitiesNANA
Equity securities$31,289,000156
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,961,0003,384
Certificates of participation in pools of residential mortgages$7,953,0002,660
Issued or guaranteed by U.S.$7,953,0002,649
Privately issued$0252
Collaterized mortgage obligations$8,0004,377
CMOs issued by government agencies or sponsored agencies$8,0004,163
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,645,000470
Available-for-sale securities (fair market value)$6,000,0006,682
Total debt securities$19,356,0004,649
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$56,228,0001,986
U.S. Government securities$45,333,0001,769
U.S. Treasury securitiesNANA
U.S. Government agency obligations$45,333,0001,680
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$6,844,0001,175
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$6,844,000935
Foreign debt securitiesNANA
Equity securities$4,051,000756
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$13,953,0002,335
Certificates of participation in pools of residential mortgages$13,943,0001,690
Issued or guaranteed by U.S.$13,943,0001,680
Privately issued$0260
Collaterized mortgage obligations$10,0004,463
CMOs issued by government agencies or sponsored agencies$10,0004,238
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,228,000507
Available-for-sale securities (fair market value)$16,000,0004,442
Total debt securities$52,177,0002,054
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$56,848,0001,938
U.S. Government securities$44,431,0001,795
U.S. Treasury securitiesNANA
U.S. Government agency obligations$44,431,0001,672
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$12,401,000712
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$12,401,000576
Foreign debt securitiesNANA
Equity securities$16,0007,822
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$19,219,0001,523
Certificates of participation in pools of residential mortgages$19,206,0001,098
Issued or guaranteed by U.S.$19,206,0001,087
Privately issued$0308
Collaterized mortgage obligations$13,0004,184
CMOs issued by government agencies or sponsored agencies$13,0003,957
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,848,000497
Available-for-sale securities (fair market value)$5,000,0007,241
Total debt securities$56,832,0001,856
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$60,118,0001,911
U.S. Government securities$48,441,0001,733
U.S. Treasury securitiesNANA
U.S. Government agency obligations$48,441,0001,543
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$11,661,000756
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$11,661,000599
Foreign debt securitiesNANA
Equity securities$16,0007,835
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,462,0001,439
Certificates of participation in pools of residential mortgages$23,446,0001,018
Issued or guaranteed by U.S.$23,446,0001,008
Privately issued$0307
Collaterized mortgage obligations$16,0004,466
CMOs issued by government agencies or sponsored agencies$16,0004,217
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$55,118,000499
Available-for-sale securities (fair market value)$5,000,0007,418
Total debt securities$60,102,0001,831
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$51,214,0002,254
U.S. Government securities$40,095,0002,172
U.S. Treasury securitiesNANA
U.S. Government agency obligations$40,095,0001,840
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$11,103,000715
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$11,103,000538
Foreign debt securitiesNANA
Equity securities$16,0007,731
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,863,0001,772
Certificates of participation in pools of residential mortgages$18,842,0001,284
Issued or guaranteed by U.S.$18,842,0001,276
Privately issued$0349
Collaterized mortgage obligations$21,0004,744
CMOs issued by government agencies or sponsored agencies$21,0004,488
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,214,000590
Available-for-sale securities (fair market value)$1,000,0008,872
Total debt securities$51,198,0002,180
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$55,034,0002,101
U.S. Government securities$44,506,0002,039
U.S. Treasury securitiesNANA
U.S. Government agency obligations$44,506,0001,597
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$10,527,000556
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$10,527,000403
Foreign debt securitiesNANA
Equity securities$1,0008,377
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,352,0001,516
Certificates of participation in pools of residential mortgages$23,325,0001,103
Issued or guaranteed by U.S.$23,325,0001,091
Privately issued$0394
Collaterized mortgage obligations$27,0005,001
CMOs issued by government agencies or sponsored agencies$27,0004,735
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$54,034,000652
Available-for-sale securities (fair market value)$1,000,0009,207
Total debt securities$55,033,0002,029
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$55,981,0002,183
U.S. Government securities$45,930,0002,120
U.S. Treasury securitiesNANA
U.S. Government agency obligations$45,930,0001,591
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$9,975,000572
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$9,975,000389
Foreign debt securitiesNANA
Equity securities$1,0008,546
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-75,000987
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,860,0001,555
Certificates of participation in pools of residential mortgages$24,825,0001,122
Issued or guaranteed by U.S.$24,825,0001,105
Privately issued$0472
Collaterized mortgage obligations$35,0005,457
CMOs issued by government agencies or sponsored agencies$35,0005,167
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$54,981,000730
Available-for-sale securities (fair market value)$1,000,0009,516
Total debt securities$55,905,0002,118
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$57,034,0002,203
U.S. Government securities$47,473,0002,123
U.S. Treasury securities$21,156,0001,340
U.S. Government agency obligations$26,317,0002,641
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$9,464,000715
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$9,464,000513
Foreign debt securitiesNANA
Equity securities$16,0007,942
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-81,0001,059
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,317,0001,580
Certificates of participation in pools of residential mortgages$26,273,0001,106
Issued or guaranteed by U.S.$26,273,0001,088
Privately issued$0558
Collaterized mortgage obligations$44,0005,920
CMOs issued by government agencies or sponsored agencies$44,0005,584
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,034,000739
Available-for-sale securities (fair market value)$1,000,0009,975
Total debt securities$56,937,0002,135
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$60,235,0002,179
U.S. Government securities$51,082,0002,077
U.S. Treasury securities$20,948,0001,679
U.S. Government agency obligations$30,134,0002,249
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$8,932,000808
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$8,932,000581
Foreign debt securitiesNANA
Equity securities$16,0008,038
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-205,0001,262
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$30,134,0001,489
Certificates of participation in pools of residential mortgages$30,080,0001,014
Issued or guaranteed by U.S.$30,080,000993
Privately issued$0564
Collaterized mortgage obligations$54,0006,362
CMOs issued by government agencies or sponsored agencies$54,0005,981
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,235,0001,256
Available-for-sale securities (fair market value)$1,000,0009,657
Total debt securities$60,014,0002,142
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$70,129,0001,959
U.S. Government securities$61,130,0001,800
U.S. Treasury securities$23,528,0001,591
U.S. Government agency obligations$37,602,0001,866
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$8,571,000972
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$8,571,000701
Foreign debt securitiesNANA
Equity securities$16,0007,956
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$-412,0001,462
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$37,602,0001,396
Certificates of participation in pools of residential mortgages$37,519,000919
Issued or guaranteed by U.S.$37,519,000889
Privately issued$0731
Collaterized mortgage obligations$83,0006,704
CMOs issued by government agencies or sponsored agencies$83,0006,325
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$69,701,0001,914
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$58,023,0002,335
U.S. Government securities$49,324,0002,164
U.S. Treasury securities$13,597,0002,718
U.S. Government agency obligations$35,727,0001,892
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$8,316,0001,179
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$8,316,000809
Foreign debt securitiesNANA
Equity securities$15,0007,842
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-368,0001,691
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$35,727,0001,473
Certificates of participation in pools of residential mortgages$35,594,000977
Issued or guaranteed by U.S.$35,594,000947
Privately issued$0831
Collaterized mortgage obligations$133,0006,839
CMOs issued by government agencies or sponsored agencies$133,0006,312
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$57,640,0002,284
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