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Bank of China, Securities

2020-09-30Rank
Total securities$5,448,995,00070
U.S. Government securities$4,073,425,00069
U.S. Treasury securities$4,073,425,00026
U.S. Government agency obligations$04,614
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - TotalNANA
Other domestic debt securities - All other$698,815,00018
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,360,370,00089
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.NANA
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$332,0001,458
Available-for-sale securities (fair market value)$5,448,663,00062
Total debt securitiesNANA
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$171,642,00050
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$5,347,641,00067
U.S. Government securities$3,950,619,00068
U.S. Treasury securities$3,950,619,00023
U.S. Government agency obligations$04,647
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - TotalNANA
Other domestic debt securities - All other$772,996,00015
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,473,857,00083
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.NANA
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$422,0001,445
Available-for-sale securities (fair market value)$5,347,219,00059
Total debt securitiesNANA
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$176,663,00050
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$5,232,305,00066
U.S. Government securities$3,949,358,00066
U.S. Treasury securities$3,949,358,00020
U.S. Government agency obligations$04,708
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - TotalNANA
Other domestic debt securities - All other$759,919,00016
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,488,299,00083
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.NANA
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$364,0001,478
Available-for-sale securities (fair market value)$5,231,941,00058
Total debt securitiesNANA
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$167,011,00050
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$5,478,157,00063
U.S. Government securities$4,108,196,00066
U.S. Treasury securities$4,108,196,00021
U.S. Government agency obligations$04,779
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0432
Structured financial products - TotalNANA
Other domestic debt securities - All other$859,347,00014
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,308,442,00080
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.NANA
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$364,0001,526
Available-for-sale securities (fair market value)$5,477,793,00053
Total debt securitiesNANA
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$51,900,00058
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$5,364,156,00065
U.S. Government securities$4,032,658,00068
U.S. Treasury securities$4,032,658,00019
U.S. Government agency obligations$04,859
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0426
Structured financial products - TotalNANA
Other domestic debt securities - All other$822,096,00014
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,005,909,00094
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.NANA
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$373,0001,593
Available-for-sale securities (fair market value)$5,363,783,00053
Total debt securitiesNANA
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$85,926,00053
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$5,027,360,00067
U.S. Government securities$3,834,696,00067
U.S. Treasury securities$3,834,696,00023
U.S. Government agency obligations$04,911
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$683,112,00017
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,202,468,00086
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.NANA
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$373,0001,638
Available-for-sale securities (fair market value)$5,026,987,00052
Total debt securitiesNANA
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$60,893,00055
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$4,705,723,00069
U.S. Government securities$3,517,029,00067
U.S. Treasury securities$3,517,029,00023
U.S. Government agency obligations$04,971
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0408
Structured financial products - TotalNANA
Other domestic debt securities - All other$680,237,00018
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,153,812,00087
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.NANA
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$469,0001,629
Available-for-sale securities (fair market value)$4,705,254,00053
Total debt securitiesNANA
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$50,789,00049
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$4,964,234,00066
U.S. Government securities$3,504,949,00068
U.S. Treasury securities$3,504,949,00023
U.S. Government agency obligations$05,011
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$952,048,00013
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,049,262,00097
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.NANA
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$469,0001,670
Available-for-sale securities (fair market value)$4,963,765,00051
Total debt securitiesNANA
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$25,363,00060
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$5,076,618,00064
U.S. Government securities$3,483,514,00068
U.S. Treasury securities$3,483,514,00023
U.S. Government agency obligations$05,083
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0406
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,151,712,00012
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$925,860,000101
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.NANA
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$479,0001,701
Available-for-sale securities (fair market value)$5,076,139,00050
Total debt securitiesNANA
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$507,000187
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$4,532,268,00067
U.S. Government securities$2,937,355,00069
U.S. Treasury securities$2,937,355,00025
U.S. Government agency obligations$05,142
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0403
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,152,719,00012
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$664,450,000124
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.NANA
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$479,0001,724
Available-for-sale securities (fair market value)$4,531,789,00054
Total debt securitiesNANA
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$4,806,000116
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$4,348,427,00067
U.S. Government securities$2,862,116,00071
U.S. Treasury securities$2,862,116,00024
U.S. Government agency obligations$05,225
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0393
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,044,023,00014
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,005,300,00096
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.NANA
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$458,0001,753
Available-for-sale securities (fair market value)$4,347,969,00055
Total debt securitiesNANA
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$10,965,00079
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$4,868,380,00064
U.S. Government securities$3,178,188,00064
U.S. Treasury securities$3,178,188,00022
U.S. Government agency obligations$05,284
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0366
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,246,689,00011
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$902,406,000107
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.NANA
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$458,0001,778
Available-for-sale securities (fair market value)$4,867,922,00052
Total debt securitiesNANA
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$17,876,00064
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$4,223,737,00065
U.S. Government securities$2,648,417,00071
U.S. Treasury securities$2,648,417,00024
U.S. Government agency obligations$05,354
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0365
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,164,506,00011
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$940,506,000107
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.NANA
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$475,0001,828
Available-for-sale securities (fair market value)$4,223,262,00053
Total debt securitiesNANA
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$18,299,00064
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$3,763,008,00068
U.S. Government securities$2,351,927,00080
U.S. Treasury securities$2,351,927,00027
U.S. Government agency obligations$05,409
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0352
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,050,148,00012
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$989,940,00098
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.NANA
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$475,0001,855
Available-for-sale securities (fair market value)$3,762,533,00056
Total debt securitiesNANA
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$11,769,00073
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$4,344,467,00063
U.S. Government securities$2,649,259,00073
U.S. Treasury securities$2,649,259,00026
U.S. Government agency obligations$05,477
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0358
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,334,165,00010
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$647,187,000133
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.NANA
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$440,0001,908
Available-for-sale securities (fair market value)$4,344,027,00052
Total debt securitiesNANA
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$10,436,00077
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$4,008,298,00063
U.S. Government securities$1,935,274,00090
U.S. Treasury securities$1,935,274,00029
U.S. Government agency obligations$05,538
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0358
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,712,488,0008
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,863,000682
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.NANA
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$440,0001,924
Available-for-sale securities (fair market value)$4,007,858,00054
Total debt securitiesNANA
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$42,008,00046
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contractsNANA
2016-09-30Rank
Total securities$3,071,783,00079
U.S. Government securities$1,081,124,000130
U.S. Treasury securities$1,081,124,00031
U.S. Government agency obligations$05,603
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0360
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,727,242,0008
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,202,000278
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.NANA
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$470,0001,928
Available-for-sale securities (fair market value)$3,071,313,00064
Total debt securitiesNANA
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$2,361,000154
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contractsNANA
2016-06-30Rank
Total securities$2,280,270,000101
U.S. Government securities$480,289,000233
U.S. Treasury securities$480,289,00042
U.S. Government agency obligations$05,692
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0370
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,686,335,0007
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$479,637,000157
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.NANA
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$470,0001,967
Available-for-sale securities (fair market value)$2,279,800,00082
Total debt securitiesNANA
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$16,520,00082
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contractsNANA
2016-03-31Rank
Total securities$1,595,742,000124
U.S. Government securities$440,044,000259
U.S. Treasury securities$440,044,00044
U.S. Government agency obligations$05,758
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0367
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,141,758,00013
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$439,774,000172
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.NANA
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$627,0001,947
Available-for-sale securities (fair market value)$1,595,115,000105
Total debt securitiesNANA
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$23,717,00068
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2015-12-31Rank
Total securities$1,096,393,000164
U.S. Government securities$89,908,0001,031
U.S. Treasury securities$89,908,00091
U.S. Government agency obligations$05,821
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0376
Structured financial products - TotalNANA
Other domestic debt securities - All other$991,722,00013
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$88,761,000693
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.NANA
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$627,0001,982
Available-for-sale securities (fair market value)$1,095,766,000136
Total debt securitiesNANA
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$26,674,00058
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2015-09-30Rank
Total securities$1,134,748,000156
U.S. Government securities$111,715,000868
U.S. Treasury securities$111,715,00078
U.S. Government agency obligations$05,920
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0388
Structured financial products - TotalNANA
Other domestic debt securities - All other$951,189,00013
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,044,000565
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.NANA
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$679,0001,982
Available-for-sale securities (fair market value)$1,134,069,000131
Total debt securitiesNANA
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$40,118,00054
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contractsNANA
2015-06-30Rank
Total securities$1,156,907,000152
U.S. Government securities$117,672,000854
U.S. Treasury securities$117,672,00073
U.S. Government agency obligations$05,998
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0391
Structured financial products - TotalNANA
Other domestic debt securities - All other$964,412,00013
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,001,000555
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.NANA
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$679,0002,018
Available-for-sale securities (fair market value)$1,156,228,000130
Total debt securitiesNANA
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$22,474,00064
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contractsNANA
2015-03-31Rank
Total securities$1,030,037,000170
U.S. Government securities$17,677,0003,497
U.S. Treasury securities$17,677,000258
U.S. Government agency obligations$06,061
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0401
Structured financial products - TotalNANA
Other domestic debt securities - All other$935,723,00013
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,007,0002,473
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.NANA
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$587,0002,054
Available-for-sale securities (fair market value)$1,029,450,000146
Total debt securitiesNANA
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$33,340,00060
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contractsNANA
2014-12-31Rank
Total securities$1,041,821,000168
U.S. Government securities$17,675,0003,555
U.S. Treasury securities$17,675,000271
U.S. Government agency obligations$06,153
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0400
Structured financial products - TotalNANA
Other domestic debt securities - All other$946,854,00014
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,005,0002,484
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.NANA
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$587,0002,070
Available-for-sale securities (fair market value)$1,041,234,000145
Total debt securitiesNANA
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$38,126,00052
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2014-09-30Rank
Total securities$1,061,432,000162
U.S. Government securities$19,188,0003,490
U.S. Treasury securities$19,188,000252
U.S. Government agency obligations$06,239
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0406
Structured financial products - TotalNANA
Other domestic debt securities - All other$964,436,00014
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,317,0002,457
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.NANA
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$681,0002,069
Available-for-sale securities (fair market value)$1,060,751,000136
Total debt securitiesNANA
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$20,615,00059
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contractsNANA
2014-06-30Rank
Total securities$1,163,333,000152
U.S. Government securities$67,184,0001,455
U.S. Treasury securities$67,184,00086
U.S. Government agency obligations$06,304
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0427
Structured financial products - TotalNANA
Other domestic debt securities - All other$964,567,00014
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,313,000926
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.NANA
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$681,0002,081
Available-for-sale securities (fair market value)$1,162,652,000127
Total debt securitiesNANA
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$44,480,00048
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contractsNANA
2014-03-31Rank
Total securities$1,201,598,000150
U.S. Government securities$107,191,000961
U.S. Treasury securities$107,191,00058
U.S. Government agency obligations$06,370
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0444
Structured financial products - TotalNANA
Other domestic debt securities - All other$961,904,00015
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,322,000603
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.NANA
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$551,0002,126
Available-for-sale securities (fair market value)$1,201,047,000125
Total debt securitiesNANA
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$199,351,00031
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contractsNANA
2013-12-31Rank
Total securities$1,109,813,000159
U.S. Government securities$150,362,000694
U.S. Treasury securities$150,362,00040
U.S. Government agency obligations$06,445
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0447
Structured financial products - TotalNANA
Other domestic debt securities - All other$836,464,00016
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,362,000440
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.NANA
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$551,0002,134
Available-for-sale securities (fair market value)$1,109,262,000131
Total debt securitiesNANA
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$52,052,00045
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contractsNANA
2013-09-30Rank
Total securities$1,250,280,000144
U.S. Government securities$215,509,000509
U.S. Treasury securities$215,509,00034
U.S. Government agency obligations$06,522
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0459
Structured financial products - TotalNANA
Other domestic debt securities - All other$834,435,00016
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,497,0001,290
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.NANA
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$680,0002,081
Available-for-sale securities (fair market value)$1,249,600,000116
Total debt securitiesNANA
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$4,622,000103
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contractsNANA
2013-06-30Rank
Total securities$1,353,904,000134
U.S. Government securities$265,560,000414
U.S. Treasury securities$265,560,00032
U.S. Government agency obligations$06,558
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0469
Structured financial products - TotalNANA
Other domestic debt securities - All other$834,370,00017
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.NANA
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$680,0002,023
Available-for-sale securities (fair market value)$1,353,224,000113
Total debt securitiesNANA
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$5,179,00099
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contractsNANA
2013-03-31Rank
Total securities$1,486,555,000128
U.S. Government securities$375,775,000297
U.S. Treasury securities$375,775,00030
U.S. Government agency obligations$06,616
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0464
Structured financial products - TotalNANA
Other domestic debt securities - All other$854,884,00017
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.NANA
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$527,0002,072
Available-for-sale securities (fair market value)$1,486,028,000107
Total debt securitiesNANA
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$7,124,00091
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contractsNANA
2012-12-31Rank
Total securities$876,406,000179
U.S. Government securities$397,118,000276
U.S. Treasury securities$397,118,00030
U.S. Government agency obligations$06,682
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0438
Structured financial products - TotalNANA
Other domestic debt securities - All other$202,045,00049
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$391,518,000184
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.NANA
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$527,0002,098
Available-for-sale securities (fair market value)$875,879,000160
Total debt securitiesNANA
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$707,000177
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contractsNANA
2012-09-30Rank
Total securities$872,750,000183
U.S. Government securities$391,723,000290
U.S. Treasury securities$391,723,00028
U.S. Government agency obligations$06,788
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0429
Structured financial products - TotalNANA
Other domestic debt securities - All other$189,696,00055
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$386,612,000185
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.NANA
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$680,0002,072
Available-for-sale securities (fair market value)$872,070,000164
Total debt securitiesNANA
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$7,509,00090
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contractsNANA
2012-06-30Rank
Total securities$854,765,000186
U.S. Government securities$251,839,000448
U.S. Treasury securities$251,839,00035
U.S. Government agency obligations$06,856
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0386
Structured financial products - TotalNANA
Other domestic debt securities - All other$186,225,00056
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,229,000270
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.NANA
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$680,0002,084
Available-for-sale securities (fair market value)$854,085,000162
Total debt securitiesNANA
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$2,132,000132
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contractsNANA
2012-03-31Rank
Total securities$938,453,000176
U.S. Government securities$292,025,000386
U.S. Treasury securities$292,025,00033
U.S. Government agency obligations$06,911
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0339
Structured financial products - TotalNANA
Other domestic debt securities - All other$216,055,00056
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,354,000305
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.NANA
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$451,0002,263
Available-for-sale securities (fair market value)$938,002,000152
Total debt securitiesNANA
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$3,322,000121
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contractsNANA
2011-12-31Rank
Total securities$1,039,508,000163
U.S. Government securities$336,421,000333
U.S. Treasury securities$336,421,00030
U.S. Government agency obligations$06,948
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0265
Structured financial products - TotalNANA
Other domestic debt securities - All other$232,802,00050
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$253,557,000250
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.NANA
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$451,0002,364
Available-for-sale securities (fair market value)$1,039,057,000136
Total debt securitiesNANA
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$796,000155
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$934,758,000173
U.S. Government securities$220,366,000485
U.S. Treasury securities$220,366,00037
U.S. Government agency obligations$07,028
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0254
Structured financial products - TotalNANA
Other domestic debt securities - All other$235,346,00048
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$207,816,000295
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.NANA
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$674,0002,250
Available-for-sale securities (fair market value)$934,084,000149
Total debt securitiesNANA
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$7,970,00093
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$909,932,000178
U.S. Government securities$219,853,000482
U.S. Treasury securities$219,853,00040
U.S. Government agency obligations$07,103
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0252
Structured financial products - TotalNANA
Other domestic debt securities - All other$247,210,00047
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$148,418,000421
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.NANA
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$674,0002,274
Available-for-sale securities (fair market value)$909,258,000151
Total debt securitiesNANA
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$5,780,000100
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$847,846,000188
U.S. Government securities$181,113,000578
U.S. Treasury securities$181,113,00045
U.S. Government agency obligations$07,165
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0252
Structured financial products - TotalNANA
Other domestic debt securities - All other$276,219,00043
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,023,0001,350
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.NANA
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$447,0002,432
Available-for-sale securities (fair market value)$847,399,000162
Total debt securitiesNANA
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$60,204,00051
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$899,715,000175
U.S. Government securities$224,466,000461
U.S. Treasury securities$224,466,00039
U.S. Government agency obligations$07,211
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0234
Structured financial products - TotalNANA
Other domestic debt securities - All other$283,429,00042
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,426,0001,077
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.NANA
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$447,0002,445
Available-for-sale securities (fair market value)$899,268,000153
Total debt securitiesNANA
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$16,739,00074
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$1,727,239,000104
U.S. Government securities$1,080,206,000114
U.S. Treasury securities$1,080,206,00016
U.S. Government agency obligations$07,288
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0226
Structured financial products - TotalNANA
Other domestic debt securities - All other$281,996,00038
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$615,251,000117
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.NANA
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$676,0002,362
Available-for-sale securities (fair market value)$1,726,563,00090
Total debt securitiesNANA
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$6,299,00097
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$1,760,528,000103
U.S. Government securities$1,094,596,000108
U.S. Treasury securities$1,084,525,00012
U.S. Government agency obligations$10,071,0004,796
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0230
Structured financial products - TotalNANA
Other domestic debt securities - All other$304,496,00036
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$518,257,000132
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.NANA
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$676,0002,427
Available-for-sale securities (fair market value)$1,759,852,00091
Total debt securitiesNANA
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$4,203,000115
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$1,542,754,000111
U.S. Government securities$865,736,000135
U.S. Treasury securities$855,541,00014
U.S. Government agency obligations$10,195,0004,858
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0238
Structured financial products - TotalNANA
Other domestic debt securities - All other$315,837,00032
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$507,955,000131
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.NANA
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$448,0002,629
Available-for-sale securities (fair market value)$1,542,306,00092
Total debt securitiesNANA
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$948,000166
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$1,596,111,000113
U.S. Government securities$1,187,616,000104
U.S. Treasury securities$1,177,413,00012
U.S. Government agency obligations$10,203,0004,848
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0262
Structured financial products - TotalNANA
Other domestic debt securities - All other$316,875,00032
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$718,659,000106
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.NANA
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$448,0002,687
Available-for-sale securities (fair market value)$1,595,663,00095
Total debt securitiesNANA
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$156,879,00046
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$2,485,393,00084
U.S. Government securities$2,069,273,00079
U.S. Treasury securities$2,030,929,0009
U.S. Government agency obligations$38,344,0002,116
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0266
Structured financial products - TotalNANA
Other domestic debt securities - All other$323,390,00033
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$706,265,000109
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.NANA
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$674,0002,596
Available-for-sale securities (fair market value)$2,484,719,00067
Total debt securitiesNANA
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$159,488,00049
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$2,548,673,00087
U.S. Government securities$2,158,957,00074
U.S. Treasury securities$2,043,886,0007
U.S. Government agency obligations$115,071,000736
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$298,388,00037
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,133,704,00054
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.NANA
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$451,0002,801
Available-for-sale securities (fair market value)$2,548,222,00070
Total debt securitiesNANA
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$158,104,00049
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$9,821,779,00029
U.S. Government securities$9,462,367,00023
U.S. Treasury securities$8,717,061,0002
U.S. Government agency obligations$745,306,000140
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$269,004,00034
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,101,565,00051
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.NANA
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$451,0002,851
Available-for-sale securities (fair market value)$9,821,328,00027
Total debt securitiesNANA
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$166,086,00051
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$5,054,554,00043
U.S. Government securities$4,687,179,00035
U.S. Treasury securities$3,938,702,0002
U.S. Government agency obligations$748,477,000146
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$275,911,00027
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,108,505,00054
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.NANA
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$451,0002,882
Available-for-sale securities (fair market value)$5,054,103,00040
Total debt securitiesNANA
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$168,435,00055
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$1,223,287,000127
U.S. Government securities$864,089,000118
U.S. Treasury securities$01,019
U.S. Government agency obligations$864,089,000115
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$273,826,00021
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,576
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.NANA
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$672,0002,743
Available-for-sale securities (fair market value)$1,222,615,000105
Total debt securitiesNANA
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$12,316,000114
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$1,282,999,000119
U.S. Government securities$897,350,000124
U.S. Treasury securities$01,021
U.S. Government agency obligations$897,350,000121
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$300,151,00026
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$353,019,000185
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.NANA
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$489,0002,871
Available-for-sale securities (fair market value)$1,282,510,000107
Total debt securitiesNANA
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$8,660,000132
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$1,319,404,000127
U.S. Government securities$805,755,000137
U.S. Treasury securities$01,044
U.S. Government agency obligations$805,755,000132
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$424,360,00022
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$319,572,000212
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.NANA
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$489,0002,916
Available-for-sale securities (fair market value)$1,318,915,000114
Total debt securitiesNANA
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$15,272,000121
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$829,388,000180
U.S. Government securities$567,316,000178
U.S. Treasury securities$32,784,00083
U.S. Government agency obligations$534,532,000183
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$183,275,00043
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,328,000340
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.NANA
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$489,0002,965
Available-for-sale securities (fair market value)$828,899,000155
Total debt securitiesNANA
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$8,820,000137
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$1,076,049,000154
U.S. Government securities$631,200,000168
U.S. Treasury securities$32,249,00088
U.S. Government agency obligations$598,951,000168
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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$366,622,00025
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,159,000327
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.NANA
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$711,0002,894
Available-for-sale securities (fair market value)$1,075,338,000132
Total debt securitiesNANA
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$6,330,000144
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$731,544,000201
U.S. Government securities$574,073,000188
U.S. Treasury securities$31,544,00096
U.S. Government agency obligations$542,529,000191
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$50,000,00046
Structured financial products - TotalNANA
Other domestic debt securities - All other$30,768,000168
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$178,314,000326
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.NANA
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$711,0002,924
Available-for-sale securities (fair market value)$730,833,000172
Total debt securitiesNANA
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$5,918,000150
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$824,204,000193
U.S. Government securities$664,329,000171
U.S. Treasury securities$32,133,000101
U.S. Government agency obligations$632,196,000172
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$50,000,00046
Structured financial products - TotalNANA
Other domestic debt securities - All other$30,900,000171
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,857,000325
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.NANA
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$674,0002,984
Available-for-sale securities (fair market value)$823,530,000161
Total debt securitiesNANA
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$10,047,000172
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$675,912,000218
U.S. Government securities$493,661,000213
U.S. Treasury securities$31,994,000113
U.S. Government agency obligations$461,667,000219
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$54,976,00041
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,691,000289
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,723,000329
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.NANA
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$674,0003,045
Available-for-sale securities (fair market value)$675,238,000185
Total debt securitiesNANA
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$4,760,00094
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$569,097,000246
U.S. Government securities$386,791,000260
U.S. Treasury securities$31,919,000123
U.S. Government agency obligations$354,872,000269
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$55,671,00043
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,920,000289
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$178,664,000341
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.NANA
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$904,0002,984
Available-for-sale securities (fair market value)$568,193,000207
Total debt securitiesNANA
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$3,675,000101
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$478,018,000295
U.S. Government securities$299,411,000339
U.S. Treasury securities$31,628,000128
U.S. Government agency obligations$267,783,000363
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$56,567,00042
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,923,000293
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,596,000338
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.NANA
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$904,0003,006
Available-for-sale securities (fair market value)$477,114,000248
Total debt securitiesNANA
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$5,115,00098
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$619,090,000248
U.S. Government securities$436,441,000256
U.S. Treasury securities$31,667,000136
U.S. Government agency obligations$404,774,000257
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$57,629,00039
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,984,000308
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,198,000333
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.NANA
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$909,0003,058
Available-for-sale securities (fair market value)$618,181,000210
Total debt securitiesNANA
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$3,185,000110
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$665,940,000243
U.S. Government securities$487,768,000240
U.S. Treasury securities$31,815,000137
U.S. Government agency obligations$455,953,000240
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$58,454,00041
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,940,000317
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,944,000335
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.NANA
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$909,0003,132
Available-for-sale securities (fair market value)$665,031,000203
Total debt securitiesNANA
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$9,252,00085
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$605,601,000256
U.S. Government securities$507,519,000232
U.S. Treasury securities$31,942,000140
U.S. Government agency obligations$475,577,000233
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$1,706,000708
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$59,694,00043
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,384,000325
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,854,000321
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$1,706,0004,469
Issued or guaranteed by U.S.NANA
Privately issued$1,706,000103
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,357,0002,936
Available-for-sale securities (fair market value)$604,244,000221
Total debt securitiesNANA
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$3,710,00099
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$617,135,000252
U.S. Government securities$515,874,000224
U.S. Treasury securities$19,662,000222
U.S. Government agency obligations$496,212,000226
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$1,722,000681
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$61,504,00044
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,385,000336
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$167,289,000339
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$1,722,0004,549
Issued or guaranteed by U.S.NANA
Privately issued$1,722,00097
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,357,0002,989
Available-for-sale securities (fair market value)$615,778,000216
Total debt securitiesNANA
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$125,463,00041
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$639,794,000246
U.S. Government securities$526,732,000227
U.S. Treasury securities$19,450,000234
U.S. Government agency obligations$507,282,000225
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$1,742,000663
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$64,107,00046
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,345,000348
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$166,083,000340
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$1,742,0004,601
Issued or guaranteed by U.S.NANA
Privately issued$1,742,00092
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,320,0003,045
Available-for-sale securities (fair market value)$638,474,000213
Total debt securitiesNANA
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$117,601,00041
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$721,719,000231
U.S. Government securities$605,826,000207
U.S. Treasury securities$19,819,000235
U.S. Government agency obligations$586,007,000204
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$1,753,000657
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$66,572,00046
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,369,000365
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$148,755,000371
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$1,753,0004,623
Issued or guaranteed by U.S.NANA
Privately issued$1,753,00090
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,320,0003,065
Available-for-sale securities (fair market value)$720,399,000199
Total debt securitiesNANA
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$131,107,00043
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$829,606,000215
U.S. Government securities$694,702,000195
U.S. Treasury securities$20,000,000223
U.S. Government agency obligations$674,702,000190
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,346,000552
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$69,789,00049
Structured financial products - TotalNANA
Other domestic debt securities - All other$26,401,000255
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,785,000456
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,346,0004,323
Issued or guaranteed by U.S.NANA
Privately issued$2,346,00084
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,352,0003,090
Available-for-sale securities (fair market value)$828,254,000186
Total debt securitiesNANA
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$126,131,00044
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$852,306,000206
U.S. Government securities$727,489,000187
U.S. Treasury securities$19,663,000242
U.S. Government agency obligations$707,826,000179
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,367,000550
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$79,937,00047
Structured financial products - TotalNANA
Other domestic debt securities - All other$26,423,000262
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,059,000362
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,367,0004,367
Issued or guaranteed by U.S.NANA
Privately issued$2,367,00083
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,352,0003,112
Available-for-sale securities (fair market value)$850,954,000183
Total debt securitiesNANA
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$125,571,00039
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$627,972,000266
U.S. Government securities$491,382,000241
U.S. Treasury securities$20,416,000222
U.S. Government agency obligations$470,966,000246
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,460,000570
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$117,718,00075
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,315,000347
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,460,0004,379
Issued or guaranteed by U.S.NANA
Privately issued$2,460,00087
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,490,0003,037
Available-for-sale securities (fair market value)$626,482,000235
Total debt securitiesNANA
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$177,975,00038
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$547,901,000291
U.S. Government securities$399,940,000308
U.S. Treasury securities$20,081,000249
U.S. Government agency obligations$379,859,000305
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,468,000481
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$129,042,00075
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,085,000352
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,468,0004,348
Issued or guaranteed by U.S.NANA
Privately issued$2,468,00098
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,490,0003,084
Available-for-sale securities (fair market value)$546,411,000260
Total debt securitiesNANA
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$195,083,00035
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$511,300,000306
U.S. Government securities$344,377,000341
U.S. Treasury securities$30,113,000175
U.S. Government agency obligations$314,264,000355
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,509,000488
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$147,857,00065
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,431,000331
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,509,0004,325
Issued or guaranteed by U.S.NANA
Privately issued$2,509,00098
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,528,0003,101
Available-for-sale securities (fair market value)$509,772,000270
Total debt securitiesNANA
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$140,773,00040
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$525,800,000297
U.S. Government securities$341,853,000340
U.S. Treasury securities$25,687,000201
U.S. Government agency obligations$316,166,000352
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,628,000486
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$164,572,00058
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,881,000276
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,628,0004,312
Issued or guaranteed by U.S.NANA
Privately issued$2,628,00092
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,528,0003,125
Available-for-sale securities (fair market value)$524,272,000266
Total debt securitiesNANA
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$164,830,00036
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$478,723,000320
U.S. Government securities$285,782,000399
U.S. Treasury securities$02,382
U.S. Government agency obligations$285,782,000387
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,618,000502
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$173,505,00052
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$192,131,000267
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,618,0004,366
Issued or guaranteed by U.S.NANA
Privately issued$2,618,00095
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,573,0003,150
Available-for-sale securities (fair market value)$477,150,000282
Total debt securitiesNANA
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$146,353,00035
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$464,726,000316
U.S. Government securities$268,365,000394
U.S. Treasury securities$02,544
U.S. Government agency obligations$268,365,000373
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,706,000492
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$178,517,00054
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$192,665,000271
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,706,0004,292
Issued or guaranteed by U.S.NANA
Privately issued$2,706,00092
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
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)$464,726,000274
Total debt securitiesNANA
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$154,060,00037
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$868,736,000181
U.S. Government securities$779,759,000155
U.S. Treasury securities$03,182
U.S. Government agency obligations$779,759,000150
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$2,603,000559
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$86,374,000116
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$2,603,0004,114
Issued or guaranteed by U.S.NANA
Privately issued$2,603,00097
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
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)$868,736,000162
Total debt securitiesNANA
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$188,265,00035
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$819,360,000185
U.S. Government securities$540,666,000192
U.S. Treasury securities$118,194,00079
U.S. Government agency obligations$422,472,000220
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
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 otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
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)$819,360,000153
Total debt securitiesNANA
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$588,000139
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$845,057,000197
U.S. Government securities$569,423,000199
U.S. Treasury securities$122,153,00091
U.S. Government agency obligations$447,270,000220
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$845,057,000160
Total debt securitiesNANA
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$706,812,000216
U.S. Government securities$364,866,000296
U.S. Treasury securities$10,009,0001,302
U.S. Government agency obligations$354,857,000265
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$706,812,00054
Available-for-sale securities (fair market value)$09,801
Total debt securitiesNANA
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$362,002,000386
U.S. Government securities$153,492,000651
U.S. Treasury securities$53,086,000357
U.S. Government agency obligations$100,406,000769
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$362,002,000106
Available-for-sale securities (fair market value)$010,178
Total debt securitiesNANA
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$176,913,000710
U.S. Government securities$119,576,000848
U.S. Treasury securities$67,131,000338
U.S. Government agency obligations$52,445,0001,393
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$176,913,000231
Available-for-sale securities (fair market value)$010,545
Total debt securitiesNANA
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$111,039,0001,123
U.S. Government securities$18,907,0004,861
U.S. Treasury securities$17,931,0001,601
U.S. Government agency obligations$976,00010,537
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$111,039,000374
Available-for-sale securities (fair market value)$011,064
Total debt securitiesNANA
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$164,647,000807
U.S. Government securities$76,726,0001,386
U.S. Treasury securities$76,726,000443
U.S. Government agency obligations$011,789
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$164,647,000496
Available-for-sale securities (fair market value)$011,262
Total debt securitiesNANA
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$112,711,0001,225
U.S. Government securities$27,969,0003,829
U.S. Treasury securities$27,969,0001,341
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securitiesNANA
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assetsNANA
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$114,705,0001,182
U.S. Government securities$40,000,0002,683
U.S. Treasury securities$40,000,000936
U.S. Government agency obligations$012,681
Securities issued by states & political subdivisionsNANA
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All otherNANA
Foreign debt securitiesNANA
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securitiesNANA
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.NANA
Privately issuedNANA
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agenciesNANA
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securitiesNANA
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assetsNANA
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA