Home > First Niagara Bank > Securities
First Niagara Bank, Securities
| 2016-09-30 | Rank | |
| Total securities | $5,542,114,000 | 56 |
| U.S. Government securities | $5,541,033,000 | 46 |
| U.S. Treasury securities | $45,832,000 | 138 |
| U.S. Government agency obligations | $5,495,201,000 | 42 |
| Securities issued by states & political subdivisions | $81,000 | 4,905 |
| Other domestic debt securities | $1,000,000 | 1,584 |
| 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 | $1,000,000 | 1,294 |
| 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 | $3,735,073,000 | 31 |
| Mortgage-backed securities | $5,352,199,000 | 41 |
| Certificates of participation in pools of residential mortgages | $144,629,000 | 304 |
| Issued or guaranteed by U.S. | $144,629,000 | 303 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,207,570,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,207,570,000 | 22 |
| 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) | $1,105,504,000 | 61 |
| Available-for-sale securities (fair market value) | $4,436,610,000 | 51 |
| Total debt securities | $5,542,073,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $242,489,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $242,489,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $172,961,000 | 24 |
| 2016-06-30 | Rank | |
| Total securities | $11,832,792,000 | 36 |
| U.S. Government securities | $8,645,267,000 | 37 |
| U.S. Treasury securities | $66,042,000 | 105 |
| U.S. Government agency obligations | $8,579,225,000 | 37 |
| Securities issued by states & political subdivisions | $312,260,000 | 92 |
| Other domestic debt securities | $2,853,351,000 | 19 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $802,328,000 | 15 |
| Asset backed securities | $246,905,000 | 32 |
| Structured financial products - Total | $1,116,891,000 | 10 |
| Other domestic debt securities - All other | $687,227,000 | 18 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $21,914,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,455,122,000 | 19 |
| Mortgage-backed securities | $9,185,210,000 | 34 |
| Certificates of participation in pools of residential mortgages | $304,490,000 | 160 |
| Issued or guaranteed by U.S. | $304,490,000 | 158 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,078,392,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,078,392,000 | 12 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $802,328,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $802,328,000 | 32 |
| Held to maturity securities (book value) | $6,315,222,000 | 21 |
| Available-for-sale securities (fair market value) | $5,517,570,000 | 47 |
| Total debt securities | $11,810,837,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $269,713,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $269,713,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $66,331,000 | 40 |
| 2016-03-31 | Rank | |
| Total securities | $12,159,580,000 | 32 |
| U.S. Government securities | $8,507,252,000 | 35 |
| U.S. Treasury securities | $65,789,000 | 106 |
| U.S. Government agency obligations | $8,441,463,000 | 35 |
| Securities issued by states & political subdivisions | $353,640,000 | 79 |
| Other domestic debt securities | $3,276,852,000 | 18 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $948,582,000 | 14 |
| Asset backed securities | $279,397,000 | 31 |
| Structured financial products - Total | $1,241,598,000 | 10 |
| Other domestic debt securities - All other | $807,275,000 | 15 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $21,836,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,083,526,000 | 19 |
| Mortgage-backed securities | $9,091,216,000 | 31 |
| Certificates of participation in pools of residential mortgages | $324,927,000 | 151 |
| Issued or guaranteed by U.S. | $324,927,000 | 149 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,817,707,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,817,707,000 | 13 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $948,582,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $948,582,000 | 28 |
| Held to maturity securities (book value) | $6,720,817,000 | 21 |
| Available-for-sale securities (fair market value) | $5,438,763,000 | 43 |
| Total debt securities | $12,137,703,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $221,374,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $221,374,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $68,437,000 | 37 |
| 2015-12-31 | Rank | |
| Total securities | $11,858,523,000 | 32 |
| U.S. Government securities | $8,075,428,000 | 35 |
| U.S. Treasury securities | $54,839,000 | 133 |
| U.S. Government agency obligations | $8,020,589,000 | 35 |
| Securities issued by states & political subdivisions | $378,912,000 | 73 |
| Other domestic debt securities | $3,382,535,000 | 18 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $1,084,912,000 | 14 |
| Asset backed securities | $310,422,000 | 28 |
| Structured financial products - Total | $1,185,702,000 | 9 |
| Other domestic debt securities - All other | $801,499,000 | 15 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $21,648,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,867,666,000 | 18 |
| Mortgage-backed securities | $8,794,553,000 | 32 |
| Certificates of participation in pools of residential mortgages | $344,509,000 | 145 |
| Issued or guaranteed by U.S. | $344,509,000 | 143 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,365,132,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,365,132,000 | 13 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,084,912,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,084,912,000 | 27 |
| Held to maturity securities (book value) | $6,387,689,000 | 20 |
| Available-for-sale securities (fair market value) | $5,470,834,000 | 42 |
| Total debt securities | $11,836,834,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $125,551,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $125,551,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $43,644,000 | 36 |
| 2015-09-30 | Rank | |
| Total securities | $12,005,200,000 | 31 |
| U.S. Government securities | $8,015,849,000 | 35 |
| U.S. Treasury securities | $55,411,000 | 121 |
| U.S. Government agency obligations | $7,960,438,000 | 34 |
| Securities issued by states & political subdivisions | $404,712,000 | 68 |
| Other domestic debt securities | $3,557,758,000 | 19 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $1,212,222,000 | 13 |
| Asset backed securities | $404,949,000 | 28 |
| Structured financial products - Total | $1,118,299,000 | 8 |
| Other domestic debt securities - All other | $822,288,000 | 15 |
| Foreign debt securities | $5,004,000 | 90 |
| Equity securities | $21,877,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,177,337,000 | 21 |
| Mortgage-backed securities | $8,843,435,000 | 32 |
| Certificates of participation in pools of residential mortgages | $374,147,000 | 139 |
| Issued or guaranteed by U.S. | $374,147,000 | 138 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,257,066,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,257,066,000 | 13 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,212,222,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,212,222,000 | 22 |
| Held to maturity securities (book value) | $6,280,049,000 | 20 |
| Available-for-sale securities (fair market value) | $5,725,151,000 | 42 |
| Total debt securities | $11,983,150,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $165,375,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $165,375,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $50,782,000 | 39 |
| 2015-06-30 | Rank | |
| Total securities | $11,920,242,000 | 32 |
| U.S. Government securities | $7,804,410,000 | 36 |
| U.S. Treasury securities | $55,101,000 | 119 |
| U.S. Government agency obligations | $7,749,309,000 | 34 |
| Securities issued by states & political subdivisions | $409,928,000 | 63 |
| Other domestic debt securities | $3,679,122,000 | 18 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $1,290,160,000 | 12 |
| Asset backed securities | $437,280,000 | 28 |
| Structured financial products - Total | $1,084,951,000 | 8 |
| Other domestic debt securities - All other | $866,731,000 | 14 |
| Foreign debt securities | $5,015,000 | 91 |
| Equity securities | $21,767,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,921,262,000 | 22 |
| Mortgage-backed securities | $8,700,465,000 | 34 |
| Certificates of participation in pools of residential mortgages | $391,067,000 | 132 |
| Issued or guaranteed by U.S. | $391,067,000 | 131 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,019,238,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,019,238,000 | 14 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,290,160,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,290,160,000 | 21 |
| Held to maturity securities (book value) | $6,169,838,000 | 21 |
| Available-for-sale securities (fair market value) | $5,750,404,000 | 41 |
| Total debt securities | $11,898,302,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $95,160,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $95,160,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $33,495,000 | 40 |
| 2015-03-31 | Rank | |
| Total securities | $12,125,523,000 | 31 |
| U.S. Government securities | $7,788,682,000 | 36 |
| U.S. Treasury securities | $55,425,000 | 115 |
| U.S. Government agency obligations | $7,733,257,000 | 34 |
| Securities issued by states & political subdivisions | $434,800,000 | 59 |
| Other domestic debt securities | $3,875,034,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $1,396,783,000 | 11 |
| Asset backed securities | $503,746,000 | 27 |
| Structured financial products - Total | $1,146,095,000 | 8 |
| Other domestic debt securities - All other | $828,410,000 | 15 |
| Foreign debt securities | $5,015,000 | 94 |
| Equity securities | $21,992,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,492,757,000 | 22 |
| Mortgage-backed securities | $8,810,312,000 | 33 |
| Certificates of participation in pools of residential mortgages | $421,034,000 | 127 |
| Issued or guaranteed by U.S. | $421,034,000 | 126 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,992,495,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,992,495,000 | 14 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,396,783,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,396,783,000 | 19 |
| Held to maturity securities (book value) | $6,214,561,000 | 20 |
| Available-for-sale securities (fair market value) | $5,910,962,000 | 41 |
| Total debt securities | $12,103,358,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $141,547,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $141,547,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $56,861,000 | 35 |
| 2014-12-31 | Rank | |
| Total securities | $11,856,501,000 | 31 |
| U.S. Government securities | $7,444,076,000 | 38 |
| U.S. Treasury securities | $25,271,000 | 210 |
| U.S. Government agency obligations | $7,418,805,000 | 36 |
| Securities issued by states & political subdivisions | $452,959,000 | 54 |
| Other domestic debt securities | $3,932,329,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $1,500,425,000 | 10 |
| Asset backed securities | $599,116,000 | 22 |
| Structured financial products - Total | $1,015,526,000 | 9 |
| Other domestic debt securities - All other | $817,262,000 | 17 |
| Foreign debt securities | $5,263,000 | 80 |
| Equity securities | $21,874,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,129,412,000 | 22 |
| Mortgage-backed securities | $8,667,833,000 | 30 |
| Certificates of participation in pools of residential mortgages | $447,862,000 | 125 |
| Issued or guaranteed by U.S. | $447,862,000 | 124 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,719,546,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,719,546,000 | 13 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,500,425,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,500,425,000 | 19 |
| Held to maturity securities (book value) | $5,941,621,000 | 21 |
| Available-for-sale securities (fair market value) | $5,914,880,000 | 41 |
| Total debt securities | $11,834,454,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $95,567,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $95,567,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $38,631,000 | 37 |
| 2014-09-30 | Rank | |
| Total securities | $11,549,147,000 | 31 |
| U.S. Government securities | $6,865,505,000 | 40 |
| U.S. Treasury securities | $20,355,000 | 235 |
| U.S. Government agency obligations | $6,845,150,000 | 38 |
| Securities issued by states & political subdivisions | $488,778,000 | 50 |
| Other domestic debt securities | $4,167,784,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $1,607,589,000 | 8 |
| Asset backed securities | $686,747,000 | 21 |
| Structured financial products - Total | $1,050,162,000 | 8 |
| Other domestic debt securities - All other | $823,286,000 | 17 |
| Foreign debt securities | $5,338,000 | 80 |
| Equity securities | $21,742,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,488,953,000 | 24 |
| Mortgage-backed securities | $8,230,153,000 | 33 |
| Certificates of participation in pools of residential mortgages | $481,157,000 | 114 |
| Issued or guaranteed by U.S. | $481,157,000 | 113 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,141,407,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,141,407,000 | 15 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,607,589,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,607,589,000 | 16 |
| Held to maturity securities (book value) | $5,351,977,000 | 21 |
| Available-for-sale securities (fair market value) | $6,197,170,000 | 40 |
| Total debt securities | $11,527,232,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $57,148,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $57,148,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $29,028,000 | 39 |
| 2014-06-30 | Rank | |
| Total securities | $11,516,887,000 | 31 |
| U.S. Government securities | $6,459,861,000 | 41 |
| U.S. Treasury securities | $20,417,000 | 211 |
| U.S. Government agency obligations | $6,439,444,000 | 41 |
| Securities issued by states & political subdivisions | $500,290,000 | 48 |
| Other domestic debt securities | $4,527,984,000 | 16 |
| Privately issued residential mortgage-backed securities | $9,619,000 | 157 |
| Commercial mortgage-backed securities - Total | $1,659,100,000 | 7 |
| Asset backed securities | $732,553,000 | 23 |
| Structured financial products - Total | $1,276,103,000 | 8 |
| Other domestic debt securities - All other | $850,609,000 | 16 |
| Foreign debt securities | $5,659,000 | 75 |
| Equity securities | $23,093,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,107,068,000 | 23 |
| Mortgage-backed securities | $7,866,288,000 | 34 |
| Certificates of participation in pools of residential mortgages | $514,987,000 | 104 |
| Issued or guaranteed by U.S. | $514,987,000 | 103 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,692,201,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,682,582,000 | 18 |
| Privately issued | $9,619,000 | 151 |
| Commercial mortgage-backed securities | $1,659,100,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,659,100,000 | 16 |
| Held to maturity securities (book value) | $4,834,279,000 | 21 |
| Available-for-sale securities (fair market value) | $6,682,608,000 | 39 |
| Total debt securities | $11,493,621,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $67,221,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $67,221,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $40,070,000 | 34 |
| 2014-03-31 | Rank | |
| Total securities | $11,525,887,000 | 29 |
| U.S. Government securities | $6,188,012,000 | 41 |
| U.S. Treasury securities | $20,407,000 | 207 |
| U.S. Government agency obligations | $6,167,605,000 | 41 |
| Securities issued by states & political subdivisions | $518,632,000 | 46 |
| Other domestic debt securities | $4,790,689,000 | 15 |
| Privately issued residential mortgage-backed securities | $10,608,000 | 147 |
| Commercial mortgage-backed securities - Total | $1,708,713,000 | 7 |
| Asset backed securities | $846,457,000 | 22 |
| Structured financial products - Total | $1,366,310,000 | 7 |
| Other domestic debt securities - All other | $858,601,000 | 16 |
| Foreign debt securities | $5,645,000 | 80 |
| Equity securities | $22,909,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,738,460,000 | 22 |
| Mortgage-backed securities | $7,600,590,000 | 35 |
| Certificates of participation in pools of residential mortgages | $550,855,000 | 101 |
| Issued or guaranteed by U.S. | $550,855,000 | 100 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,341,022,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,330,414,000 | 18 |
| Privately issued | $10,608,000 | 139 |
| Commercial mortgage-backed securities | $1,708,713,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,708,713,000 | 16 |
| Held to maturity securities (book value) | $4,467,213,000 | 20 |
| Available-for-sale securities (fair market value) | $7,058,674,000 | 37 |
| Total debt securities | $11,502,978,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $48,636,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $48,636,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $29,587,000 | 39 |
| 2013-12-31 | Rank | |
| Total securities | $11,462,268,000 | 28 |
| U.S. Government securities | $5,851,531,000 | 41 |
| U.S. Treasury securities | $20,455,000 | 184 |
| U.S. Government agency obligations | $5,831,076,000 | 40 |
| Securities issued by states & political subdivisions | $528,556,000 | 42 |
| Other domestic debt securities | $5,050,166,000 | 15 |
| Privately issued residential mortgage-backed securities | $12,244,000 | 144 |
| Commercial mortgage-backed securities - Total | $1,831,288,000 | 8 |
| Asset backed securities | $904,823,000 | 23 |
| Structured financial products - Total | $1,435,006,000 | 6 |
| Other domestic debt securities - All other | $866,805,000 | 15 |
| Foreign debt securities | $8,743,000 | 72 |
| Equity securities | $23,272,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,566,463,000 | 26 |
| Mortgage-backed securities | $7,357,364,000 | 33 |
| Certificates of participation in pools of residential mortgages | $582,133,000 | 98 |
| Issued or guaranteed by U.S. | $582,133,000 | 97 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,943,943,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,931,699,000 | 19 |
| Privately issued | $12,244,000 | 138 |
| Commercial mortgage-backed securities | $1,831,288,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,831,288,000 | 15 |
| Held to maturity securities (book value) | $4,042,481,000 | 20 |
| Available-for-sale securities (fair market value) | $7,419,787,000 | 35 |
| Total debt securities | $11,438,996,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $51,476,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $51,476,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $43,049,000 | 35 |
| 2013-09-30 | Rank | |
| Total securities | $11,447,779,000 | 26 |
| U.S. Government securities | $5,743,776,000 | 42 |
| U.S. Treasury securities | $20,511,000 | 173 |
| U.S. Government agency obligations | $5,723,265,000 | 41 |
| Securities issued by states & political subdivisions | $544,088,000 | 40 |
| Other domestic debt securities | $5,128,173,000 | 15 |
| Privately issued residential mortgage-backed securities | $15,579,000 | 125 |
| Commercial mortgage-backed securities - Total | $1,863,116,000 | 8 |
| Asset backed securities | $914,244,000 | 22 |
| Structured financial products - Total | $1,471,465,000 | 6 |
| Other domestic debt securities - All other | $863,769,000 | 15 |
| Foreign debt securities | $8,692,000 | 71 |
| Equity securities | $23,050,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,785,465,000 | 23 |
| Mortgage-backed securities | $7,272,399,000 | 31 |
| Certificates of participation in pools of residential mortgages | $622,775,000 | 91 |
| Issued or guaranteed by U.S. | $622,775,000 | 90 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,786,508,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,770,929,000 | 18 |
| Privately issued | $15,579,000 | 116 |
| Commercial mortgage-backed securities | $1,863,116,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,863,116,000 | 15 |
| Held to maturity securities (book value) | $3,841,700,000 | 19 |
| Available-for-sale securities (fair market value) | $7,606,079,000 | 36 |
| Total debt securities | $11,424,729,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $52,546,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $52,546,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $44,950,000 | 36 |
| 2013-06-30 | Rank | |
| Total securities | $11,771,186,000 | 26 |
| U.S. Government securities | $5,894,347,000 | 40 |
| U.S. Treasury securities | $20,463,000 | 171 |
| U.S. Government agency obligations | $5,873,884,000 | 39 |
| Securities issued by states & political subdivisions | $562,575,000 | 40 |
| Other domestic debt securities | $5,282,699,000 | 15 |
| Privately issued residential mortgage-backed securities | $17,686,000 | 118 |
| Commercial mortgage-backed securities - Total | $1,910,034,000 | 8 |
| Asset backed securities | $944,698,000 | 20 |
| Structured financial products - Total | $1,539,526,000 | 6 |
| Other domestic debt securities - All other | $870,755,000 | 15 |
| Foreign debt securities | $8,664,000 | 72 |
| Equity securities | $22,901,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,206,921,000 | 27 |
| Mortgage-backed securities | $7,448,062,000 | 29 |
| Certificates of participation in pools of residential mortgages | $711,475,000 | 86 |
| Issued or guaranteed by U.S. | $711,475,000 | 85 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,826,553,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,808,867,000 | 22 |
| Privately issued | $17,686,000 | 111 |
| Commercial mortgage-backed securities | $1,910,034,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,910,034,000 | 14 |
| Held to maturity securities (book value) | $3,856,960,000 | 14 |
| Available-for-sale securities (fair market value) | $7,914,226,000 | 34 |
| Total debt securities | $11,748,285,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $54,486,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $54,486,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $45,361,000 | 36 |
| 2013-03-31 | Rank | |
| Total securities | $12,092,496,000 | 26 |
| U.S. Government securities | $5,848,316,000 | 41 |
| U.S. Treasury securities | $20,703,000 | 174 |
| U.S. Government agency obligations | $5,827,613,000 | 39 |
| Securities issued by states & political subdivisions | $596,011,000 | 35 |
| Other domestic debt securities | $5,608,426,000 | 15 |
| Privately issued residential mortgage-backed securities | $43,779,000 | 73 |
| Commercial mortgage-backed securities - Total | $2,012,305,000 | 8 |
| Asset backed securities | $1,012,718,000 | 19 |
| Structured financial products - Total | $1,618,235,000 | 6 |
| Other domestic debt securities - All other | $921,389,000 | 15 |
| Foreign debt securities | $15,838,000 | 56 |
| Equity securities | $23,905,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,648,491,000 | 23 |
| Mortgage-backed securities | $7,487,485,000 | 30 |
| Certificates of participation in pools of residential mortgages | $768,595,000 | 83 |
| Issued or guaranteed by U.S. | $768,595,000 | 81 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,706,585,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,662,806,000 | 23 |
| Privately issued | $43,779,000 | 69 |
| Commercial mortgage-backed securities | $2,012,305,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $2,012,305,000 | 12 |
| Held to maturity securities (book value) | $4,218,687,000 | 12 |
| Available-for-sale securities (fair market value) | $7,873,809,000 | 33 |
| Total debt securities | $12,068,591,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $97,478,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $97,478,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $93,862,000 | 30 |
| 2012-12-31 | Rank | |
| Total securities | $12,290,710,000 | 25 |
| U.S. Government securities | $6,179,616,000 | 38 |
| U.S. Treasury securities | $20,707,000 | 170 |
| U.S. Government agency obligations | $6,158,909,000 | 36 |
| Securities issued by states & political subdivisions | $607,605,000 | 32 |
| Other domestic debt securities | $5,464,113,000 | 15 |
| Privately issued residential mortgage-backed securities | $60,101,000 | 63 |
| Commercial mortgage-backed securities - Total | $2,060,221,000 | 8 |
| Asset backed securities | $955,641,000 | 19 |
| Structured financial products - Total | $1,559,060,000 | 6 |
| Other domestic debt securities - All other | $829,090,000 | 17 |
| Foreign debt securities | $15,461,000 | 55 |
| Equity securities | $23,915,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,408,491,000 | 25 |
| Mortgage-backed securities | $7,870,688,000 | 28 |
| Certificates of participation in pools of residential mortgages | $856,945,000 | 79 |
| Issued or guaranteed by U.S. | $856,945,000 | 78 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,953,522,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,893,421,000 | 22 |
| Privately issued | $60,101,000 | 59 |
| Commercial mortgage-backed securities | $2,060,221,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $2,060,221,000 | 10 |
| Held to maturity securities (book value) | $1,299,806,000 | 32 |
| Available-for-sale securities (fair market value) | $10,990,904,000 | 27 |
| Total debt securities | $12,266,795,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $110,923,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $110,923,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $104,190,000 | 31 |
| 2012-09-30 | Rank | |
| Total securities | $11,964,835,000 | 27 |
| U.S. Government securities | $6,222,491,000 | 39 |
| U.S. Treasury securities | $20,805,000 | 154 |
| U.S. Government agency obligations | $6,201,686,000 | 36 |
| Securities issued by states & political subdivisions | $635,242,000 | 30 |
| Other domestic debt securities | $5,067,932,000 | 15 |
| Privately issued residential mortgage-backed securities | $69,344,000 | 59 |
| Commercial mortgage-backed securities - Total | $2,082,266,000 | 7 |
| Asset backed securities | $868,716,000 | 21 |
| Structured financial products - Total | $1,285,891,000 | 5 |
| Other domestic debt securities - All other | $761,715,000 | 16 |
| Foreign debt securities | $15,255,000 | 52 |
| Equity securities | $23,915,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,052,408,000 | 24 |
| Mortgage-backed securities | $7,928,947,000 | 31 |
| Certificates of participation in pools of residential mortgages | $935,980,000 | 79 |
| Issued or guaranteed by U.S. | $935,980,000 | 78 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,910,701,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $4,841,357,000 | 21 |
| Privately issued | $69,344,000 | 56 |
| Commercial mortgage-backed securities | $2,082,266,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $2,082,266,000 | 11 |
| Held to maturity securities (book value) | $1,387,763,000 | 29 |
| Available-for-sale securities (fair market value) | $10,577,072,000 | 29 |
| Total debt securities | $11,940,921,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $129,540,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $129,540,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $115,901,000 | 32 |
| 2012-06-30 | Rank | |
| Total securities | $11,397,939,000 | 29 |
| U.S. Government securities | $6,268,670,000 | 38 |
| U.S. Treasury securities | $20,744,000 | 158 |
| U.S. Government agency obligations | $6,247,926,000 | 35 |
| Securities issued by states & political subdivisions | $659,717,000 | 28 |
| Other domestic debt securities | $4,431,073,000 | 16 |
| Privately issued residential mortgage-backed securities | $74,953,000 | 60 |
| Commercial mortgage-backed securities - Total | $1,935,219,000 | 7 |
| Asset backed securities | $788,338,000 | 22 |
| Structured financial products - Total | $1,002,877,000 | 5 |
| Other domestic debt securities - All other | $629,686,000 | 19 |
| Foreign debt securities | $14,844,000 | 51 |
| Equity securities | $23,635,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,634,553,000 | 24 |
| Mortgage-backed securities | $7,920,579,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,029,953,000 | 75 |
| Issued or guaranteed by U.S. | $1,029,953,000 | 74 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,955,407,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,880,454,000 | 21 |
| Privately issued | $74,953,000 | 58 |
| Commercial mortgage-backed securities | $1,935,219,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $1,935,219,000 | 8 |
| Held to maturity securities (book value) | $1,463,872,000 | 27 |
| Available-for-sale securities (fair market value) | $9,934,067,000 | 30 |
| Total debt securities | $11,374,304,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $101,101,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $101,101,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $96,410,000 | 33 |
| 2012-03-31 | Rank | |
| Total securities | $14,746,653,000 | 24 |
| U.S. Government securities | $10,084,725,000 | 28 |
| U.S. Treasury securities | $20,534,000 | 159 |
| U.S. Government agency obligations | $10,064,191,000 | 28 |
| Securities issued by states & political subdivisions | $687,015,000 | 25 |
| Other domestic debt securities | $3,935,679,000 | 16 |
| Privately issued residential mortgage-backed securities | $83,754,000 | 57 |
| Commercial mortgage-backed securities - Total | $1,933,374,000 | 7 |
| Asset backed securities | $621,788,000 | 25 |
| Structured financial products - Total | $819,402,000 | 5 |
| Other domestic debt securities - All other | $477,361,000 | 21 |
| Foreign debt securities | $15,598,000 | 50 |
| Equity securities | $23,636,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,822,448,000 | 17 |
| Mortgage-backed securities | $11,738,198,000 | 23 |
| Certificates of participation in pools of residential mortgages | $1,425,801,000 | 60 |
| Issued or guaranteed by U.S. | $1,425,801,000 | 59 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,379,023,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,295,269,000 | 13 |
| Privately issued | $83,754,000 | 55 |
| Commercial mortgage-backed securities | $1,933,374,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $1,933,374,000 | 8 |
| Held to maturity securities (book value) | $2,503,156,000 | 17 |
| Available-for-sale securities (fair market value) | $12,243,497,000 | 26 |
| Total debt securities | $14,723,015,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $62,588,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $62,588,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $60,353,000 | 37 |
| 2011-12-31 | Rank | |
| Total securities | $12,012,847,000 | 27 |
| U.S. Government securities | $9,045,543,000 | 30 |
| U.S. Treasury securities | $20,644,000 | 156 |
| U.S. Government agency obligations | $9,024,899,000 | 30 |
| Securities issued by states & political subdivisions | $702,705,000 | 25 |
| Other domestic debt securities | $2,226,384,000 | 22 |
| Privately issued residential mortgage-backed securities | $91,265,000 | 75 |
| Commercial mortgage-backed securities - Total | $1,529,309,000 | 7 |
| Asset backed securities | $93,813,000 | 44 |
| Structured financial products - Total | $183,031,000 | 10 |
| Other domestic debt securities - All other | $328,966,000 | 37 |
| Foreign debt securities | $14,561,000 | 43 |
| Equity securities | $23,654,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,589,024,000 | 18 |
| Mortgage-backed securities | $10,250,403,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,548,120,000 | 57 |
| Issued or guaranteed by U.S. | $1,548,120,000 | 57 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,172,974,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,081,709,000 | 15 |
| Privately issued | $91,265,000 | 75 |
| Commercial mortgage-backed securities | $1,529,309,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $1,529,309,000 | 7 |
| Held to maturity securities (book value) | $2,669,630,000 | 17 |
| Available-for-sale securities (fair market value) | $9,343,217,000 | 33 |
| Total debt securities | $11,989,193,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $62,373,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $62,373,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $62,026,000 | 37 |
| 2011-09-30 | Rank | |
| Total securities | $11,174,416,000 | 27 |
| U.S. Government securities | $9,079,367,000 | 29 |
| U.S. Treasury securities | $20,600,000 | 169 |
| U.S. Government agency obligations | $9,058,767,000 | 29 |
| Securities issued by states & political subdivisions | $687,461,000 | 25 |
| Other domestic debt securities | $1,372,178,000 | 36 |
| Privately issued residential mortgage-backed securities | $103,579,000 | 76 |
| Commercial mortgage-backed securities - Total | $897,580,000 | 7 |
| Asset backed securities | $25,199,000 | 52 |
| Structured financial products - Total | $25,152,000 | 26 |
| Other domestic debt securities - All other | $320,668,000 | 38 |
| Foreign debt securities | $11,829,000 | 52 |
| Equity securities | $23,581,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,113,167,000 | 16 |
| Mortgage-backed securities | $9,563,313,000 | 25 |
| Certificates of participation in pools of residential mortgages | $1,704,261,000 | 56 |
| Issued or guaranteed by U.S. | $1,704,261,000 | 56 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,961,472,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,857,893,000 | 15 |
| Privately issued | $103,579,000 | 75 |
| Commercial mortgage-backed securities | $897,580,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $897,580,000 | 7 |
| Held to maturity securities (book value) | $2,830,744,000 | 16 |
| Available-for-sale securities (fair market value) | $8,343,672,000 | 37 |
| Total debt securities | $11,150,835,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $54,864,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $54,864,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $54,954,000 | 39 |
| 2011-06-30 | Rank | |
| Total securities | $11,153,172,000 | 26 |
| U.S. Government securities | $9,594,420,000 | 25 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,594,420,000 | 25 |
| Securities issued by states & political subdivisions | $687,007,000 | 25 |
| Other domestic debt securities | $835,788,000 | 45 |
| Privately issued residential mortgage-backed securities | $125,332,000 | 70 |
| Commercial mortgage-backed securities - Total | $477,851,000 | 11 |
| Asset backed securities | $122,000 | 216 |
| Structured financial products - Total | $28,902,000 | 26 |
| Other domestic debt securities - All other | $203,581,000 | 55 |
| Foreign debt securities | $12,524,000 | 49 |
| Equity securities | $23,433,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,958,847,000 | 17 |
| Mortgage-backed securities | $9,553,709,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,795,691,000 | 52 |
| Issued or guaranteed by U.S. | $1,795,691,000 | 51 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,280,167,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,154,835,000 | 13 |
| Privately issued | $125,332,000 | 69 |
| Commercial mortgage-backed securities | $477,851,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $477,851,000 | 11 |
| Held to maturity securities (book value) | $2,939,933,000 | 15 |
| Available-for-sale securities (fair market value) | $8,213,239,000 | 32 |
| Total debt securities | $11,129,739,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $30,922,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $30,922,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $31,285,000 | 42 |
| 2011-03-31 | Rank | |
| Total securities | $8,448,531,000 | 32 |
| U.S. Government securities | $7,152,878,000 | 29 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,152,878,000 | 28 |
| Securities issued by states & political subdivisions | $641,238,000 | 26 |
| Other domestic debt securities | $625,701,000 | 51 |
| Privately issued residential mortgage-backed securities | $123,606,000 | 71 |
| Commercial mortgage-backed securities - Total | $342,261,000 | 12 |
| Asset backed securities | $143,000 | 210 |
| Structured financial products - Total | $1,057,000 | 164 |
| Other domestic debt securities - All other | $158,634,000 | 62 |
| Foreign debt securities | $12,733,000 | 45 |
| Equity securities | $15,981,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,897,601,000 | 19 |
| Mortgage-backed securities | $7,429,761,000 | 26 |
| Certificates of participation in pools of residential mortgages | $350,473,000 | 137 |
| Issued or guaranteed by U.S. | $350,473,000 | 136 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,737,027,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,613,421,000 | 14 |
| Privately issued | $123,606,000 | 69 |
| Commercial mortgage-backed securities | $342,261,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $342,261,000 | 12 |
| Held to maturity securities (book value) | $3,030,320,000 | 15 |
| Available-for-sale securities (fair market value) | $5,418,211,000 | 48 |
| Total debt securities | $8,432,550,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $22,425,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $22,425,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $22,615,000 | 43 |
| 2010-12-31 | Rank | |
| Total securities | $8,307,650,000 | 29 |
| U.S. Government securities | $7,255,766,000 | 27 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,255,766,000 | 26 |
| Securities issued by states & political subdivisions | $596,701,000 | 27 |
| Other domestic debt securities | $420,189,000 | 68 |
| Privately issued residential mortgage-backed securities | $146,138,000 | 65 |
| Commercial mortgage-backed securities - Total | $165,430,000 | 20 |
| Asset backed securities | $162,000 | 194 |
| Structured financial products - Total | $893,000 | 184 |
| Other domestic debt securities - All other | $107,566,000 | 75 |
| Foreign debt securities | $12,657,000 | 42 |
| Equity securities | $22,337,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,032,730,000 | 19 |
| Mortgage-backed securities | $7,377,557,000 | 25 |
| Certificates of participation in pools of residential mortgages | $374,327,000 | 130 |
| Issued or guaranteed by U.S. | $374,327,000 | 127 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,837,800,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,691,662,000 | 12 |
| Privately issued | $146,138,000 | 63 |
| Commercial mortgage-backed securities | $165,430,000 | 20 |
| Commercial mortgage pass-through securities | $2,761,000 | 99 |
| Other commercial mortgage-backed securities | $162,669,000 | 16 |
| Held to maturity securities (book value) | $1,025,724,000 | 29 |
| Available-for-sale securities (fair market value) | $7,281,926,000 | 34 |
| Total debt securities | $8,285,313,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $24,378,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $24,378,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $24,512,000 | 42 |
| 2010-09-30 | Rank | |
| Total securities | $8,458,035,000 | 29 |
| U.S. Government securities | $7,657,678,000 | 26 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,657,678,000 | 24 |
| Securities issued by states & political subdivisions | $542,293,000 | 30 |
| Other domestic debt securities | $235,346,000 | 92 |
| Privately issued residential mortgage-backed securities | $137,720,000 | 68 |
| Commercial mortgage-backed securities - Total | $3,025,000 | 126 |
| Asset backed securities | $166,000 | 184 |
| Structured financial products - Total | $863,000 | 204 |
| Other domestic debt securities - All other | $93,572,000 | 79 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $22,718,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,903,919,000 | 18 |
| Mortgage-backed securities | $7,588,423,000 | 23 |
| Certificates of participation in pools of residential mortgages | $414,233,000 | 115 |
| Issued or guaranteed by U.S. | $414,233,000 | 114 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,171,165,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,033,445,000 | 11 |
| Privately issued | $137,720,000 | 67 |
| Commercial mortgage-backed securities | $3,025,000 | 126 |
| Commercial mortgage pass-through securities | $3,025,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,125,184,000 | 26 |
| Available-for-sale securities (fair market value) | $7,332,851,000 | 32 |
| Total debt securities | $8,435,317,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $31,000,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $31,000,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $31,229,000 | 44 |
| 2010-06-30 | Rank | |
| Total securities | $8,160,565,000 | 31 |
| U.S. Government securities | $7,384,096,000 | 26 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,384,096,000 | 24 |
| Securities issued by states & political subdivisions | $599,213,000 | 28 |
| Other domestic debt securities | $154,152,000 | 120 |
| Privately issued residential mortgage-backed securities | $148,050,000 | 67 |
| Commercial mortgage-backed securities - Total | $3,263,000 | 119 |
| Asset backed securities | $170,000 | 177 |
| Structured financial products - Total | $702,000 | 224 |
| Other domestic debt securities - All other | $1,967,000 | 1,026 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $23,104,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,151,368,000 | 20 |
| Mortgage-backed securities | $7,251,989,000 | 24 |
| Certificates of participation in pools of residential mortgages | $451,578,000 | 109 |
| Issued or guaranteed by U.S. | $451,578,000 | 108 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,797,148,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,649,098,000 | 10 |
| Privately issued | $148,050,000 | 66 |
| Commercial mortgage-backed securities | $3,263,000 | 119 |
| Commercial mortgage pass-through securities | $3,263,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,038,866,000 | 26 |
| Available-for-sale securities (fair market value) | $7,121,699,000 | 34 |
| Total debt securities | $8,137,461,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $25,357,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $25,357,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $26,564,000 | 43 |
| 2010-03-31 | Rank | |
| Total securities | $5,905,235,000 | 42 |
| U.S. Government securities | $5,358,830,000 | 34 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,358,830,000 | 32 |
| Securities issued by states & political subdivisions | $393,325,000 | 36 |
| Other domestic debt securities | $149,906,000 | 125 |
| Privately issued residential mortgage-backed securities | $147,672,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,234,000 | 964 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,174,000 | 365 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,196,892,000 | 29 |
| Certificates of participation in pools of residential mortgages | $187,795,000 | 231 |
| Issued or guaranteed by U.S. | $187,795,000 | 229 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,009,097,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,861,425,000 | 14 |
| Privately issued | $147,672,000 | 70 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,038,565,000 | 25 |
| Available-for-sale securities (fair market value) | $4,866,670,000 | 47 |
| Total debt securities | $5,902,061,000 | 42 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $5,496,971,000 | 51 |
| U.S. Government securities | $4,908,538,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,908,538,000 | 34 |
| Securities issued by states & political subdivisions | $422,844,000 | 35 |
| Other domestic debt securities | $161,925,000 | 127 |
| Privately issued residential mortgage-backed securities | $159,545,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,380,000 | 965 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,664,000 | 355 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,732,373,000 | 32 |
| Certificates of participation in pools of residential mortgages | $198,617,000 | 230 |
| Issued or guaranteed by U.S. | $198,617,000 | 228 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,533,756,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,374,211,000 | 12 |
| Privately issued | $159,545,000 | 67 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,093,553,000 | 24 |
| Available-for-sale securities (fair market value) | $4,403,418,000 | 50 |
| Total debt securities | $5,493,307,000 | 50 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $4,717,459,000 | 52 |
| U.S. Government securities | $4,111,306,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,111,306,000 | 39 |
| Securities issued by states & political subdivisions | $400,479,000 | 36 |
| Other domestic debt securities | $201,499,000 | 122 |
| Privately issued residential mortgage-backed securities | $199,299,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,200,000 | 1,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,175,000 | 362 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,148,519,000 | 34 |
| Certificates of participation in pools of residential mortgages | $312,364,000 | 160 |
| Issued or guaranteed by U.S. | $312,364,000 | 157 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,836,155,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,636,856,000 | 12 |
| Privately issued | $199,299,000 | 68 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,257,000 | 31 |
| Available-for-sale securities (fair market value) | $3,632,202,000 | 56 |
| Total debt securities | $4,713,284,000 | 53 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $3,716,121,000 | 64 |
| U.S. Government securities | $3,124,729,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,124,729,000 | 51 |
| Securities issued by states & political subdivisions | $378,430,000 | 41 |
| Other domestic debt securities | $208,908,000 | 130 |
| Privately issued residential mortgage-backed securities | $206,725,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,183,000 | 1,083 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,054,000 | 404 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,096,278,000 | 51 |
| Certificates of participation in pools of residential mortgages | $329,374,000 | 153 |
| Issued or guaranteed by U.S. | $329,374,000 | 151 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,766,904,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,560,179,000 | 18 |
| Privately issued | $206,725,000 | 70 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $398,049,000 | 59 |
| Available-for-sale securities (fair market value) | $3,318,072,000 | 61 |
| Total debt securities | $3,712,067,000 | 63 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,774,106,000 | 110 |
| U.S. Government securities | $1,178,068,000 | 107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,178,068,000 | 103 |
| Securities issued by states & political subdivisions | $311,287,000 | 48 |
| Other domestic debt securities | $280,713,000 | 106 |
| Privately issued residential mortgage-backed securities | $278,743,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,970,000 | 1,158 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,038,000 | 417 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,436,242,000 | 89 |
| Certificates of participation in pools of residential mortgages | $333,895,000 | 161 |
| Issued or guaranteed by U.S. | $333,895,000 | 157 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,102,347,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $823,604,000 | 47 |
| Privately issued | $278,743,000 | 62 |
| 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) | $1,774,106,000 | 91 |
| Total debt securities | $1,770,068,000 | 106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,551,722,000 | 108 |
| U.S. Government securities | $1,000,967,000 | 116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,000,967,000 | 112 |
| Securities issued by states & political subdivisions | $299,747,000 | 52 |
| Other domestic debt securities | $246,852,000 | 109 |
| Privately issued residential mortgage-backed securities | $243,185,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,667,000 | 791 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,156,000 | 370 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,214,018,000 | 96 |
| Certificates of participation in pools of residential mortgages | $349,476,000 | 158 |
| Issued or guaranteed by U.S. | $349,476,000 | 154 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $864,542,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $621,357,000 | 49 |
| Privately issued | $243,185,000 | 65 |
| 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) | $1,551,722,000 | 90 |
| Total debt securities | $1,547,566,000 | 107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,226,354,000 | 124 |
| U.S. Government securities | $626,741,000 | 157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $626,741,000 | 153 |
| Securities issued by states & political subdivisions | $308,650,000 | 48 |
| Other domestic debt securities | $286,443,000 | 99 |
| Privately issued residential mortgage-backed securities | $279,802,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,641,000 | 514 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,520,000 | 348 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $871,165,000 | 111 |
| Certificates of participation in pools of residential mortgages | $332,718,000 | 148 |
| Issued or guaranteed by U.S. | $332,718,000 | 143 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $538,447,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $258,645,000 | 90 |
| Privately issued | $279,802,000 | 63 |
| 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) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $1,226,353,000 | 104 |
| Total debt securities | $1,221,834,000 | 123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,269,458,000 | 120 |
| U.S. Government securities | $627,633,000 | 165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $627,633,000 | 162 |
| Securities issued by states & political subdivisions | $333,078,000 | 44 |
| Other domestic debt securities | $303,876,000 | 100 |
| Privately issued residential mortgage-backed securities | $296,228,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,648,000 | 521 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,871,000 | 476 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $908,286,000 | 110 |
| Certificates of participation in pools of residential mortgages | $348,948,000 | 144 |
| Issued or guaranteed by U.S. | $348,948,000 | 137 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $559,338,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $263,110,000 | 93 |
| Privately issued | $296,228,000 | 67 |
| 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) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $1,269,457,000 | 108 |
| Total debt securities | $1,264,587,000 | 121 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,393,147,000 | 123 |
| U.S. Government securities | $713,379,000 | 151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $713,379,000 | 147 |
| Securities issued by states & political subdivisions | $354,221,000 | 44 |
| Other domestic debt securities | $320,378,000 | 100 |
| Privately issued residential mortgage-backed securities | $313,729,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,649,000 | 577 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,169,000 | 503 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $987,399,000 | 109 |
| Certificates of participation in pools of residential mortgages | $387,704,000 | 131 |
| Issued or guaranteed by U.S. | $387,704,000 | 125 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $599,695,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $285,966,000 | 84 |
| Privately issued | $313,729,000 | 66 |
| 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) | $1,393,147,000 | 108 |
| Total debt securities | $1,387,978,000 | 123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,217,165,000 | 137 |
| U.S. Government securities | $664,551,000 | 161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $664,551,000 | 158 |
| Securities issued by states & political subdivisions | $361,360,000 | 42 |
| Other domestic debt securities | $186,045,000 | 139 |
| Privately issued residential mortgage-backed securities | $181,903,000 | 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 | $4,142,000 | 743 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,209,000 | 465 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $817,615,000 | 118 |
| Certificates of participation in pools of residential mortgages | $340,107,000 | 143 |
| Issued or guaranteed by U.S. | $340,107,000 | 134 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $477,508,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $295,605,000 | 82 |
| Privately issued | $181,903,000 | 86 |
| 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) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $1,217,164,000 | 118 |
| Total debt securities | $1,211,956,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,262,195,000 | 139 |
| U.S. Government securities | $798,801,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $798,801,000 | 143 |
| Securities issued by states & political subdivisions | $366,746,000 | 43 |
| Other domestic debt securities | $91,457,000 | 202 |
| Privately issued residential mortgage-backed securities | $87,331,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,126,000 | 719 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,191,000 | 451 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $839,555,000 | 115 |
| Certificates of participation in pools of residential mortgages | $397,064,000 | 119 |
| Issued or guaranteed by U.S. | $397,064,000 | 115 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $442,491,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $355,160,000 | 73 |
| Privately issued | $87,331,000 | 135 |
| 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) | $2,000 | 3,699 |
| Available-for-sale securities (fair market value) | $1,262,193,000 | 117 |
| Total debt securities | $1,257,004,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,069,795,000 | 158 |
| U.S. Government securities | $676,724,000 | 167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $676,724,000 | 162 |
| Securities issued by states & political subdivisions | $294,259,000 | 53 |
| Other domestic debt securities | $93,627,000 | 205 |
| Privately issued residential mortgage-backed securities | $89,119,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,508,000 | 661 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,185,000 | 450 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $708,600,000 | 134 |
| Certificates of participation in pools of residential mortgages | $249,262,000 | 178 |
| Issued or guaranteed by U.S. | $249,262,000 | 170 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $459,338,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $370,219,000 | 81 |
| Privately issued | $89,119,000 | 125 |
| 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) | $1,000 | 3,757 |
| Available-for-sale securities (fair market value) | $1,069,794,000 | 135 |
| Total debt securities | $1,064,610,000 | 156 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,093,869,000 | 161 |
| U.S. Government securities | $748,104,000 | 155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $748,104,000 | 150 |
| Securities issued by states & political subdivisions | $242,223,000 | 64 |
| Other domestic debt securities | $98,319,000 | 202 |
| Privately issued residential mortgage-backed securities | $93,779,000 | 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 | $4,540,000 | 681 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,223,000 | 457 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $740,889,000 | 130 |
| Certificates of participation in pools of residential mortgages | $267,664,000 | 173 |
| Issued or guaranteed by U.S. | $267,664,000 | 165 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $473,225,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $379,446,000 | 79 |
| Privately issued | $93,779,000 | 122 |
| 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) | $1,093,869,000 | 135 |
| Total debt securities | $1,088,646,000 | 159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,059,258,000 | 166 |
| U.S. Government securities | $748,954,000 | 167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $748,954,000 | 161 |
| Securities issued by states & political subdivisions | $204,373,000 | 71 |
| Other domestic debt securities | $100,715,000 | 197 |
| Privately issued residential mortgage-backed securities | $96,177,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,538,000 | 691 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,216,000 | 456 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $717,601,000 | 139 |
| Certificates of participation in pools of residential mortgages | $281,488,000 | 169 |
| Issued or guaranteed by U.S. | $281,488,000 | 162 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $436,113,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $339,936,000 | 89 |
| Privately issued | $96,177,000 | 114 |
| 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) | $1,059,258,000 | 139 |
| Total debt securities | $1,054,042,000 | 164 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,202,977,000 | 154 |
| U.S. Government securities | $802,128,000 | 166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $802,128,000 | 159 |
| Securities issued by states & political subdivisions | $259,562,000 | 59 |
| Other domestic debt securities | $136,061,000 | 174 |
| Privately issued residential mortgage-backed securities | $99,281,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,780,000 | 166 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,226,000 | 452 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $750,502,000 | 135 |
| Certificates of participation in pools of residential mortgages | $296,157,000 | 169 |
| Issued or guaranteed by U.S. | $296,157,000 | 161 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $454,345,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $355,064,000 | 93 |
| Privately issued | $99,281,000 | 114 |
| 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) | $1,202,977,000 | 133 |
| Total debt securities | $1,197,751,000 | 151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $1,315,894,000 | 149 |
| U.S. Government securities | $860,689,000 | 161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $860,689,000 | 151 |
| Securities issued by states & political subdivisions | $299,513,000 | 49 |
| Other domestic debt securities | $150,504,000 | 165 |
| Privately issued residential mortgage-backed securities | $100,428,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,076,000 | 132 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,188,000 | 450 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $777,045,000 | 135 |
| Certificates of participation in pools of residential mortgages | $308,867,000 | 169 |
| Issued or guaranteed by U.S. | $308,867,000 | 160 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $468,178,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $367,750,000 | 88 |
| Privately issued | $100,428,000 | 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 | 4,097 |
| Available-for-sale securities (fair market value) | $1,315,894,000 | 129 |
| Total debt securities | $1,310,706,000 | 147 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $1,488,210,000 | 132 |
| U.S. Government securities | $952,167,000 | 147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $952,167,000 | 136 |
| Securities issued by states & political subdivisions | $356,664,000 | 41 |
| Other domestic debt securities | $174,171,000 | 154 |
| Privately issued residential mortgage-backed securities | $104,675,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,496,000 | 110 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,208,000 | 451 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $822,043,000 | 134 |
| Certificates of participation in pools of residential mortgages | $330,282,000 | 164 |
| Issued or guaranteed by U.S. | $330,282,000 | 157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $491,761,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $387,086,000 | 84 |
| Privately issued | $104,675,000 | 116 |
| 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) | $1,488,210,000 | 115 |
| Total debt securities | $1,483,002,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $1,603,683,000 | 130 |
| U.S. Government securities | $1,011,926,000 | 144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,011,926,000 | 134 |
| Securities issued by states & political subdivisions | $390,890,000 | 37 |
| Other domestic debt securities | $195,695,000 | 143 |
| Privately issued residential mortgage-backed securities | $109,385,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,310,000 | 95 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,172,000 | 473 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $867,037,000 | 129 |
| Certificates of participation in pools of residential mortgages | $350,118,000 | 161 |
| Issued or guaranteed by U.S. | $350,118,000 | 157 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $516,919,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $407,534,000 | 83 |
| Privately issued | $109,385,000 | 112 |
| 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) | $1,603,683,000 | 115 |
| Total debt securities | $1,598,511,000 | 129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $1,662,027,000 | 130 |
| U.S. Government securities | $1,105,045,000 | 132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,105,045,000 | 124 |
| Securities issued by states & political subdivisions | $339,534,000 | 41 |
| Other domestic debt securities | $212,224,000 | 135 |
| Privately issued residential mortgage-backed securities | $114,056,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,168,000 | 81 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,224,000 | 468 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $924,434,000 | 129 |
| Certificates of participation in pools of residential mortgages | $374,461,000 | 157 |
| Issued or guaranteed by U.S. | $374,461,000 | 153 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $549,973,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $435,917,000 | 80 |
| Privately issued | $114,056,000 | 109 |
| 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) | $1,662,027,000 | 116 |
| Total debt securities | $1,656,803,000 | 128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $1,725,755,000 | 125 |
| U.S. Government securities | $1,173,453,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,173,453,000 | 125 |
| Securities issued by states & political subdivisions | $318,340,000 | 42 |
| Other domestic debt securities | $228,703,000 | 130 |
| Privately issued residential mortgage-backed securities | $121,045,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,658,000 | 75 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,259,000 | 485 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $964,505,000 | 127 |
| Certificates of participation in pools of residential mortgages | $378,096,000 | 158 |
| Issued or guaranteed by U.S. | $378,096,000 | 153 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $586,409,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $465,364,000 | 76 |
| Privately issued | $121,045,000 | 105 |
| 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) | $1,000 | 4,329 |
| Available-for-sale securities (fair market value) | $1,725,754,000 | 110 |
| Total debt securities | $1,720,496,000 | 124 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $1,740,422,000 | 127 |
| U.S. Government securities | $1,200,644,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,200,644,000 | 128 |
| Securities issued by states & political subdivisions | $296,067,000 | 45 |
| Other domestic debt securities | $238,453,000 | 124 |
| Privately issued residential mortgage-backed securities | $124,236,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,217,000 | 73 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,258,000 | 499 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $985,820,000 | 132 |
| Certificates of participation in pools of residential mortgages | $367,118,000 | 168 |
| Issued or guaranteed by U.S. | $367,118,000 | 166 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $618,702,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $494,466,000 | 74 |
| Privately issued | $124,236,000 | 104 |
| 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) | $1,740,422,000 | 112 |
| Total debt securities | $1,735,164,000 | 127 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $1,167,564,000 | 172 |
| U.S. Government securities | $816,214,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $816,214,000 | 169 |
| Securities issued by states & political subdivisions | $276,173,000 | 45 |
| Other domestic debt securities | $69,894,000 | 243 |
| Privately issued residential mortgage-backed securities | $48,424,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,470,000 | 306 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,283,000 | 524 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $618,155,000 | 174 |
| Certificates of participation in pools of residential mortgages | $328,504,000 | 186 |
| Issued or guaranteed by U.S. | $328,504,000 | 181 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $289,651,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $241,227,000 | 120 |
| Privately issued | $48,424,000 | 163 |
| 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) | $1,167,564,000 | 152 |
| Total debt securities | $1,162,281,000 | 170 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $1,168,574,000 | 171 |
| U.S. Government securities | $828,638,000 | 171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $828,638,000 | 164 |
| Securities issued by states & political subdivisions | $263,028,000 | 46 |
| Other domestic debt securities | $71,618,000 | 245 |
| Privately issued residential mortgage-backed securities | $50,317,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,301,000 | 310 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,290,000 | 548 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $618,257,000 | 173 |
| Certificates of participation in pools of residential mortgages | $324,666,000 | 189 |
| Issued or guaranteed by U.S. | $324,666,000 | 184 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $293,591,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $243,274,000 | 111 |
| Privately issued | $50,317,000 | 153 |
| 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) | $1,168,574,000 | 153 |
| Total debt securities | $1,163,284,000 | 170 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $1,197,855,000 | 168 |
| U.S. Government securities | $867,638,000 | 169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $867,638,000 | 163 |
| Securities issued by states & political subdivisions | $272,420,000 | 44 |
| Other domestic debt securities | $52,043,000 | 286 |
| Privately issued residential mortgage-backed securities | $30,729,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,314,000 | 312 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,754,000 | 546 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $614,325,000 | 180 |
| Certificates of participation in pools of residential mortgages | $340,499,000 | 183 |
| Issued or guaranteed by U.S. | $340,499,000 | 179 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $273,826,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $243,097,000 | 116 |
| Privately issued | $30,729,000 | 194 |
| 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) | $1,197,855,000 | 150 |
| Total debt securities | $1,192,101,000 | 167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $1,238,430,000 | 168 |
| U.S. Government securities | $887,616,000 | 168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $887,616,000 | 163 |
| Securities issued by states & political subdivisions | $290,322,000 | 41 |
| Other domestic debt securities | $54,354,000 | 295 |
| Privately issued residential mortgage-backed securities | $33,092,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,262,000 | 339 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,138,000 | 553 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $621,107,000 | 181 |
| Certificates of participation in pools of residential mortgages | $351,544,000 | 177 |
| Issued or guaranteed by U.S. | $351,544,000 | 171 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $269,563,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $236,471,000 | 127 |
| Privately issued | $33,092,000 | 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 | 4,632 |
| Available-for-sale securities (fair market value) | $1,238,430,000 | 146 |
| Total debt securities | $1,232,292,000 | 170 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $846,470,000 | 208 |
| U.S. Government securities | $788,997,000 | 179 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $788,997,000 | 171 |
| Securities issued by states & political subdivisions | $38,189,000 | 447 |
| Other domestic debt securities | $13,684,000 | 711 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,684,000 | 523 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,600,000 | 584 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $499,611,000 | 204 |
| Certificates of participation in pools of residential mortgages | $338,321,000 | 186 |
| Issued or guaranteed by U.S. | $338,321,000 | 179 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $161,290,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $161,290,000 | 192 |
| Privately issued | NA | NA |
| 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) | $846,470,000 | 190 |
| Total debt securities | $840,870,000 | 206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $754,688,000 | 228 |
| U.S. Government securities | $697,437,000 | 194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $697,437,000 | 187 |
| Securities issued by states & political subdivisions | $38,004,000 | 449 |
| Other domestic debt securities | $13,650,000 | 721 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,650,000 | 544 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,597,000 | 632 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $402,537,000 | 229 |
| Certificates of participation in pools of residential mortgages | $260,650,000 | 225 |
| Issued or guaranteed by U.S. | $260,650,000 | 218 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $141,887,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $141,887,000 | 205 |
| Privately issued | NA | NA |
| 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) | $1,000 | 4,692 |
| Available-for-sale securities (fair market value) | $754,687,000 | 206 |
| Total debt securities | $749,091,000 | 224 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $811,469,000 | 213 |
| U.S. Government securities | $754,464,000 | 181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $754,464,000 | 171 |
| Securities issued by states & political subdivisions | $37,398,000 | 446 |
| Other domestic debt securities | $14,261,000 | 733 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,261,000 | 547 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,346,000 | 662 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $437,053,000 | 224 |
| Certificates of participation in pools of residential mortgages | $224,649,000 | 238 |
| Issued or guaranteed by U.S. | $224,649,000 | 232 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $212,404,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $212,404,000 | 167 |
| Privately issued | NA | NA |
| 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) | $811,469,000 | 186 |
| Total debt securities | $806,123,000 | 210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $779,438,000 | 213 |
| U.S. Government securities | $614,591,000 | 217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $614,591,000 | 206 |
| Securities issued by states & political subdivisions | $35,517,000 | 445 |
| Other domestic debt securities | $72,426,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $72,426,000 | 136 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,904,000 | 81 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $471,255,000 | 215 |
| Certificates of participation in pools of residential mortgages | $165,286,000 | 303 |
| Issued or guaranteed by U.S. | $165,286,000 | 298 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $305,969,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $305,969,000 | 127 |
| Privately issued | NA | NA |
| 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) | $1,000 | 4,767 |
| Available-for-sale securities (fair market value) | $779,437,000 | 185 |
| Total debt securities | $722,534,000 | 229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $674,491,000 | 234 |
| U.S. Government securities | $574,236,000 | 218 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $574,236,000 | 206 |
| Securities issued by states & political subdivisions | $34,566,000 | 441 |
| Other domestic debt securities | $15,066,000 | 721 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,066,000 | 526 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,623,000 | 97 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $340,319,000 | 249 |
| Certificates of participation in pools of residential mortgages | $77,319,000 | 516 |
| Issued or guaranteed by U.S. | $77,319,000 | 512 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $263,000,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $263,000,000 | 129 |
| Privately issued | NA | NA |
| 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) | $674,491,000 | 204 |
| Total debt securities | $623,868,000 | 245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $550,814,000 | 256 |
| U.S. Government securities | $368,229,000 | 274 |
| U.S. Treasury securities | $165,104,000 | 44 |
| U.S. Government agency obligations | $203,125,000 | 423 |
| Securities issued by states & political subdivisions | $3,670,000 | 3,390 |
| Other domestic debt securities | $163,653,000 | 127 |
| Privately issued residential mortgage-backed securities | $124,547,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,115,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,991,000 | 533 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $15,262,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,493,000 | 315 |
| Mortgage-backed securities | $271,986,000 | 271 |
| Certificates of participation in pools of residential mortgages | $35,619,000 | 831 |
| Issued or guaranteed by U.S. | $35,619,000 | 824 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $236,367,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $111,820,000 | 229 |
| Privately issued | $124,547,000 | 74 |
| 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) | $550,814,000 | 218 |
| Total debt securities | $535,552,000 | 255 |
| 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 | $388,991,000 | 324 |
| U.S. Government securities | $122,456,000 | 700 |
| U.S. Treasury securities | $36,189,000 | 207 |
| U.S. Government agency obligations | $86,267,000 | 888 |
| Securities issued by states & political subdivisions | $2,347,000 | 4,134 |
| Other domestic debt securities | $226,765,000 | 92 |
| Privately issued residential mortgage-backed securities | $189,872,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,893,000 | 259 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $37,423,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,921,000 | 328 |
| Mortgage-backed securities | $251,031,000 | 253 |
| Certificates of participation in pools of residential mortgages | $46,585,000 | 560 |
| Issued or guaranteed by U.S. | $46,585,000 | 554 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $204,446,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $14,574,000 | 725 |
| Privately issued | $189,872,000 | 51 |
| 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) | $388,991,000 | 265 |
| Total debt securities | $351,568,000 | 341 |
| 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 | $542,919,000 | 264 |
| U.S. Government securities | $196,186,000 | 495 |
| U.S. Treasury securities | $47,406,000 | 213 |
| U.S. Government agency obligations | $148,780,000 | 551 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,358 |
| Other domestic debt securities | $306,794,000 | 88 |
| Privately issued residential mortgage-backed securities | $222,563,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,231,000 | 132 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $37,604,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,066,000 | 294 |
| Mortgage-backed securities | $356,604,000 | 227 |
| Certificates of participation in pools of residential mortgages | $93,696,000 | 358 |
| Issued or guaranteed by U.S. | $93,696,000 | 351 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $262,908,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $40,345,000 | 415 |
| Privately issued | $222,563,000 | 47 |
| 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) | $542,919,000 | 206 |
| Total debt securities | $505,315,000 | 270 |
| 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 | $540,863,000 | 269 |
| U.S. Government securities | $293,352,000 | 374 |
| U.S. Treasury securities | $67,726,000 | 207 |
| U.S. Government agency obligations | $225,626,000 | 407 |
| Securities issued by states & political subdivisions | $1,191,000 | 5,518 |
| Other domestic debt securities | $221,959,000 | 100 |
| Privately issued residential mortgage-backed securities | $132,856,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,103,000 | 105 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $24,361,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,138,000 | 412 |
| Mortgage-backed securities | $358,482,000 | 226 |
| Certificates of participation in pools of residential mortgages | $128,408,000 | 317 |
| Issued or guaranteed by U.S. | $128,408,000 | 307 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $230,074,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $97,218,000 | 236 |
| Privately issued | $132,856,000 | 66 |
| 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) | $540,863,000 | 222 |
| Total debt securities | $516,502,000 | 268 |
| 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 | $472,674,000 | 305 |
| U.S. Government securities | $349,441,000 | 338 |
| U.S. Treasury securities | $85,752,000 | 227 |
| U.S. Government agency obligations | $263,689,000 | 363 |
| Securities issued by states & political subdivisions | $1,869,000 | 4,732 |
| Other domestic debt securities | $108,242,000 | 123 |
| Privately issued residential mortgage-backed securities | $9,266,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,976,000 | 72 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $13,122,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,106,000 | 1,317 |
| Mortgage-backed securities | $272,955,000 | 284 |
| Certificates of participation in pools of residential mortgages | $172,991,000 | 262 |
| Issued or guaranteed by U.S. | $172,991,000 | 255 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $99,964,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $90,698,000 | 236 |
| Privately issued | $9,266,000 | 170 |
| 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) | $17,000,000 | 1,891 |
| Available-for-sale securities (fair market value) | $455,674,000 | 240 |
| Total debt securities | $459,552,000 | 308 |
| 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 | $453,130,000 | 330 |
| U.S. Government securities | $357,625,000 | 335 |
| U.S. Treasury securities | $85,219,000 | 278 |
| U.S. Government agency obligations | $272,406,000 | 359 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,742 |
| Other domestic debt securities | $84,457,000 | 145 |
| Privately issued residential mortgage-backed securities | $17,459,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,998,000 | 86 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $9,007,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,357,000 | 1,279 |
| Mortgage-backed securities | $284,861,000 | 278 |
| Certificates of participation in pools of residential mortgages | $182,869,000 | 273 |
| Issued or guaranteed by U.S. | $182,869,000 | 268 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $101,992,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $84,533,000 | 254 |
| Privately issued | $17,459,000 | 138 |
| 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) | $38,000,000 | 1,064 |
| Available-for-sale securities (fair market value) | $415,130,000 | 268 |
| Total debt securities | $446,360,000 | 327 |
| 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 | $393,110,000 | 395 |
| U.S. Government securities | $293,676,000 | 411 |
| U.S. Treasury securities | $55,745,000 | 495 |
| U.S. Government agency obligations | $237,931,000 | 397 |
| Securities issued by states & political subdivisions | $9,317,000 | 1,577 |
| Other domestic debt securities | $81,623,000 | 172 |
| Privately issued residential mortgage-backed securities | $23,609,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,014,000 | 112 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $8,494,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,025,000 | 4,675 |
| Mortgage-backed securities | $261,540,000 | 316 |
| Certificates of participation in pools of residential mortgages | $129,949,000 | 350 |
| Issued or guaranteed by U.S. | $129,949,000 | 334 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $131,591,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $107,982,000 | 232 |
| Privately issued | $23,609,000 | 129 |
| 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) | $46,700,000 | 906 |
| Available-for-sale securities (fair market value) | $346,410,000 | 327 |
| Total debt securities | $381,867,000 | 392 |
| 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 | $382,858,000 | 409 |
| U.S. Government securities | $294,334,000 | 432 |
| U.S. Treasury securities | $47,877,000 | 735 |
| U.S. Government agency obligations | $246,457,000 | 377 |
| Securities issued by states & political subdivisions | $15,001,000 | 897 |
| Other domestic debt securities | $65,164,000 | 214 |
| Privately issued residential mortgage-backed securities | $26,822,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,342,000 | 174 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $8,359,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,944,000 | 4,797 |
| Mortgage-backed securities | $273,279,000 | 321 |
| Certificates of participation in pools of residential mortgages | $135,359,000 | 334 |
| Issued or guaranteed by U.S. | $135,359,000 | 327 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $137,920,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $111,098,000 | 245 |
| Privately issued | $26,822,000 | 121 |
| 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) | $43,801,000 | 1,680 |
| Available-for-sale securities (fair market value) | $339,057,000 | 205 |
| Total debt securities | $397,826,000 | 389 |
| 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 | $420,420,000 | 389 |
| U.S. Government securities | $312,993,000 | 420 |
| U.S. Treasury securities | $44,909,000 | 847 |
| U.S. Government agency obligations | $268,084,000 | 346 |
| Securities issued by states & political subdivisions | $15,826,000 | 853 |
| Other domestic debt securities | $46,514,000 | 306 |
| Privately issued residential mortgage-backed securities | $39,696,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,818,000 | 836 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $45,087,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,228,000 | 4,495 |
| Mortgage-backed securities | $307,780,000 | 298 |
| Certificates of participation in pools of residential mortgages | $129,176,000 | 357 |
| Issued or guaranteed by U.S. | $129,176,000 | 327 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $178,604,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $138,908,000 | 229 |
| Privately issued | $39,696,000 | 88 |
| 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 | $375,333,000 | 421 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $710,000 | 271 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $384,442,000 | 412 |
| U.S. Government securities | $299,692,000 | 416 |
| U.S. Treasury securities | $9,965,000 | 3,539 |
| U.S. Government agency obligations | $289,727,000 | 304 |
| Securities issued by states & political subdivisions | $13,623,000 | 934 |
| Other domestic debt securities | $40,281,000 | 381 |
| Privately issued residential mortgage-backed securities | $33,378,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,903,000 | 939 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $30,846,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,268,000 | 4,351 |
| Mortgage-backed securities | $323,105,000 | 271 |
| Certificates of participation in pools of residential mortgages | $205,908,000 | 231 |
| Issued or guaranteed by U.S. | $205,908,000 | 209 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $117,197,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $83,819,000 | 313 |
| Privately issued | $33,378,000 | 110 |
| 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 | $353,596,000 | 434 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $624,000 | 274 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |