The Milford National Bank and Trust Company, Securities

2018-09-30Rank
Total securities$28,571,0003,071
U.S. Government securities$27,989,0002,253
U.S. Treasury securities$1,993,000968
U.S. Government agency obligations$25,996,0002,235
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$582,000326
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,448,0001,616
Mortgage-backed securities$22,046,0001,801
Certificates of participation in pools of residential mortgages$17,607,0001,436
Issued or guaranteed by U.S.$17,607,0001,429
Privately issued$0145
Collaterized mortgage obligations$3,467,0001,790
CMOs issued by government agencies or sponsored agencies$3,467,0001,741
Privately issued$0515
Commercial mortgage-backed securities$972,0001,424
Commercial mortgage pass-through securities$972,0001,051
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$28,571,0002,838
Total debt securities$27,989,0003,081
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$3,240,000130
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$28,885,0003,093
U.S. Government securities$28,339,0002,230
U.S. Treasury securities$01,475
U.S. Government agency obligations$28,339,0002,123
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$546,000342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,731,0001,600
Mortgage-backed securities$23,391,0001,774
Certificates of participation in pools of residential mortgages$18,763,0001,422
Issued or guaranteed by U.S.$18,763,0001,369
Privately issued$0453
Collaterized mortgage obligations$3,652,0001,783
CMOs issued by government agencies or sponsored agencies$3,652,0001,735
Privately issued$0544
Commercial mortgage-backed securities$976,0001,391
Commercial mortgage pass-through securities$976,0001,017
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$28,885,0002,862
Total debt securities$28,341,0003,102
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$3,471,000123
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$30,024,0003,089
U.S. Government securities$29,624,0002,227
U.S. Treasury securities$01,426
U.S. Government agency obligations$29,624,0002,120
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$400,000403
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,038,0001,602
Mortgage-backed securities$24,678,0001,705
Certificates of participation in pools of residential mortgages$19,874,0001,409
Issued or guaranteed by U.S.$19,874,0001,405
Privately issued$067
Collaterized mortgage obligations$3,826,0001,745
CMOs issued by government agencies or sponsored agencies$3,826,0001,691
Privately issued$0557
Commercial mortgage-backed securities$978,0001,228
Commercial mortgage pass-through securities$978,000819
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$30,024,0002,853
Total debt securities$29,625,0003,084
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$3,647,000121
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$30,491,0003,120
U.S. Government securities$30,091,0002,212
U.S. Treasury securities$01,328
U.S. Government agency obligations$30,091,0002,116
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$400,000640
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,788,0001,640
Mortgage-backed securities$24,136,0001,737
Certificates of participation in pools of residential mortgages$19,113,0001,462
Issued or guaranteed by U.S.$19,113,0001,461
Privately issued$064
Collaterized mortgage obligations$4,029,0001,698
CMOs issued by government agencies or sponsored agencies$4,029,0001,645
Privately issued$0573
Commercial mortgage-backed securities$994,0001,212
Commercial mortgage pass-through securities$994,000811
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$30,491,0002,876
Total debt securities$30,089,0003,113
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$3,786,000121
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$29,831,0003,169
U.S. Government securities$29,517,0002,269
U.S. Treasury securities$01,313
U.S. Government agency obligations$29,517,0002,172
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$314,000676
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,920,0001,823
Mortgage-backed securities$23,542,0001,787
Certificates of participation in pools of residential mortgages$18,302,0001,538
Issued or guaranteed by U.S.$18,302,0001,535
Privately issued$069
Collaterized mortgage obligations$4,237,0001,664
CMOs issued by government agencies or sponsored agencies$4,237,0001,612
Privately issued$0584
Commercial mortgage-backed securities$1,003,0001,187
Commercial mortgage pass-through securities$1,003,000805
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$29,831,0002,916
Total debt securities$29,517,0003,157
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$4,270,000115
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$27,856,0003,314
U.S. Government securities$27,611,0002,410
U.S. Treasury securities$01,351
U.S. Government agency obligations$27,611,0002,313
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$245,000705
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,042,0001,803
Mortgage-backed securities$21,639,0001,901
Certificates of participation in pools of residential mortgages$16,196,0001,722
Issued or guaranteed by U.S.$16,196,0001,721
Privately issued$067
Collaterized mortgage obligations$4,438,0001,660
CMOs issued by government agencies or sponsored agencies$4,438,0001,605
Privately issued$0606
Commercial mortgage-backed securities$1,005,0001,153
Commercial mortgage pass-through securities$1,005,000789
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$27,856,0003,057
Total debt securities$27,610,0003,300
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$4,432,000114
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$27,257,0003,380
U.S. Government securities$26,786,0002,483
U.S. Treasury securities$01,390
U.S. Government agency obligations$26,786,0002,379
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$471,000656
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,003,0001,808
Mortgage-backed securities$20,819,0001,966
Certificates of participation in pools of residential mortgages$15,197,0001,812
Issued or guaranteed by U.S.$15,197,0001,812
Privately issued$066
Collaterized mortgage obligations$4,622,0001,642
CMOs issued by government agencies or sponsored agencies$4,622,0001,589
Privately issued$0642
Commercial mortgage-backed securities$1,000,0001,114
Commercial mortgage pass-through securities$1,000,000756
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$27,257,0003,108
Total debt securities$26,786,0003,380
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$4,699,000107
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$26,198,0003,440
U.S. Government securities$25,737,0002,528
U.S. Treasury securities$01,367
U.S. Government agency obligations$25,737,0002,425
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$461,000664
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,656,0001,924
Mortgage-backed securities$19,763,0002,022
Certificates of participation in pools of residential mortgages$15,979,0001,778
Issued or guaranteed by U.S.$15,979,0001,776
Privately issued$071
Collaterized mortgage obligations$2,784,0001,949
CMOs issued by government agencies or sponsored agencies$2,784,0001,883
Privately issued$0666
Commercial mortgage-backed securities$1,000,0001,090
Commercial mortgage pass-through securities$1,000,000731
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$26,198,0003,151
Total debt securities$25,737,0003,441
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$4,933,000111
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$26,694,0003,419
U.S. Government securities$26,322,0002,494
U.S. Treasury securities$01,214
U.S. Government agency obligations$26,322,0002,395
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$372,000697
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,064,0001,931
Mortgage-backed securities$20,295,0002,013
Certificates of participation in pools of residential mortgages$16,284,0001,763
Issued or guaranteed by U.S.$16,284,0001,763
Privately issued$067
Collaterized mortgage obligations$2,974,0001,923
CMOs issued by government agencies or sponsored agencies$2,974,0001,858
Privately issued$0671
Commercial mortgage-backed securities$1,037,0001,038
Commercial mortgage pass-through securities$1,037,000669
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$26,694,0003,146
Total debt securities$26,322,0003,419
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$5,377,000118
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$25,323,0003,563
U.S. Government securities$25,057,0002,617
U.S. Treasury securities$01,253
U.S. Government agency obligations$25,057,0002,518
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$266,000733
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,368,0001,929
Mortgage-backed securities$19,013,0002,105
Certificates of participation in pools of residential mortgages$14,815,0001,881
Issued or guaranteed by U.S.$14,815,0001,877
Privately issued$071
Collaterized mortgage obligations$3,155,0001,917
CMOs issued by government agencies or sponsored agencies$3,155,0001,845
Privately issued$0687
Commercial mortgage-backed securities$1,043,000971
Commercial mortgage pass-through securities$1,043,000626
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$25,323,0003,275
Total debt securities$25,057,0003,552
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$6,019,000117
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$26,138,0003,564
U.S. Government securities$25,956,0002,646
U.S. Treasury securities$01,296
U.S. Government agency obligations$25,956,0002,551
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$182,000770
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,991,0001,973
Mortgage-backed securities$19,920,0002,065
Certificates of participation in pools of residential mortgages$15,560,0001,827
Issued or guaranteed by U.S.$15,560,0001,826
Privately issued$066
Collaterized mortgage obligations$3,334,0001,890
CMOs issued by government agencies or sponsored agencies$3,334,0001,813
Privately issued$0699
Commercial mortgage-backed securities$1,026,000952
Commercial mortgage pass-through securities$1,026,000611
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$26,138,0003,273
Total debt securities$25,955,0003,550
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$6,394,000110
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$25,572,0003,626
U.S. Government securities$25,062,0002,714
U.S. Treasury securities$01,367
U.S. Government agency obligations$25,062,0002,615
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$510,000660
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,618,0002,058
Mortgage-backed securities$19,124,0002,120
Certificates of participation in pools of residential mortgages$14,658,0001,901
Issued or guaranteed by U.S.$14,658,0001,899
Privately issued$066
Collaterized mortgage obligations$3,473,0001,881
CMOs issued by government agencies or sponsored agencies$3,473,0001,815
Privately issued$0704
Commercial mortgage-backed securities$993,000936
Commercial mortgage pass-through securities$993,000605
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$25,572,0003,322
Total debt securities$25,062,0003,638
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$6,647,00097
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$24,564,0003,753
U.S. Government securities$24,138,0002,813
U.S. Treasury securities$01,303
U.S. Government agency obligations$24,138,0002,725
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$426,000716
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,168,0002,105
Mortgage-backed securities$18,145,0002,215
Certificates of participation in pools of residential mortgages$13,439,0002,023
Issued or guaranteed by U.S.$13,439,0002,021
Privately issued$065
Collaterized mortgage obligations$3,685,0001,869
CMOs issued by government agencies or sponsored agencies$3,685,0001,805
Privately issued$0721
Commercial mortgage-backed securities$1,021,000877
Commercial mortgage pass-through securities$1,021,000564
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$24,564,0003,428
Total debt securities$24,136,0003,763
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$7,030,00099
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$24,323,0003,851
U.S. Government securities$24,037,0002,925
U.S. Treasury securities$01,348
U.S. Government agency obligations$24,037,0002,842
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$286,000758
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,125,0002,261
Mortgage-backed securities$18,106,0002,278
Certificates of participation in pools of residential mortgages$13,233,0002,094
Issued or guaranteed by U.S.$13,233,0002,091
Privately issued$067
Collaterized mortgage obligations$3,871,0001,907
CMOs issued by government agencies or sponsored agencies$3,871,0001,839
Privately issued$0741
Commercial mortgage-backed securities$1,002,000854
Commercial mortgage pass-through securities$1,002,000543
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$24,323,0003,521
Total debt securities$24,037,0003,859
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$7,324,00097
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$25,951,0003,788
U.S. Government securities$25,713,0002,858
U.S. Treasury securities$01,327
U.S. Government agency obligations$25,713,0002,769
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$238,000789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,277,0002,275
Mortgage-backed securities$18,081,0002,315
Certificates of participation in pools of residential mortgages$13,982,0002,045
Issued or guaranteed by U.S.$13,982,0002,044
Privately issued$070
Collaterized mortgage obligations$4,099,0001,910
CMOs issued by government agencies or sponsored agencies$4,099,0001,840
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$25,951,0003,457
Total debt securities$25,712,0003,777
Structured notes
Amortized cost$205,0001,960
Fair value$205,0001,963
Trading account assets$7,600,00097
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$25,923,0003,830
U.S. Government securities$25,277,0002,918
U.S. Treasury securities$01,361
U.S. Government agency obligations$25,277,0002,822
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$646,000646
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,753,0002,257
Mortgage-backed securities$17,714,0002,360
Certificates of participation in pools of residential mortgages$13,443,0002,159
Issued or guaranteed by U.S.$13,443,0002,157
Privately issued$075
Collaterized mortgage obligations$4,271,0001,918
CMOs issued by government agencies or sponsored agencies$4,271,0001,847
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$25,923,0003,496
Total debt securities$25,276,0003,841
Structured notes
Amortized cost$217,0002,056
Fair value$219,0002,057
Trading account assets$7,933,00090
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$25,483,0003,942
U.S. Government securities$24,904,0003,042
U.S. Treasury securities$01,381
U.S. Government agency obligations$24,904,0002,933
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$579,000673
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,072,0002,305
Mortgage-backed securities$17,371,0002,459
Certificates of participation in pools of residential mortgages$12,882,0002,288
Issued or guaranteed by U.S.$12,882,0002,286
Privately issued$073
Collaterized mortgage obligations$4,489,0001,900
CMOs issued by government agencies or sponsored agencies$4,489,0001,825
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$25,483,0003,597
Total debt securities$24,904,0003,954
Structured notes
Amortized cost$230,0002,168
Fair value$233,0002,151
Trading account assets$8,231,00085
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$25,173,0004,010
U.S. Government securities$23,193,0003,217
U.S. Treasury securities$01,342
U.S. Government agency obligations$23,193,0003,120
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$1,980,000443
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,862,0002,341
Mortgage-backed securities$17,119,0002,508
Certificates of participation in pools of residential mortgages$13,494,0002,258
Issued or guaranteed by U.S.$13,494,0002,257
Privately issued$075
Collaterized mortgage obligations$3,625,0002,092
CMOs issued by government agencies or sponsored agencies$3,625,0002,014
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$25,173,0003,660
Total debt securities$23,193,0004,148
Structured notes
Amortized cost$246,0002,221
Fair value$249,0002,199
Trading account assets$8,617,00081
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$24,593,0004,093
U.S. Government securities$22,571,0003,288
U.S. Treasury securities$01,198
U.S. Government agency obligations$22,571,0003,196
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$2,022,000425
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,131,0002,486
Mortgage-backed securities$16,532,0002,572
Certificates of participation in pools of residential mortgages$12,762,0002,337
Issued or guaranteed by U.S.$12,762,0002,335
Privately issued$076
Collaterized mortgage obligations$3,770,0002,062
CMOs issued by government agencies or sponsored agencies$3,770,0001,987
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$24,593,0003,724
Total debt securities$22,572,0004,226
Structured notes
Amortized cost$261,0002,218
Fair value$265,0002,217
Trading account assets$9,342,00080
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$23,946,0004,148
U.S. Government securities$22,008,0003,310
U.S. Treasury securities$01,131
U.S. Government agency obligations$22,008,0003,219
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$1,938,000462
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,326,0002,573
Mortgage-backed securities$16,009,0002,608
Certificates of participation in pools of residential mortgages$12,082,0002,406
Issued or guaranteed by U.S.$12,082,0002,406
Privately issued$081
Collaterized mortgage obligations$3,927,0002,035
CMOs issued by government agencies or sponsored agencies$3,927,0001,959
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$23,946,0003,790
Total debt securities$22,008,0004,272
Structured notes
Amortized cost$278,0002,205
Fair value$283,0002,196
Trading account assets$9,766,00075
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$23,395,0004,199
U.S. Government securities$21,777,0003,357
U.S. Treasury securities$01,131
U.S. Government agency obligations$21,777,0003,271
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$1,618,000508
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,933,0002,659
Mortgage-backed securities$14,688,0002,738
Certificates of participation in pools of residential mortgages$10,546,0002,591
Issued or guaranteed by U.S.$10,546,0002,588
Privately issued$080
Collaterized mortgage obligations$4,142,0002,021
CMOs issued by government agencies or sponsored agencies$4,142,0001,940
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$23,395,0003,848
Total debt securities$21,777,0004,317
Structured notes
Amortized cost$302,0002,171
Fair value$308,0002,169
Trading account assets$10,278,00077
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$21,218,0004,397
U.S. Government securities$19,619,0003,554
U.S. Treasury securities$01,152
U.S. Government agency obligations$19,619,0003,463
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$1,599,000505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,085,0002,626
Mortgage-backed securities$12,466,0002,960
Certificates of participation in pools of residential mortgages$8,084,0002,911
Issued or guaranteed by U.S.$8,084,0002,909
Privately issued$083
Collaterized mortgage obligations$4,382,0002,018
CMOs issued by government agencies or sponsored agencies$4,382,0001,929
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$21,218,0004,048
Total debt securities$19,619,0004,501
Structured notes
Amortized cost$344,0002,148
Fair value$350,0002,138
Trading account assets$11,002,00081
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$20,764,0004,449
U.S. Government securities$18,918,0003,641
U.S. Treasury securities$01,161
U.S. Government agency obligations$18,918,0003,552
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$1,846,000508
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,784,0002,809
Mortgage-backed securities$11,517,0003,107
Certificates of participation in pools of residential mortgages$6,871,0003,157
Issued or guaranteed by U.S.$6,871,0003,156
Privately issued$083
Collaterized mortgage obligations$4,646,0002,036
CMOs issued by government agencies or sponsored agencies$4,646,0001,952
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$20,764,0004,115
Total debt securities$18,918,0004,581
Structured notes
Amortized cost$397,0002,170
Fair value$405,0002,150
Trading account assets$11,802,00080
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$18,495,0004,623
U.S. Government securities$16,788,0003,822
U.S. Treasury securities$01,135
U.S. Government agency obligations$16,788,0003,726
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$1,707,000500
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,844,0002,913
Mortgage-backed securities$12,320,0003,055
Certificates of participation in pools of residential mortgages$7,425,0003,048
Issued or guaranteed by U.S.$7,425,0003,047
Privately issued$085
Collaterized mortgage obligations$4,895,0002,054
CMOs issued by government agencies or sponsored agencies$4,895,0001,965
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$18,495,0004,267
Total debt securities$16,788,0004,747
Structured notes
Amortized cost$458,0002,173
Fair value$466,0002,171
Trading account assets$12,210,00080
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$17,897,0004,740
U.S. Government securities$15,856,0004,016
U.S. Treasury securities$01,086
U.S. Government agency obligations$15,856,0003,932
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$2,041,000456
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,884,0003,183
Mortgage-backed securities$13,305,0003,079
Certificates of participation in pools of residential mortgages$8,185,0003,068
Issued or guaranteed by U.S.$8,185,0003,067
Privately issued$088
Collaterized mortgage obligations$5,120,0002,089
CMOs issued by government agencies or sponsored agencies$5,120,0001,996
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$17,897,0004,375
Total debt securities$15,856,0004,928
Structured notes
Amortized cost$522,0002,167
Fair value$529,0002,166
Trading account assets$12,810,00076
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$18,068,0004,760
U.S. Government securities$16,165,0004,047
U.S. Treasury securities$01,068
U.S. Government agency obligations$16,165,0003,962
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$1,903,000466
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,202,0003,171
Mortgage-backed securities$12,550,0003,189
Certificates of participation in pools of residential mortgages$8,753,0003,015
Issued or guaranteed by U.S.$8,753,0003,015
Privately issued$094
Collaterized mortgage obligations$3,797,0002,343
CMOs issued by government agencies or sponsored agencies$3,797,0002,236
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$18,068,0004,392
Total debt securities$16,164,0004,905
Structured notes
Amortized cost$586,0002,399
Fair value$593,0002,399
Trading account assets$13,282,00076
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$18,454,0004,750
U.S. Government securities$16,680,0004,067
U.S. Treasury securities$01,157
U.S. Government agency obligations$16,680,0003,979
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$1,774,000450
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,680,0002,530
Mortgage-backed securities$13,007,0003,137
Certificates of participation in pools of residential mortgages$9,058,0002,954
Issued or guaranteed by U.S.$9,058,0002,952
Privately issued$094
Collaterized mortgage obligations$3,949,0002,325
CMOs issued by government agencies or sponsored agencies$3,949,0002,216
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$18,454,0004,376
Total debt securities$16,680,0004,903
Structured notes
Amortized cost$651,0002,608
Fair value$659,0002,606
Trading account assets$13,729,00082
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$12,164,0005,464
U.S. Government securities$10,058,0004,935
U.S. Treasury securities$01,076
U.S. Government agency obligations$10,058,0004,836
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 - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$2,106,000398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,059,0003,225
Mortgage-backed securities$5,318,0004,169
Certificates of participation in pools of residential mortgages$3,177,0004,074
Issued or guaranteed by U.S.$3,177,0004,068
Privately issued$0121
Collaterized mortgage obligations$2,141,0002,717
CMOs issued by government agencies or sponsored agencies$2,141,0002,518
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$12,164,0005,041
Total debt securities$10,059,0005,703
Structured notes
Amortized cost$1,715,0001,841
Fair value$1,725,0001,842
Trading account assets$14,169,00081
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$12,453,0005,379
U.S. Government securities$10,623,0004,798
U.S. Treasury securities$01,126
U.S. Government agency obligations$10,623,0004,695
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 - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$1,830,000447
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,396,0003,283
Mortgage-backed securities$5,827,0004,051
Certificates of participation in pools of residential mortgages$3,600,0003,907
Issued or guaranteed by U.S.$3,600,0003,895
Privately issued$0132
Collaterized mortgage obligations$2,227,0002,686
CMOs issued by government agencies or sponsored agencies$2,227,0002,466
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$12,453,0004,951
Total debt securities$10,624,0005,607
Structured notes
Amortized cost$1,779,0001,915
Fair value$1,785,0001,914
Trading account assets$14,715,00082
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$11,266,0005,653
U.S. Government securities$9,581,0005,118
U.S. Treasury securities$01,225
U.S. Government agency obligations$9,581,0005,001
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 - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$1,685,000459
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,588,0003,668
Mortgage-backed securities$3,752,0004,432
Certificates of participation in pools of residential mortgages$3,752,0003,838
Issued or guaranteed by U.S.$3,752,0003,823
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$11,266,0005,208
Total debt securities$9,581,0005,843
Structured notes
Amortized cost$4,832,0001,217
Fair value$4,829,0001,216
Trading account assets$15,677,00078
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$10,913,0005,661
U.S. Government securities$8,685,0005,260
U.S. Treasury securities$01,272
U.S. Government agency obligations$8,685,0005,140
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 - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$2,228,000411
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,687,0003,630
Mortgage-backed securities$1,670,0004,947
Certificates of participation in pools of residential mortgages$1,670,0004,479
Issued or guaranteed by U.S.$1,670,0004,470
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$10,913,0005,234
Total debt securities$8,685,0005,964
Structured notes
Amortized cost$6,065,0001,065
Fair value$6,035,0001,069
Trading account assets$16,183,00075
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$9,900,0005,715
U.S. Government securities$7,897,0005,277
U.S. Treasury securities$01,275
U.S. Government agency obligations$7,897,0005,167
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 - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$2,003,000441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,711,0003,769
Mortgage-backed securities$1,780,0004,856
Certificates of participation in pools of residential mortgages$1,780,0004,335
Issued or guaranteed by U.S.$1,780,0004,330
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$9,900,0005,271
Total debt securities$7,897,0005,999
Structured notes
Amortized cost$5,150,0001,093
Fair value$5,129,0001,093
Trading account assets$16,733,00075
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$7,151,0006,153
U.S. Government securities$4,922,0005,930
U.S. Treasury securities$01,180
U.S. Government agency obligations$4,922,0005,803
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 - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$2,229,000441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,922,0004,274
Mortgage-backed securities$911,0005,243
Certificates of participation in pools of residential mortgages$911,0004,772
Issued or guaranteed by U.S.$911,0004,765
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$7,151,0005,670
Total debt securities$4,922,0006,524
Structured notes
Amortized cost$3,000,0001,542
Fair value$3,009,0001,597
Trading account assets$17,685,00078
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$5,793,0006,503
U.S. Government securities$4,012,0006,297
U.S. Treasury securities$01,121
U.S. Government agency obligations$4,012,0006,183
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 - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$1,781,000522
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,008,0005,349
Mortgage-backed securities$1,004,0005,219
Certificates of participation in pools of residential mortgages$1,004,0004,755
Issued or guaranteed by U.S.$1,004,0004,748
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$5,793,0005,989
Total debt securities$4,011,0006,796
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$18,607,00077
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$3,633,0006,989
U.S. Government securities$2,047,0006,920
U.S. Treasury securities$01,130
U.S. Government agency obligations$2,047,0006,806
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 - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$1,586,000545
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,343
Mortgage-backed securities$1,041,0005,302
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$1,041,0002,867
CMOs issued by government agencies or sponsored agencies$1,041,0002,549
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$3,633,0006,468
Total debt securities$2,047,0007,239
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$19,918,00075
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$3,299,0007,054
U.S. Government securities$07,608
U.S. Treasury securities$01,077
U.S. Government agency obligations$07,522
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 - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$3,299,000384
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,398
Mortgage-backed securities$06,385
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$3,299,0006,528
Total debt securities$07,735
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$21,215,00072
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$5,379,0006,726
U.S. Government securities$07,692
U.S. Treasury securities$01,047
U.S. Government agency obligations$07,608
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 - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$5,379,000301
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,412
Mortgage-backed securities$06,466
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$5,379,0006,193
Total debt securities$07,809
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$22,979,00075
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$3,961,0007,020
U.S. Government securities$07,759
U.S. Treasury securities$01,036
U.S. Government agency obligations$07,687
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 - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$3,961,000410
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,462
Mortgage-backed securities$06,522
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$3,961,0006,485
Total debt securities$07,893
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$25,117,00075
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$2,409,0007,416
U.S. Government securities$07,829
U.S. Treasury securities$0981
U.S. Government agency obligations$07,762
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 securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$2,409,000543
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,516
Mortgage-backed securities$06,573
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$2,409,0006,846
Total debt securities$07,959
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$27,195,00078
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$5,784,0006,761
U.S. Government securities$07,896
U.S. Treasury securities$0973
U.S. Government agency obligations$07,832
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 securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$5,784,000301
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,541
Mortgage-backed securities$06,615
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$5,784,0006,187
Total debt securities$08,014
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$28,743,00084
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$5,091,0006,894
U.S. Government securities$07,941
U.S. Treasury securities$01,019
U.S. Government agency obligations$07,874
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 securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$5,091,000331
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,576
Mortgage-backed securities$06,644
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$5,091,0006,301
Total debt securities$08,066
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$31,395,00083
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$7,700,0006,391
U.S. Government securities$07,997
U.S. Treasury securities$01,021
U.S. Government agency obligations$07,934
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 securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$7,700,000336
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$7,700,0005,827
Total debt securities$08,104
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$33,866,00087
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$6,489,0006,660
U.S. Government securities$08,032
U.S. Treasury securities$01,044
U.S. Government agency obligations$07,976
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 securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$6,489,000430
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,633
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$6,489,0006,097
Total debt securities$08,143
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$36,488,00088
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$6,608,0006,720
U.S. Government securities$08,104
U.S. Treasury securities$01,146
U.S. Government agency obligations$08,029
Securities issued by states & political subdivisions$1,440,0004,575
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$5,168,000469
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
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)$1,440,0002,489
Available-for-sale securities (fair market value)$5,168,0006,403
Total debt securities$1,440,0007,864
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$39,443,00082
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$1,848,0007,863
U.S. Government securities$08,160
U.S. Treasury securities$01,235
U.S. Government agency obligations$08,083
Securities issued by states & political subdivisions$1,440,0004,582
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$408,0001,288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
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)$1,440,0002,538
Available-for-sale securities (fair market value)$408,0007,531
Total debt securities$1,440,0007,913
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$42,939,00075
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$4,161,0007,372
U.S. Government securities$08,206
U.S. Treasury securities$01,362
U.S. Government agency obligations$08,127
Securities issued by states & political subdivisions$1,440,0004,601
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$2,721,000644
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,778
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
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)$1,440,0002,582
Available-for-sale securities (fair market value)$2,721,0007,024
Total debt securities$1,440,0007,962
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$48,825,00073
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$380,0008,251
U.S. Government securities$08,244
U.S. Treasury securities$01,448
U.S. Government agency obligations$08,164
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$380,0001,327
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,814
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$380,0007,591
Total debt securities$08,320
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$42,044,00083
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$50,347,0002,321
U.S. Government securities$39,102,0002,177
U.S. Treasury securities$01,498
U.S. Government agency obligations$39,102,0002,119
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$6,848,000873
Privately issued residential mortgage-backed securities$6,793,000474
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$55,000267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$4,397,000529
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,936,0002,210
Mortgage-backed securities$31,091,0001,297
Certificates of participation in pools of residential mortgages$24,298,0001,132
Issued or guaranteed by U.S.$24,298,0001,122
Privately issued$0208
Collaterized mortgage obligations$6,793,0001,303
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$6,793,000448
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$50,347,0002,013
Total debt securities$45,950,0002,454
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$52,953,0002,234
U.S. Government securities$42,473,0002,047
U.S. Treasury securities$01,574
U.S. Government agency obligations$42,473,0001,990
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$7,180,000843
Privately issued residential mortgage-backed securities$7,116,000459
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$64,000283
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$3,300,000605
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,961,0001,960
Mortgage-backed securities$32,830,0001,260
Certificates of participation in pools of residential mortgages$25,714,0001,093
Issued or guaranteed by U.S.$25,714,0001,083
Privately issued$0214
Collaterized mortgage obligations$7,116,0001,234
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$7,116,000430
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$52,953,0001,907
Total debt securities$49,653,0002,312
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$45,895,0002,510
U.S. Government securities$37,551,0002,287
U.S. Treasury securities$01,634
U.S. Government agency obligations$37,551,0002,212
Securities issued by states & political subdivisions$200,0005,994
Other domestic debt securities$2,058,0001,501
Privately issued residential mortgage-backed securities$1,980,000694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$78,000283
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$6,086,000396
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,934,0002,350
Mortgage-backed securities$23,919,0001,565
Certificates of participation in pools of residential mortgages$21,939,0001,247
Issued or guaranteed by U.S.$21,939,0001,239
Privately issued$0211
Collaterized mortgage obligations$1,980,0002,073
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$1,980,000650
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$45,895,0002,151
Total debt securities$39,809,0002,787
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$46,099,0002,549
U.S. Government securities$41,692,0002,136
U.S. Treasury securities$01,715
U.S. Government agency obligations$41,692,0002,058
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$1,097,0001,930
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$97,000288
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,488
Foreign debt securities$0226
Equity securities$3,310,000620
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,561,0002,276
Mortgage-backed securities$24,092,0001,575
Certificates of participation in pools of residential mortgages$24,092,0001,178
Issued or guaranteed by U.S.$24,092,0001,168
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$46,099,0002,184
Total debt securities$42,789,0002,665
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$47,999,0002,457
U.S. Government securities$43,405,0002,052
U.S. Treasury securities$01,737
U.S. Government agency obligations$43,405,0001,982
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$2,128,0001,581
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$123,000280
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,005,0001,190
Foreign debt securities$0223
Equity securities$2,466,000740
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,679,0002,150
Mortgage-backed securities$25,793,0001,512
Certificates of participation in pools of residential mortgages$25,793,0001,145
Issued or guaranteed by U.S.$25,793,0001,135
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$47,999,0002,103
Total debt securities$45,533,0002,523
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$54,673,0002,158
U.S. Government securities$44,509,0001,988
U.S. Treasury securities$01,786
U.S. Government agency obligations$44,509,0001,920
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$2,172,0001,594
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$156,000284
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,016,0001,222
Foreign debt securities$0234
Equity securities$7,992,000362
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,083,0002,004
Mortgage-backed securities$27,871,0001,462
Certificates of participation in pools of residential mortgages$27,871,0001,105
Issued or guaranteed by U.S.$27,871,0001,095
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$54,673,0001,822
Total debt securities$46,681,0002,444
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$51,699,0002,300
U.S. Government securities$46,787,0001,910
U.S. Treasury securities$01,839
U.S. Government agency obligations$46,787,0001,839
Securities issued by states & political subdivisions$400,0005,746
Other domestic debt securities$2,224,0001,609
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$192,000282
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,032,0001,250
Foreign debt securities$0234
Equity securities$2,288,000798
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,485,0001,888
Mortgage-backed securities$30,036,0001,423
Certificates of participation in pools of residential mortgages$30,036,0001,065
Issued or guaranteed by U.S.$30,036,0001,056
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$51,699,0001,929
Total debt securities$49,411,0002,339
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$58,804,0002,085
U.S. Government securities$51,523,0001,793
U.S. Treasury securities$01,963
U.S. Government agency obligations$51,523,0001,721
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$4,265,0001,224
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$207,000269
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,058,000903
Foreign debt securities$0247
Equity securities$3,016,000712
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,586,0001,832
Mortgage-backed securities$33,912,0001,343
Certificates of participation in pools of residential mortgages$33,912,0001,010
Issued or guaranteed by U.S.$33,912,0001,001
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$58,804,0001,755
Total debt securities$55,788,0002,142
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$65,013,0001,914
U.S. Government securities$52,884,0001,750
U.S. Treasury securities$01,963
U.S. Government agency obligations$52,884,0001,680
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$6,839,000982
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$227,000277
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,612,000706
Foreign debt securities$0244
Equity securities$5,290,000522
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,088,0001,720
Mortgage-backed securities$35,047,0001,338
Certificates of participation in pools of residential mortgages$35,047,000998
Issued or guaranteed by U.S.$35,047,000990
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$65,013,0001,603
Total debt securities$59,723,0002,029
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$71,225,0001,746
U.S. Government securities$58,977,0001,578
U.S. Treasury securities$01,990
U.S. Government agency obligations$58,977,0001,526
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$4,422,0001,240
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$254,000290
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,168,000952
Foreign debt securities$0248
Equity securities$7,826,000419
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,359,0001,652
Mortgage-backed securities$38,603,0001,243
Certificates of participation in pools of residential mortgages$38,603,000928
Issued or guaranteed by U.S.$38,603,000920
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$71,225,0001,480
Total debt securities$63,399,0001,892
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$87,338,0001,492
U.S. Government securities$59,500,0001,597
U.S. Treasury securities$02,098
U.S. Government agency obligations$59,500,0001,531
Securities issued by states & political subdivisions$200,0006,253
Other domestic debt securities$4,988,0001,203
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$278,000287
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,710,000929
Foreign debt securities$0251
Equity securities$22,650,000175
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,735,0001,580
Mortgage-backed securities$40,831,0001,210
Certificates of participation in pools of residential mortgages$40,831,000894
Issued or guaranteed by U.S.$40,831,000887
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$87,338,0001,269
Total debt securities$64,688,0001,872
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$71,612,0001,776
U.S. Government securities$49,597,0001,859
U.S. Treasury securities$02,082
U.S. Government agency obligations$49,597,0001,798
Securities issued by states & political subdivisions$4,800,0003,153
Other domestic debt securities$6,829,0001,078
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$309,000301
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,520,000813
Foreign debt securities$0264
Equity securities$10,386,000383
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,934,0002,006
Mortgage-backed securities$36,028,0001,352
Certificates of participation in pools of residential mortgages$36,028,0001,006
Issued or guaranteed by U.S.$36,028,000999
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$71,612,0001,512
Total debt securities$61,226,0001,972
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$70,824,0001,830
U.S. Government securities$50,511,0001,885
U.S. Treasury securities$02,227
U.S. Government agency obligations$50,511,0001,814
Securities issued by states & political subdivisions$4,800,0003,165
Other domestic debt securities$7,909,000982
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$326,000318
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,583,000785
Foreign debt securities$0283
Equity securities$7,604,000474
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,336,0001,929
Mortgage-backed securities$37,992,0001,331
Certificates of participation in pools of residential mortgages$37,992,000999
Issued or guaranteed by U.S.$37,992,000990
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$70,824,0001,555
Total debt securities$63,219,0001,978
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$79,007,0001,661
U.S. Government securities$54,272,0001,727
U.S. Treasury securities$02,287
U.S. Government agency obligations$54,272,0001,673
Securities issued by states & political subdivisions$4,000,0003,432
Other domestic debt securities$8,022,0001,022
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$358,000329
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,664,000836
Foreign debt securities$0291
Equity securities$12,713,000332
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,540,0002,098
Mortgage-backed securities$42,212,0001,211
Certificates of participation in pools of residential mortgages$42,212,000896
Issued or guaranteed by U.S.$42,212,000891
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$79,007,0001,411
Total debt securities$66,294,0001,863
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$76,484,0001,642
U.S. Government securities$55,080,0001,647
U.S. Treasury securities$02,322
U.S. Government agency obligations$55,080,0001,580
Securities issued by states & political subdivisions$4,200,0003,322
Other domestic debt securities$8,120,0001,042
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$391,000341
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,729,000829
Foreign debt securities$0294
Equity securities$9,084,000465
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,321,0001,748
Mortgage-backed securities$43,973,0001,168
Certificates of participation in pools of residential mortgages$43,973,000845
Issued or guaranteed by U.S.$43,973,000840
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$76,484,0001,402
Total debt securities$67,400,0001,780
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$72,033,0001,704
U.S. Government securities$45,467,0001,921
U.S. Treasury securities$02,382
U.S. Government agency obligations$45,467,0001,850
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$9,137,000976
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$423,000354
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,714,000782
Foreign debt securities$0294
Equity securities$17,429,000264
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,983,0002,103
Mortgage-backed securities$41,407,0001,201
Certificates of participation in pools of residential mortgages$41,407,000856
Issued or guaranteed by U.S.$41,407,000851
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$72,033,0001,452
Total debt securities$54,603,0002,129
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$68,350,0001,790
U.S. Government securities$39,598,0002,146
U.S. Treasury securities$100,0002,488
U.S. Government agency obligations$39,498,0002,068
Securities issued by states & political subdivisions$6,580,0002,496
Other domestic debt securities$9,202,000983
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$437,000364
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,765,000785
Foreign debt securities$0302
Equity securities$12,970,000347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,404,0002,243
Mortgage-backed securities$36,427,0001,304
Certificates of participation in pools of residential mortgages$36,352,000919
Issued or guaranteed by U.S.$36,352,000915
Privately issued$0252
Collaterized mortgage obligations$75,0004,173
CMOs issued by government agencies or sponsored agencies$75,0003,986
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$68,350,0001,504
Total debt securities$55,380,0002,056
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$71,690,0001,563
U.S. Government securities$45,535,0001,763
U.S. Treasury securities$103,0003,068
U.S. Government agency obligations$45,432,0001,675
Securities issued by states & political subdivisions$3,088,0003,693
Other domestic debt securities$15,943,000692
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$491,000396
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,452,000520
Foreign debt securities$0319
Equity securities$7,124,000528
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,489,0001,857
Mortgage-backed securities$37,866,0001,170
Certificates of participation in pools of residential mortgages$36,864,000807
Issued or guaranteed by U.S.$36,864,000800
Privately issued$0260
Collaterized mortgage obligations$1,002,0003,305
CMOs issued by government agencies or sponsored agencies$1,002,0003,141
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$71,690,0001,306
Total debt securities$64,566,0001,683
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$55,368,0001,990
U.S. Government securities$44,634,0001,787
U.S. Treasury securities$100,0004,079
U.S. Government agency obligations$44,534,0001,664
Securities issued by states & political subdivisions$1,289,0005,012
Other domestic debt securities$7,092,000993
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$7,092,000816
Foreign debt securities$0313
Equity securities$2,353,0001,412
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,384,0003,316
Mortgage-backed securities$17,140,0001,658
Certificates of participation in pools of residential mortgages$15,511,0001,280
Issued or guaranteed by U.S.$15,511,0001,272
Privately issued$0308
Collaterized mortgage obligations$1,629,0002,464
CMOs issued by government agencies or sponsored agencies$1,629,0002,322
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$55,368,0001,545
Total debt securities$53,015,0001,990
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$42,941,0002,624
U.S. Government securities$32,380,0002,565
U.S. Treasury securities$101,0005,280
U.S. Government agency obligations$32,279,0002,291
Securities issued by states & political subdivisions$1,165,0005,396
Other domestic debt securities$7,967,000935
Privately issued residential mortgage-backed securities$30,0001,382
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,937,000756
Foreign debt securities$0343
Equity securities$1,429,0001,896
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,367,0003,567
Mortgage-backed securities$7,932,0002,864
Certificates of participation in pools of residential mortgages$6,129,0002,502
Issued or guaranteed by U.S.$6,129,0002,491
Privately issued$0307
Collaterized mortgage obligations$1,803,0002,546
CMOs issued by government agencies or sponsored agencies$1,773,0002,415
Privately issued$30,0001,199
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,625,0003,933
Available-for-sale securities (fair market value)$40,316,0002,150
Total debt securities$41,512,0002,627
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$50,649,0002,274
U.S. Government securities$35,349,0002,422
U.S. Treasury securities$2,141,0003,704
U.S. Government agency obligations$33,208,0002,165
Securities issued by states & political subdivisions$1,513,0005,157
Other domestic debt securities$10,965,000720
Privately issued residential mortgage-backed securities$47,0001,371
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,918,000544
Foreign debt securities$0363
Equity securities$2,822,0001,215
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,884,0003,317
Mortgage-backed securities$11,810,0002,427
Certificates of participation in pools of residential mortgages$8,838,0002,139
Issued or guaranteed by U.S.$8,838,0002,123
Privately issued$0349
Collaterized mortgage obligations$2,972,0002,231
CMOs issued by government agencies or sponsored agencies$2,925,0002,128
Privately issued$47,0001,172
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,710,0003,512
Available-for-sale securities (fair market value)$45,939,0001,876
Total debt securities$47,827,0002,335
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$55,256,0002,093
U.S. Government securities$36,472,0002,472
U.S. Treasury securities$3,462,0004,032
U.S. Government agency obligations$33,010,0002,103
Securities issued by states & political subdivisions$1,806,0004,789
Other domestic debt securities$9,306,000589
Privately issued residential mortgage-backed securities$67,0001,345
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,239,000441
Foreign debt securities$0390
Equity securities$7,672,000547
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,026,0003,150
Mortgage-backed securities$13,214,0002,203
Certificates of participation in pools of residential mortgages$12,217,0001,714
Issued or guaranteed by U.S.$12,217,0001,704
Privately issued$0394
Collaterized mortgage obligations$997,0003,410
CMOs issued by government agencies or sponsored agencies$930,0003,395
Privately issued$67,0001,115
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,716,0003,574
Available-for-sale securities (fair market value)$48,540,0001,661
Total debt securities$47,584,0002,337
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$48,756,0002,505
U.S. Government securities$32,990,0002,930
U.S. Treasury securities$5,732,0003,460
U.S. Government agency obligations$27,258,0002,608
Securities issued by states & political subdivisions$1,339,0005,568
Other domestic debt securities$8,045,000666
Privately issued residential mortgage-backed securities$84,0001,608
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,961,000459
Foreign debt securities$0466
Equity securities$6,382,000620
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,789,0003,532
Mortgage-backed securities$15,469,0002,222
Certificates of participation in pools of residential mortgages$14,376,0001,692
Issued or guaranteed by U.S.$14,376,0001,676
Privately issued$0472
Collaterized mortgage obligations$1,093,0003,716
CMOs issued by government agencies or sponsored agencies$1,009,0003,638
Privately issued$84,0001,336
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,477,0003,829
Available-for-sale securities (fair market value)$41,279,0001,999
Total debt securities$42,374,0002,760
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$37,371,0003,386
U.S. Government securities$27,768,0003,571
U.S. Treasury securities$6,536,0003,799
U.S. Government agency obligations$21,232,0003,144
Securities issued by states & political subdivisions$762,0006,773
Other domestic debt securities$6,947,000869
Privately issued residential mortgage-backed securities$197,0001,601
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,750,000647
Foreign debt securities$0553
Equity securities$1,894,0001,477
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,135,0004,608
Mortgage-backed securities$14,732,0002,416
Certificates of participation in pools of residential mortgages$13,529,0001,773
Issued or guaranteed by U.S.$13,529,0001,751
Privately issued$0558
Collaterized mortgage obligations$1,203,0004,028
CMOs issued by government agencies or sponsored agencies$1,006,0004,042
Privately issued$197,0001,310
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,243,0002,760
Available-for-sale securities (fair market value)$24,128,0003,395
Total debt securities$35,477,0003,472
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$43,896,0002,996
U.S. Government securities$29,332,0003,546
U.S. Treasury securities$9,982,0003,408
U.S. Government agency obligations$19,350,0003,274
Securities issued by states & political subdivisions$609,0007,421
Other domestic debt securities$12,341,000652
Privately issued residential mortgage-backed securities$434,0001,380
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,907,000461
Foreign debt securities$0600
Equity securities$1,614,0001,507
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,100,0004,679
Mortgage-backed securities$17,870,0002,199
Certificates of participation in pools of residential mortgages$16,499,0001,589
Issued or guaranteed by U.S.$16,499,0001,566
Privately issued$0564
Collaterized mortgage obligations$1,371,0004,155
CMOs issued by government agencies or sponsored agencies$937,0004,434
Privately issued$434,0001,128
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,260,0002,747
Available-for-sale securities (fair market value)$17,636,0003,137
Total debt securities$42,282,0003,030
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$46,239,0003,014
U.S. Government securities$26,284,0004,052
U.S. Treasury securities$12,403,0002,917
U.S. Government agency obligations$13,881,0004,430
Securities issued by states & political subdivisions$429,0008,086
Other domestic debt securities$17,107,000609
Privately issued residential mortgage-backed securities$1,710,000918
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,397,000449
Foreign debt securitiesNANA
Equity securities$2,419,0001,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0004,912
Mortgage-backed securities$15,591,0002,701
Certificates of participation in pools of residential mortgages$13,881,0001,960
Issued or guaranteed by U.S.$13,881,0001,924
Privately issued$0731
Collaterized mortgage obligations$1,710,0004,285
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$1,710,000662
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$43,820,0003,099
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$52,656,0002,587
U.S. Government securities$28,205,0003,791
U.S. Treasury securities$10,687,0003,330
U.S. Government agency obligations$17,518,0003,641
Securities issued by states & political subdivisions$612,0007,400
Other domestic debt securities$18,210,000672
Privately issued residential mortgage-backed securities$3,966,000773
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,244,000535
Foreign debt securitiesNANA
Equity securities$5,629,000558
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,100,0005,067
Mortgage-backed securities$21,484,0002,167
Certificates of participation in pools of residential mortgages$17,115,0001,711
Issued or guaranteed by U.S.$17,115,0001,673
Privately issued$0831
Collaterized mortgage obligations$4,369,0002,839
CMOs issued by government agencies or sponsored agencies$403,0005,695
Privately issued$3,966,000552
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$47,027,0002,828
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