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Doral Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $200,560,000 | 749 |
| U.S. Government securities | $170,414,000 | 608 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $170,414,000 | 581 |
| Securities issued by states & political subdivisions | $100,000 | 5,226 |
| Other domestic debt securities | $30,046,000 | 299 |
| Privately issued residential mortgage-backed securities | $10,540,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $19,506,000 | 261 |
| 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 | $9,068,000 | 3,358 |
| Mortgage-backed securities | $180,954,000 | 417 |
| Certificates of participation in pools of residential mortgages | $170,414,000 | 265 |
| Issued or guaranteed by U.S. | $170,414,000 | 264 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,540,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $10,540,000 | 119 |
| 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) | $100,000 | 2,334 |
| Available-for-sale securities (fair market value) | $200,460,000 | 646 |
| Total debt securities | $200,562,000 | 740 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $15,969,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $149,000 | 135 |
| 2014-09-30 | Rank | |
| Total securities | $205,132,000 | 741 |
| U.S. Government securities | $174,988,000 | 598 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $174,988,000 | 572 |
| Securities issued by states & political subdivisions | $100,000 | 5,285 |
| Other domestic debt securities | $30,044,000 | 297 |
| Privately issued residential mortgage-backed securities | $10,497,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $19,547,000 | 262 |
| 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 | $14,244,000 | 2,730 |
| Mortgage-backed securities | $185,485,000 | 413 |
| Certificates of participation in pools of residential mortgages | $174,988,000 | 257 |
| Issued or guaranteed by U.S. | $174,988,000 | 256 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,497,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $10,497,000 | 129 |
| 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) | $100,000 | 2,377 |
| Available-for-sale securities (fair market value) | $205,032,000 | 632 |
| Total debt securities | $205,133,000 | 731 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $15,677,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $195,000 | 129 |
| 2014-06-30 | Rank | |
| Total securities | $213,101,000 | 719 |
| U.S. Government securities | $182,448,000 | 586 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $182,448,000 | 565 |
| Securities issued by states & political subdivisions | $100,000 | 5,344 |
| Other domestic debt securities | $30,553,000 | 312 |
| Privately issued residential mortgage-backed securities | $10,595,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $19,958,000 | 271 |
| 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 | $204,930,000 | 345 |
| Mortgage-backed securities | $193,043,000 | 409 |
| Certificates of participation in pools of residential mortgages | $182,448,000 | 253 |
| Issued or guaranteed by U.S. | $182,448,000 | 252 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,595,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $10,595,000 | 135 |
| 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) | $100,000 | 2,391 |
| Available-for-sale securities (fair market value) | $213,001,000 | 619 |
| Total debt securities | $213,101,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $17,445,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $256,000 | 128 |
| 2014-03-31 | Rank | |
| Total securities | $224,336,000 | 685 |
| U.S. Government securities | $188,858,000 | 563 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $188,858,000 | 542 |
| Securities issued by states & political subdivisions | $100,000 | 5,390 |
| Other domestic debt securities | $35,378,000 | 294 |
| Privately issued residential mortgage-backed securities | $10,553,000 | 148 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $24,825,000 | 247 |
| 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 | $12,751,000 | 2,921 |
| Mortgage-backed securities | $199,411,000 | 404 |
| Certificates of participation in pools of residential mortgages | $188,858,000 | 253 |
| Issued or guaranteed by U.S. | $188,858,000 | 252 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,553,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $10,553,000 | 140 |
| 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) | $100,000 | 2,407 |
| Available-for-sale securities (fair market value) | $224,236,000 | 593 |
| Total debt securities | $224,336,000 | 674 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $17,108,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $20,000 | 138 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $203,765,000 | 751 |
| U.S. Government securities | $173,317,000 | 611 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $173,317,000 | 585 |
| Securities issued by states & political subdivisions | $100,000 | 5,449 |
| Other domestic debt securities | $30,348,000 | 336 |
| Privately issued residential mortgage-backed securities | $5,170,000 | 229 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $25,178,000 | 244 |
| 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 | $17,325,000 | 2,461 |
| Mortgage-backed securities | $178,487,000 | 431 |
| Certificates of participation in pools of residential mortgages | $173,317,000 | 270 |
| Issued or guaranteed by U.S. | $173,317,000 | 269 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,170,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $5,170,000 | 217 |
| 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) | $100,000 | 2,438 |
| Available-for-sale securities (fair market value) | $203,665,000 | 653 |
| Total debt securities | $203,765,000 | 740 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $15,889,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $286,000 | 119 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $211,795,000 | 727 |
| U.S. Government securities | $180,658,000 | 591 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $180,658,000 | 571 |
| Securities issued by states & political subdivisions | $100,000 | 5,482 |
| Other domestic debt securities | $31,037,000 | 337 |
| Privately issued residential mortgage-backed securities | $5,021,000 | 245 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $26,016,000 | 235 |
| 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 | $176,821,000 | 377 |
| Mortgage-backed securities | $185,679,000 | 424 |
| Certificates of participation in pools of residential mortgages | $180,658,000 | 252 |
| Issued or guaranteed by U.S. | $180,658,000 | 250 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,021,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $5,021,000 | 232 |
| 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) | $100,000 | 2,437 |
| Available-for-sale securities (fair market value) | $211,695,000 | 642 |
| Total debt securities | $211,794,000 | 715 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $551,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $1,505,000 | 89 |
| 2013-06-30 | Rank | |
| Total securities | $210,565,000 | 736 |
| U.S. Government securities | $178,753,000 | 598 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $178,753,000 | 583 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $31,812,000 | 333 |
| Privately issued residential mortgage-backed securities | $5,169,000 | 254 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $26,643,000 | 240 |
| 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 | $173,138,000 | 378 |
| Mortgage-backed securities | $183,922,000 | 428 |
| Certificates of participation in pools of residential mortgages | $178,753,000 | 254 |
| Issued or guaranteed by U.S. | $178,753,000 | 252 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,169,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $5,169,000 | 241 |
| 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) | $210,565,000 | 657 |
| Total debt securities | $210,565,000 | 726 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $2,116,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $1,556,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $232,029,000 | 675 |
| U.S. Government securities | $199,191,000 | 549 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $199,191,000 | 532 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $32,838,000 | 330 |
| Privately issued residential mortgage-backed securities | $5,255,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $27,583,000 | 233 |
| 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 | $198,932,000 | 339 |
| Mortgage-backed securities | $204,446,000 | 396 |
| Certificates of participation in pools of residential mortgages | $199,191,000 | 233 |
| Issued or guaranteed by U.S. | $199,191,000 | 232 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,255,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $5,255,000 | 263 |
| 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) | $232,029,000 | 608 |
| Total debt securities | $232,029,000 | 663 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $615,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $189,000 | 114 |
| 2012-12-31 | Rank | |
| Total securities | $242,696,000 | 633 |
| U.S. Government securities | $208,327,000 | 519 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $208,327,000 | 499 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $34,369,000 | 314 |
| Privately issued residential mortgage-backed securities | $5,691,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $28,678,000 | 215 |
| 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 | $207,849,000 | 324 |
| Mortgage-backed securities | $214,018,000 | 383 |
| Certificates of participation in pools of residential mortgages | $207,105,000 | 220 |
| Issued or guaranteed by U.S. | $207,105,000 | 218 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,913,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $1,222,000 | 2,829 |
| Privately issued | $5,691,000 | 256 |
| 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) | $242,696,000 | 564 |
| Total debt securities | $242,696,000 | 623 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $634,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $15,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $142,000 | 114 |
| 2012-09-30 | Rank | |
| Total securities | $421,149,000 | 363 |
| U.S. Government securities | $385,557,000 | 296 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $385,557,000 | 288 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $35,592,000 | 317 |
| Privately issued residential mortgage-backed securities | $6,266,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $29,326,000 | 221 |
| 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 | $355,203,000 | 200 |
| Mortgage-backed securities | $391,823,000 | 250 |
| Certificates of participation in pools of residential mortgages | $379,259,000 | 142 |
| Issued or guaranteed by U.S. | $379,259,000 | 141 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,564,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,298,000 | 1,829 |
| Privately issued | $6,266,000 | 272 |
| 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) | $421,149,000 | 320 |
| Total debt securities | $421,149,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $631,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $2,287,000 | 80 |
| 2012-06-30 | Rank | |
| Total securities | $591,321,000 | 266 |
| U.S. Government securities | $555,064,000 | 210 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $555,064,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $36,257,000 | 317 |
| Privately issued residential mortgage-backed securities | $6,497,000 | 296 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $29,760,000 | 220 |
| 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 | $519,588,000 | 143 |
| Mortgage-backed securities | $561,561,000 | 176 |
| Certificates of participation in pools of residential mortgages | $541,892,000 | 114 |
| Issued or guaranteed by U.S. | $541,892,000 | 113 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,669,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $13,172,000 | 1,286 |
| Privately issued | $6,497,000 | 288 |
| 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) | $591,321,000 | 237 |
| Total debt securities | $591,321,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $622,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $341,000 | 101 |
| 2012-03-31 | Rank | |
| Total securities | $557,824,000 | 287 |
| U.S. Government securities | $519,808,000 | 228 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $519,808,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $38,016,000 | 293 |
| Privately issued residential mortgage-backed securities | $6,551,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,485,000 | 145 |
| Other domestic debt securities - All other | $29,980,000 | 211 |
| 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 | $549,127,000 | 141 |
| Mortgage-backed securities | $526,359,000 | 186 |
| Certificates of participation in pools of residential mortgages | $500,438,000 | 119 |
| Issued or guaranteed by U.S. | $500,438,000 | 118 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,921,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $19,370,000 | 1,036 |
| Privately issued | $6,551,000 | 307 |
| 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) | $557,824,000 | 250 |
| Total debt securities | $557,824,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $733,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $41,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $84,000 | 108 |
| 2011-12-31 | Rank | |
| Total securities | $425,735,000 | 358 |
| U.S. Government securities | $386,691,000 | 297 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $386,691,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $39,044,000 | 294 |
| Privately issued residential mortgage-backed securities | $6,748,000 | 366 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,818,000 | 128 |
| Other domestic debt securities - All other | $30,478,000 | 192 |
| 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 | $379,004,000 | 174 |
| Mortgage-backed securities | $393,439,000 | 244 |
| Certificates of participation in pools of residential mortgages | $360,489,000 | 146 |
| Issued or guaranteed by U.S. | $360,489,000 | 146 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $32,950,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $26,202,000 | 808 |
| Privately issued | $6,748,000 | 355 |
| 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) | $425,735,000 | 319 |
| Total debt securities | $425,735,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $926,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $205,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $236,000 | 84 |
| 2011-09-30 | Rank | |
| Total securities | $648,941,000 | 233 |
| U.S. Government securities | $629,926,000 | 181 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $629,926,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $19,015,000 | 488 |
| Privately issued residential mortgage-backed securities | $7,085,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $2,232,000 | 115 |
| Other domestic debt securities - All other | $9,698,000 | 436 |
| 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 | $579,730,000 | 124 |
| Mortgage-backed securities | $530,013,000 | 175 |
| Certificates of participation in pools of residential mortgages | $485,884,000 | 114 |
| Issued or guaranteed by U.S. | $485,884,000 | 113 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $44,129,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $37,044,000 | 622 |
| Privately issued | $7,085,000 | 368 |
| 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) | $648,941,000 | 204 |
| Total debt securities | $648,941,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $722,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $228,000 | 85 |
| 2011-06-30 | Rank | |
| Total securities | $649,718,000 | 232 |
| U.S. Government securities | $630,512,000 | 184 |
| U.S. Treasury securities | $209,000 | 1,151 |
| U.S. Government agency obligations | $630,303,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $19,206,000 | 474 |
| Privately issued residential mortgage-backed securities | $7,283,000 | 395 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,069,000 | 127 |
| Other domestic debt securities - All other | $9,854,000 | 392 |
| 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 | $586,284,000 | 126 |
| Mortgage-backed securities | $556,586,000 | 164 |
| Certificates of participation in pools of residential mortgages | $446,955,000 | 121 |
| Issued or guaranteed by U.S. | $446,955,000 | 120 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $109,631,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $102,348,000 | 293 |
| Privately issued | $7,283,000 | 378 |
| 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) | $649,718,000 | 205 |
| Total debt securities | $649,719,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $839,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $9,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $53,000 | 88 |
| 2011-03-31 | Rank | |
| Total securities | $1,356,529,000 | 131 |
| U.S. Government securities | $1,337,317,000 | 111 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,337,317,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $19,212,000 | 486 |
| Privately issued residential mortgage-backed securities | $7,336,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,942,000 | 127 |
| Other domestic debt securities - All other | $9,934,000 | 390 |
| 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 | $1,287,333,000 | 77 |
| Mortgage-backed securities | $1,294,668,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,091,959,000 | 73 |
| Issued or guaranteed by U.S. | $1,091,959,000 | 72 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $202,709,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $195,373,000 | 175 |
| Privately issued | $7,336,000 | 396 |
| 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) | $1,356,529,000 | 112 |
| Total debt securities | $1,356,529,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $942,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $137,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $24,000 | 85 |
| 2010-12-31 | Rank | |
| Total securities | $1,487,635,000 | 125 |
| U.S. Government securities | $1,473,169,000 | 100 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,473,169,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $14,466,000 | 606 |
| Privately issued residential mortgage-backed securities | $7,388,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,915,000 | 129 |
| Other domestic debt securities - All other | $5,163,000 | 596 |
| 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 | $1,458,992,000 | 69 |
| Mortgage-backed securities | $1,445,565,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,132,735,000 | 68 |
| Issued or guaranteed by U.S. | $1,132,735,000 | 67 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $312,830,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $305,442,000 | 117 |
| Privately issued | $7,388,000 | 414 |
| 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) | $1,487,635,000 | 107 |
| Total debt securities | $1,487,635,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $779,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $13,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $741,000 | 75 |
| 2010-09-30 | Rank | |
| Total securities | $1,502,902,000 | 118 |
| U.S. Government securities | $1,492,984,000 | 91 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,492,984,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $9,918,000 | 781 |
| Privately issued residential mortgage-backed securities | $7,818,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,100,000 | 129 |
| 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 | $1,492,983,000 | 67 |
| Mortgage-backed securities | $1,500,802,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,136,943,000 | 67 |
| Issued or guaranteed by U.S. | $1,136,943,000 | 66 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $363,859,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $356,041,000 | 90 |
| Privately issued | $7,818,000 | 433 |
| 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) | $1,502,902,000 | 99 |
| Total debt securities | $1,502,902,000 | 116 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $2,100,000 | 1,829 |
| Trading account assets | $746,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $5,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $188,000 | 78 |
| 2010-06-30 | Rank | |
| Total securities | $2,369,065,000 | 79 |
| U.S. Government securities | $2,337,298,000 | 69 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,337,298,000 | 64 |
| Securities issued by states & political subdivisions | $22,172,000 | 1,148 |
| Other domestic debt securities | $9,595,000 | 811 |
| Privately issued residential mortgage-backed securities | $7,780,000 | 482 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,815,000 | 144 |
| 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 | $1,767,116,000 | 56 |
| Mortgage-backed securities | $2,345,078,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,624,989,000 | 50 |
| Issued or guaranteed by U.S. | $1,624,989,000 | 49 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $720,089,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $712,309,000 | 55 |
| Privately issued | $7,780,000 | 466 |
| 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) | $2,369,065,000 | 68 |
| Total debt securities | $2,369,065,000 | 80 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $1,815,000 | 2,157 |
| Trading account assets | $3,849,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $3,017,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $183,000 | 74 |
| 2010-03-31 | Rank | |
| Total securities | $2,088,566,000 | 89 |
| U.S. Government securities | $1,787,113,000 | 80 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,787,113,000 | 76 |
| Securities issued by states & political subdivisions | $37,858,000 | 609 |
| Other domestic debt securities | $263,595,000 | 88 |
| Privately issued residential mortgage-backed securities | $261,735,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,860,000 | 149 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,823,962,000 | 52 |
| Mortgage-backed securities | $2,048,848,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,037,795,000 | 66 |
| Issued or guaranteed by U.S. | $1,037,795,000 | 65 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,011,053,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $749,318,000 | 51 |
| Privately issued | $261,735,000 | 48 |
| 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) | $2,088,566,000 | 76 |
| Total debt securities | $2,088,566,000 | 90 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $1,860,000 | 1,933 |
| Trading account assets | $1,016,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $220,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $673,000 | 78 |
| 2009-12-31 | Rank | |
| Total securities | $2,735,441,000 | 74 |
| U.S. Government securities | $2,400,656,000 | 66 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,400,656,000 | 65 |
| Securities issued by states & political subdivisions | $62,421,000 | 316 |
| Other domestic debt securities | $272,364,000 | 94 |
| Privately issued residential mortgage-backed securities | $270,714,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,650,000 | 170 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,453,711,000 | 40 |
| Mortgage-backed securities | $2,669,297,000 | 54 |
| Certificates of participation in pools of residential mortgages | $918,271,000 | 72 |
| Issued or guaranteed by U.S. | $918,271,000 | 71 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,751,026,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,480,312,000 | 35 |
| Privately issued | $270,714,000 | 49 |
| 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) | $2,735,441,000 | 64 |
| Total debt securities | $2,735,441,000 | 75 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $1,650,000 | 1,731 |
| Trading account assets | $2,003,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $1,110,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $1,905,000 | 69 |
| 2009-09-30 | Rank | |
| Total securities | $3,274,650,000 | 69 |
| U.S. Government securities | $2,929,540,000 | 59 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,929,540,000 | 58 |
| Securities issued by states & political subdivisions | $67,704,000 | 274 |
| Other domestic debt securities | $277,406,000 | 102 |
| Privately issued residential mortgage-backed securities | $275,509,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,897,000 | 182 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,729,410,000 | 41 |
| Mortgage-backed securities | $3,202,956,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,039,122,000 | 68 |
| Issued or guaranteed by U.S. | $1,039,122,000 | 66 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,163,834,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,888,325,000 | 28 |
| Privately issued | $275,509,000 | 52 |
| 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) | $3,274,650,000 | 61 |
| Total debt securities | $3,274,650,000 | 71 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 822 |
| Fair value | $1,897,000 | 1,229 |
| Trading account assets | $1,090,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $368,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $501,000 | 76 |
| 2009-06-30 | Rank | |
| Total securities | $2,959,546,000 | 74 |
| U.S. Government securities | $2,592,572,000 | 60 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,592,572,000 | 56 |
| Securities issued by states & political subdivisions | $78,177,000 | 220 |
| Other domestic debt securities | $288,797,000 | 103 |
| Privately issued residential mortgage-backed securities | $287,057,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,740,000 | 194 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,655,246,000 | 39 |
| Mortgage-backed securities | $2,746,792,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,167,533,000 | 63 |
| Issued or guaranteed by U.S. | $1,167,533,000 | 61 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,579,259,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,292,202,000 | 37 |
| Privately issued | $287,057,000 | 53 |
| 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) | $2,959,546,000 | 65 |
| Total debt securities | $2,959,546,000 | 74 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 542 |
| Fair value | $1,740,000 | 883 |
| Trading account assets | $1,275,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $572,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $352,000 | 75 |
| 2009-03-31 | Rank | |
| Total securities | $3,250,694,000 | 68 |
| U.S. Government securities | $2,858,395,000 | 52 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,858,395,000 | 49 |
| Securities issued by states & political subdivisions | $83,165,000 | 196 |
| Other domestic debt securities | $309,109,000 | 98 |
| Privately issued residential mortgage-backed securities | $307,549,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,560,000 | 1,287 |
| Foreign debt securities | $25,000 | 166 |
| 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 | $2,941,560,000 | 37 |
| Mortgage-backed securities | $2,972,871,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,029,678,000 | 69 |
| Issued or guaranteed by U.S. | $1,029,678,000 | 68 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,943,193,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,635,644,000 | 29 |
| Privately issued | $307,549,000 | 54 |
| 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) | $3,250,694,000 | 57 |
| Total debt securities | $3,250,694,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $177,230,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $174,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $457,000 | 61 |
| 2008-12-31 | Rank | |
| Total securities | $3,323,529,000 | 64 |
| U.S. Government securities | $2,881,916,000 | 50 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,881,916,000 | 49 |
| Securities issued by states & political subdivisions | $89,638,000 | 183 |
| Other domestic debt securities | $351,950,000 | 84 |
| Privately issued residential mortgage-backed securities | $350,000,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,146 |
| Foreign debt securities | $25,000 | 159 |
| 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 | $2,945,836,000 | 39 |
| Mortgage-backed securities | $2,985,826,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,058,777,000 | 70 |
| Issued or guaranteed by U.S. | $1,058,777,000 | 66 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,927,049,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,577,049,000 | 26 |
| Privately issued | $350,000,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,323,529,000 | 55 |
| Total debt securities | $3,323,529,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $199,698,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $287,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $187,000 | 60 |
| 2008-09-30 | Rank | |
| Total securities | $2,759,843,000 | 70 |
| U.S. Government securities | $2,425,456,000 | 55 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,425,456,000 | 53 |
| Securities issued by states & political subdivisions | $37,925,000 | 494 |
| Other domestic debt securities | $296,437,000 | 92 |
| Privately issued residential mortgage-backed securities | $294,097,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,340,000 | 1,007 |
| Foreign debt securities | $25,000 | 169 |
| 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 | $2,250,117,000 | 47 |
| Mortgage-backed securities | $2,455,483,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,037,382,000 | 69 |
| Issued or guaranteed by U.S. | $1,037,382,000 | 65 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,418,101,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,124,004,000 | 31 |
| Privately issued | $294,097,000 | 60 |
| 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) | $2,759,843,000 | 60 |
| Total debt securities | $2,759,843,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $181,924,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $2,001,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,829,996,000 | 73 |
| U.S. Government securities | $2,411,686,000 | 56 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,411,686,000 | 55 |
| Securities issued by states & political subdivisions | $47,365,000 | 376 |
| Other domestic debt securities | $370,920,000 | 88 |
| Privately issued residential mortgage-backed securities | $368,190,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,730,000 | 1,008 |
| Foreign debt securities | $25,000 | 174 |
| 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 | $2,427,142,000 | 45 |
| Mortgage-backed securities | $2,084,331,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,051,576,000 | 67 |
| Issued or guaranteed by U.S. | $1,051,576,000 | 65 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,032,755,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $664,565,000 | 47 |
| Privately issued | $368,190,000 | 57 |
| 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) | $2,829,996,000 | 62 |
| Total debt securities | $2,829,996,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $180,555,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $2,246,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $539,000 | 59 |
| 2008-03-31 | Rank | |
| Total securities | $2,938,287,000 | 72 |
| U.S. Government securities | $2,491,291,000 | 54 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,491,291,000 | 53 |
| Securities issued by states & political subdivisions | $42,748,000 | 448 |
| Other domestic debt securities | $404,223,000 | 82 |
| Privately issued residential mortgage-backed securities | $401,433,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,790,000 | 975 |
| Foreign debt securities | $25,000 | 187 |
| 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 | $2,488,187,000 | 40 |
| Mortgage-backed securities | $2,028,556,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,005,818,000 | 74 |
| Issued or guaranteed by U.S. | $1,005,818,000 | 72 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,022,738,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $621,305,000 | 46 |
| Privately issued | $401,433,000 | 56 |
| 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) | $2,938,287,000 | 61 |
| Total debt securities | $2,938,287,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $152,070,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $992,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $756,000 | 58 |
| 2007-12-31 | Rank | |
| Total securities | $1,869,079,000 | 108 |
| U.S. Government securities | $1,341,692,000 | 97 |
| U.S. Treasury securities | $225,593,000 | 23 |
| U.S. Government agency obligations | $1,116,099,000 | 108 |
| Securities issued by states & political subdivisions | $21,786,000 | 976 |
| Other domestic debt securities | $505,576,000 | 72 |
| Privately issued residential mortgage-backed securities | $502,712,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,864,000 | 906 |
| Foreign debt securities | $25,000 | 189 |
| 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 | $1,681,760,000 | 60 |
| Mortgage-backed securities | $770,293,000 | 125 |
| Certificates of participation in pools of residential mortgages | $267,581,000 | 167 |
| Issued or guaranteed by U.S. | $267,581,000 | 160 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $502,712,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $502,712,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,869,079,000 | 90 |
| Total debt securities | $1,869,080,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $154,171,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $1,476,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $1,951,000 | 51 |
| 2007-09-30 | Rank | |
| Total securities | $1,905,039,000 | 109 |
| U.S. Government securities | $1,615,921,000 | 83 |
| U.S. Treasury securities | $498,242,000 | 12 |
| U.S. Government agency obligations | $1,117,679,000 | 109 |
| Securities issued by states & political subdivisions | $26,770,000 | 742 |
| Other domestic debt securities | $262,348,000 | 118 |
| Privately issued residential mortgage-backed securities | $262,323,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,188 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,479,225,000 | 68 |
| Mortgage-backed securities | $531,701,000 | 155 |
| Certificates of participation in pools of residential mortgages | $269,378,000 | 166 |
| Issued or guaranteed by U.S. | $269,378,000 | 159 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $262,323,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $262,323,000 | 72 |
| 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) | $1,642,716,000 | 20 |
| Available-for-sale securities (fair market value) | $262,323,000 | 404 |
| Total debt securities | $1,905,039,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $375,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $375,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,461,020,000 | 68 |
| U.S. Government securities | $3,428,835,000 | 48 |
| U.S. Treasury securities | $1,204,975,000 | 4 |
| U.S. Government agency obligations | $2,223,860,000 | 64 |
| Securities issued by states & political subdivisions | $32,135,000 | 594 |
| Other domestic debt securities | $50,000 | 2,814 |
| 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 | $50,000 | 2,140 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,142,542,000 | 38 |
| Mortgage-backed securities | $1,381,142,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,381,142,000 | 51 |
| Issued or guaranteed by U.S. | $1,381,142,000 | 48 |
| 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) | $1,651,703,000 | 18 |
| Available-for-sale securities (fair market value) | $1,809,317,000 | 99 |
| Total debt securities | $3,461,020,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $5,464,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $5,464,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,604,777,000 | 67 |
| U.S. Government securities | $3,572,592,000 | 47 |
| U.S. Treasury securities | $1,218,213,000 | 5 |
| U.S. Government agency obligations | $2,354,379,000 | 67 |
| Securities issued by states & political subdivisions | $32,135,000 | 589 |
| 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 | $50,000 | 191 |
| 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 | $3,511,477,000 | 38 |
| Mortgage-backed securities | $1,467,177,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,467,177,000 | 51 |
| Issued or guaranteed by U.S. | $1,467,177,000 | 48 |
| 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) | $1,704,468,000 | 20 |
| Available-for-sale securities (fair market value) | $1,900,309,000 | 92 |
| Total debt securities | $3,604,777,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $7,789,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $5,868,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,086,772,000 | 61 |
| U.S. Government securities | $4,054,587,000 | 42 |
| U.S. Treasury securities | $1,312,115,000 | 8 |
| U.S. Government agency obligations | $2,742,472,000 | 58 |
| Securities issued by states & political subdivisions | $32,135,000 | 585 |
| Other domestic debt securities | $50,000 | 2,891 |
| 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 | $50,000 | 2,252 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,911,881,000 | 32 |
| Mortgage-backed securities | $1,733,188,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,733,188,000 | 48 |
| Issued or guaranteed by U.S. | $1,733,188,000 | 45 |
| 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) | $1,809,193,000 | 17 |
| Available-for-sale securities (fair market value) | $2,277,579,000 | 86 |
| Total debt securities | $4,086,772,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $14,198,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $9,092,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,627,391,000 | 50 |
| U.S. Government securities | $5,595,206,000 | 34 |
| U.S. Treasury securities | $1,314,463,000 | 6 |
| U.S. Government agency obligations | $4,280,743,000 | 45 |
| Securities issued by states & political subdivisions | $32,135,000 | 581 |
| Other domestic debt securities | $50,000 | 2,939 |
| 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 | $50,000 | 2,295 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,523,686,000 | 27 |
| Mortgage-backed securities | $3,196,599,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,196,599,000 | 26 |
| Issued or guaranteed by U.S. | $3,196,599,000 | 24 |
| 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) | $1,815,451,000 | 18 |
| Available-for-sale securities (fair market value) | $3,811,940,000 | 60 |
| Total debt securities | $5,627,391,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $29,982,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $11,681,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,671,310,000 | 49 |
| U.S. Government securities | $5,647,125,000 | 32 |
| U.S. Treasury securities | $1,290,045,000 | 5 |
| U.S. Government agency obligations | $4,357,080,000 | 42 |
| Securities issued by states & political subdivisions | $24,135,000 | 792 |
| Other domestic debt securities | $50,000 | 3,018 |
| 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 | $50,000 | 2,377 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,584,457,000 | 27 |
| Mortgage-backed securities | $3,282,440,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,282,440,000 | 23 |
| Issued or guaranteed by U.S. | $3,282,440,000 | 22 |
| 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) | $1,814,382,000 | 16 |
| Available-for-sale securities (fair market value) | $3,856,928,000 | 58 |
| Total debt securities | $5,671,310,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $38,230,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $18,825,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,910,964,000 | 47 |
| U.S. Government securities | $5,888,346,000 | 32 |
| U.S. Treasury securities | $1,299,920,000 | 6 |
| U.S. Government agency obligations | $4,588,426,000 | 40 |
| Securities issued by states & political subdivisions | $22,543,000 | 852 |
| Other domestic debt securities | $75,000 | 3,059 |
| 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 | $75,000 | 2,463 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,737,868,000 | 27 |
| Mortgage-backed securities | $3,516,261,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,516,261,000 | 22 |
| Issued or guaranteed by U.S. | $3,516,261,000 | 21 |
| 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) | $1,821,444,000 | 18 |
| Available-for-sale securities (fair market value) | $4,089,520,000 | 55 |
| Total debt securities | $5,910,964,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $37,577,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $16,727,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,349,058,000 | 43 |
| U.S. Government securities | $6,326,503,000 | 29 |
| U.S. Treasury securities | $1,520,279,000 | 6 |
| U.S. Government agency obligations | $4,806,224,000 | 39 |
| Securities issued by states & political subdivisions | $22,480,000 | 852 |
| Other domestic debt securities | $75,000 | 3,156 |
| 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 | $75,000 | 2,586 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,179,480,000 | 26 |
| Mortgage-backed securities | $3,737,734,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,737,734,000 | 21 |
| Issued or guaranteed by U.S. | $3,737,734,000 | 20 |
| 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) | $1,826,085,000 | 20 |
| Available-for-sale securities (fair market value) | $4,522,973,000 | 48 |
| Total debt securities | $6,349,058,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $33,478,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $10,754,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,641,487,000 | 43 |
| U.S. Government securities | $6,618,932,000 | 30 |
| U.S. Treasury securities | $1,521,733,000 | 6 |
| U.S. Government agency obligations | $5,097,199,000 | 39 |
| Securities issued by states & political subdivisions | $22,480,000 | 846 |
| Other domestic debt securities | $75,000 | 3,211 |
| 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 | $75,000 | 2,651 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,448,065,000 | 20 |
| Mortgage-backed securities | $4,032,244,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,032,244,000 | 23 |
| Issued or guaranteed by U.S. | $4,032,244,000 | 20 |
| 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) | $1,855,529,000 | 19 |
| Available-for-sale securities (fair market value) | $4,785,958,000 | 44 |
| Total debt securities | $6,641,487,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $31,283,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $5,813,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,924,013,000 | 42 |
| U.S. Government securities | $6,901,458,000 | 29 |
| U.S. Treasury securities | $1,643,249,000 | 4 |
| U.S. Government agency obligations | $5,258,209,000 | 40 |
| Securities issued by states & political subdivisions | $22,480,000 | 837 |
| Other domestic debt securities | $75,000 | 3,257 |
| 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 | $75,000 | 2,724 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,820,072,000 | 19 |
| Mortgage-backed securities | $4,151,565,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,151,565,000 | 23 |
| Issued or guaranteed by U.S. | $4,151,565,000 | 21 |
| 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) | $1,922,038,000 | 23 |
| Available-for-sale securities (fair market value) | $5,001,975,000 | 42 |
| Total debt securities | $6,924,013,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $30,044,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $1,427,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,798,387,000 | 47 |
| U.S. Government securities | $6,775,832,000 | 31 |
| U.S. Treasury securities | $1,610,751,000 | 6 |
| U.S. Government agency obligations | $5,165,081,000 | 41 |
| Securities issued by states & political subdivisions | $22,480,000 | 835 |
| Other domestic debt securities | $75,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,000 | 2,799 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,779,643,000 | 18 |
| Mortgage-backed securities | $4,066,762,000 | 45 |
| Certificates of participation in pools of residential mortgages | $4,066,762,000 | 24 |
| Issued or guaranteed by U.S. | $4,066,762,000 | 22 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $1,938,386,000 | 20 |
| Available-for-sale securities (fair market value) | $4,860,001,000 | 45 |
| Total debt securities | $6,798,387,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $38,234,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $5,942,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,457,422,000 | 46 |
| U.S. Government securities | $6,434,867,000 | 33 |
| U.S. Treasury securities | $1,737,030,000 | 5 |
| U.S. Government agency obligations | $4,697,837,000 | 45 |
| Securities issued by states & political subdivisions | $22,480,000 | 841 |
| Other domestic debt securities | $75,000 | 3,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,000 | 2,875 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,097,263,000 | 23 |
| Mortgage-backed securities | $3,534,766,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,534,766,000 | 26 |
| Issued or guaranteed by U.S. | $3,534,766,000 | 25 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,002,793,000 | 18 |
| Available-for-sale securities (fair market value) | $4,454,629,000 | 51 |
| Total debt securities | $6,457,422,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $37,565,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,099,799,000 | 48 |
| U.S. Government securities | $6,077,244,000 | 36 |
| U.S. Treasury securities | $1,741,494,000 | 8 |
| U.S. Government agency obligations | $4,335,750,000 | 45 |
| Securities issued by states & political subdivisions | $22,480,000 | 846 |
| Other domestic debt securities | $75,000 | 3,429 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,000 | 2,947 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,170,208,000 | 28 |
| Mortgage-backed securities | $3,021,412,000 | 53 |
| Certificates of participation in pools of residential mortgages | $3,021,412,000 | 30 |
| Issued or guaranteed by U.S. | $3,021,412,000 | 27 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,190,383,000 | 17 |
| Available-for-sale securities (fair market value) | $3,909,416,000 | 56 |
| Total debt securities | $6,099,799,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $46,558,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $1,523,000 | 46 |
| 2004-06-30 | Rank | |
| Total securities | $4,618,430,000 | 62 |
| U.S. Government securities | $4,599,775,000 | 50 |
| U.S. Treasury securities | $2,001,801,000 | 9 |
| U.S. Government agency obligations | $2,597,974,000 | 76 |
| Securities issued by states & political subdivisions | $18,580,000 | 1,012 |
| Other domestic debt securities | $75,000 | 3,532 |
| 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 | $75,000 | 3,055 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,545,595,000 | 34 |
| Mortgage-backed securities | $1,162,093,000 | 119 |
| Certificates of participation in pools of residential mortgages | $1,162,093,000 | 77 |
| Issued or guaranteed by U.S. | $1,162,093,000 | 73 |
| 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) | $2,319,706,000 | 17 |
| Available-for-sale securities (fair market value) | $2,298,724,000 | 96 |
| Total debt securities | $4,618,430,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $2,652,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $13,303,000 | 37 |
| 2004-03-31 | Rank | |
| Total securities | $3,808,369,000 | 72 |
| U.S. Government securities | $3,789,739,000 | 56 |
| U.S. Treasury securities | $1,662,853,000 | 10 |
| U.S. Government agency obligations | $2,126,886,000 | 83 |
| Securities issued by states & political subdivisions | $18,580,000 | 1,036 |
| Other domestic debt securities | $50,000 | 3,663 |
| 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 | $50,000 | 3,157 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,968,086,000 | 43 |
| Mortgage-backed securities | $746,057,000 | 160 |
| Certificates of participation in pools of residential mortgages | $746,057,000 | 98 |
| Issued or guaranteed by U.S. | $746,057,000 | 95 |
| 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) | $1,796,773,000 | 19 |
| Available-for-sale securities (fair market value) | $2,011,596,000 | 105 |
| Total debt securities | $3,808,369,000 | 71 |
| 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 | $3,121,325,000 | 80 |
| U.S. Government securities | $3,102,695,000 | 66 |
| U.S. Treasury securities | $1,396,399,000 | 8 |
| U.S. Government agency obligations | $1,706,296,000 | 103 |
| Securities issued by states & political subdivisions | $18,580,000 | 1,047 |
| Other domestic debt securities | $50,000 | 3,702 |
| 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 | $50,000 | 3,292 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,801,547,000 | 49 |
| Mortgage-backed securities | $860,283,000 | 146 |
| Certificates of participation in pools of residential mortgages | $860,283,000 | 90 |
| Issued or guaranteed by U.S. | $860,283,000 | 87 |
| 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) | $1,318,093,000 | 22 |
| Available-for-sale securities (fair market value) | $1,803,232,000 | 114 |
| Total debt securities | $3,121,326,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $539,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,172,005,000 | 76 |
| U.S. Government securities | $3,153,375,000 | 63 |
| U.S. Treasury securities | $1,265,393,000 | 9 |
| U.S. Government agency obligations | $1,887,982,000 | 92 |
| Securities issued by states & political subdivisions | $13,580,000 | 1,451 |
| Other domestic debt securities | $5,050,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,050,000 | 1,099 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,909,819,000 | 43 |
| Mortgage-backed securities | $996,584,000 | 128 |
| Certificates of participation in pools of residential mortgages | $996,584,000 | 80 |
| Issued or guaranteed by U.S. | $996,584,000 | 78 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,364,566,000 | 22 |
| Available-for-sale securities (fair market value) | $1,807,439,000 | 111 |
| Total debt securities | $3,172,005,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,256,547,000 | 112 |
| U.S. Government securities | $2,237,917,000 | 86 |
| U.S. Treasury securities | $696,803,000 | 14 |
| U.S. Government agency obligations | $1,541,114,000 | 106 |
| Securities issued by states & political subdivisions | $13,580,000 | 1,434 |
| Other domestic debt securities | $5,050,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,050,000 | 1,125 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,784,000 | 69 |
| Mortgage-backed securities | $593,293,000 | 183 |
| Certificates of participation in pools of residential mortgages | $593,293,000 | 115 |
| Issued or guaranteed by U.S. | $593,293,000 | 113 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,059,720,000 | 22 |
| Available-for-sale securities (fair market value) | $1,196,827,000 | 144 |
| Total debt securities | $2,256,547,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,405,048,000 | 146 |
| U.S. Government securities | $1,383,348,000 | 124 |
| U.S. Treasury securities | $396,644,000 | 19 |
| U.S. Government agency obligations | $986,704,000 | 144 |
| Securities issued by states & political subdivisions | $16,650,000 | 1,096 |
| Other domestic debt securities | $5,050,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,050,000 | 1,125 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,381,946,000 | 75 |
| Mortgage-backed securities | $16,957,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $16,957,000 | 1,679 |
| Issued or guaranteed by U.S. | $16,957,000 | 1,673 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $702,902,000 | 40 |
| Available-for-sale securities (fair market value) | $702,146,000 | 209 |
| Total debt securities | $1,405,048,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $531,786,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,310,492,000 | 150 |
| U.S. Government securities | $1,288,792,000 | 124 |
| U.S. Treasury securities | $375,897,000 | 21 |
| U.S. Government agency obligations | $912,895,000 | 143 |
| Securities issued by states & political subdivisions | $16,650,000 | 1,075 |
| Other domestic debt securities | $5,050,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,050,000 | 1,131 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,264,441,000 | 83 |
| Mortgage-backed securities | $18,145,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $18,145,000 | 1,573 |
| Issued or guaranteed by U.S. | $18,145,000 | 1,565 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $829,693,000 | 32 |
| Available-for-sale securities (fair market value) | $480,799,000 | 269 |
| Total debt securities | $1,310,492,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $177,360,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,014,276,000 | 170 |
| U.S. Government securities | $995,601,000 | 136 |
| U.S. Treasury securities | $103,425,000 | 75 |
| U.S. Government agency obligations | $892,176,000 | 137 |
| Securities issued by states & political subdivisions | $13,650,000 | 1,242 |
| Other domestic debt securities | $5,025,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,025,000 | 1,134 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,100,000 | 85 |
| Mortgage-backed securities | $180,845,000 | 368 |
| Certificates of participation in pools of residential mortgages | $180,845,000 | 237 |
| Issued or guaranteed by U.S. | $180,845,000 | 231 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $645,290,000 | 37 |
| Available-for-sale securities (fair market value) | $368,986,000 | 305 |
| Total debt securities | $1,014,276,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,093,237,000 | 156 |
| U.S. Government securities | $1,045,307,000 | 133 |
| U.S. Treasury securities | $6,439,000 | 882 |
| U.S. Government agency obligations | $1,038,868,000 | 119 |
| Securities issued by states & political subdivisions | $5,345,000 | 2,691 |
| Other domestic debt securities | $3,390,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $3,390,000 | 459 |
| 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 | $0 | 313 |
| Equity securities | $39,195,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,154,000 | 76 |
| Mortgage-backed securities | $80,351,000 | 562 |
| Certificates of participation in pools of residential mortgages | $80,351,000 | 390 |
| Issued or guaranteed by U.S. | $76,961,000 | 399 |
| Privately issued | $3,390,000 | 91 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $976,767,000 | 39 |
| Available-for-sale securities (fair market value) | $116,470,000 | 749 |
| Total debt securities | $1,054,042,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $850,845,000 | 195 |
| U.S. Government securities | $824,275,000 | 155 |
| U.S. Treasury securities | $6,327,000 | 1,282 |
| U.S. Government agency obligations | $817,948,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $5,000,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 408 |
| 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 | $0 | 343 |
| Equity securities | $21,570,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $741,048,000 | 111 |
| Mortgage-backed securities | $31,589,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $31,589,000 | 848 |
| Issued or guaranteed by U.S. | $26,589,000 | 924 |
| Privately issued | $5,000,000 | 78 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| 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) | $829,275,000 | 48 |
| Available-for-sale securities (fair market value) | $21,570,000 | 3,674 |
| Total debt securities | $829,275,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $212,262,000 | 583 |
| U.S. Government securities | $200,348,000 | 492 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $200,348,000 | 447 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $5,000,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 377 |
| 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 | $0 | 363 |
| Equity securities | $6,914,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,935,000 | 230 |
| Mortgage-backed securities | $36,511,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $36,511,000 | 797 |
| Issued or guaranteed by U.S. | $31,511,000 | 864 |
| Privately issued | $5,000,000 | 94 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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) | $36,511,000 | 798 |
| Available-for-sale securities (fair market value) | $175,751,000 | 543 |
| Total debt securities | $205,348,000 | 585 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $155,116,000 | 771 |
| U.S. Government securities | $145,424,000 | 677 |
| U.S. Treasury securities | $8,005,000 | 2,245 |
| U.S. Government agency obligations | $137,419,000 | 594 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $5,000,000 | 843 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 309 |
| 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 | $0 | 390 |
| Equity securities | $4,692,000 | 827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,225,000 | 472 |
| Mortgage-backed securities | $47,422,000 | 918 |
| Certificates of participation in pools of residential mortgages | $47,422,000 | 667 |
| Issued or guaranteed by U.S. | $42,422,000 | 712 |
| Privately issued | $5,000,000 | 116 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $146,378,000 | 259 |
| Available-for-sale securities (fair market value) | $8,738,000 | 6,130 |
| Total debt securities | $150,424,000 | 764 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $65,400,000 | 1,848 |
| U.S. Government securities | $65,107,000 | 1,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,107,000 | 1,132 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-293,000 | 1,163 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,593,000 | 943 |
| Certificates of participation in pools of residential mortgages | $49,593,000 | 693 |
| Issued or guaranteed by U.S. | $49,593,000 | 679 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,264,000 | 767 |
| Available-for-sale securities (fair market value) | $12,136,000 | 5,385 |
| Total debt securities | $65,107,000 | 1,804 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $32,383,000 | 3,839 |
| U.S. Government securities | $27,340,000 | 3,624 |
| U.S. Treasury securities | $2,060,000 | 6,928 |
| U.S. Government agency obligations | $25,280,000 | 2,728 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $4,999,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,999,000 | 780 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-44,000 | 984 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,280,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $25,280,000 | 1,128 |
| Issued or guaranteed by U.S. | $25,280,000 | 1,111 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,813,000 | 2,222 |
| Available-for-sale securities (fair market value) | $14,570,000 | 4,946 |
| Total debt securities | $32,339,000 | 3,758 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $24,303,000 | 5,095 |
| U.S. Government securities | $14,537,000 | 6,181 |
| U.S. Treasury securities | $1,984,000 | 8,301 |
| U.S. Government agency obligations | $12,553,000 | 4,580 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $9,972,000 | 754 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,972,000 | 539 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $206,000 | 108 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,553,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $12,553,000 | 1,940 |
| Issued or guaranteed by U.S. | $12,553,000 | 1,916 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,303,000 | 2,938 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $24,509,000 | 4,976 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,128,000 | 10,715 |
| U.S. Government securities | $6,220,000 | 9,817 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $6,220,000 | 7,221 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $92,000 | 132 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,220,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $6,220,000 | 3,334 |
| Issued or guaranteed by U.S. | $6,220,000 | 3,302 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,220,000 | 10,534 |
| 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 | $276,000 | 13,672 |
| U.S. Government securities | $254,000 | 13,511 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $254,000 | 12,377 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-22,000 | 1,272 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $254,000 | 10,342 |
| Certificates of participation in pools of residential mortgages | $254,000 | 9,294 |
| Issued or guaranteed by U.S. | $254,000 | 9,222 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $254,000 | 13,576 |
| 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 |