Home > Banco Santander Puerto Rico > Securities
Banco Santander Puerto Rico, Securities
| 2020-06-30 | Rank | |
| Total securities | $1,171,698,000 | 183 |
| U.S. Government securities | $1,171,698,000 | 147 |
| U.S. Treasury securities | $836,117,000 | 44 |
| U.S. Government agency obligations | $335,581,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,084,685,000 | 101 |
| Mortgage-backed securities | $335,581,000 | 272 |
| Certificates of participation in pools of residential mortgages | $335,581,000 | 164 |
| Issued or guaranteed by U.S. | $335,581,000 | 162 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,171,698,000 | 162 |
| Total debt securities | $1,171,698,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,779,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,838,000 | 118 |
| 2020-03-31 | Rank | |
| Total securities | $2,026,384,000 | 133 |
| U.S. Government securities | $2,026,384,000 | 110 |
| U.S. Treasury securities | $1,654,824,000 | 33 |
| U.S. Government agency obligations | $371,560,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,533,822,000 | 80 |
| Mortgage-backed securities | $371,560,000 | 256 |
| Certificates of participation in pools of residential mortgages | $371,560,000 | 150 |
| Issued or guaranteed by U.S. | $371,560,000 | 147 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,026,384,000 | 119 |
| Total debt securities | $2,026,384,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,743,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,847,000 | 115 |
| 2019-12-31 | Rank | |
| Total securities | $2,191,737,000 | 128 |
| U.S. Government securities | $2,191,737,000 | 103 |
| U.S. Treasury securities | $1,802,242,000 | 34 |
| U.S. Government agency obligations | $389,495,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,555,063,000 | 69 |
| Mortgage-backed securities | $389,495,000 | 248 |
| Certificates of participation in pools of residential mortgages | $389,495,000 | 141 |
| Issued or guaranteed by U.S. | $389,495,000 | 140 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,191,737,000 | 114 |
| Total debt securities | $2,191,736,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $1,374,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,360,000 | 107 |
| 2019-09-30 | Rank | |
| Total securities | $2,221,255,000 | 126 |
| U.S. Government securities | $2,221,255,000 | 100 |
| U.S. Treasury securities | $1,926,933,000 | 33 |
| U.S. Government agency obligations | $294,322,000 | 328 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,327,000 | 69 |
| Mortgage-backed securities | $294,322,000 | 288 |
| Certificates of participation in pools of residential mortgages | $294,322,000 | 168 |
| Issued or guaranteed by U.S. | $294,322,000 | 168 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,221,255,000 | 111 |
| Total debt securities | $2,221,256,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,038,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,007,000 | 112 |
| 2019-06-30 | Rank | |
| Total securities | $1,905,415,000 | 133 |
| U.S. Government securities | $1,905,415,000 | 106 |
| U.S. Treasury securities | $1,743,506,000 | 34 |
| U.S. Government agency obligations | $161,909,000 | 537 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,595,516,000 | 69 |
| Mortgage-backed securities | $161,909,000 | 442 |
| Certificates of participation in pools of residential mortgages | $161,909,000 | 273 |
| Issued or guaranteed by U.S. | $161,909,000 | 273 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,905,415,000 | 116 |
| Total debt securities | $1,905,414,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $1,086,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,055,000 | 115 |
| 2019-03-31 | Rank | |
| Total securities | $994,855,000 | 196 |
| U.S. Government securities | $994,855,000 | 163 |
| U.S. Treasury securities | $825,428,000 | 44 |
| U.S. Government agency obligations | $169,427,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $624,116,000 | 126 |
| Mortgage-backed securities | $169,427,000 | 423 |
| Certificates of participation in pools of residential mortgages | $169,427,000 | 263 |
| Issued or guaranteed by U.S. | $169,427,000 | 262 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $994,855,000 | 173 |
| Total debt securities | $994,855,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,195,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,172,000 | 115 |
| 2018-12-31 | Rank | |
| Total securities | $702,228,000 | 251 |
| U.S. Government securities | $702,228,000 | 205 |
| U.S. Treasury securities | $526,364,000 | 52 |
| U.S. Government agency obligations | $175,864,000 | 497 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,480,000 | 128 |
| Mortgage-backed securities | $175,864,000 | 408 |
| Certificates of participation in pools of residential mortgages | $175,864,000 | 250 |
| Issued or guaranteed by U.S. | $175,864,000 | 249 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $702,228,000 | 219 |
| Total debt securities | $702,228,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $1,235,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,225,000 | 111 |
| 2018-09-30 | Rank | |
| Total securities | $624,962,000 | 271 |
| U.S. Government securities | $624,962,000 | 213 |
| U.S. Treasury securities | $441,583,000 | 53 |
| U.S. Government agency obligations | $183,379,000 | 489 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,418,000 | 135 |
| Mortgage-backed securities | $183,379,000 | 394 |
| Certificates of participation in pools of residential mortgages | $183,379,000 | 245 |
| Issued or guaranteed by U.S. | $183,379,000 | 243 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $624,962,000 | 238 |
| Total debt securities | $624,962,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $1,308,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,291,000 | 116 |
| 2018-06-30 | Rank | |
| Total securities | $536,845,000 | 305 |
| U.S. Government securities | $536,845,000 | 246 |
| U.S. Treasury securities | $342,021,000 | 59 |
| U.S. Government agency obligations | $194,824,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,132,000 | 155 |
| Mortgage-backed securities | $194,824,000 | 376 |
| Certificates of participation in pools of residential mortgages | $194,824,000 | 236 |
| Issued or guaranteed by U.S. | $194,824,000 | 234 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $536,845,000 | 266 |
| Total debt securities | $536,845,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $1,375,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,363,000 | 112 |
| 2018-03-31 | Rank | |
| Total securities | $379,822,000 | 404 |
| U.S. Government securities | $379,822,000 | 299 |
| U.S. Treasury securities | $174,439,000 | 72 |
| U.S. Government agency obligations | $205,383,000 | 446 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,471,000 | 222 |
| Mortgage-backed securities | $205,383,000 | 369 |
| Certificates of participation in pools of residential mortgages | $205,383,000 | 237 |
| Issued or guaranteed by U.S. | $205,383,000 | 235 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $379,822,000 | 354 |
| Total debt securities | $379,822,000 | 396 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $1,454,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $1,454,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $1,442,000 | 104 |
| 2017-12-31 | Rank | |
| Total securities | $305,690,000 | 483 |
| U.S. Government securities | $305,690,000 | 346 |
| U.S. Treasury securities | $139,615,000 | 82 |
| U.S. Government agency obligations | $166,075,000 | 538 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,970,000 | 240 |
| Mortgage-backed securities | $166,075,000 | 431 |
| Certificates of participation in pools of residential mortgages | $166,075,000 | 285 |
| Issued or guaranteed by U.S. | $166,075,000 | 284 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $305,690,000 | 418 |
| Total debt securities | $305,690,000 | 476 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,746,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $1,746,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $1,743,000 | 97 |
| 2017-09-30 | Rank | |
| Total securities | $302,545,000 | 490 |
| U.S. Government securities | $302,545,000 | 348 |
| U.S. Treasury securities | $179,473,000 | 67 |
| U.S. Government agency obligations | $123,072,000 | 712 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,118,000 | 259 |
| Mortgage-backed securities | $123,072,000 | 537 |
| Certificates of participation in pools of residential mortgages | $123,072,000 | 348 |
| Issued or guaranteed by U.S. | $123,072,000 | 347 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $302,545,000 | 422 |
| Total debt securities | $302,545,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,846,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $1,846,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $1,962,000 | 95 |
| 2017-06-30 | Rank | |
| Total securities | $280,068,000 | 536 |
| U.S. Government securities | $280,068,000 | 378 |
| U.S. Treasury securities | $184,605,000 | 66 |
| U.S. Government agency obligations | $95,463,000 | 900 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,510,000 | 282 |
| Mortgage-backed securities | $95,463,000 | 666 |
| Certificates of participation in pools of residential mortgages | $95,463,000 | 435 |
| Issued or guaranteed by U.S. | $95,463,000 | 434 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $280,068,000 | 463 |
| Total debt securities | $280,068,000 | 529 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,930,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $1,930,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $2,022,000 | 94 |
| 2017-03-31 | Rank | |
| Total securities | $247,724,000 | 609 |
| U.S. Government securities | $247,724,000 | 416 |
| U.S. Treasury securities | $169,603,000 | 70 |
| U.S. Government agency obligations | $78,121,000 | 1,083 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,880,000 | 307 |
| Mortgage-backed securities | $78,121,000 | 800 |
| Certificates of participation in pools of residential mortgages | $78,121,000 | 532 |
| Issued or guaranteed by U.S. | $78,121,000 | 531 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $247,724,000 | 529 |
| Total debt securities | $247,724,000 | 599 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $2,237,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $2,237,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $2,331,000 | 87 |
| 2016-12-31 | Rank | |
| Total securities | $279,830,000 | 542 |
| U.S. Government securities | $279,830,000 | 370 |
| U.S. Treasury securities | $224,506,000 | 65 |
| U.S. Government agency obligations | $55,324,000 | 1,402 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,851,000 | 299 |
| Mortgage-backed securities | $55,324,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $55,324,000 | 720 |
| Issued or guaranteed by U.S. | $55,324,000 | 720 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $279,830,000 | 467 |
| Total debt securities | $279,830,000 | 532 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $2,487,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $2,487,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $2,626,000 | 83 |
| 2016-09-30 | Rank | |
| Total securities | $243,462,000 | 611 |
| U.S. Government securities | $243,462,000 | 415 |
| U.S. Treasury securities | $184,716,000 | 65 |
| U.S. Government agency obligations | $58,746,000 | 1,331 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,476,000 | 297 |
| Mortgage-backed securities | $58,746,000 | 993 |
| Certificates of participation in pools of residential mortgages | $58,746,000 | 684 |
| Issued or guaranteed by U.S. | $58,746,000 | 684 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $243,462,000 | 539 |
| Total debt securities | $243,462,000 | 602 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $3,348,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $3,348,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $3,596,000 | 98 |
| 2016-06-30 | Rank | |
| Total securities | $232,107,000 | 640 |
| U.S. Government securities | $232,107,000 | 430 |
| U.S. Treasury securities | $169,846,000 | 68 |
| U.S. Government agency obligations | $62,261,000 | 1,301 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,913,000 | 320 |
| Mortgage-backed securities | $62,261,000 | 957 |
| Certificates of participation in pools of residential mortgages | $62,261,000 | 647 |
| Issued or guaranteed by U.S. | $62,261,000 | 645 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $232,107,000 | 563 |
| Total debt securities | $232,107,000 | 633 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $3,882,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $3,882,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $4,149,000 | 97 |
| 2016-03-31 | Rank | |
| Total securities | $169,678,000 | 868 |
| U.S. Government securities | $169,678,000 | 592 |
| U.S. Treasury securities | $104,955,000 | 83 |
| U.S. Government agency obligations | $64,723,000 | 1,288 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,980,000 | 418 |
| Mortgage-backed securities | $64,723,000 | 920 |
| Certificates of participation in pools of residential mortgages | $64,723,000 | 632 |
| Issued or guaranteed by U.S. | $64,723,000 | 632 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $169,678,000 | 761 |
| Total debt securities | $169,678,000 | 856 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $4,148,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $4,148,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $4,361,000 | 90 |
| 2015-12-31 | Rank | |
| Total securities | $251,322,000 | 608 |
| U.S. Government securities | $251,322,000 | 418 |
| U.S. Treasury securities | $184,891,000 | 62 |
| U.S. Government agency obligations | $66,431,000 | 1,275 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,324,000 | 320 |
| Mortgage-backed securities | $66,431,000 | 900 |
| Certificates of participation in pools of residential mortgages | $66,431,000 | 624 |
| Issued or guaranteed by U.S. | $66,431,000 | 624 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $251,322,000 | 526 |
| Total debt securities | $251,322,000 | 597 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $4,134,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $4,134,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $4,317,000 | 80 |
| 2015-09-30 | Rank | |
| Total securities | $270,081,000 | 574 |
| U.S. Government securities | $270,081,000 | 399 |
| U.S. Treasury securities | $199,936,000 | 58 |
| U.S. Government agency obligations | $70,145,000 | 1,219 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,080,000 | 277 |
| Mortgage-backed securities | $70,145,000 | 846 |
| Certificates of participation in pools of residential mortgages | $70,145,000 | 588 |
| Issued or guaranteed by U.S. | $70,145,000 | 588 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $270,081,000 | 485 |
| Total debt securities | $270,081,000 | 561 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $4,910,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $4,910,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $5,073,000 | 85 |
| 2015-06-30 | Rank | |
| Total securities | $148,417,000 | 1,002 |
| U.S. Government securities | $148,417,000 | 693 |
| U.S. Treasury securities | $74,995,000 | 98 |
| U.S. Government agency obligations | $73,422,000 | 1,219 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,418,000 | 478 |
| Mortgage-backed securities | $73,422,000 | 840 |
| Certificates of participation in pools of residential mortgages | $73,422,000 | 580 |
| Issued or guaranteed by U.S. | $73,422,000 | 579 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $148,417,000 | 888 |
| Total debt securities | $148,417,000 | 996 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $4,991,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $4,991,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $5,153,000 | 73 |
| 2015-03-31 | Rank | |
| Total securities | $207,364,000 | 724 |
| U.S. Government securities | $207,364,000 | 511 |
| U.S. Treasury securities | $129,974,000 | 63 |
| U.S. Government agency obligations | $77,390,000 | 1,175 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,076,000 | 359 |
| Mortgage-backed securities | $77,390,000 | 818 |
| Certificates of participation in pools of residential mortgages | $77,390,000 | 557 |
| Issued or guaranteed by U.S. | $77,390,000 | 557 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $207,364,000 | 631 |
| Total debt securities | $207,364,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $5,723,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $5,723,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $5,929,000 | 79 |
| 2014-12-31 | Rank | |
| Total securities | $165,234,000 | 914 |
| U.S. Government securities | $165,234,000 | 628 |
| U.S. Treasury securities | $84,993,000 | 87 |
| U.S. Government agency obligations | $80,241,000 | 1,138 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,235,000 | 429 |
| Mortgage-backed securities | $80,241,000 | 808 |
| Certificates of participation in pools of residential mortgages | $80,241,000 | 551 |
| Issued or guaranteed by U.S. | $80,241,000 | 548 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $165,234,000 | 792 |
| Total debt securities | $165,234,000 | 903 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $5,873,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $5,873,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $6,055,000 | 65 |
| 2014-09-30 | Rank | |
| Total securities | $168,484,000 | 906 |
| U.S. Government securities | $168,484,000 | 619 |
| U.S. Treasury securities | $84,992,000 | 83 |
| U.S. Government agency obligations | $83,492,000 | 1,127 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,256,000 | 455 |
| Mortgage-backed securities | $83,492,000 | 795 |
| Certificates of participation in pools of residential mortgages | $83,492,000 | 538 |
| Issued or guaranteed by U.S. | $83,492,000 | 538 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $168,484,000 | 783 |
| Total debt securities | $168,484,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $6,022,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $6,022,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $6,199,000 | 61 |
| 2014-06-30 | Rank | |
| Total securities | $176,397,000 | 869 |
| U.S. Government securities | $176,397,000 | 605 |
| U.S. Treasury securities | $89,993,000 | 70 |
| U.S. Government agency obligations | $86,404,000 | 1,121 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,140,000 | 431 |
| Mortgage-backed securities | $86,404,000 | 793 |
| Certificates of participation in pools of residential mortgages | $86,404,000 | 531 |
| Issued or guaranteed by U.S. | $86,404,000 | 531 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $176,397,000 | 751 |
| Total debt securities | $176,397,000 | 857 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $7,063,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $7,063,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $7,259,000 | 56 |
| 2014-03-31 | Rank | |
| Total securities | $163,848,000 | 958 |
| U.S. Government securities | $163,848,000 | 650 |
| U.S. Treasury securities | $74,980,000 | 73 |
| U.S. Government agency obligations | $88,868,000 | 1,099 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,149,000 | 501 |
| Mortgage-backed securities | $88,868,000 | 764 |
| Certificates of participation in pools of residential mortgages | $88,868,000 | 531 |
| Issued or guaranteed by U.S. | $88,868,000 | 531 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $163,848,000 | 822 |
| Total debt securities | $163,848,000 | 946 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $7,426,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $7,426,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $7,570,000 | 56 |
| 2013-12-31 | Rank | |
| Total securities | $165,736,000 | 927 |
| U.S. Government securities | $165,736,000 | 636 |
| U.S. Treasury securities | $74,991,000 | 70 |
| U.S. Government agency obligations | $90,745,000 | 1,060 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,577,000 | 470 |
| Mortgage-backed securities | $90,745,000 | 742 |
| Certificates of participation in pools of residential mortgages | $90,745,000 | 500 |
| Issued or guaranteed by U.S. | $90,745,000 | 500 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $165,736,000 | 801 |
| Total debt securities | $165,736,000 | 914 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $8,073,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $7,837,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $7,978,000 | 57 |
| 2013-09-30 | Rank | |
| Total securities | $170,372,000 | 911 |
| U.S. Government securities | $170,372,000 | 625 |
| U.S. Treasury securities | $74,990,000 | 67 |
| U.S. Government agency obligations | $95,382,000 | 1,023 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,057,000 | 457 |
| Mortgage-backed securities | $95,382,000 | 700 |
| Certificates of participation in pools of residential mortgages | $95,382,000 | 478 |
| Issued or guaranteed by U.S. | $95,382,000 | 478 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $170,372,000 | 794 |
| Total debt securities | $170,372,000 | 899 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $54,290,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $54,042,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $54,195,000 | 31 |
| 2013-06-30 | Rank | |
| Total securities | $201,102,000 | 771 |
| U.S. Government securities | $201,102,000 | 530 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $201,102,000 | 511 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,662,000 | 471 |
| Mortgage-backed securities | $201,102,000 | 396 |
| Certificates of participation in pools of residential mortgages | $201,102,000 | 233 |
| Issued or guaranteed by U.S. | $201,102,000 | 231 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $201,102,000 | 687 |
| Total debt securities | $201,102,000 | 761 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $95,823,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $95,558,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $95,729,000 | 28 |
| 2013-03-31 | Rank | |
| Total securities | $385,961,000 | 397 |
| U.S. Government securities | $385,961,000 | 289 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $385,961,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,757,000 | 459 |
| Mortgage-backed securities | $385,961,000 | 238 |
| Certificates of participation in pools of residential mortgages | $385,961,000 | 134 |
| Issued or guaranteed by U.S. | $385,961,000 | 133 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $385,961,000 | 345 |
| Total debt securities | $385,961,000 | 392 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $128,296,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $128,013,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $128,318,000 | 27 |
| 2012-12-31 | Rank | |
| Total securities | $402,011,000 | 375 |
| U.S. Government securities | $402,011,000 | 275 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $402,011,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,944,000 | 408 |
| Mortgage-backed securities | $402,011,000 | 225 |
| Certificates of participation in pools of residential mortgages | $402,011,000 | 129 |
| Issued or guaranteed by U.S. | $402,011,000 | 128 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $402,011,000 | 328 |
| Total debt securities | $402,011,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $139,140,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $138,838,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $139,345,000 | 29 |
| 2012-09-30 | Rank | |
| Total securities | $446,861,000 | 345 |
| U.S. Government securities | $419,223,000 | 273 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $419,223,000 | 268 |
| Securities issued by states & political subdivisions | $27,638,000 | 1,293 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,565,000 | 222 |
| Mortgage-backed securities | $419,223,000 | 234 |
| Certificates of participation in pools of residential mortgages | $419,223,000 | 132 |
| Issued or guaranteed by U.S. | $419,223,000 | 130 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $446,861,000 | 300 |
| Total debt securities | $446,861,000 | 340 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $148,818,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $148,497,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $149,077,000 | 30 |
| 2012-06-30 | Rank | |
| Total securities | $463,466,000 | 336 |
| U.S. Government securities | $424,214,000 | 277 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $424,214,000 | 270 |
| Securities issued by states & political subdivisions | $39,252,000 | 871 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,004,000 | 292 |
| Mortgage-backed securities | $424,214,000 | 234 |
| Certificates of participation in pools of residential mortgages | $424,214,000 | 132 |
| Issued or guaranteed by U.S. | $424,214,000 | 130 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $463,466,000 | 297 |
| Total debt securities | $463,466,000 | 328 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $146,324,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $145,977,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $146,462,000 | 30 |
| 2012-03-31 | Rank | |
| Total securities | $565,560,000 | 278 |
| U.S. Government securities | $507,294,000 | 239 |
| U.S. Treasury securities | $75,137,000 | 66 |
| U.S. Government agency obligations | $432,157,000 | 273 |
| Securities issued by states & political subdivisions | $58,266,000 | 494 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,052,000 | 184 |
| Mortgage-backed securities | $432,157,000 | 227 |
| Certificates of participation in pools of residential mortgages | $432,157,000 | 133 |
| Issued or guaranteed by U.S. | $432,157,000 | 131 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $565,560,000 | 245 |
| Total debt securities | $565,560,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $170,949,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $170,579,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $170,865,000 | 28 |
| 2011-12-31 | Rank | |
| Total securities | $267,319,000 | 569 |
| U.S. Government securities | $172,185,000 | 618 |
| U.S. Treasury securities | $141,463,000 | 42 |
| U.S. Government agency obligations | $30,722,000 | 2,699 |
| Securities issued by states & political subdivisions | $95,134,000 | 245 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,308,000 | 278 |
| Mortgage-backed securities | $7,355,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 3,119 |
| Issued or guaranteed by U.S. | $7,355,000 | 3,119 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $267,319,000 | 505 |
| Total debt securities | $267,319,000 | 559 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $174,957,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $174,570,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $174,753,000 | 30 |
| 2011-09-30 | Rank | |
| Total securities | $345,909,000 | 417 |
| U.S. Government securities | $250,674,000 | 427 |
| U.S. Treasury securities | $159,786,000 | 44 |
| U.S. Government agency obligations | $90,888,000 | 1,056 |
| Securities issued by states & political subdivisions | $95,235,000 | 233 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,924,000 | 184 |
| Mortgage-backed securities | $7,895,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $7,895,000 | 2,975 |
| Issued or guaranteed by U.S. | $7,895,000 | 2,971 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $345,909,000 | 365 |
| Total debt securities | $345,909,000 | 410 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $184,727,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $184,317,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $184,544,000 | 29 |
| 2011-06-30 | Rank | |
| Total securities | $701,577,000 | 224 |
| U.S. Government securities | $609,568,000 | 191 |
| U.S. Treasury securities | $115,057,000 | 57 |
| U.S. Government agency obligations | $494,511,000 | 225 |
| Securities issued by states & political subdivisions | $92,009,000 | 227 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $629,964,000 | 118 |
| Mortgage-backed securities | $494,511,000 | 186 |
| Certificates of participation in pools of residential mortgages | $7,962,000 | 2,914 |
| Issued or guaranteed by U.S. | $7,962,000 | 2,908 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $486,549,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $486,549,000 | 87 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $701,577,000 | 194 |
| Total debt securities | $701,577,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $146,423,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $146,033,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $146,473,000 | 31 |
| 2011-03-31 | Rank | |
| Total securities | $710,064,000 | 218 |
| U.S. Government securities | $617,686,000 | 190 |
| U.S. Treasury securities | $115,197,000 | 64 |
| U.S. Government agency obligations | $502,489,000 | 221 |
| Securities issued by states & political subdivisions | $92,378,000 | 214 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $635,651,000 | 120 |
| Mortgage-backed securities | $502,489,000 | 181 |
| Certificates of participation in pools of residential mortgages | $8,140,000 | 2,836 |
| Issued or guaranteed by U.S. | $8,140,000 | 2,829 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $494,349,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $494,349,000 | 80 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $710,064,000 | 189 |
| Total debt securities | $710,064,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $129,304,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $128,837,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $129,356,000 | 30 |
| 2010-12-31 | Rank | |
| Total securities | $511,764,000 | 286 |
| U.S. Government securities | $431,163,000 | 249 |
| U.S. Treasury securities | $115,449,000 | 62 |
| U.S. Government agency obligations | $315,714,000 | 319 |
| Securities issued by states & political subdivisions | $80,601,000 | 257 |
| 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 | $147,143,000 | 400 |
| Mortgage-backed securities | $315,714,000 | 265 |
| Certificates of participation in pools of residential mortgages | $8,749,000 | 2,626 |
| Issued or guaranteed by U.S. | $8,749,000 | 2,620 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $306,965,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $306,965,000 | 114 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $511,764,000 | 251 |
| Total debt securities | $511,764,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $150,562,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $150,077,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $150,350,000 | 29 |
| 2010-09-30 | Rank | |
| Total securities | $298,319,000 | 446 |
| U.S. Government securities | $177,411,000 | 542 |
| U.S. Treasury securities | $165,791,000 | 47 |
| U.S. Government agency obligations | $11,620,000 | 4,429 |
| Securities issued by states & political subdivisions | $120,908,000 | 143 |
| 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 | $221,667,000 | 265 |
| Mortgage-backed securities | $9,088,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $9,088,000 | 2,551 |
| Issued or guaranteed by U.S. | $9,088,000 | 2,544 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $298,319,000 | 392 |
| Total debt securities | $298,319,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $192,734,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $192,199,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $193,302,000 | 30 |
| 2010-06-30 | Rank | |
| Total securities | $267,522,000 | 496 |
| U.S. Government securities | $225,877,000 | 423 |
| U.S. Treasury securities | $210,630,000 | 36 |
| U.S. Government agency obligations | $15,247,000 | 3,955 |
| Securities issued by states & political subdivisions | $41,645,000 | 553 |
| 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 | $236,106,000 | 256 |
| Mortgage-backed securities | $9,556,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $9,556,000 | 2,500 |
| Issued or guaranteed by U.S. | $9,556,000 | 2,494 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $267,522,000 | 436 |
| Total debt securities | $267,522,000 | 489 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $161,767,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $159,096,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $159,829,000 | 31 |
| 2010-03-31 | Rank | |
| Total securities | $376,464,000 | 352 |
| U.S. Government securities | $191,174,000 | 510 |
| U.S. Treasury securities | $175,399,000 | 50 |
| U.S. Government agency obligations | $15,775,000 | 3,947 |
| Securities issued by states & political subdivisions | $42,163,000 | 536 |
| Other domestic debt securities | $143,127,000 | 131 |
| 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 | $143,127,000 | 56 |
| 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 | $145,995,000 | 419 |
| Mortgage-backed securities | $10,029,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $10,029,000 | 2,528 |
| Issued or guaranteed by U.S. | $10,029,000 | 2,522 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $376,464,000 | 307 |
| Total debt securities | $376,464,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $122,627,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $122,036,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $122,723,000 | 31 |
| 2009-12-31 | Rank | |
| Total securities | $376,380,000 | 347 |
| U.S. Government securities | $191,656,000 | 489 |
| U.S. Treasury securities | $175,329,000 | 44 |
| U.S. Government agency obligations | $16,327,000 | 3,856 |
| Securities issued by states & political subdivisions | $42,207,000 | 530 |
| Other domestic debt securities | $142,517,000 | 137 |
| 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 | $142,517,000 | 56 |
| 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 | $156,982,000 | 399 |
| Mortgage-backed securities | $10,535,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $10,535,000 | 2,512 |
| Issued or guaranteed by U.S. | $10,535,000 | 2,505 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $376,380,000 | 309 |
| Total debt securities | $376,380,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $118,433,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $118,433,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $118,213,000 | 31 |
| 2009-09-30 | Rank | |
| Total securities | $382,608,000 | 346 |
| U.S. Government securities | $192,987,000 | 481 |
| U.S. Treasury securities | $175,570,000 | 36 |
| U.S. Government agency obligations | $17,417,000 | 3,724 |
| Securities issued by states & political subdivisions | $46,724,000 | 460 |
| Other domestic debt securities | $142,897,000 | 144 |
| 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 | $142,897,000 | 56 |
| 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 | $166,339,000 | 382 |
| Mortgage-backed securities | $11,575,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | $11,575,000 | 2,463 |
| Issued or guaranteed by U.S. | $11,575,000 | 2,453 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $382,608,000 | 303 |
| Total debt securities | $382,608,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $143,237,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $143,237,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $143,131,000 | 32 |
| 2009-06-30 | Rank | |
| Total securities | $438,709,000 | 306 |
| U.S. Government securities | $175,903,000 | 514 |
| U.S. Treasury securities | $99,720,000 | 52 |
| U.S. Government agency obligations | $76,183,000 | 1,091 |
| Securities issued by states & political subdivisions | $46,394,000 | 448 |
| Other domestic debt securities | $216,362,000 | 125 |
| 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 | $216,362,000 | 43 |
| Foreign debt securities | $50,000 | 156 |
| 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 | $213,343,000 | 298 |
| Mortgage-backed securities | $12,289,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $12,289,000 | 2,421 |
| Issued or guaranteed by U.S. | $12,289,000 | 2,411 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $438,709,000 | 260 |
| Total debt securities | $438,709,000 | 292 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $127,305,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $127,305,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $126,868,000 | 34 |
| 2009-03-31 | Rank | |
| Total securities | $282,844,000 | 459 |
| U.S. Government securities | $177,754,000 | 497 |
| U.S. Treasury securities | $99,486,000 | 44 |
| U.S. Government agency obligations | $78,268,000 | 1,081 |
| Securities issued by states & political subdivisions | $105,040,000 | 150 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $50,000 | 151 |
| 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 | $221,507,000 | 296 |
| Mortgage-backed securities | $13,865,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $13,865,000 | 2,293 |
| Issued or guaranteed by U.S. | $13,865,000 | 2,280 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $282,844,000 | 395 |
| Total debt securities | $282,844,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $167,419,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $167,419,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $167,310,000 | 31 |
| 2008-12-31 | Rank | |
| Total securities | $801,407,000 | 179 |
| U.S. Government securities | $653,446,000 | 165 |
| U.S. Treasury securities | $30,000,000 | 85 |
| U.S. Government agency obligations | $623,446,000 | 166 |
| Securities issued by states & political subdivisions | $147,911,000 | 93 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $50,000 | 147 |
| 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 | $636,308,000 | 125 |
| Mortgage-backed securities | $481,528,000 | 190 |
| Certificates of participation in pools of residential mortgages | $481,528,000 | 118 |
| Issued or guaranteed by U.S. | $481,528,000 | 115 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $801,407,000 | 153 |
| Total debt securities | $801,407,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $191,781,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $191,781,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $191,807,000 | 32 |
| 2008-09-30 | Rank | |
| Total securities | $765,171,000 | 181 |
| U.S. Government securities | $719,117,000 | 143 |
| U.S. Treasury securities | $33,979,000 | 72 |
| U.S. Government agency obligations | $685,138,000 | 144 |
| Securities issued by states & political subdivisions | $46,004,000 | 384 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $50,000 | 158 |
| 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 | $732,758,000 | 104 |
| Mortgage-backed securities | $482,114,000 | 175 |
| Certificates of participation in pools of residential mortgages | $482,114,000 | 108 |
| Issued or guaranteed by U.S. | $482,114,000 | 105 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $765,171,000 | 158 |
| Total debt securities | $765,171,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $67,310,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $67,310,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $66,574,000 | 33 |
| 2008-06-30 | Rank | |
| Total securities | $1,125,381,000 | 134 |
| U.S. Government securities | $1,070,429,000 | 104 |
| U.S. Treasury securities | $31,446,000 | 76 |
| U.S. Government agency obligations | $1,038,983,000 | 108 |
| Securities issued by states & political subdivisions | $54,902,000 | 313 |
| 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 | $50,000 | 163 |
| 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 | $917,122,000 | 89 |
| Mortgage-backed securities | $497,434,000 | 170 |
| Certificates of participation in pools of residential mortgages | $497,434,000 | 106 |
| Issued or guaranteed by U.S. | $497,434,000 | 103 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,125,381,000 | 115 |
| Total debt securities | $1,125,381,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $65,348,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $65,348,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $65,783,000 | 33 |
| 2008-03-31 | Rank | |
| Total securities | $1,068,266,000 | 151 |
| U.S. Government securities | $1,017,500,000 | 111 |
| U.S. Treasury securities | $65,051,000 | 45 |
| U.S. Government agency obligations | $952,449,000 | 116 |
| Securities issued by states & political subdivisions | $50,716,000 | 347 |
| 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 | $50,000 | 175 |
| 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 | $992,989,000 | 84 |
| Mortgage-backed securities | $532,259,000 | 163 |
| Certificates of participation in pools of residential mortgages | $532,259,000 | 106 |
| Issued or guaranteed by U.S. | $532,259,000 | 102 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,068,266,000 | 135 |
| Total debt securities | $1,068,266,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $117,553,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $117,553,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $116,915,000 | 32 |
| 2007-12-31 | Rank | |
| Total securities | $1,257,101,000 | 134 |
| U.S. Government securities | $1,209,815,000 | 106 |
| U.S. Treasury securities | $64,455,000 | 50 |
| U.S. Government agency obligations | $1,145,360,000 | 106 |
| Securities issued by states & political subdivisions | $47,236,000 | 379 |
| 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 | $50,000 | 179 |
| 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 | $1,093,222,000 | 80 |
| Mortgage-backed securities | $545,182,000 | 158 |
| Certificates of participation in pools of residential mortgages | $545,182,000 | 100 |
| Issued or guaranteed by U.S. | $545,182,000 | 98 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,257,101,000 | 113 |
| Total debt securities | $1,257,101,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $71,074,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $71,074,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $70,797,000 | 28 |
| 2007-09-30 | Rank | |
| Total securities | $1,401,990,000 | 131 |
| U.S. Government securities | $1,349,892,000 | 100 |
| U.S. Treasury securities | $169,928,000 | 26 |
| U.S. Government agency obligations | $1,179,964,000 | 106 |
| Securities issued by states & political subdivisions | $52,048,000 | 325 |
| 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 | $50,000 | 179 |
| 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 | $1,301,727,000 | 73 |
| Mortgage-backed securities | $554,241,000 | 149 |
| Certificates of participation in pools of residential mortgages | $554,241,000 | 93 |
| Issued or guaranteed by U.S. | $554,241,000 | 90 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,401,990,000 | 108 |
| Total debt securities | $1,401,990,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $57,905,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $57,905,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $57,768,000 | 28 |
| 2007-06-30 | Rank | |
| Total securities | $1,318,962,000 | 140 |
| U.S. Government securities | $1,266,310,000 | 109 |
| U.S. Treasury securities | $64,124,000 | 54 |
| U.S. Government agency obligations | $1,202,186,000 | 111 |
| Securities issued by states & political subdivisions | $52,602,000 | 317 |
| 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 | $50,000 | 179 |
| 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 | $1,202,384,000 | 82 |
| Mortgage-backed securities | $570,150,000 | 154 |
| Certificates of participation in pools of residential mortgages | $570,150,000 | 99 |
| Issued or guaranteed by U.S. | $570,150,000 | 94 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,318,962,000 | 122 |
| Total debt securities | $1,318,962,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $52,605,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $52,605,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $52,596,000 | 27 |
| 2007-03-31 | Rank | |
| Total securities | $1,355,227,000 | 140 |
| U.S. Government securities | $1,301,216,000 | 110 |
| U.S. Treasury securities | $64,785,000 | 57 |
| U.S. Government agency obligations | $1,236,431,000 | 111 |
| Securities issued by states & political subdivisions | $53,936,000 | 315 |
| 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 | $75,000 | 185 |
| 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 | $1,230,438,000 | 81 |
| Mortgage-backed securities | $609,623,000 | 148 |
| Certificates of participation in pools of residential mortgages | $609,623,000 | 96 |
| Issued or guaranteed by U.S. | $609,623,000 | 92 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,355,227,000 | 121 |
| Total debt securities | $1,355,227,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $47,503,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $47,503,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $47,595,000 | 28 |
| 2006-12-31 | Rank | |
| Total securities | $1,399,092,000 | 140 |
| U.S. Government securities | $1,345,169,000 | 116 |
| U.S. Treasury securities | $63,995,000 | 63 |
| U.S. Government agency obligations | $1,281,174,000 | 115 |
| Securities issued by states & political subdivisions | $53,848,000 | 315 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $75,000 | 188 |
| 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 | $1,233,036,000 | 82 |
| Mortgage-backed securities | $631,437,000 | 147 |
| Certificates of participation in pools of residential mortgages | $631,437,000 | 94 |
| Issued or guaranteed by U.S. | $631,437,000 | 91 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,399,092,000 | 121 |
| Total debt securities | $1,399,092,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $57,115,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,471,087,000 | 136 |
| U.S. Government securities | $1,416,612,000 | 111 |
| U.S. Treasury securities | $61,814,000 | 69 |
| U.S. Government agency obligations | $1,354,798,000 | 111 |
| Securities issued by states & political subdivisions | $54,400,000 | 299 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $75,000 | 189 |
| 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 | $1,282,834,000 | 83 |
| Mortgage-backed securities | $657,854,000 | 145 |
| Certificates of participation in pools of residential mortgages | $657,854,000 | 95 |
| Issued or guaranteed by U.S. | $657,854,000 | 93 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,471,087,000 | 119 |
| Total debt securities | $1,471,087,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $45,873,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,545,075,000 | 132 |
| U.S. Government securities | $1,485,426,000 | 106 |
| U.S. Treasury securities | $61,023,000 | 72 |
| U.S. Government agency obligations | $1,424,403,000 | 106 |
| Securities issued by states & political subdivisions | $59,035,000 | 262 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $75,000 | 197 |
| Equity securities | $539,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $946,302,000 | 100 |
| Mortgage-backed securities | $672,253,000 | 148 |
| Certificates of participation in pools of residential mortgages | $672,253,000 | 95 |
| Issued or guaranteed by U.S. | $672,253,000 | 92 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,545,075,000 | 114 |
| Total debt securities | $1,544,535,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,563,540,000 | 126 |
| U.S. Government securities | $1,506,487,000 | 105 |
| U.S. Treasury securities | $55,490,000 | 92 |
| U.S. Government agency obligations | $1,450,997,000 | 106 |
| Securities issued by states & political subdivisions | $56,978,000 | 274 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $75,000 | 201 |
| 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 | $816,514,000 | 111 |
| Mortgage-backed securities | $714,147,000 | 145 |
| Certificates of participation in pools of residential mortgages | $714,147,000 | 94 |
| Issued or guaranteed by U.S. | $714,147,000 | 90 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,563,540,000 | 112 |
| Total debt securities | $1,563,539,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,556,528,000 | 132 |
| U.S. Government securities | $1,502,853,000 | 111 |
| U.S. Treasury securities | $24,576,000 | 175 |
| U.S. Government agency obligations | $1,478,277,000 | 107 |
| Securities issued by states & political subdivisions | $53,600,000 | 297 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $75,000 | 196 |
| 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 | $701,169,000 | 121 |
| Mortgage-backed securities | $754,231,000 | 143 |
| Certificates of participation in pools of residential mortgages | $754,231,000 | 93 |
| Issued or guaranteed by U.S. | $754,231,000 | 89 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,556,528,000 | 116 |
| Total debt securities | $1,556,528,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,675,410,000 | 128 |
| U.S. Government securities | $1,630,973,000 | 100 |
| U.S. Treasury securities | $3,590,000 | 668 |
| U.S. Government agency obligations | $1,627,383,000 | 98 |
| Securities issued by states & political subdivisions | $44,362,000 | 382 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $75,000 | 199 |
| 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 | $964,044,000 | 101 |
| Mortgage-backed securities | $805,134,000 | 144 |
| Certificates of participation in pools of residential mortgages | $805,134,000 | 90 |
| Issued or guaranteed by U.S. | $805,134,000 | 87 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,675,410,000 | 115 |
| Total debt securities | $1,675,409,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,440,328,000 | 145 |
| U.S. Government securities | $1,389,454,000 | 116 |
| U.S. Treasury securities | $1,095,000 | 1,120 |
| U.S. Government agency obligations | $1,388,359,000 | 111 |
| Securities issued by states & political subdivisions | $50,799,000 | 328 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| 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 | $75,000 | 202 |
| 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 | $870,633,000 | 109 |
| Mortgage-backed securities | $669,238,000 | 162 |
| Certificates of participation in pools of residential mortgages | $669,238,000 | 106 |
| Issued or guaranteed by U.S. | $669,238,000 | 104 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,440,328,000 | 125 |
| Total debt securities | $1,440,328,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,808,075,000 | 124 |
| U.S. Government securities | $1,755,981,000 | 98 |
| U.S. Treasury securities | $600,000 | 1,479 |
| U.S. Government agency obligations | $1,755,381,000 | 95 |
| Securities issued by states & political subdivisions | $51,941,000 | 302 |
| Other domestic debt securities | $3,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,259 |
| 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 | $150,000 | 183 |
| 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 | $1,171,432,000 | 90 |
| Mortgage-backed securities | $752,123,000 | 152 |
| Certificates of participation in pools of residential mortgages | $752,120,000 | 101 |
| Issued or guaranteed by U.S. | $752,120,000 | 99 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $3,000 | 1,151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,808,075,000 | 109 |
| Total debt securities | $1,808,075,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,975,118,000 | 123 |
| U.S. Government securities | $1,922,238,000 | 97 |
| U.S. Treasury securities | $7,578,000 | 464 |
| U.S. Government agency obligations | $1,914,660,000 | 90 |
| Securities issued by states & political subdivisions | $52,688,000 | 300 |
| Other domestic debt securities | $42,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $150,000 | 183 |
| 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 | $1,932,972,000 | 67 |
| Mortgage-backed securities | $489,827,000 | 203 |
| Certificates of participation in pools of residential mortgages | $489,785,000 | 140 |
| Issued or guaranteed by U.S. | $489,785,000 | 136 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $42,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $42,000 | 1,038 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,975,118,000 | 110 |
| Total debt securities | $1,975,118,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,862,765,000 | 129 |
| U.S. Government securities | $1,817,592,000 | 98 |
| U.S. Treasury securities | $7,574,000 | 453 |
| U.S. Government agency obligations | $1,810,018,000 | 91 |
| Securities issued by states & political subdivisions | $44,935,000 | 368 |
| Other domestic debt securities | $88,000 | 3,416 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,028 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $150,000 | 188 |
| 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 | $1,809,664,000 | 67 |
| Mortgage-backed securities | $405,657,000 | 227 |
| Certificates of participation in pools of residential mortgages | $405,569,000 | 161 |
| Issued or guaranteed by U.S. | $405,569,000 | 156 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $88,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $88,000 | 945 |
| 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) | $810,913,000 | 42 |
| Available-for-sale securities (fair market value) | $1,051,852,000 | 161 |
| Total debt securities | $1,862,765,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,369,332,000 | 105 |
| U.S. Government securities | $2,310,486,000 | 86 |
| U.S. Treasury securities | $7,580,000 | 477 |
| U.S. Government agency obligations | $2,302,906,000 | 81 |
| Securities issued by states & political subdivisions | $58,746,000 | 251 |
| 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 | $100,000 | 197 |
| 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 | $1,590,652,000 | 74 |
| Mortgage-backed securities | $1,263,938,000 | 116 |
| Certificates of participation in pools of residential mortgages | $1,263,938,000 | 72 |
| Issued or guaranteed by U.S. | $1,263,938,000 | 67 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $814,646,000 | 39 |
| Available-for-sale securities (fair market value) | $1,554,686,000 | 126 |
| Total debt securities | $2,369,332,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,161,786,000 | 113 |
| U.S. Government securities | $2,102,610,000 | 88 |
| U.S. Treasury securities | $100,000 | 2,028 |
| U.S. Government agency obligations | $2,102,510,000 | 84 |
| Securities issued by states & political subdivisions | $59,026,000 | 254 |
| 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 | $150,000 | 196 |
| 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 | $1,545,327,000 | 74 |
| Mortgage-backed securities | $1,117,711,000 | 124 |
| Certificates of participation in pools of residential mortgages | $1,117,711,000 | 77 |
| Issued or guaranteed by U.S. | $1,117,711,000 | 72 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $814,605,000 | 42 |
| Available-for-sale securities (fair market value) | $1,347,181,000 | 139 |
| Total debt securities | $2,161,786,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,479,422,000 | 104 |
| U.S. Government securities | $2,419,486,000 | 82 |
| U.S. Treasury securities | $999,000 | 1,524 |
| U.S. Government agency obligations | $2,418,487,000 | 78 |
| Securities issued by states & political subdivisions | $59,786,000 | 254 |
| 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 | $150,000 | 206 |
| 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 | $1,592,146,000 | 76 |
| Mortgage-backed securities | $1,309,526,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,309,526,000 | 66 |
| Issued or guaranteed by U.S. | $1,309,526,000 | 61 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $815,111,000 | 38 |
| Available-for-sale securities (fair market value) | $1,664,311,000 | 118 |
| Total debt securities | $2,479,422,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $239,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,532,893,000 | 101 |
| U.S. Government securities | $2,454,160,000 | 82 |
| U.S. Treasury securities | $23,996,000 | 219 |
| U.S. Government agency obligations | $2,430,164,000 | 75 |
| Securities issued by states & political subdivisions | $78,101,000 | 171 |
| Other domestic debt securities | $482,000 | 3,258 |
| Privately issued residential mortgage-backed securities | $482,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $150,000 | 215 |
| 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 | $1,793,414,000 | 66 |
| Mortgage-backed securities | $1,319,597,000 | 108 |
| Certificates of participation in pools of residential mortgages | $1,290,959,000 | 65 |
| Issued or guaranteed by U.S. | $1,290,959,000 | 59 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $28,638,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $28,156,000 | 569 |
| Privately issued | $482,000 | 696 |
| 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) | $855,411,000 | 35 |
| Available-for-sale securities (fair market value) | $1,677,482,000 | 114 |
| Total debt securities | $2,532,893,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $299,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,933,271,000 | 121 |
| U.S. Government securities | $1,850,192,000 | 103 |
| U.S. Treasury securities | $81,660,000 | 77 |
| U.S. Government agency obligations | $1,768,532,000 | 96 |
| Securities issued by states & political subdivisions | $82,397,000 | 161 |
| Other domestic debt securities | $532,000 | 3,174 |
| Privately issued residential mortgage-backed securities | $532,000 | 809 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $150,000 | 213 |
| 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 | $1,816,113,000 | 62 |
| Mortgage-backed securities | $681,464,000 | 163 |
| Certificates of participation in pools of residential mortgages | $644,579,000 | 106 |
| Issued or guaranteed by U.S. | $644,579,000 | 104 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $36,885,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $36,353,000 | 523 |
| Privately issued | $532,000 | 713 |
| 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) | $868,836,000 | 29 |
| Available-for-sale securities (fair market value) | $1,064,435,000 | 152 |
| Total debt securities | $1,933,271,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $366,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,850,234,000 | 126 |
| U.S. Government securities | $1,760,896,000 | 105 |
| U.S. Treasury securities | $218,417,000 | 37 |
| U.S. Government agency obligations | $1,542,479,000 | 109 |
| Securities issued by states & political subdivisions | $88,547,000 | 136 |
| Other domestic debt securities | $591,000 | 3,143 |
| Privately issued residential mortgage-backed securities | $591,000 | 810 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $200,000 | 188 |
| 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 | $1,694,610,000 | 64 |
| Mortgage-backed securities | $264,886,000 | 334 |
| Certificates of participation in pools of residential mortgages | $218,604,000 | 240 |
| Issued or guaranteed by U.S. | $218,604,000 | 233 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $46,282,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $45,691,000 | 455 |
| Privately issued | $591,000 | 717 |
| 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) | $885,574,000 | 29 |
| Available-for-sale securities (fair market value) | $964,660,000 | 158 |
| Total debt securities | $1,850,234,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $433,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,341,798,000 | 105 |
| U.S. Government securities | $2,249,340,000 | 82 |
| U.S. Treasury securities | $121,809,000 | 62 |
| U.S. Government agency obligations | $2,127,531,000 | 84 |
| Securities issued by states & political subdivisions | $89,554,000 | 137 |
| Other domestic debt securities | $2,704,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $2,704,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $200,000 | 191 |
| 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 | $2,183,947,000 | 53 |
| Mortgage-backed securities | $96,637,000 | 641 |
| Certificates of participation in pools of residential mortgages | $17,232,000 | 1,622 |
| Issued or guaranteed by U.S. | $17,232,000 | 1,612 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $79,405,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $76,701,000 | 314 |
| Privately issued | $2,704,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,070,108,000 | 23 |
| Available-for-sale securities (fair market value) | $1,271,690,000 | 136 |
| Total debt securities | $2,341,798,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $507,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,799,441,000 | 117 |
| U.S. Government securities | $1,654,168,000 | 92 |
| U.S. Treasury securities | $94,249,000 | 81 |
| U.S. Government agency obligations | $1,559,919,000 | 91 |
| Securities issued by states & political subdivisions | $54,508,000 | 232 |
| Other domestic debt securities | $90,515,000 | 199 |
| Privately issued residential mortgage-backed securities | $90,515,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $250,000 | 195 |
| 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 | $1,678,835,000 | 49 |
| Mortgage-backed securities | $360,273,000 | 230 |
| Certificates of participation in pools of residential mortgages | $23,579,000 | 1,142 |
| Issued or guaranteed by U.S. | $23,579,000 | 1,135 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $336,694,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $246,179,000 | 130 |
| Privately issued | $90,515,000 | 92 |
| 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) | $366,329,000 | 68 |
| Available-for-sale securities (fair market value) | $1,433,112,000 | 121 |
| Total debt securities | $1,799,441,000 | 114 |
| Structured notes | ||
| Amortized cost | $216,162,000 | 3 |
| Fair value | $216,593,000 | 3 |
| Trading account assets | $867,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,679,058,000 | 76 |
| U.S. Government securities | $2,436,611,000 | 55 |
| U.S. Treasury securities | $158,800,000 | 57 |
| U.S. Government agency obligations | $2,277,811,000 | 53 |
| Securities issued by states & political subdivisions | $34,133,000 | 427 |
| Other domestic debt securities | $128,426,000 | 146 |
| Privately issued residential mortgage-backed securities | $128,426,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $250,000 | 189 |
| Equity securities | $79,638,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,163,067,000 | 38 |
| Mortgage-backed securities | $548,976,000 | 145 |
| Certificates of participation in pools of residential mortgages | $30,059,000 | 799 |
| Issued or guaranteed by U.S. | $30,059,000 | 792 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $518,917,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $390,491,000 | 77 |
| Privately issued | $128,426,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,571,743,000 | 22 |
| Available-for-sale securities (fair market value) | $1,107,315,000 | 129 |
| Total debt securities | $2,599,420,000 | 76 |
| Structured notes | ||
| Amortized cost | $464,509,000 | 1 |
| Fair value | $448,935,000 | 1 |
| Trading account assets | $6,002,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $3,028,521,000 | 70 |
| U.S. Government securities | $2,757,314,000 | 53 |
| U.S. Treasury securities | $343,175,000 | 37 |
| U.S. Government agency obligations | $2,414,139,000 | 53 |
| Securities issued by states & political subdivisions | $38,716,000 | 352 |
| Other domestic debt securities | $152,603,000 | 138 |
| Privately issued residential mortgage-backed securities | $152,603,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $250,000 | 206 |
| Equity securities | $79,638,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,850,044,000 | 32 |
| Mortgage-backed securities | $678,096,000 | 144 |
| Certificates of participation in pools of residential mortgages | $37,502,000 | 745 |
| Issued or guaranteed by U.S. | $37,502,000 | 737 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $640,594,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $487,991,000 | 71 |
| Privately issued | $152,603,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,699,301,000 | 20 |
| Available-for-sale securities (fair market value) | $1,329,220,000 | 118 |
| Total debt securities | $2,948,883,000 | 68 |
| Structured notes | ||
| Amortized cost | $512,490,000 | 1 |
| Fair value | $494,433,000 | 1 |
| Trading account assets | $729,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,936,043,000 | 64 |
| U.S. Government securities | $2,615,045,000 | 55 |
| U.S. Treasury securities | $291,742,000 | 52 |
| U.S. Government agency obligations | $2,323,303,000 | 52 |
| Securities issued by states & political subdivisions | $43,830,000 | 287 |
| Other domestic debt securities | $197,280,000 | 108 |
| Privately issued residential mortgage-backed securities | $197,280,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $250,000 | 205 |
| Equity securities | $79,638,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,661,340,000 | 33 |
| Mortgage-backed securities | $853,833,000 | 123 |
| Certificates of participation in pools of residential mortgages | $48,470,000 | 649 |
| Issued or guaranteed by U.S. | $48,470,000 | 643 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $805,363,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $608,083,000 | 57 |
| Privately issued | $197,280,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,254,784,000 | 13 |
| Available-for-sale securities (fair market value) | $681,259,000 | 179 |
| Total debt securities | $2,856,405,000 | 64 |
| Structured notes | ||
| Amortized cost | $567,780,000 | 1 |
| Fair value | $568,058,000 | 1 |
| Trading account assets | $1,197,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,930,619,000 | 89 |
| U.S. Government securities | $1,854,714,000 | 70 |
| U.S. Treasury securities | $485,695,000 | 43 |
| U.S. Government agency obligations | $1,369,019,000 | 81 |
| Securities issued by states & political subdivisions | $49,790,000 | 206 |
| Other domestic debt securities | $10,087,000 | 565 |
| Privately issued residential mortgage-backed securities | $10,087,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $200,000 | 235 |
| Equity securities | $15,828,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,610,880,000 | 50 |
| Mortgage-backed securities | $489,158,000 | 169 |
| Certificates of participation in pools of residential mortgages | $60,627,000 | 564 |
| Issued or guaranteed by U.S. | $60,627,000 | 553 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $428,531,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $418,444,000 | 69 |
| Privately issued | $10,087,000 | 162 |
| 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) | $1,728,629,000 | 23 |
| Available-for-sale securities (fair market value) | $201,990,000 | 452 |
| Total debt securities | $1,914,791,000 | 87 |
| Structured notes | ||
| Amortized cost | $808,023,000 | 1 |
| Fair value | $808,688,000 | 1 |
| Trading account assets | $1,181,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,222,301,000 | 144 |
| U.S. Government securities | $1,133,797,000 | 125 |
| U.S. Treasury securities | $358,042,000 | 71 |
| U.S. Government agency obligations | $775,755,000 | 139 |
| Securities issued by states & political subdivisions | $63,980,000 | 147 |
| Other domestic debt securities | $11,503,000 | 518 |
| Privately issued residential mortgage-backed securities | $11,503,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $175,000 | 268 |
| Equity securities | $12,846,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $873,031,000 | 86 |
| Mortgage-backed securities | $537,197,000 | 169 |
| Certificates of participation in pools of residential mortgages | $74,127,000 | 514 |
| Issued or guaranteed by U.S. | $74,127,000 | 505 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $463,070,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $451,567,000 | 53 |
| Privately issued | $11,503,000 | 166 |
| 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) | $973,895,000 | 56 |
| Available-for-sale securities (fair market value) | $248,406,000 | 396 |
| Total debt securities | $1,209,455,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $1,560,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,504,758,000 | 126 |
| U.S. Government securities | $1,398,623,000 | 114 |
| U.S. Treasury securities | $398,961,000 | 79 |
| U.S. Government agency obligations | $999,662,000 | 111 |
| Securities issued by states & political subdivisions | $75,131,000 | 126 |
| Other domestic debt securities | $17,341,000 | 484 |
| Privately issued residential mortgage-backed securities | $17,341,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $150,000 | 335 |
| Equity securities | $13,513,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,009,000 | 67 |
| Mortgage-backed securities | $574,854,000 | 174 |
| Certificates of participation in pools of residential mortgages | $85,150,000 | 467 |
| Issued or guaranteed by U.S. | $85,150,000 | 454 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $489,704,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $472,363,000 | 66 |
| Privately issued | $17,341,000 | 145 |
| 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) | $648,358,000 | 85 |
| Available-for-sale securities (fair market value) | $856,400,000 | 146 |
| Total debt securities | $1,491,245,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $17,444,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,796,204,000 | 106 |
| U.S. Government securities | $1,698,208,000 | 90 |
| U.S. Treasury securities | $964,771,000 | 43 |
| U.S. Government agency obligations | $733,437,000 | 144 |
| Securities issued by states & political subdivisions | $64,273,000 | 162 |
| Other domestic debt securities | $30,455,000 | 351 |
| Privately issued residential mortgage-backed securities | $22,872,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,583,000 | 665 |
| Foreign debt securities | $100,000 | 380 |
| Equity securities | $3,168,000 | 928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $770,744,000 | 91 |
| Mortgage-backed securities | $730,462,000 | 149 |
| Certificates of participation in pools of residential mortgages | $99,683,000 | 430 |
| Issued or guaranteed by U.S. | $99,683,000 | 416 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $630,779,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $607,907,000 | 58 |
| Privately issued | $22,872,000 | 134 |
| 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) | $1,789,056,000 | 56 |
| Available-for-sale securities (fair market value) | $7,148,000 | 5,804 |
| Total debt securities | $1,793,036,000 | 104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $29,054,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $2,039,333,000 | 84 |
| U.S. Government securities | $1,944,781,000 | 71 |
| U.S. Treasury securities | $1,271,832,000 | 33 |
| U.S. Government agency obligations | $672,949,000 | 152 |
| Securities issued by states & political subdivisions | $54,935,000 | 188 |
| Other domestic debt securities | $39,567,000 | 348 |
| Privately issued residential mortgage-backed securities | $29,645,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,922,000 | 626 |
| Foreign debt securities | $50,000 | 447 |
| 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 | $1,207,315,000 | 57 |
| Mortgage-backed securities | $702,097,000 | 151 |
| Certificates of participation in pools of residential mortgages | $25,630,000 | 1,244 |
| Issued or guaranteed by U.S. | $25,630,000 | 1,216 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $676,467,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $646,822,000 | 56 |
| Privately issued | $29,645,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,039,333,000 | 80 |
| 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 | $1,304,686,000 | 133 |
| U.S. Government securities | $1,213,654,000 | 115 |
| U.S. Treasury securities | $132,688,000 | 286 |
| U.S. Government agency obligations | $1,080,966,000 | 77 |
| Securities issued by states & political subdivisions | $78,278,000 | 120 |
| Other domestic debt securities | $12,553,000 | 887 |
| Privately issued residential mortgage-backed securities | $2,577,000 | 1,024 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,976,000 | 716 |
| Foreign debt securities | $201,000 | 375 |
| 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 | $666,572,000 | 90 |
| Mortgage-backed securities | $453,329,000 | 206 |
| Certificates of participation in pools of residential mortgages | $18,417,000 | 1,627 |
| Issued or guaranteed by U.S. | $18,417,000 | 1,590 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $434,912,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $432,335,000 | 81 |
| Privately issued | $2,577,000 | 762 |
| 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 | $1,304,686,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |