Home > Banco Bilbao Vizcaya Argentaria Puerto Rico > Securities
Banco Bilbao Vizcaya Argentaria Puerto Rico, Securities
| 2012-09-30 | Rank | |
| Total securities | $568,977,000 | 270 |
| U.S. Government securities | $460,251,000 | 249 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $460,251,000 | 245 |
| Securities issued by states & political subdivisions | $98,690,000 | 264 |
| Other domestic debt securities | $10,036,000 | 722 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $10,036,000 | 485 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,238,000 | 141 |
| Mortgage-backed securities | $447,422,000 | 218 |
| Certificates of participation in pools of residential mortgages | $116,533,000 | 423 |
| Issued or guaranteed by U.S. | $116,533,000 | 422 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $330,889,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $330,889,000 | 135 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,391,000 | 1,635 |
| Available-for-sale securities (fair market value) | $566,586,000 | 241 |
| Total debt securities | $568,980,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $9,473,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $9,473,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $9,404,000 | 58 |
| 2012-06-30 | Rank | |
| Total securities | $596,373,000 | 264 |
| U.S. Government securities | $487,647,000 | 237 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $487,647,000 | 232 |
| Securities issued by states & political subdivisions | $98,690,000 | 246 |
| Other domestic debt securities | $10,036,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $10,036,000 | 476 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,140,000 | 145 |
| Mortgage-backed securities | $474,378,000 | 202 |
| Certificates of participation in pools of residential mortgages | $117,705,000 | 420 |
| Issued or guaranteed by U.S. | $117,705,000 | 418 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $356,673,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $356,673,000 | 125 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,110,000 | 1,519 |
| Available-for-sale securities (fair market value) | $593,263,000 | 234 |
| Total debt securities | $596,373,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $9,921,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $9,921,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $9,842,000 | 56 |
| 2012-03-31 | Rank | |
| Total securities | $677,178,000 | 232 |
| U.S. Government securities | $568,452,000 | 214 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $568,452,000 | 212 |
| Securities issued by states & political subdivisions | $98,690,000 | 240 |
| Other domestic debt securities | $10,036,000 | 729 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $10,036,000 | 478 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,354,000 | 131 |
| Mortgage-backed securities | $554,595,000 | 177 |
| Certificates of participation in pools of residential mortgages | $132,099,000 | 386 |
| Issued or guaranteed by U.S. | $132,099,000 | 385 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $422,496,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $422,496,000 | 106 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $4,015,000 | 1,434 |
| Available-for-sale securities (fair market value) | $673,163,000 | 205 |
| Total debt securities | $677,178,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $10,100,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $10,100,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $10,010,000 | 55 |
| 2011-12-31 | Rank | |
| Total securities | $738,737,000 | 211 |
| U.S. Government securities | $630,013,000 | 182 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $630,013,000 | 180 |
| Securities issued by states & political subdivisions | $98,690,000 | 234 |
| Other domestic debt securities | $10,034,000 | 726 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $10,034,000 | 448 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,118,000 | 111 |
| Mortgage-backed securities | $615,603,000 | 158 |
| Certificates of participation in pools of residential mortgages | $157,784,000 | 313 |
| Issued or guaranteed by U.S. | $157,784,000 | 312 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $457,819,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $457,819,000 | 94 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,042,000 | 1,365 |
| Available-for-sale securities (fair market value) | $733,695,000 | 185 |
| Total debt securities | $738,737,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $10,450,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $10,450,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $10,350,000 | 56 |
| 2011-09-30 | Rank | |
| Total securities | $756,802,000 | 207 |
| U.S. Government securities | $648,067,000 | 178 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $648,067,000 | 173 |
| Securities issued by states & political subdivisions | $98,690,000 | 220 |
| Other domestic debt securities | $10,045,000 | 716 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,045,000 | 427 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,170,000 | 111 |
| Mortgage-backed securities | $633,104,000 | 152 |
| Certificates of participation in pools of residential mortgages | $158,048,000 | 294 |
| Issued or guaranteed by U.S. | $158,048,000 | 291 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $475,056,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $475,056,000 | 93 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $6,034,000 | 1,265 |
| Available-for-sale securities (fair market value) | $750,768,000 | 183 |
| Total debt securities | $756,802,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $11,037,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $11,037,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $10,925,000 | 56 |
| 2011-06-30 | Rank | |
| Total securities | $778,793,000 | 203 |
| U.S. Government securities | $670,072,000 | 175 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $670,072,000 | 171 |
| Securities issued by states & political subdivisions | $98,690,000 | 203 |
| Other domestic debt securities | $10,031,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $10,031,000 | 384 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $747,869,000 | 106 |
| Mortgage-backed securities | $655,054,000 | 146 |
| Certificates of participation in pools of residential mortgages | $185,630,000 | 250 |
| Issued or guaranteed by U.S. | $185,630,000 | 247 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $469,424,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $469,424,000 | 89 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $7,307,000 | 1,183 |
| Available-for-sale securities (fair market value) | $771,486,000 | 179 |
| Total debt securities | $778,793,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $9,500,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $9,500,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $9,378,000 | 55 |
| 2011-03-31 | Rank | |
| Total securities | $670,118,000 | 226 |
| U.S. Government securities | $660,150,000 | 175 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $660,150,000 | 170 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $9,968,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $9,968,000 | 387 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,499,000 | 117 |
| Mortgage-backed securities | $635,374,000 | 143 |
| Certificates of participation in pools of residential mortgages | $143,473,000 | 320 |
| Issued or guaranteed by U.S. | $143,473,000 | 319 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $491,901,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $491,901,000 | 81 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $8,913,000 | 1,084 |
| Available-for-sale securities (fair market value) | $661,205,000 | 200 |
| Total debt securities | $670,118,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $9,869,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $9,869,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $8,387,000 | 53 |
| 2010-12-31 | Rank | |
| Total securities | $682,111,000 | 216 |
| U.S. Government securities | $682,111,000 | 168 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $682,111,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $657,305,000 | 116 |
| Mortgage-backed securities | $680,271,000 | 137 |
| Certificates of participation in pools of residential mortgages | $153,763,000 | 283 |
| Issued or guaranteed by U.S. | $153,763,000 | 281 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $526,508,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $526,508,000 | 75 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $11,835,000 | 937 |
| Available-for-sale securities (fair market value) | $670,276,000 | 194 |
| Total debt securities | $682,111,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $11,122,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $11,122,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $9,617,000 | 52 |
| 2010-09-30 | Rank | |
| Total securities | $718,987,000 | 199 |
| U.S. Government securities | $718,987,000 | 152 |
| U.S. Treasury securities | $25,000,000 | 176 |
| U.S. Government agency obligations | $693,987,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,200,000 | 109 |
| Mortgage-backed securities | $677,093,000 | 135 |
| Certificates of participation in pools of residential mortgages | $137,516,000 | 295 |
| Issued or guaranteed by U.S. | $137,516,000 | 291 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $539,577,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $539,577,000 | 68 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $15,641,000 | 822 |
| Available-for-sale securities (fair market value) | $703,346,000 | 175 |
| Total debt securities | $718,987,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $13,744,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $13,744,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $12,229,000 | 51 |
| 2010-06-30 | Rank | |
| Total securities | $836,975,000 | 171 |
| U.S. Government securities | $836,975,000 | 141 |
| U.S. Treasury securities | $28,000,000 | 156 |
| U.S. Government agency obligations | $808,975,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,678,000 | 99 |
| Mortgage-backed securities | $770,989,000 | 120 |
| Certificates of participation in pools of residential mortgages | $125,584,000 | 321 |
| Issued or guaranteed by U.S. | $125,584,000 | 317 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $645,405,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $645,405,000 | 57 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $19,606,000 | 719 |
| Available-for-sale securities (fair market value) | $817,369,000 | 154 |
| Total debt securities | $836,975,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $12,379,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $12,379,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $10,852,000 | 52 |
| 2010-03-31 | Rank | |
| Total securities | $907,458,000 | 166 |
| U.S. Government securities | $907,458,000 | 127 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $907,458,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,742,000 | 94 |
| Mortgage-backed securities | $905,570,000 | 107 |
| Certificates of participation in pools of residential mortgages | $145,132,000 | 298 |
| Issued or guaranteed by U.S. | $145,132,000 | 294 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $760,438,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $760,438,000 | 50 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $25,871,000 | 591 |
| Available-for-sale securities (fair market value) | $881,587,000 | 147 |
| Total debt securities | $907,458,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $9,872,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $9,872,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $8,336,000 | 53 |
| 2009-12-31 | Rank | |
| Total securities | $1,073,827,000 | 146 |
| U.S. Government securities | $999,952,000 | 113 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $999,952,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $73,875,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $73,875,000 | 87 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,476,000 | 93 |
| Mortgage-backed securities | $943,131,000 | 106 |
| Certificates of participation in pools of residential mortgages | $89,501,000 | 472 |
| Issued or guaranteed by U.S. | $89,501,000 | 470 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $853,630,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $853,630,000 | 48 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $32,020,000 | 520 |
| Available-for-sale securities (fair market value) | $1,041,807,000 | 134 |
| Total debt securities | $1,073,827,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $9,716,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $9,716,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $8,176,000 | 53 |
| 2009-09-30 | Rank | |
| Total securities | $1,061,229,000 | 149 |
| U.S. Government securities | $990,444,000 | 117 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $990,444,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $70,785,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $70,785,000 | 89 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,658,000 | 93 |
| Mortgage-backed securities | $988,468,000 | 110 |
| Certificates of participation in pools of residential mortgages | $61,752,000 | 657 |
| Issued or guaranteed by U.S. | $61,752,000 | 651 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $926,716,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $926,716,000 | 49 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $39,083,000 | 452 |
| Available-for-sale securities (fair market value) | $1,022,146,000 | 130 |
| Total debt securities | $1,061,229,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $15,150,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $15,150,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $13,400,000 | 50 |
| 2009-06-30 | Rank | |
| Total securities | $1,188,560,000 | 139 |
| U.S. Government securities | $1,050,560,000 | 110 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,050,560,000 | 106 |
| Securities issued by states & political subdivisions | $74,250,000 | 233 |
| Other domestic debt securities | $63,750,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $63,750,000 | 101 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,617,000 | 94 |
| Mortgage-backed securities | $1,048,525,000 | 107 |
| Certificates of participation in pools of residential mortgages | $56,480,000 | 741 |
| Issued or guaranteed by U.S. | $56,480,000 | 730 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $992,045,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $992,045,000 | 47 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $48,994,000 | 378 |
| Available-for-sale securities (fair market value) | $1,139,566,000 | 121 |
| Total debt securities | $1,188,559,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $11,747,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $11,747,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $10,006,000 | 53 |
| 2009-03-31 | Rank | |
| Total securities | $1,447,087,000 | 125 |
| U.S. Government securities | $1,303,507,000 | 101 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,303,507,000 | 97 |
| Securities issued by states & political subdivisions | $74,580,000 | 231 |
| Other domestic debt securities | $69,000,000 | 254 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,000,000 | 96 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,827,000 | 88 |
| Mortgage-backed securities | $1,301,403,000 | 96 |
| Certificates of participation in pools of residential mortgages | $49,034,000 | 873 |
| Issued or guaranteed by U.S. | $49,034,000 | 863 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,252,369,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,252,369,000 | 36 |
| Privately issued | $0 | 1,599 |
| 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) | $60,999,000 | 306 |
| Available-for-sale securities (fair market value) | $1,386,088,000 | 111 |
| Total debt securities | $1,447,087,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $20,031,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $20,031,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $18,111,000 | 49 |
| 2008-12-31 | Rank | |
| Total securities | $1,337,803,000 | 119 |
| U.S. Government securities | $1,215,019,000 | 99 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,215,019,000 | 96 |
| Securities issued by states & political subdivisions | $50,019,000 | 365 |
| Other domestic debt securities | $72,765,000 | 243 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $72,765,000 | 85 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,277,000 | 83 |
| Mortgage-backed securities | $1,212,495,000 | 97 |
| Certificates of participation in pools of residential mortgages | $19,807,000 | 1,792 |
| Issued or guaranteed by U.S. | $19,807,000 | 1,782 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,192,688,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,192,688,000 | 35 |
| Privately issued | $0 | 1,555 |
| 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) | $71,041,000 | 265 |
| Available-for-sale securities (fair market value) | $1,266,762,000 | 108 |
| Total debt securities | $1,337,803,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $21,126,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $21,126,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $19,027,000 | 49 |
| 2008-09-30 | Rank | |
| Total securities | $1,375,732,000 | 113 |
| U.S. Government securities | $1,252,606,000 | 90 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,252,606,000 | 89 |
| Securities issued by states & political subdivisions | $49,589,000 | 347 |
| Other domestic debt securities | $73,537,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,537,000 | 86 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,167,203,000 | 75 |
| Mortgage-backed securities | $1,249,975,000 | 89 |
| Certificates of participation in pools of residential mortgages | $4,684,000 | 3,735 |
| Issued or guaranteed by U.S. | $4,684,000 | 3,723 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,245,291,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,245,291,000 | 27 |
| Privately issued | $0 | 1,529 |
| 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) | $78,079,000 | 241 |
| Available-for-sale securities (fair market value) | $1,297,653,000 | 101 |
| Total debt securities | $1,375,732,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $8,556,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $8,556,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $6,574,000 | 53 |
| 2008-06-30 | Rank | |
| Total securities | $1,252,085,000 | 123 |
| U.S. Government securities | $1,202,205,000 | 93 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,202,205,000 | 93 |
| Securities issued by states & political subdivisions | $49,880,000 | 355 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,112,000 | 84 |
| Mortgage-backed securities | $1,199,362,000 | 89 |
| Certificates of participation in pools of residential mortgages | $4,754,000 | 3,717 |
| Issued or guaranteed by U.S. | $4,754,000 | 3,704 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,194,608,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,194,608,000 | 29 |
| Privately issued | $0 | 1,503 |
| 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) | $86,239,000 | 221 |
| Available-for-sale securities (fair market value) | $1,165,846,000 | 114 |
| Total debt securities | $1,252,085,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $7,961,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $7,961,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $5,953,000 | 56 |
| 2008-03-31 | Rank | |
| Total securities | $1,293,338,000 | 128 |
| U.S. Government securities | $1,242,841,000 | 98 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,242,841,000 | 98 |
| Securities issued by states & political subdivisions | $50,497,000 | 349 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,864,000 | 80 |
| Mortgage-backed securities | $1,239,584,000 | 96 |
| Certificates of participation in pools of residential mortgages | $5,302,000 | 3,452 |
| Issued or guaranteed by U.S. | $5,302,000 | 3,436 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,234,282,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,234,282,000 | 28 |
| Privately issued | $0 | 1,493 |
| 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) | $96,781,000 | 183 |
| Available-for-sale securities (fair market value) | $1,196,557,000 | 123 |
| Total debt securities | $1,293,338,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $14,717,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $14,717,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $12,699,000 | 48 |
| 2007-12-31 | Rank | |
| Total securities | $1,329,975,000 | 128 |
| U.S. Government securities | $1,280,281,000 | 102 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,280,281,000 | 101 |
| Securities issued by states & political subdivisions | $49,694,000 | 352 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,058,960,000 | 83 |
| Mortgage-backed securities | $1,027,019,000 | 104 |
| Certificates of participation in pools of residential mortgages | $5,706,000 | 3,067 |
| Issued or guaranteed by U.S. | $5,706,000 | 3,051 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,021,313,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,021,313,000 | 30 |
| Privately issued | $0 | 1,403 |
| 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) | $205,109,000 | 96 |
| Available-for-sale securities (fair market value) | $1,124,866,000 | 128 |
| Total debt securities | $1,329,975,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $10,755,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $10,755,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $8,270,000 | 45 |
| 2007-09-30 | Rank | |
| Total securities | $1,561,019,000 | 125 |
| U.S. Government securities | $1,557,485,000 | 90 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,557,485,000 | 86 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,570 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,223,000 | 92 |
| Mortgage-backed securities | $1,029,241,000 | 101 |
| Certificates of participation in pools of residential mortgages | $6,187,000 | 2,798 |
| Issued or guaranteed by U.S. | $6,187,000 | 2,783 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,023,054,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,023,054,000 | 31 |
| Privately issued | $0 | 1,378 |
| 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) | $116,302,000 | 162 |
| Available-for-sale securities (fair market value) | $1,444,717,000 | 106 |
| Total debt securities | $1,561,019,000 | 120 |
| Structured notes | ||
| Amortized cost | $250,000,000 | 5 |
| Fair value | $249,950,000 | 5 |
| Trading account assets | $8,675,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $8,675,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $6,265,000 | 46 |
| 2007-06-30 | Rank | |
| Total securities | $1,465,064,000 | 133 |
| U.S. Government securities | $1,461,534,000 | 98 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,461,534,000 | 96 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,574 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $734,817,000 | 115 |
| Mortgage-backed securities | $936,973,000 | 116 |
| Certificates of participation in pools of residential mortgages | $7,183,000 | 2,507 |
| Issued or guaranteed by U.S. | $7,183,000 | 2,495 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $929,790,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $929,790,000 | 41 |
| Privately issued | $0 | 1,337 |
| 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) | $131,420,000 | 154 |
| Available-for-sale securities (fair market value) | $1,333,644,000 | 119 |
| Total debt securities | $1,465,064,000 | 132 |
| Structured notes | ||
| Amortized cost | $250,000,000 | 5 |
| Fair value | $249,395,000 | 5 |
| Trading account assets | $7,487,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $7,487,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $5,017,000 | 51 |
| 2007-03-31 | Rank | |
| Total securities | $1,527,796,000 | 129 |
| U.S. Government securities | $1,524,252,000 | 97 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,524,252,000 | 94 |
| Securities issued by states & political subdivisions | $3,544,000 | 3,588 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $966,919,000 | 94 |
| Mortgage-backed securities | $798,050,000 | 124 |
| Certificates of participation in pools of residential mortgages | $7,317,000 | 2,467 |
| Issued or guaranteed by U.S. | $7,317,000 | 2,457 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $790,733,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $790,733,000 | 46 |
| Privately issued | $0 | 1,292 |
| 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) | $149,228,000 | 136 |
| Available-for-sale securities (fair market value) | $1,378,568,000 | 119 |
| Total debt securities | $1,527,796,000 | 128 |
| Structured notes | ||
| Amortized cost | $450,000,000 | 2 |
| Fair value | $449,125,000 | 2 |
| Trading account assets | $7,938,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $7,938,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $5,363,000 | 46 |
| 2006-12-31 | Rank | |
| Total securities | $1,643,841,000 | 122 |
| U.S. Government securities | $1,531,337,000 | 101 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,531,337,000 | 98 |
| Securities issued by states & political subdivisions | $3,564,000 | 3,585 |
| Other domestic debt securities | $108,940,000 | 192 |
| Privately issued residential mortgage-backed securities | $76,583,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,357,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $864,490,000 | 107 |
| Mortgage-backed securities | $784,052,000 | 128 |
| Certificates of participation in pools of residential mortgages | $7,469,000 | 2,456 |
| Issued or guaranteed by U.S. | $7,469,000 | 2,444 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $776,583,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $700,000,000 | 51 |
| Privately issued | $76,583,000 | 131 |
| 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) | $165,259,000 | 128 |
| Available-for-sale securities (fair market value) | $1,478,582,000 | 117 |
| Total debt securities | $1,643,841,000 | 119 |
| Structured notes | ||
| Amortized cost | $450,000,000 | 3 |
| Fair value | $448,750,000 | 3 |
| Trading account assets | $7,916,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $7,916,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $4,932,000 | 46 |
| 2006-09-30 | Rank | |
| Total securities | $1,762,792,000 | 122 |
| U.S. Government securities | $1,596,025,000 | 102 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,596,025,000 | 101 |
| Securities issued by states & political subdivisions | $3,539,000 | 3,568 |
| Other domestic debt securities | $163,228,000 | 158 |
| Privately issued residential mortgage-backed securities | $80,846,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,404,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,978,000 | 135 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,386,085,000 | 77 |
| Mortgage-backed securities | $828,618,000 | 125 |
| Certificates of participation in pools of residential mortgages | $8,120,000 | 2,354 |
| Issued or guaranteed by U.S. | $8,120,000 | 2,340 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $820,498,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $739,652,000 | 57 |
| Privately issued | $80,846,000 | 131 |
| 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) | $236,896,000 | 102 |
| Available-for-sale securities (fair market value) | $1,525,896,000 | 113 |
| Total debt securities | $1,762,792,000 | 120 |
| Structured notes | ||
| Amortized cost | $475,000,000 | 3 |
| Fair value | $473,253,000 | 3 |
| Trading account assets | $6,410,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $6,410,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $5,944,000 | 47 |
| 2006-06-30 | Rank | |
| Total securities | $2,010,523,000 | 110 |
| U.S. Government securities | $1,887,917,000 | 82 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,887,917,000 | 80 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,002 |
| Other domestic debt securities | $121,562,000 | 178 |
| Privately issued residential mortgage-backed securities | $83,984,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,578,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,492,000 | 78 |
| Mortgage-backed securities | $1,130,056,000 | 111 |
| Certificates of participation in pools of residential mortgages | $8,322,000 | 2,351 |
| Issued or guaranteed by U.S. | $8,322,000 | 2,340 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,121,734,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $1,037,750,000 | 41 |
| Privately issued | $83,984,000 | 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) | $221,266,000 | 110 |
| Available-for-sale securities (fair market value) | $1,789,257,000 | 101 |
| Total debt securities | $2,010,523,000 | 107 |
| Structured notes | ||
| Amortized cost | $475,000,000 | 3 |
| Fair value | $470,210,000 | 3 |
| Trading account assets | $7,505,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $7,505,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $8,044,000 | 46 |
| 2006-03-31 | Rank | |
| Total securities | $2,208,019,000 | 107 |
| U.S. Government securities | $1,998,026,000 | 79 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,998,026,000 | 77 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,838 |
| Other domestic debt securities | $208,728,000 | 132 |
| Privately issued residential mortgage-backed securities | $131,210,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $77,518,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,676,498,000 | 73 |
| Mortgage-backed securities | $1,282,389,000 | 102 |
| Certificates of participation in pools of residential mortgages | $8,612,000 | 2,347 |
| Issued or guaranteed by U.S. | $8,612,000 | 2,336 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,273,777,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,142,567,000 | 38 |
| Privately issued | $131,210,000 | 106 |
| 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) | $264,987,000 | 95 |
| Available-for-sale securities (fair market value) | $1,943,032,000 | 97 |
| Total debt securities | $2,208,019,000 | 106 |
| Structured notes | ||
| Amortized cost | $471,484,000 | 3 |
| Fair value | $475,000,000 | 3 |
| Trading account assets | $5,667,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $5,667,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $5,514,000 | 47 |
| 2005-12-31 | Rank | |
| Total securities | $2,335,612,000 | 107 |
| U.S. Government securities | $2,223,812,000 | 77 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,223,812,000 | 73 |
| Securities issued by states & political subdivisions | $1,358,000 | 4,792 |
| Other domestic debt securities | $110,442,000 | 195 |
| Privately issued residential mortgage-backed securities | $96,839,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,603,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,046,828,000 | 59 |
| Mortgage-backed securities | $1,171,617,000 | 108 |
| Certificates of participation in pools of residential mortgages | $8,949,000 | 2,305 |
| Issued or guaranteed by U.S. | $8,949,000 | 2,294 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,162,668,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,065,829,000 | 41 |
| Privately issued | $96,839,000 | 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) | $356,129,000 | 78 |
| Available-for-sale securities (fair market value) | $1,979,483,000 | 102 |
| Total debt securities | $2,335,612,000 | 106 |
| Structured notes | ||
| Amortized cost | $472,140,000 | 3 |
| Fair value | $475,000,000 | 3 |
| Trading account assets | $5,371,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $5,371,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $4,543,000 | 43 |
| 2005-09-30 | Rank | |
| Total securities | $2,287,726,000 | 106 |
| U.S. Government securities | $2,176,618,000 | 80 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,176,618,000 | 78 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,797 |
| Other domestic debt securities | $109,756,000 | 196 |
| Privately issued residential mortgage-backed securities | $94,757,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,999,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,283,049,000 | 77 |
| Mortgage-backed securities | $1,020,237,000 | 123 |
| Certificates of participation in pools of residential mortgages | $9,338,000 | 2,281 |
| Issued or guaranteed by U.S. | $9,338,000 | 2,270 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,010,899,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $916,142,000 | 51 |
| Privately issued | $94,757,000 | 124 |
| 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) | $399,698,000 | 68 |
| Available-for-sale securities (fair market value) | $1,888,028,000 | 106 |
| Total debt securities | $2,287,726,000 | 105 |
| Structured notes | ||
| Amortized cost | $473,292,000 | 3 |
| Fair value | $475,000,000 | 3 |
| Trading account assets | $6,673,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $6,673,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $4,672,000 | 40 |
| 2005-06-30 | Rank | |
| Total securities | $1,974,029,000 | 118 |
| U.S. Government securities | $1,903,489,000 | 91 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,903,489,000 | 89 |
| Securities issued by states & political subdivisions | $1,437,000 | 4,726 |
| Other domestic debt securities | $69,103,000 | 243 |
| Privately issued residential mortgage-backed securities | $69,103,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,996,000 | 93 |
| Mortgage-backed securities | $894,062,000 | 136 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,192 |
| Issued or guaranteed by U.S. | $73,000 | 6,171 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $893,989,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $824,886,000 | 56 |
| Privately issued | $69,103,000 | 143 |
| 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) | $568,437,000 | 53 |
| Available-for-sale securities (fair market value) | $1,405,592,000 | 129 |
| Total debt securities | $1,974,029,000 | 116 |
| Structured notes | ||
| Amortized cost | $573,403,000 | 3 |
| Fair value | $575,000,000 | 3 |
| Trading account assets | $10,446,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $10,446,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $9,023,000 | 35 |
| 2005-03-31 | Rank | |
| Total securities | $1,578,906,000 | 137 |
| U.S. Government securities | $1,577,244,000 | 112 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,577,244,000 | 107 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,582 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,113,635,000 | 93 |
| Mortgage-backed securities | $819,401,000 | 146 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,258 |
| Issued or guaranteed by U.S. | $82,000 | 6,238 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $819,319,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $819,319,000 | 58 |
| Privately issued | $0 | 1,232 |
| 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) | $613,005,000 | 52 |
| Available-for-sale securities (fair market value) | $965,901,000 | 166 |
| Total debt securities | $1,578,906,000 | 137 |
| Structured notes | ||
| Amortized cost | $173,550,000 | 14 |
| Fair value | $175,000,000 | 14 |
| Trading account assets | $5,708,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $5,708,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $3,810,000 | 39 |
| 2004-12-31 | Rank | |
| Total securities | $1,488,140,000 | 149 |
| U.S. Government securities | $1,411,469,000 | 123 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,411,469,000 | 119 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,572 |
| Other domestic debt securities | $74,985,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,985,000 | 100 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $835,480,000 | 113 |
| Mortgage-backed securities | $884,060,000 | 142 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,272 |
| Issued or guaranteed by U.S. | $90,000 | 6,257 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $883,970,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $883,970,000 | 53 |
| Privately issued | $0 | 1,227 |
| 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) | $781,603,000 | 42 |
| Available-for-sale securities (fair market value) | $706,537,000 | 201 |
| Total debt securities | $1,488,140,000 | 147 |
| Structured notes | ||
| Amortized cost | $200,000,000 | 10 |
| Fair value | $198,900,000 | 10 |
| Trading account assets | $4,757,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $4,757,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $4,297,000 | 40 |
| 2004-09-30 | Rank | |
| Total securities | $1,588,304,000 | 138 |
| U.S. Government securities | $1,511,633,000 | 116 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,511,633,000 | 111 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,573 |
| Other domestic debt securities | $74,979,000 | 238 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,979,000 | 102 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,996,000 | 113 |
| Mortgage-backed securities | $857,968,000 | 142 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,286 |
| Issued or guaranteed by U.S. | $98,000 | 6,271 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $857,870,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $857,870,000 | 51 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $852,086,000 | 37 |
| Available-for-sale securities (fair market value) | $736,218,000 | 201 |
| Total debt securities | $1,588,304,000 | 138 |
| Structured notes | ||
| Amortized cost | $175,000,000 | 14 |
| Fair value | $174,673,000 | 14 |
| Trading account assets | $4,447,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $4,447,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $4,287,000 | 41 |
| 2004-06-30 | Rank | |
| Total securities | $1,834,023,000 | 131 |
| U.S. Government securities | $1,832,350,000 | 101 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,832,350,000 | 95 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,596 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $941,818,000 | 108 |
| Mortgage-backed securities | $824,142,000 | 145 |
| Certificates of participation in pools of residential mortgages | $106,000 | 6,325 |
| Issued or guaranteed by U.S. | $106,000 | 6,308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $824,036,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $824,036,000 | 53 |
| Privately issued | $0 | 1,191 |
| 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) | $1,086,530,000 | 29 |
| Available-for-sale securities (fair market value) | $747,493,000 | 201 |
| Total debt securities | $1,834,023,000 | 131 |
| Structured notes | ||
| Amortized cost | $425,000,000 | 8 |
| Fair value | $423,076,000 | 8 |
| Trading account assets | $3,166,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $3,166,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $2,764,000 | 43 |
| 2004-03-31 | Rank | |
| Total securities | $1,900,236,000 | 129 |
| U.S. Government securities | $1,898,544,000 | 97 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,898,544,000 | 89 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,571 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $966,568,000 | 107 |
| Mortgage-backed securities | $916,619,000 | 141 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,317 |
| Issued or guaranteed by U.S. | $116,000 | 6,296 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $916,503,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $916,503,000 | 50 |
| Privately issued | $0 | 1,245 |
| 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) | $1,028,693,000 | 32 |
| Available-for-sale securities (fair market value) | $871,543,000 | 188 |
| Total debt securities | $1,900,236,000 | 128 |
| Structured notes | ||
| Amortized cost | $400,000,000 | 7 |
| Fair value | $398,970,000 | 7 |
| Trading account assets | $4,779,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $4,779,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $4,561,000 | 42 |
| 2003-12-31 | Rank | |
| Total securities | $1,856,008,000 | 127 |
| U.S. Government securities | $1,854,310,000 | 104 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,854,310,000 | 94 |
| Securities issued by states & political subdivisions | $1,698,000 | 4,602 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,454,000 | 98 |
| Mortgage-backed securities | $888,233,000 | 141 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,346 |
| Issued or guaranteed by U.S. | $124,000 | 6,321 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $888,109,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $888,109,000 | 59 |
| Privately issued | $0 | 1,065 |
| 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) | $885,534,000 | 34 |
| Available-for-sale securities (fair market value) | $970,474,000 | 173 |
| Total debt securities | $1,856,008,000 | 126 |
| Structured notes | ||
| Amortized cost | $350,000,000 | 6 |
| Fair value | $346,275,000 | 6 |
| Trading account assets | $3,757,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $3,757,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $3,687,000 | 42 |
| 2003-09-30 | Rank | |
| Total securities | $1,742,814,000 | 127 |
| U.S. Government securities | $1,716,142,000 | 105 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,716,142,000 | 96 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,647 |
| Other domestic debt securities | $25,000,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000,000 | 341 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $816,382,000 | 104 |
| Mortgage-backed securities | $795,657,000 | 150 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,373 |
| Issued or guaranteed by U.S. | $131,000 | 6,345 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $795,526,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $795,526,000 | 63 |
| Privately issued | $0 | 1,143 |
| 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) | $782,869,000 | 39 |
| Available-for-sale securities (fair market value) | $959,945,000 | 170 |
| Total debt securities | $1,742,814,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $2,833,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $2,833,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $3,317,000 | 43 |
| 2003-06-30 | Rank | |
| Total securities | $2,086,310,000 | 116 |
| U.S. Government securities | $2,059,478,000 | 92 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,059,478,000 | 88 |
| Securities issued by states & political subdivisions | $1,832,000 | 4,485 |
| Other domestic debt securities | $25,000,000 | 505 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000,000 | 351 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,214,000 | 109 |
| Mortgage-backed securities | $1,042,490,000 | 123 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,281 |
| Issued or guaranteed by U.S. | $192,000 | 6,259 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,042,298,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,042,298,000 | 53 |
| Privately issued | $0 | 1,203 |
| 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) | $848,886,000 | 31 |
| Available-for-sale securities (fair market value) | $1,237,424,000 | 141 |
| Total debt securities | $2,086,310,000 | 115 |
| Structured notes | ||
| Amortized cost | $525,000,000 | 3 |
| Fair value | $525,081,000 | 3 |
| Trading account assets | $3,680,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $3,680,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $4,357,000 | 41 |
| 2003-03-31 | Rank | |
| Total securities | $1,890,001,000 | 125 |
| U.S. Government securities | $1,862,533,000 | 100 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,862,533,000 | 92 |
| Securities issued by states & political subdivisions | $2,468,000 | 4,023 |
| Other domestic debt securities | $25,000,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000,000 | 348 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,259,000 | 127 |
| Mortgage-backed securities | $1,014,867,000 | 125 |
| Certificates of participation in pools of residential mortgages | $240,000 | 6,199 |
| Issued or guaranteed by U.S. | $240,000 | 6,180 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,014,627,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,014,627,000 | 53 |
| Privately issued | $0 | 1,231 |
| 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) | $926,436,000 | 26 |
| Available-for-sale securities (fair market value) | $963,565,000 | 159 |
| Total debt securities | $1,890,001,000 | 124 |
| Structured notes | ||
| Amortized cost | $600,000,000 | 3 |
| Fair value | $599,963,000 | 3 |
| Trading account assets | $2,726,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $2,726,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $3,662,000 | 41 |
| 2002-12-31 | Rank | |
| Total securities | $1,996,568,000 | 118 |
| U.S. Government securities | $1,939,135,000 | 99 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,939,135,000 | 91 |
| Securities issued by states & political subdivisions | $2,462,000 | 4,018 |
| Other domestic debt securities | $54,971,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,971,000 | 184 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $719,212,000 | 102 |
| Mortgage-backed securities | $1,240,426,000 | 109 |
| Certificates of participation in pools of residential mortgages | $251,000 | 6,157 |
| Issued or guaranteed by U.S. | $251,000 | 6,139 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,240,175,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,240,175,000 | 42 |
| Privately issued | $0 | 1,253 |
| 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) | $1,072,163,000 | 22 |
| Available-for-sale securities (fair market value) | $924,405,000 | 161 |
| Total debt securities | $1,996,568,000 | 119 |
| Structured notes | ||
| Amortized cost | $200,000,000 | 5 |
| Fair value | $205,832,000 | 5 |
| Trading account assets | $2,323,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $2,323,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $3,672,000 | 46 |
| 2001-12-31 | Rank | |
| Total securities | $1,334,557,000 | 141 |
| U.S. Government securities | $1,307,293,000 | 118 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,307,293,000 | 112 |
| Securities issued by states & political subdivisions | $2,264,000 | 4,134 |
| Other domestic debt securities | $25,000,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000,000 | 363 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,101,000 | 80 |
| Mortgage-backed securities | $1,196,996,000 | 109 |
| Certificates of participation in pools of residential mortgages | $784,000 | 5,410 |
| Issued or guaranteed by U.S. | $784,000 | 5,391 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,196,212,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,196,212,000 | 42 |
| Privately issued | $0 | 1,359 |
| 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) | $601,124,000 | 40 |
| Available-for-sale securities (fair market value) | $733,433,000 | 176 |
| Total debt securities | $1,334,557,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $223,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,865,023,000 | 107 |
| U.S. Government securities | $1,832,156,000 | 72 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,832,156,000 | 66 |
| Securities issued by states & political subdivisions | $2,874,000 | 3,782 |
| Other domestic debt securities | $25,048,000 | 465 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,048,000 | 354 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,945,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,742,960,000 | 52 |
| Mortgage-backed securities | $1,137,521,000 | 96 |
| Certificates of participation in pools of residential mortgages | $104,738,000 | 316 |
| Issued or guaranteed by U.S. | $104,738,000 | 311 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,032,783,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,032,783,000 | 35 |
| Privately issued | $0 | 1,355 |
| 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) | $1,418,936,000 | 26 |
| Available-for-sale securities (fair market value) | $446,087,000 | 232 |
| Total debt securities | $1,860,078,000 | 102 |
| Structured notes | ||
| Amortized cost | $20,747,000 | 18 |
| Fair value | $20,672,000 | 18 |
| 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 | $1,116,443,000 | 166 |
| U.S. Government securities | $1,030,700,000 | 138 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,030,700,000 | 121 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,910 |
| Other domestic debt securities | $67,095,000 | 242 |
| Privately issued residential mortgage-backed securities | $263,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,832,000 | 160 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $15,642,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,602,000 | 89 |
| Mortgage-backed securities | $319,589,000 | 245 |
| Certificates of participation in pools of residential mortgages | $14,816,000 | 1,420 |
| Issued or guaranteed by U.S. | $14,816,000 | 1,407 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $304,773,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $304,510,000 | 105 |
| Privately issued | $263,000 | 939 |
| 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) | $876,411,000 | 46 |
| Available-for-sale securities (fair market value) | $240,032,000 | 416 |
| Total debt securities | $1,100,801,000 | 163 |
| Structured notes | ||
| Amortized cost | $51,990,000 | 11 |
| Fair value | $50,845,000 | 11 |
| 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 | $550,027,000 | 263 |
| U.S. Government securities | $470,276,000 | 240 |
| U.S. Treasury securities | $5,503,000 | 2,095 |
| U.S. Government agency obligations | $464,773,000 | 213 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,842 |
| Other domestic debt securities | $61,387,000 | 228 |
| Privately issued residential mortgage-backed securities | $872,000 | 783 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,515,000 | 145 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $15,139,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,708,000 | 133 |
| Mortgage-backed securities | $244,758,000 | 306 |
| Certificates of participation in pools of residential mortgages | $236,704,000 | 204 |
| Issued or guaranteed by U.S. | $236,704,000 | 200 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,054,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $7,182,000 | 1,350 |
| Privately issued | $872,000 | 670 |
| 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) | $192,437,000 | 155 |
| Available-for-sale securities (fair market value) | $357,590,000 | 304 |
| Total debt securities | $534,888,000 | 260 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 68 |
| Fair value | $9,988,000 | 72 |
| 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 | $353,782,000 | 395 |
| U.S. Government securities | $315,562,000 | 366 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $315,562,000 | 307 |
| Securities issued by states & political subdivisions | $26,839,000 | 453 |
| Other domestic debt securities | $11,381,000 | 535 |
| Privately issued residential mortgage-backed securities | $2,889,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,492,000 | 468 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,007,000 | 271 |
| Mortgage-backed securities | $273,628,000 | 283 |
| Certificates of participation in pools of residential mortgages | $222,912,000 | 213 |
| Issued or guaranteed by U.S. | $222,912,000 | 209 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $50,716,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $47,827,000 | 368 |
| Privately issued | $2,889,000 | 294 |
| 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) | $51,086,000 | 688 |
| Available-for-sale securities (fair market value) | $302,696,000 | 333 |
| Total debt securities | $353,782,000 | 388 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 46 |
| Fair value | $24,904,000 | 49 |
| 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 | $189,243,000 | 671 |
| U.S. Government securities | $175,111,000 | 604 |
| U.S. Treasury securities | $55,914,000 | 415 |
| U.S. Government agency obligations | $119,197,000 | 683 |
| Securities issued by states & political subdivisions | $11,408,000 | 1,271 |
| Other domestic debt securities | $2,724,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $424,000 | 1,045 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,300,000 | 1,019 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,691,000 | 418 |
| Mortgage-backed securities | $42,849,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,457 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,438 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $40,459,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $40,035,000 | 431 |
| Privately issued | $424,000 | 824 |
| 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) | $147,303,000 | 280 |
| Available-for-sale securities (fair market value) | $41,940,000 | 1,963 |
| Total debt securities | $189,243,000 | 653 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 89 |
| Fair value | $14,952,000 | 90 |
| 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 | $229,645,000 | 598 |
| U.S. Government securities | $215,254,000 | 534 |
| U.S. Treasury securities | $116,351,000 | 241 |
| U.S. Government agency obligations | $98,903,000 | 789 |
| Securities issued by states & political subdivisions | $11,396,000 | 1,280 |
| Other domestic debt securities | $2,995,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $503,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,492,000 | 1,229 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,287,000 | 413 |
| Mortgage-backed securities | $53,073,000 | 924 |
| Certificates of participation in pools of residential mortgages | $11,696,000 | 1,955 |
| Issued or guaranteed by U.S. | $11,696,000 | 1,933 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $41,377,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $40,874,000 | 472 |
| Privately issued | $503,000 | 918 |
| 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) | $190,709,000 | 232 |
| Available-for-sale securities (fair market value) | $38,936,000 | 2,198 |
| Total debt securities | $229,645,000 | 586 |
| Structured notes | ||
| Amortized cost | $26,331,000 | 74 |
| Fair value | $25,353,000 | 76 |
| 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 | $245,764,000 | 584 |
| U.S. Government securities | $232,023,000 | 520 |
| U.S. Treasury securities | $115,852,000 | 305 |
| U.S. Government agency obligations | $116,171,000 | 674 |
| Securities issued by states & political subdivisions | $10,596,000 | 1,398 |
| Other domestic debt securities | $3,145,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $583,000 | 1,184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,562,000 | 1,376 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,999,000 | 360 |
| Mortgage-backed securities | $62,572,000 | 869 |
| Certificates of participation in pools of residential mortgages | $12,025,000 | 1,997 |
| Issued or guaranteed by U.S. | $12,025,000 | 1,977 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $50,547,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $49,964,000 | 442 |
| Privately issued | $583,000 | 952 |
| 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) | $206,519,000 | 430 |
| Available-for-sale securities (fair market value) | $39,245,000 | 1,459 |
| Total debt securities | $245,764,000 | 571 |
| 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 | $107,830,000 | 1,274 |
| U.S. Government securities | $91,483,000 | 1,209 |
| U.S. Treasury securities | $16,042,000 | 2,294 |
| U.S. Government agency obligations | $75,441,000 | 996 |
| Securities issued by states & political subdivisions | $11,727,000 | 1,264 |
| Other domestic debt securities | $4,620,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $2,587,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,033,000 | 1,778 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,223,000 | 1,703 |
| Mortgage-backed securities | $63,028,000 | 942 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 5,094 |
| Issued or guaranteed by U.S. | $2,729,000 | 5,056 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $60,299,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $57,712,000 | 437 |
| Privately issued | $2,587,000 | 512 |
| 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 | $107,830,000 | 1,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $64,941,000 | 2,088 |
| U.S. Government securities | $37,396,000 | 2,884 |
| U.S. Treasury securities | $3,553,000 | 6,974 |
| U.S. Government agency obligations | $33,843,000 | 2,003 |
| Securities issued by states & political subdivisions | $15,495,000 | 785 |
| Other domestic debt securities | $12,050,000 | 907 |
| Privately issued residential mortgage-backed securities | $9,987,000 | 431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,063,000 | 2,019 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,116,000 | 1,697 |
| Mortgage-backed securities | $42,640,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $9,628,000 | 2,605 |
| Issued or guaranteed by U.S. | $9,628,000 | 2,565 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $33,012,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $23,025,000 | 811 |
| Privately issued | $9,987,000 | 265 |
| 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 | $64,941,000 | 2,035 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $938,000 | 263 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |