Home > Banamex USA > Securities
Banamex USA, Securities
| 2017-03-31 | Rank | |
| Total securities | $0 | 5,713 |
| U.S. Government securities | $0 | 5,552 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $0 | 5,693 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $0 | 5,773 |
| U.S. Government securities | $0 | 5,609 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $0 | 5,754 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $0 | 5,835 |
| U.S. Government securities | $0 | 5,670 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $0 | 5,815 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $0 | 5,920 |
| U.S. Government securities | $0 | 5,764 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $0 | 5,692 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $0 | 5,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $0 | 5,984 |
| U.S. Government securities | $0 | 5,830 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $0 | 5,758 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $0 | 5,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,528,000 | 5,238 |
| U.S. Government securities | $1,566,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,566,000 | 5,387 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,962,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 4,745 |
| Mortgage-backed securities | $1,566,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,566,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,566,000 | 2,307 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $6,528,000 | 4,887 |
| Total debt securities | $1,566,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $107,238,000 | 1,319 |
| U.S. Government securities | $107,238,000 | 896 |
| U.S. Treasury securities | $105,185,000 | 81 |
| U.S. Government agency obligations | $2,053,000 | 5,387 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,053,000 | 4,683 |
| Mortgage-backed securities | $1,642,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,642,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,306 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $107,238,000 | 1,160 |
| Total debt securities | $107,238,000 | 1,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $278,352,000 | 561 |
| U.S. Government securities | $276,191,000 | 393 |
| U.S. Treasury securities | $255,696,000 | 51 |
| U.S. Government agency obligations | $20,495,000 | 3,078 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,161,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $2,161,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,495,000 | 2,179 |
| Mortgage-backed securities | $22,176,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,117 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,112 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,748,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $18,587,000 | 824 |
| Privately issued | $2,161,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $278,352,000 | 470 |
| Total debt securities | $278,352,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $330,027,000 | 477 |
| U.S. Government securities | $327,843,000 | 338 |
| U.S. Treasury securities | $306,044,000 | 45 |
| U.S. Government agency obligations | $21,799,000 | 3,043 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,184,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $2,184,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,799,000 | 2,117 |
| Mortgage-backed securities | $23,453,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $1,490,000 | 4,163 |
| Issued or guaranteed by U.S. | $1,490,000 | 4,156 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $21,963,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $19,779,000 | 821 |
| Privately issued | $2,184,000 | 279 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $330,027,000 | 404 |
| Total debt securities | $330,027,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $344,412,000 | 457 |
| U.S. Government securities | $342,112,000 | 326 |
| U.S. Treasury securities | $305,062,000 | 45 |
| U.S. Government agency obligations | $37,050,000 | 2,214 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,300,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $2,300,000 | 288 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,069,000 | 2,042 |
| Mortgage-backed securities | $38,771,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $15,645,000 | 1,979 |
| Issued or guaranteed by U.S. | $15,645,000 | 1,976 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $23,126,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $20,826,000 | 809 |
| Privately issued | $2,300,000 | 271 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $344,412,000 | 382 |
| Total debt securities | $344,413,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $311,031,000 | 491 |
| U.S. Government securities | $308,605,000 | 363 |
| U.S. Treasury securities | $269,969,000 | 43 |
| U.S. Government agency obligations | $38,636,000 | 2,198 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,426,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $2,426,000 | 298 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,550,000 | 1,958 |
| Mortgage-backed securities | $40,432,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $15,875,000 | 2,025 |
| Issued or guaranteed by U.S. | $15,875,000 | 2,023 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $24,557,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $22,131,000 | 794 |
| Privately issued | $2,426,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $311,031,000 | 417 |
| Total debt securities | $311,031,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $228,794,000 | 656 |
| U.S. Government securities | $226,296,000 | 480 |
| U.S. Treasury securities | $200,403,000 | 41 |
| U.S. Government agency obligations | $25,893,000 | 2,917 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,498,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $2,498,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,893,000 | 1,896 |
| Mortgage-backed securities | $27,699,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $1,855,000 | 4,258 |
| Issued or guaranteed by U.S. | $1,855,000 | 4,255 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,844,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $23,346,000 | 766 |
| Privately issued | $2,498,000 | 282 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $228,794,000 | 561 |
| Total debt securities | $228,794,000 | 647 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $38,623,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $377,000 | 118 |
| 2014-03-31 | Rank | |
| Total securities | $200,172,000 | 778 |
| U.S. Government securities | $197,611,000 | 540 |
| U.S. Treasury securities | $169,996,000 | 43 |
| U.S. Government agency obligations | $27,615,000 | 2,822 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,561,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $2,561,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,615,000 | 1,806 |
| Mortgage-backed securities | $29,432,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 4,253 |
| Issued or guaranteed by U.S. | $1,966,000 | 4,249 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $27,466,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $24,905,000 | 747 |
| Privately issued | $2,561,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $200,172,000 | 676 |
| Total debt securities | $200,172,000 | 765 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $15,033,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $18,000 | 139 |
| Revaluation losses on off-balance sheet contracts | $31,000 | 136 |
| 2013-12-31 | Rank | |
| Total securities | $111,986,000 | 1,331 |
| U.S. Government securities | $109,389,000 | 945 |
| U.S. Treasury securities | $80,266,000 | 69 |
| U.S. Government agency obligations | $29,123,000 | 2,719 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,597,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $2,597,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,123,000 | 1,719 |
| Mortgage-backed securities | $30,923,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,083,000 | 4,237 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $28,840,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $26,243,000 | 721 |
| Privately issued | $2,597,000 | 308 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $111,986,000 | 1,166 |
| Total debt securities | $111,987,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $1,672,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $23,000 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $33,841,000 | 3,466 |
| U.S. Government securities | $31,301,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,301,000 | 2,628 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,540,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $2,540,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,301,000 | 1,637 |
| Mortgage-backed securities | $32,958,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $2,180,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,228 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $30,778,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $28,238,000 | 698 |
| Privately issued | $2,540,000 | 322 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,841,000 | 3,184 |
| Total debt securities | $33,840,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $2,078,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $60,000 | 130 |
| 2013-06-30 | Rank | |
| Total securities | $37,222,000 | 3,282 |
| U.S. Government securities | $34,585,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,585,000 | 2,444 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,637,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $2,637,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,585,000 | 1,507 |
| Mortgage-backed securities | $36,263,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,147 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,878,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $31,241,000 | 663 |
| Privately issued | $2,637,000 | 329 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $37,222,000 | 3,014 |
| Total debt securities | $37,222,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $62,800,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $2,230,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $40,978,000 | 3,099 |
| U.S. Government securities | $38,110,000 | 2,362 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $38,110,000 | 2,297 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,868,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $2,868,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,109,000 | 1,411 |
| Mortgage-backed securities | $39,965,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $2,555,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,555,000 | 4,138 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $37,410,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $34,542,000 | 631 |
| Privately issued | $2,868,000 | 348 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $40,978,000 | 2,864 |
| Total debt securities | $40,978,000 | 3,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $31,453,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $162,000 | 117 |
| 2012-12-31 | Rank | |
| Total securities | $44,370,000 | 2,892 |
| U.S. Government securities | $41,492,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $41,492,000 | 2,107 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,878,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $2,878,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,492,000 | 1,323 |
| Mortgage-backed securities | $43,298,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $2,796,000 | 4,082 |
| Issued or guaranteed by U.S. | $2,796,000 | 4,080 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $40,502,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $37,624,000 | 588 |
| Privately issued | $2,878,000 | 368 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $44,370,000 | 2,670 |
| Total debt securities | $44,370,000 | 2,860 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $39,065,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $128,000 | 115 |
| 2012-09-30 | Rank | |
| Total securities | $48,080,000 | 2,765 |
| U.S. Government securities | $45,168,000 | 2,063 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $45,168,000 | 2,013 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,912,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $2,912,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,168,000 | 1,219 |
| Mortgage-backed securities | $46,893,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $3,040,000 | 4,146 |
| Issued or guaranteed by U.S. | $3,040,000 | 4,144 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $43,853,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $40,941,000 | 589 |
| Privately issued | $2,912,000 | 393 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $48,080,000 | 2,539 |
| Total debt securities | $48,080,000 | 2,740 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $17,013,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $412,000 | 102 |
| 2012-06-30 | Rank | |
| Total securities | $51,626,000 | 2,611 |
| U.S. Government securities | $49,054,000 | 1,944 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $49,054,000 | 1,895 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,572,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $2,572,000 | 474 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,054,000 | 1,141 |
| Mortgage-backed securities | $50,381,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,445,000 | 4,066 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $46,936,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $44,364,000 | 551 |
| Privately issued | $2,572,000 | 455 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $51,626,000 | 2,399 |
| Total debt securities | $51,626,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $32,128,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $552,000 | 98 |
| 2012-03-31 | Rank | |
| Total securities | $55,151,000 | 2,486 |
| U.S. Government securities | $52,585,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $52,585,000 | 1,847 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,566,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $2,566,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,151,000 | 1,046 |
| Mortgage-backed securities | $53,849,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $3,609,000 | 4,036 |
| Issued or guaranteed by U.S. | $3,609,000 | 4,032 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $50,240,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $47,674,000 | 548 |
| Privately issued | $2,566,000 | 478 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $55,151,000 | 2,275 |
| Total debt securities | $55,151,000 | 2,473 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $32,675,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $19,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $105,000 | 106 |
| 2011-12-31 | Rank | |
| Total securities | $58,735,000 | 2,295 |
| U.S. Government securities | $56,432,000 | 1,720 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,432,000 | 1,679 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,303,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $2,303,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,735,000 | 921 |
| Mortgage-backed securities | $57,376,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $3,874,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,874,000 | 3,872 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $53,502,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $51,199,000 | 493 |
| Privately issued | $2,303,000 | 549 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $58,735,000 | 2,077 |
| Total debt securities | $58,735,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $7,116,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $119,000 | 87 |
| 2011-09-30 | Rank | |
| Total securities | $62,903,000 | 2,098 |
| U.S. Government securities | $60,394,000 | 1,576 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $60,394,000 | 1,531 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,509,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $2,509,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,903,000 | 858 |
| Mortgage-backed securities | $61,488,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 3,750 |
| Issued or guaranteed by U.S. | $4,136,000 | 3,740 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $57,352,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $54,843,000 | 475 |
| Privately issued | $2,509,000 | 559 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,903,000 | 1,895 |
| Total debt securities | $62,903,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $32,997,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $1,010,000 | 77 |
| 2011-06-30 | Rank | |
| Total securities | $111,794,000 | 1,277 |
| U.S. Government securities | $109,011,000 | 937 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $109,011,000 | 905 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,783,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $2,783,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,972,000 | 4,005 |
| Mortgage-backed securities | $65,303,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $4,503,000 | 3,640 |
| Issued or guaranteed by U.S. | $4,503,000 | 3,628 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $60,800,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $58,017,000 | 450 |
| Privately issued | $2,783,000 | 552 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $111,794,000 | 1,142 |
| Total debt securities | $111,795,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $42,392,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $1,272,000 | 73 |
| 2011-03-31 | Rank | |
| Total securities | $116,542,000 | 1,232 |
| U.S. Government securities | $113,538,000 | 898 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $113,538,000 | 864 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $3,004,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $3,004,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,306,000 | 3,905 |
| Mortgage-backed securities | $70,012,000 | 918 |
| Certificates of participation in pools of residential mortgages | $4,666,000 | 3,521 |
| Issued or guaranteed by U.S. | $4,666,000 | 3,512 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $65,346,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $62,342,000 | 412 |
| Privately issued | $3,004,000 | 564 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $116,542,000 | 1,098 |
| Total debt securities | $116,541,000 | 1,220 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $30,964,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $666,000 | 74 |
| 2010-12-31 | Rank | |
| Total securities | $122,727,000 | 1,129 |
| U.S. Government securities | $119,608,000 | 826 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $119,608,000 | 791 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,119,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $3,119,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,914,000 | 3,729 |
| Mortgage-backed securities | $76,004,000 | 827 |
| Certificates of participation in pools of residential mortgages | $4,773,000 | 3,402 |
| Issued or guaranteed by U.S. | $4,773,000 | 3,396 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $71,231,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $68,112,000 | 366 |
| Privately issued | $3,119,000 | 590 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $122,727,000 | 1,000 |
| Total debt securities | $122,727,000 | 1,115 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $189,428,000 | 722 |
| U.S. Government securities | $186,203,000 | 510 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $186,203,000 | 488 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,225,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $3,225,000 | 672 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,375,000 | 3,672 |
| Mortgage-backed securities | $82,658,000 | 762 |
| Certificates of participation in pools of residential mortgages | $4,863,000 | 3,353 |
| Issued or guaranteed by U.S. | $4,863,000 | 3,347 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $77,795,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $74,570,000 | 342 |
| Privately issued | $3,225,000 | 641 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $189,428,000 | 631 |
| Total debt securities | $189,428,000 | 711 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $149,262,000 | 893 |
| U.S. Government securities | $146,077,000 | 655 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $146,077,000 | 626 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,185,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $3,185,000 | 706 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,150,000 | 4,906 |
| Mortgage-backed securities | $87,386,000 | 720 |
| Certificates of participation in pools of residential mortgages | $5,172,000 | 3,316 |
| Issued or guaranteed by U.S. | $5,172,000 | 3,309 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $82,214,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $79,029,000 | 306 |
| Privately issued | $3,185,000 | 679 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $149,262,000 | 790 |
| Total debt securities | $149,262,000 | 884 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $2,075,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $95,000 | 78 |
| 2010-03-31 | Rank | |
| Total securities | $115,806,000 | 1,151 |
| U.S. Government securities | $113,121,000 | 828 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $113,121,000 | 797 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,685,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $2,685,000 | 784 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,221,000 | 4,943 |
| Mortgage-backed securities | $93,871,000 | 697 |
| Certificates of participation in pools of residential mortgages | $5,262,000 | 3,384 |
| Issued or guaranteed by U.S. | $5,262,000 | 3,377 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $88,609,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $85,924,000 | 294 |
| Privately issued | $2,685,000 | 751 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $115,806,000 | 1,009 |
| Total debt securities | $115,805,000 | 1,134 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $96,028,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $9,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $1,143,000 | 75 |
| 2009-12-31 | Rank | |
| Total securities | $166,124,000 | 786 |
| U.S. Government securities | $163,359,000 | 569 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $163,359,000 | 549 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,765,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $2,765,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,349,000 | 4,935 |
| Mortgage-backed securities | $99,199,000 | 665 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,377 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,369 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $93,624,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $90,859,000 | 263 |
| Privately issued | $2,765,000 | 761 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $166,124,000 | 683 |
| Total debt securities | $166,124,000 | 775 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $190,586,000 | 680 |
| U.S. Government securities | $187,826,000 | 495 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $187,826,000 | 476 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,760,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $2,760,000 | 864 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,425,000 | 4,931 |
| Mortgage-backed securities | $103,624,000 | 639 |
| Certificates of participation in pools of residential mortgages | $5,506,000 | 3,502 |
| Issued or guaranteed by U.S. | $5,506,000 | 3,491 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $98,118,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $95,358,000 | 245 |
| Privately issued | $2,760,000 | 826 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $190,586,000 | 584 |
| Total debt securities | $190,585,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $134,231,000 | 944 |
| U.S. Government securities | $131,853,000 | 676 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $131,853,000 | 645 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,378,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $2,378,000 | 925 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,498,000 | 4,923 |
| Mortgage-backed securities | $112,037,000 | 602 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 3,550 |
| Issued or guaranteed by U.S. | $5,585,000 | 3,537 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $106,452,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $104,074,000 | 213 |
| Privately issued | $2,378,000 | 887 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $134,231,000 | 814 |
| Total debt securities | $134,231,000 | 926 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $73,912,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $642,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $124,489,000 | 1,014 |
| U.S. Government securities | $122,222,000 | 725 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $122,222,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,267,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $2,267,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,333,000 | 5,035 |
| Mortgage-backed securities | $122,237,000 | 565 |
| Certificates of participation in pools of residential mortgages | $5,890,000 | 3,539 |
| Issued or guaranteed by U.S. | $5,890,000 | 3,529 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $116,347,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $114,080,000 | 195 |
| Privately issued | $2,267,000 | 928 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $124,489,000 | 869 |
| Total debt securities | $124,488,000 | 994 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $25,864,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $199,051,000 | 620 |
| U.S. Government securities | $196,644,000 | 442 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $196,644,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,407,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $2,407,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,442,000 | 5,047 |
| Mortgage-backed securities | $106,704,000 | 615 |
| Certificates of participation in pools of residential mortgages | $6,055,000 | 3,468 |
| Issued or guaranteed by U.S. | $6,055,000 | 3,456 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $100,649,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $98,242,000 | 215 |
| Privately issued | $2,407,000 | 870 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $199,051,000 | 525 |
| Total debt securities | $199,051,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $288,458,000 | 434 |
| U.S. Government securities | $283,971,000 | 308 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $283,971,000 | 303 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,487,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $4,487,000 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,577,000 | 5,012 |
| Mortgage-backed securities | $111,550,000 | 566 |
| Certificates of participation in pools of residential mortgages | $6,139,000 | 3,350 |
| Issued or guaranteed by U.S. | $6,139,000 | 3,338 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $105,411,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $100,924,000 | 193 |
| Privately issued | $4,487,000 | 689 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $288,458,000 | 367 |
| Total debt securities | $288,457,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $64,276,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $328,749,000 | 394 |
| U.S. Government securities | $324,027,000 | 269 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $324,027,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,722,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $4,722,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,650,000 | 4,977 |
| Mortgage-backed securities | $116,887,000 | 544 |
| Certificates of participation in pools of residential mortgages | $6,292,000 | 3,294 |
| Issued or guaranteed by U.S. | $6,292,000 | 3,277 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $110,595,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $105,873,000 | 192 |
| Privately issued | $4,722,000 | 675 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $328,749,000 | 333 |
| Total debt securities | $328,749,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $40,411,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $323,888,000 | 406 |
| U.S. Government securities | $318,648,000 | 281 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $318,648,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $5,240,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $5,240,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,495,000 | 4,993 |
| Mortgage-backed securities | $122,116,000 | 505 |
| Certificates of participation in pools of residential mortgages | $6,470,000 | 3,159 |
| Issued or guaranteed by U.S. | $6,470,000 | 3,147 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $115,646,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $110,406,000 | 185 |
| Privately issued | $5,240,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $323,888,000 | 351 |
| Total debt securities | $323,888,000 | 392 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $92,255,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $428,753,000 | 300 |
| U.S. Government securities | $422,226,000 | 218 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $422,226,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $6,527,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $6,527,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,685,000 | 4,968 |
| Mortgage-backed securities | $109,079,000 | 523 |
| Certificates of participation in pools of residential mortgages | $6,589,000 | 2,855 |
| Issued or guaranteed by U.S. | $6,589,000 | 2,841 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $102,490,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $95,963,000 | 195 |
| Privately issued | $6,527,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $428,753,000 | 257 |
| Total debt securities | $428,753,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $428,520,000 | 306 |
| U.S. Government securities | $421,058,000 | 226 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $421,058,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $7,462,000 | 891 |
| Privately issued residential mortgage-backed securities | $7,462,000 | 491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,769,000 | 4,946 |
| Mortgage-backed securities | $195,925,000 | 326 |
| Certificates of participation in pools of residential mortgages | $98,661,000 | 370 |
| Issued or guaranteed by U.S. | $98,661,000 | 366 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $97,264,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $89,802,000 | 193 |
| Privately issued | $7,462,000 | 463 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $428,520,000 | 258 |
| Total debt securities | $428,520,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $379,885,000 | 355 |
| U.S. Government securities | $371,009,000 | 258 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $371,009,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $8,876,000 | 769 |
| Privately issued residential mortgage-backed securities | $8,876,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,108,000 | 4,855 |
| Mortgage-backed securities | $181,857,000 | 343 |
| Certificates of participation in pools of residential mortgages | $78,924,000 | 443 |
| Issued or guaranteed by U.S. | $78,924,000 | 438 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $102,933,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $94,057,000 | 198 |
| Privately issued | $8,876,000 | 411 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $379,885,000 | 302 |
| Total debt securities | $379,885,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $361,953,000 | 371 |
| U.S. Government securities | $351,314,000 | 277 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $351,314,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $10,639,000 | 688 |
| Privately issued residential mortgage-backed securities | $10,639,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,869,000 | 1,896 |
| Mortgage-backed securities | $130,531,000 | 451 |
| Certificates of participation in pools of residential mortgages | $20,920,000 | 1,248 |
| Issued or guaranteed by U.S. | $20,920,000 | 1,239 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $109,611,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $98,972,000 | 188 |
| Privately issued | $10,639,000 | 364 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $361,953,000 | 312 |
| Total debt securities | $361,953,000 | 358 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $450,413,000 | 300 |
| U.S. Government securities | $437,628,000 | 233 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $437,628,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $12,785,000 | 613 |
| Privately issued residential mortgage-backed securities | $12,785,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,383,000 | 4,783 |
| Mortgage-backed securities | $130,292,000 | 456 |
| Certificates of participation in pools of residential mortgages | $14,010,000 | 1,675 |
| Issued or guaranteed by U.S. | $14,010,000 | 1,667 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $116,282,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $103,497,000 | 191 |
| Privately issued | $12,785,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $450,413,000 | 250 |
| Total debt securities | $450,413,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $980,591,000 | 177 |
| U.S. Government securities | $965,276,000 | 139 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $965,276,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $15,315,000 | 558 |
| Privately issued residential mortgage-backed securities | $15,315,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,570,000 | 4,731 |
| Mortgage-backed securities | $218,546,000 | 304 |
| Certificates of participation in pools of residential mortgages | $94,754,000 | 405 |
| Issued or guaranteed by U.S. | $94,754,000 | 400 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $123,792,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $108,477,000 | 189 |
| Privately issued | $15,315,000 | 307 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $980,591,000 | 151 |
| Total debt securities | $980,591,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,061,815,000 | 172 |
| U.S. Government securities | $1,043,750,000 | 131 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,043,750,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $18,065,000 | 525 |
| Privately issued residential mortgage-backed securities | $18,065,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,755,000 | 4,729 |
| Mortgage-backed securities | $188,698,000 | 346 |
| Certificates of participation in pools of residential mortgages | $56,382,000 | 615 |
| Issued or guaranteed by U.S. | $56,382,000 | 608 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $132,316,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $114,251,000 | 183 |
| Privately issued | $18,065,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,061,815,000 | 148 |
| Total debt securities | $1,061,815,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,058,214,000 | 178 |
| U.S. Government securities | $1,036,563,000 | 130 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,036,563,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $21,651,000 | 472 |
| Privately issued residential mortgage-backed securities | $21,651,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,097,000 | 4,582 |
| Mortgage-backed securities | $154,621,000 | 418 |
| Certificates of participation in pools of residential mortgages | $11,541,000 | 1,961 |
| Issued or guaranteed by U.S. | $11,541,000 | 1,950 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $143,080,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $121,429,000 | 180 |
| Privately issued | $21,651,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,058,214,000 | 154 |
| Total debt securities | $1,058,214,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,052,445,000 | 179 |
| U.S. Government securities | $1,027,883,000 | 140 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,027,883,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $24,562,000 | 451 |
| Privately issued residential mortgage-backed securities | $24,562,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,427,000 | 4,464 |
| Mortgage-backed securities | $161,949,000 | 411 |
| Certificates of participation in pools of residential mortgages | $8,727,000 | 2,333 |
| Issued or guaranteed by U.S. | $8,727,000 | 2,322 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $153,222,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $128,660,000 | 176 |
| Privately issued | $24,562,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,052,445,000 | 156 |
| Total debt securities | $1,052,445,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,113,013,000 | 172 |
| U.S. Government securities | $1,083,198,000 | 134 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,083,198,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $29,815,000 | 396 |
| Privately issued residential mortgage-backed securities | $29,815,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,607,000 | 4,423 |
| Mortgage-backed securities | $263,344,000 | 283 |
| Certificates of participation in pools of residential mortgages | $94,307,000 | 433 |
| Issued or guaranteed by U.S. | $94,307,000 | 429 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $169,037,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $139,222,000 | 175 |
| Privately issued | $29,815,000 | 211 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,113,013,000 | 150 |
| Total debt securities | $1,113,013,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,023,890,000 | 188 |
| U.S. Government securities | $987,703,000 | 149 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $987,703,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $36,187,000 | 356 |
| Privately issued residential mortgage-backed securities | $36,187,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,963,000 | 4,275 |
| Mortgage-backed securities | $261,936,000 | 288 |
| Certificates of participation in pools of residential mortgages | $73,641,000 | 534 |
| Issued or guaranteed by U.S. | $73,641,000 | 523 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $188,295,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $152,108,000 | 171 |
| Privately issued | $36,187,000 | 196 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,023,890,000 | 160 |
| Total debt securities | $1,023,890,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,096,383,000 | 177 |
| U.S. Government securities | $1,053,708,000 | 144 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,053,708,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $42,675,000 | 327 |
| Privately issued residential mortgage-backed securities | $42,675,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,101,000 | 4,000 |
| Mortgage-backed securities | $219,822,000 | 337 |
| Certificates of participation in pools of residential mortgages | $32,216,000 | 1,049 |
| Issued or guaranteed by U.S. | $32,216,000 | 1,040 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $187,606,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $144,931,000 | 179 |
| Privately issued | $42,675,000 | 181 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,096,383,000 | 155 |
| Total debt securities | $1,096,383,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $275,208,000 | 510 |
| U.S. Government securities | $225,659,000 | 476 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $225,659,000 | 450 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $49,549,000 | 300 |
| Privately issued residential mortgage-backed securities | $49,549,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,070,000 | 3,760 |
| Mortgage-backed securities | $268,881,000 | 298 |
| Certificates of participation in pools of residential mortgages | $61,049,000 | 648 |
| Issued or guaranteed by U.S. | $61,049,000 | 644 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $207,832,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $158,283,000 | 173 |
| Privately issued | $49,549,000 | 160 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $275,208,000 | 433 |
| Total debt securities | $275,208,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $272,089,000 | 512 |
| U.S. Government securities | $272,089,000 | 393 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $272,089,000 | 372 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,854,000 | 3,572 |
| Mortgage-backed securities | $265,571,000 | 298 |
| Certificates of participation in pools of residential mortgages | $90,645,000 | 489 |
| Issued or guaranteed by U.S. | $90,645,000 | 486 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $174,926,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $174,926,000 | 159 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $272,089,000 | 433 |
| Total debt securities | $272,089,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $239,912,000 | 573 |
| U.S. Government securities | $236,060,000 | 463 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $236,060,000 | 438 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,852,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $3,852,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,114,000 | 3,261 |
| Mortgage-backed securities | $233,043,000 | 338 |
| Certificates of participation in pools of residential mortgages | $33,643,000 | 1,034 |
| Issued or guaranteed by U.S. | $33,643,000 | 1,027 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $199,400,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $195,548,000 | 144 |
| Privately issued | $3,852,000 | 445 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $239,912,000 | 485 |
| Total debt securities | $239,912,000 | 557 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $269,308,000 | 540 |
| U.S. Government securities | $264,701,000 | 413 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $264,701,000 | 391 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $4,607,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $4,607,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,353,000 | 3,021 |
| Mortgage-backed securities | $262,325,000 | 315 |
| Certificates of participation in pools of residential mortgages | $22,967,000 | 1,379 |
| Issued or guaranteed by U.S. | $22,967,000 | 1,370 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $239,358,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $234,751,000 | 129 |
| Privately issued | $4,607,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $269,308,000 | 470 |
| Total debt securities | $269,308,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $351,925,000 | 414 |
| U.S. Government securities | $337,797,000 | 351 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $337,797,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $5,178,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $5,178,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $8,950,000 | 40 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,983,000 | 2,683 |
| Mortgage-backed securities | $335,733,000 | 271 |
| Certificates of participation in pools of residential mortgages | $65,675,000 | 641 |
| Issued or guaranteed by U.S. | $65,675,000 | 633 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $270,058,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $264,880,000 | 122 |
| Privately issued | $5,178,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $351,925,000 | 360 |
| Total debt securities | $351,925,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $391,262,000 | 383 |
| U.S. Government securities | $336,669,000 | 350 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $336,669,000 | 333 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $47,293,000 | 300 |
| Privately issued residential mortgage-backed securities | $47,293,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $7,300,000 | 41 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,906,000 | 2,156 |
| Mortgage-backed securities | $376,138,000 | 240 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 4,204 |
| Issued or guaranteed by U.S. | $2,766,000 | 4,187 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $373,372,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $326,079,000 | 107 |
| Privately issued | $47,293,000 | 113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $391,262,000 | 332 |
| Total debt securities | $391,262,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $825,759,000 | 211 |
| U.S. Government securities | $768,346,000 | 176 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $768,346,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $50,312,000 | 302 |
| Privately issued residential mortgage-backed securities | $50,312,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $7,100,000 | 40 |
| Equity securities | $1,000 | 2,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,674,000 | 180 |
| Mortgage-backed securities | $810,074,000 | 146 |
| Certificates of participation in pools of residential mortgages | $10,927,000 | 2,278 |
| Issued or guaranteed by U.S. | $10,927,000 | 2,268 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $799,147,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $748,835,000 | 70 |
| Privately issued | $50,312,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $825,759,000 | 185 |
| Total debt securities | $825,758,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,027,790,000 | 172 |
| U.S. Government securities | $994,691,000 | 146 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $994,691,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $26,599,000 | 488 |
| Privately issued residential mortgage-backed securities | $26,599,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $6,500,000 | 44 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,681,000 | 1,472 |
| Mortgage-backed securities | $1,012,552,000 | 126 |
| Certificates of participation in pools of residential mortgages | $20,235,000 | 1,486 |
| Issued or guaranteed by U.S. | $20,235,000 | 1,482 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $992,317,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $965,718,000 | 57 |
| Privately issued | $26,599,000 | 152 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,027,790,000 | 152 |
| Total debt securities | $1,027,790,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,154,697,000 | 161 |
| U.S. Government securities | $1,127,360,000 | 137 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,127,360,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $21,237,000 | 576 |
| Privately issued residential mortgage-backed securities | $21,237,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $6,100,000 | 45 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,459,000 | 291 |
| Mortgage-backed securities | $1,139,075,000 | 114 |
| Certificates of participation in pools of residential mortgages | $11,484,000 | 2,155 |
| Issued or guaranteed by U.S. | $11,484,000 | 2,143 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,127,591,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,106,354,000 | 48 |
| Privately issued | $21,237,000 | 174 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,154,697,000 | 148 |
| Total debt securities | $1,154,697,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,049,545,000 | 165 |
| U.S. Government securities | $1,001,657,000 | 135 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,001,657,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $37,676,000 | 390 |
| Privately issued residential mortgage-backed securities | $37,676,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $10,212,000 | 37 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,960,000 | 545 |
| Mortgage-backed securities | $880,392,000 | 128 |
| Certificates of participation in pools of residential mortgages | $33,761,000 | 872 |
| Issued or guaranteed by U.S. | $33,761,000 | 865 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $846,631,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $808,955,000 | 54 |
| Privately issued | $37,676,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,049,545,000 | 145 |
| Total debt securities | $1,049,545,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $671,398,000 | 214 |
| U.S. Government securities | $617,473,000 | 177 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $617,473,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $37,772,000 | 340 |
| Privately issued residential mortgage-backed securities | $37,772,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $16,013,000 | 32 |
| Equity securities | $140,000 | 6,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,761,000 | 338 |
| Mortgage-backed securities | $639,690,000 | 134 |
| Certificates of participation in pools of residential mortgages | $31,662,000 | 764 |
| Issued or guaranteed by U.S. | $31,662,000 | 756 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $608,028,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $570,256,000 | 60 |
| Privately issued | $37,772,000 | 123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $671,398,000 | 176 |
| Total debt securities | $671,258,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $610,792,000 | 242 |
| U.S. Government securities | $556,790,000 | 202 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $556,790,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $37,297,000 | 367 |
| Privately issued residential mortgage-backed securities | $37,297,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $16,565,000 | 37 |
| Equity securities | $140,000 | 6,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,451,000 | 357 |
| Mortgage-backed securities | $550,503,000 | 163 |
| Certificates of participation in pools of residential mortgages | $17,946,000 | 1,243 |
| Issued or guaranteed by U.S. | $17,946,000 | 1,234 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $532,557,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $495,260,000 | 69 |
| Privately issued | $37,297,000 | 136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $610,792,000 | 198 |
| Total debt securities | $610,652,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $456,734,000 | 309 |
| U.S. Government securities | $411,547,000 | 264 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $411,547,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $27,697,000 | 400 |
| Privately issued residential mortgage-backed securities | $27,697,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $17,350,000 | 35 |
| Equity securities | $140,000 | 6,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,040,000 | 482 |
| Mortgage-backed securities | $378,552,000 | 216 |
| Certificates of participation in pools of residential mortgages | $9,905,000 | 2,002 |
| Issued or guaranteed by U.S. | $9,905,000 | 1,986 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $368,647,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $340,950,000 | 98 |
| Privately issued | $27,697,000 | 146 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $456,734,000 | 249 |
| Total debt securities | $456,594,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $405,100,000 | 351 |
| U.S. Government securities | $391,338,000 | 297 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $391,338,000 | 245 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $13,620,000 | 37 |
| Equity securities | $142,000 | 5,952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,028,000 | 566 |
| Mortgage-backed securities | $350,987,000 | 228 |
| Certificates of participation in pools of residential mortgages | $2,767,000 | 3,895 |
| Issued or guaranteed by U.S. | $2,767,000 | 3,880 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $348,220,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $348,220,000 | 84 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $405,100,000 | 271 |
| Total debt securities | $404,958,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $348,472,000 | 406 |
| U.S. Government securities | $317,261,000 | 382 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $317,261,000 | 311 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $31,070,000 | 32 |
| Equity securities | $141,000 | 5,859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,298,000 | 477 |
| Mortgage-backed securities | $52,721,000 | 884 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,907 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,885 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $49,377,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $49,377,000 | 372 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $348,472,000 | 300 |
| Total debt securities | $348,331,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $266,642,000 | 538 |
| U.S. Government securities | $266,500,000 | 444 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $266,500,000 | 356 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $142,000 | 5,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,743,000 | 681 |
| Mortgage-backed securities | $19,732,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $19,732,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $19,732,000 | 778 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $266,642,000 | 390 |
| Total debt securities | $266,500,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $137,483,000 | 960 |
| U.S. Government securities | $137,091,000 | 796 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $137,091,000 | 584 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $392,000 | 3,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,706,000 | 3,002 |
| Mortgage-backed securities | $23,689,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $23,689,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $23,689,000 | 748 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $137,483,000 | 424 |
| Total debt securities | $137,091,000 | 939 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $39,115,000 | 3,544 |
| U.S. Government securities | $36,209,000 | 3,003 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $36,209,000 | 1,929 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $2,516,000 | 116 |
| Equity securities | $390,000 | 3,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,746,000 | 1,650 |
| Mortgage-backed securities | $30,610,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $6,396,000 | 3,275 |
| Issued or guaranteed by U.S. | $6,396,000 | 3,246 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $24,214,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $24,214,000 | 832 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $38,725,000 | 3,505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $39,009,000 | 3,540 |
| U.S. Government securities | $38,659,000 | 2,782 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $38,659,000 | 1,756 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $350,000 | 3,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,413,000 | 1,307 |
| Mortgage-backed securities | $34,877,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $6,821,000 | 3,277 |
| Issued or guaranteed by U.S. | $6,821,000 | 3,232 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $28,056,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $28,056,000 | 692 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $38,659,000 | 3,484 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |