Home > National Penn Bank > Securities
National Penn Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $2,427,224,000 | 101 |
| U.S. Government securities | $1,927,801,000 | 86 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,927,801,000 | 80 |
| Securities issued by states & political subdivisions | $499,361,000 | 52 |
| Other domestic debt securities | $62,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $62,000 | 1,761 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,369,475,000 | 76 |
| Mortgage-backed securities | $1,922,952,000 | 77 |
| Certificates of participation in pools of residential mortgages | $635,648,000 | 96 |
| Issued or guaranteed by U.S. | $635,648,000 | 95 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,287,033,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,287,033,000 | 47 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $271,000 | 1,145 |
| Commercial mortgage pass-through securities | $271,000 | 770 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $721,277,000 | 74 |
| Available-for-sale securities (fair market value) | $1,705,947,000 | 100 |
| Total debt securities | $2,427,224,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,426,706,000 | 98 |
| U.S. Government securities | $1,892,108,000 | 85 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,892,108,000 | 78 |
| Securities issued by states & political subdivisions | $534,537,000 | 46 |
| Other domestic debt securities | $61,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $61,000 | 1,754 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,671,746,000 | 67 |
| Mortgage-backed securities | $1,886,113,000 | 76 |
| Certificates of participation in pools of residential mortgages | $652,971,000 | 95 |
| Issued or guaranteed by U.S. | $652,971,000 | 94 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,232,870,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,232,870,000 | 47 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $272,000 | 1,100 |
| Commercial mortgage pass-through securities | $272,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $767,621,000 | 71 |
| Available-for-sale securities (fair market value) | $1,659,085,000 | 98 |
| Total debt securities | $2,426,706,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,438,485,000 | 95 |
| U.S. Government securities | $1,877,674,000 | 87 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,877,674,000 | 81 |
| Securities issued by states & political subdivisions | $560,748,000 | 44 |
| Other domestic debt securities | $63,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $63,000 | 1,773 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,847,622,000 | 61 |
| Mortgage-backed securities | $1,871,473,000 | 77 |
| Certificates of participation in pools of residential mortgages | $651,122,000 | 95 |
| Issued or guaranteed by U.S. | $651,122,000 | 94 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,220,078,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,220,078,000 | 47 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $273,000 | 1,056 |
| Commercial mortgage pass-through securities | $273,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $806,560,000 | 67 |
| Available-for-sale securities (fair market value) | $1,631,925,000 | 98 |
| Total debt securities | $2,438,485,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,428,682,000 | 94 |
| U.S. Government securities | $1,852,024,000 | 90 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,852,024,000 | 85 |
| Securities issued by states & political subdivisions | $576,589,000 | 44 |
| Other domestic debt securities | $69,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $69,000 | 1,797 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,530,149,000 | 72 |
| Mortgage-backed securities | $1,844,650,000 | 76 |
| Certificates of participation in pools of residential mortgages | $598,829,000 | 100 |
| Issued or guaranteed by U.S. | $598,829,000 | 99 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,245,547,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,245,547,000 | 48 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $274,000 | 1,014 |
| Commercial mortgage pass-through securities | $274,000 | 678 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $840,745,000 | 63 |
| Available-for-sale securities (fair market value) | $1,587,937,000 | 103 |
| Total debt securities | $2,428,682,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,458,250,000 | 94 |
| U.S. Government securities | $1,857,703,000 | 90 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,857,703,000 | 84 |
| Securities issued by states & political subdivisions | $600,486,000 | 40 |
| Other domestic debt securities | $61,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $61,000 | 1,831 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,503,000 | 71 |
| Mortgage-backed securities | $1,850,042,000 | 78 |
| Certificates of participation in pools of residential mortgages | $593,038,000 | 99 |
| Issued or guaranteed by U.S. | $593,038,000 | 98 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,257,004,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,257,004,000 | 48 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $882,765,000 | 63 |
| Available-for-sale securities (fair market value) | $1,575,485,000 | 102 |
| Total debt securities | $2,458,250,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,440,208,000 | 87 |
| U.S. Government securities | $1,820,436,000 | 86 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,820,436,000 | 81 |
| Securities issued by states & political subdivisions | $619,707,000 | 36 |
| Other domestic debt securities | $65,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $65,000 | 1,850 |
| 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 | $1,752,119,000 | 62 |
| Mortgage-backed securities | $1,812,157,000 | 73 |
| Certificates of participation in pools of residential mortgages | $569,617,000 | 98 |
| Issued or guaranteed by U.S. | $569,617,000 | 97 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,242,540,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,242,540,000 | 46 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $919,596,000 | 61 |
| Available-for-sale securities (fair market value) | $1,520,612,000 | 104 |
| Total debt securities | $2,440,208,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,313,588,000 | 91 |
| U.S. Government securities | $1,729,177,000 | 92 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,729,177,000 | 84 |
| Securities issued by states & political subdivisions | $581,355,000 | 40 |
| Other domestic debt securities | $3,056,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $2,992,000 | 269 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $64,000 | 1,878 |
| 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 | $1,958,692,000 | 60 |
| Mortgage-backed securities | $1,727,531,000 | 77 |
| Certificates of participation in pools of residential mortgages | $500,636,000 | 109 |
| Issued or guaranteed by U.S. | $500,636,000 | 108 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,226,895,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,223,903,000 | 49 |
| Privately issued | $2,992,000 | 256 |
| 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) | $861,791,000 | 63 |
| Available-for-sale securities (fair market value) | $1,451,797,000 | 109 |
| Total debt securities | $2,313,588,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,340,650,000 | 92 |
| U.S. Government securities | $1,739,502,000 | 93 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,739,502,000 | 86 |
| Securities issued by states & political subdivisions | $597,865,000 | 38 |
| Other domestic debt securities | $3,283,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $3,223,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $60,000 | 1,940 |
| 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 | $1,707,861,000 | 64 |
| Mortgage-backed securities | $1,737,889,000 | 76 |
| Certificates of participation in pools of residential mortgages | $483,962,000 | 112 |
| Issued or guaranteed by U.S. | $483,962,000 | 111 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,253,927,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,250,704,000 | 48 |
| Privately issued | $3,223,000 | 251 |
| 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) | $886,970,000 | 62 |
| Available-for-sale securities (fair market value) | $1,453,680,000 | 109 |
| Total debt securities | $2,340,650,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,345,239,000 | 90 |
| U.S. Government securities | $1,727,934,000 | 94 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,727,934,000 | 88 |
| Securities issued by states & political subdivisions | $613,662,000 | 36 |
| Other domestic debt securities | $3,643,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $3,582,000 | 255 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $61,000 | 1,988 |
| 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 | $1,615,940,000 | 67 |
| Mortgage-backed securities | $1,726,436,000 | 76 |
| Certificates of participation in pools of residential mortgages | $460,554,000 | 113 |
| Issued or guaranteed by U.S. | $460,554,000 | 112 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,265,882,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,262,300,000 | 48 |
| Privately issued | $3,582,000 | 247 |
| 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) | $912,774,000 | 59 |
| Available-for-sale securities (fair market value) | $1,432,465,000 | 106 |
| Total debt securities | $2,345,239,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,317,645,000 | 90 |
| U.S. Government securities | $1,695,013,000 | 92 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,695,013,000 | 87 |
| Securities issued by states & political subdivisions | $618,055,000 | 35 |
| Other domestic debt securities | $4,577,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $4,516,000 | 242 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $61,000 | 2,036 |
| 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 | $1,686,142,000 | 63 |
| Mortgage-backed securities | $1,694,239,000 | 78 |
| Certificates of participation in pools of residential mortgages | $456,126,000 | 116 |
| Issued or guaranteed by U.S. | $456,126,000 | 114 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,238,113,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,233,597,000 | 50 |
| Privately issued | $4,516,000 | 232 |
| 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) | $438,445,000 | 89 |
| Available-for-sale securities (fair market value) | $1,879,200,000 | 87 |
| Total debt securities | $2,317,645,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,305,752,000 | 91 |
| U.S. Government securities | $1,664,021,000 | 94 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,664,021,000 | 89 |
| Securities issued by states & political subdivisions | $636,025,000 | 33 |
| Other domestic debt securities | $5,706,000 | 953 |
| Privately issued residential mortgage-backed securities | $5,645,000 | 233 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $61,000 | 2,083 |
| 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 | $1,969,410,000 | 57 |
| Mortgage-backed securities | $1,664,095,000 | 80 |
| Certificates of participation in pools of residential mortgages | $481,364,000 | 111 |
| Issued or guaranteed by U.S. | $481,364,000 | 109 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,182,731,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,177,086,000 | 50 |
| Privately issued | $5,645,000 | 220 |
| 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) | $444,898,000 | 79 |
| Available-for-sale securities (fair market value) | $1,860,854,000 | 90 |
| Total debt securities | $2,305,752,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,237,425,000 | 92 |
| U.S. Government securities | $1,574,357,000 | 101 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,574,357,000 | 94 |
| Securities issued by states & political subdivisions | $656,434,000 | 32 |
| Other domestic debt securities | $6,634,000 | 884 |
| Privately issued residential mortgage-backed securities | $6,574,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $60,000 | 2,128 |
| 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 | $1,566,988,000 | 65 |
| Mortgage-backed securities | $1,575,028,000 | 86 |
| Certificates of participation in pools of residential mortgages | $440,463,000 | 118 |
| Issued or guaranteed by U.S. | $440,463,000 | 116 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,134,565,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,127,991,000 | 54 |
| Privately issued | $6,574,000 | 213 |
| 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) | $452,276,000 | 69 |
| Available-for-sale securities (fair market value) | $1,785,149,000 | 95 |
| Total debt securities | $2,237,425,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,256,817,000 | 97 |
| U.S. Government securities | $1,570,383,000 | 102 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,570,383,000 | 96 |
| Securities issued by states & political subdivisions | $678,823,000 | 30 |
| Other domestic debt securities | $7,611,000 | 834 |
| Privately issued residential mortgage-backed securities | $7,551,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $60,000 | 2,097 |
| 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 | $1,705,335,000 | 64 |
| Mortgage-backed securities | $1,571,794,000 | 88 |
| Certificates of participation in pools of residential mortgages | $461,348,000 | 118 |
| Issued or guaranteed by U.S. | $461,348,000 | 116 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,110,446,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,102,895,000 | 58 |
| Privately issued | $7,551,000 | 219 |
| 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) | $458,041,000 | 66 |
| Available-for-sale securities (fair market value) | $1,798,776,000 | 98 |
| Total debt securities | $2,256,817,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,251,043,000 | 98 |
| U.S. Government securities | $1,543,569,000 | 102 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,543,569,000 | 97 |
| Securities issued by states & political subdivisions | $697,862,000 | 30 |
| Other domestic debt securities | $9,612,000 | 709 |
| Privately issued residential mortgage-backed securities | $9,553,000 | 207 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $59,000 | 2,063 |
| 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 | $1,613,974,000 | 66 |
| Mortgage-backed securities | $1,546,731,000 | 88 |
| Certificates of participation in pools of residential mortgages | $511,459,000 | 113 |
| Issued or guaranteed by U.S. | $511,459,000 | 112 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,035,272,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,025,719,000 | 61 |
| Privately issued | $9,553,000 | 199 |
| 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) | $464,166,000 | 64 |
| Available-for-sale securities (fair market value) | $1,786,877,000 | 93 |
| Total debt securities | $2,251,043,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,230,086,000 | 96 |
| U.S. Government securities | $1,507,105,000 | 101 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,507,105,000 | 96 |
| Securities issued by states & political subdivisions | $712,158,000 | 27 |
| Other domestic debt securities | $10,823,000 | 676 |
| Privately issued residential mortgage-backed securities | $10,762,000 | 210 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $61,000 | 2,142 |
| 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 | $1,750,811,000 | 60 |
| Mortgage-backed securities | $1,511,246,000 | 88 |
| Certificates of participation in pools of residential mortgages | $567,404,000 | 106 |
| Issued or guaranteed by U.S. | $567,404,000 | 105 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $943,842,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $933,080,000 | 62 |
| Privately issued | $10,762,000 | 205 |
| 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) | $472,884,000 | 63 |
| Available-for-sale securities (fair market value) | $1,757,202,000 | 94 |
| Total debt securities | $2,230,086,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,236,465,000 | 91 |
| U.S. Government securities | $1,494,188,000 | 104 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,494,188,000 | 97 |
| Securities issued by states & political subdivisions | $729,774,000 | 25 |
| Other domestic debt securities | $12,503,000 | 629 |
| Privately issued residential mortgage-backed securities | $12,443,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $60,000 | 2,144 |
| 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 | $1,512,840,000 | 69 |
| Mortgage-backed securities | $1,497,762,000 | 88 |
| Certificates of participation in pools of residential mortgages | $615,439,000 | 102 |
| Issued or guaranteed by U.S. | $615,439,000 | 101 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $882,323,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $869,880,000 | 63 |
| Privately issued | $12,443,000 | 202 |
| 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) | $481,341,000 | 62 |
| Available-for-sale securities (fair market value) | $1,755,124,000 | 94 |
| Total debt securities | $2,236,465,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,252,169,000 | 95 |
| U.S. Government securities | $1,498,074,000 | 109 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,498,074,000 | 101 |
| Securities issued by states & political subdivisions | $739,122,000 | 23 |
| Other domestic debt securities | $14,973,000 | 559 |
| Privately issued residential mortgage-backed securities | $13,795,000 | 201 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,178,000 | 1,426 |
| 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 | $1,435,579,000 | 72 |
| Mortgage-backed securities | $1,502,659,000 | 89 |
| Certificates of participation in pools of residential mortgages | $655,916,000 | 98 |
| Issued or guaranteed by U.S. | $655,916,000 | 97 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $846,743,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $832,948,000 | 66 |
| Privately issued | $13,795,000 | 194 |
| 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) | $487,507,000 | 63 |
| Available-for-sale securities (fair market value) | $1,764,662,000 | 98 |
| Total debt securities | $2,252,169,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,229,117,000 | 94 |
| U.S. Government securities | $1,465,402,000 | 103 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,465,402,000 | 99 |
| Securities issued by states & political subdivisions | $746,668,000 | 24 |
| Other domestic debt securities | $17,047,000 | 538 |
| Privately issued residential mortgage-backed securities | $15,930,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,117,000 | 1,373 |
| 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 | $1,514,688,000 | 66 |
| Mortgage-backed securities | $1,471,861,000 | 86 |
| Certificates of participation in pools of residential mortgages | $698,352,000 | 90 |
| Issued or guaranteed by U.S. | $698,352,000 | 89 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $773,509,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $757,579,000 | 65 |
| Privately issued | $15,930,000 | 229 |
| 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) | $496,574,000 | 58 |
| Available-for-sale securities (fair market value) | $1,732,543,000 | 101 |
| Total debt securities | $2,229,117,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,284,272,000 | 90 |
| U.S. Government securities | $1,508,769,000 | 100 |
| U.S. Treasury securities | $20,000,000 | 175 |
| U.S. Government agency obligations | $1,488,769,000 | 95 |
| Securities issued by states & political subdivisions | $756,469,000 | 22 |
| Other domestic debt securities | $19,034,000 | 486 |
| Privately issued residential mortgage-backed securities | $17,906,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,128,000 | 1,353 |
| 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 | $1,690,272,000 | 63 |
| Mortgage-backed securities | $1,496,786,000 | 82 |
| Certificates of participation in pools of residential mortgages | $791,661,000 | 85 |
| Issued or guaranteed by U.S. | $791,661,000 | 84 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $705,125,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $687,219,000 | 71 |
| Privately issued | $17,906,000 | 221 |
| 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) | $509,773,000 | 55 |
| Available-for-sale securities (fair market value) | $1,774,499,000 | 100 |
| Total debt securities | $2,284,272,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,199,313,000 | 94 |
| U.S. Government securities | $1,416,868,000 | 103 |
| U.S. Treasury securities | $19,996,000 | 199 |
| U.S. Government agency obligations | $1,396,872,000 | 102 |
| Securities issued by states & political subdivisions | $761,287,000 | 23 |
| Other domestic debt securities | $21,158,000 | 442 |
| Privately issued residential mortgage-backed securities | $20,092,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,066,000 | 1,293 |
| 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 | $1,694,971,000 | 63 |
| Mortgage-backed securities | $1,337,213,000 | 91 |
| Certificates of participation in pools of residential mortgages | $803,646,000 | 84 |
| Issued or guaranteed by U.S. | $803,646,000 | 82 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $533,567,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $513,475,000 | 82 |
| Privately issued | $20,092,000 | 218 |
| 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) | $518,578,000 | 55 |
| Available-for-sale securities (fair market value) | $1,680,735,000 | 103 |
| Total debt securities | $2,199,313,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,140,749,000 | 97 |
| U.S. Government securities | $1,358,007,000 | 110 |
| U.S. Treasury securities | $19,976,000 | 217 |
| U.S. Government agency obligations | $1,338,031,000 | 107 |
| Securities issued by states & political subdivisions | $759,922,000 | 23 |
| Other domestic debt securities | $22,820,000 | 424 |
| Privately issued residential mortgage-backed securities | $21,643,000 | 227 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,177,000 | 1,281 |
| 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 | $1,566,035,000 | 69 |
| Mortgage-backed securities | $1,277,489,000 | 97 |
| Certificates of participation in pools of residential mortgages | $764,134,000 | 88 |
| Issued or guaranteed by U.S. | $764,134,000 | 86 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $513,355,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $491,712,000 | 82 |
| Privately issued | $21,643,000 | 219 |
| 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) | $535,488,000 | 51 |
| Available-for-sale securities (fair market value) | $1,605,261,000 | 104 |
| Total debt securities | $2,140,749,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,162,902,000 | 95 |
| U.S. Government securities | $1,374,157,000 | 107 |
| U.S. Treasury securities | $19,949,000 | 213 |
| U.S. Government agency obligations | $1,354,208,000 | 104 |
| Securities issued by states & political subdivisions | $761,074,000 | 22 |
| Other domestic debt securities | $27,671,000 | 410 |
| Privately issued residential mortgage-backed securities | $26,555,000 | 217 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,116,000 | 1,300 |
| 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 | $1,861,789,000 | 57 |
| Mortgage-backed securities | $1,295,444,000 | 90 |
| Certificates of participation in pools of residential mortgages | $813,458,000 | 81 |
| Issued or guaranteed by U.S. | $813,458,000 | 80 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $481,986,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $455,431,000 | 84 |
| Privately issued | $26,555,000 | 210 |
| 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) | $546,957,000 | 50 |
| Available-for-sale securities (fair market value) | $1,615,945,000 | 99 |
| Total debt securities | $2,162,902,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,152,283,000 | 93 |
| U.S. Government securities | $1,326,866,000 | 102 |
| U.S. Treasury securities | $90,119,000 | 69 |
| U.S. Government agency obligations | $1,236,747,000 | 105 |
| Securities issued by states & political subdivisions | $791,000,000 | 19 |
| Other domestic debt securities | $34,417,000 | 345 |
| Privately issued residential mortgage-backed securities | $33,224,000 | 189 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,193,000 | 1,278 |
| 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 | $1,885,148,000 | 54 |
| Mortgage-backed securities | $1,181,853,000 | 90 |
| Certificates of participation in pools of residential mortgages | $810,938,000 | 78 |
| Issued or guaranteed by U.S. | $810,938,000 | 77 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $370,915,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $337,691,000 | 97 |
| Privately issued | $33,224,000 | 183 |
| 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) | $564,683,000 | 45 |
| Available-for-sale securities (fair market value) | $1,587,600,000 | 95 |
| Total debt securities | $2,152,283,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,114,803,000 | 87 |
| U.S. Government securities | $1,285,696,000 | 103 |
| U.S. Treasury securities | $105,305,000 | 63 |
| U.S. Government agency obligations | $1,180,391,000 | 103 |
| Securities issued by states & political subdivisions | $790,847,000 | 19 |
| Other domestic debt securities | $38,260,000 | 318 |
| Privately issued residential mortgage-backed securities | $37,136,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,124,000 | 1,262 |
| 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 | $1,864,888,000 | 52 |
| Mortgage-backed securities | $1,084,576,000 | 96 |
| Certificates of participation in pools of residential mortgages | $865,509,000 | 74 |
| Issued or guaranteed by U.S. | $865,509,000 | 73 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $219,067,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $181,931,000 | 159 |
| Privately issued | $37,136,000 | 176 |
| 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) | $576,473,000 | 46 |
| Available-for-sale securities (fair market value) | $1,538,330,000 | 96 |
| Total debt securities | $2,114,803,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,141,297,000 | 87 |
| U.S. Government securities | $1,301,408,000 | 98 |
| U.S. Treasury securities | $145,428,000 | 53 |
| U.S. Government agency obligations | $1,155,980,000 | 102 |
| Securities issued by states & political subdivisions | $793,505,000 | 19 |
| Other domestic debt securities | $46,283,000 | 286 |
| Privately issued residential mortgage-backed securities | $45,120,000 | 169 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,163,000 | 1,273 |
| Foreign debt securities | $101,000 | 132 |
| 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 | $1,817,047,000 | 53 |
| Mortgage-backed securities | $1,023,123,000 | 98 |
| Certificates of participation in pools of residential mortgages | $899,280,000 | 70 |
| Issued or guaranteed by U.S. | $899,280,000 | 69 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $123,843,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $78,723,000 | 313 |
| Privately issued | $45,120,000 | 165 |
| 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) | $588,107,000 | 44 |
| Available-for-sale securities (fair market value) | $1,553,190,000 | 91 |
| Total debt securities | $2,141,297,000 | 88 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 957 |
| Fair value | $5,009,000 | 962 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,082,156,000 | 93 |
| U.S. Government securities | $1,231,739,000 | 99 |
| U.S. Treasury securities | $145,432,000 | 49 |
| U.S. Government agency obligations | $1,086,307,000 | 102 |
| Securities issued by states & political subdivisions | $799,986,000 | 21 |
| Other domestic debt securities | $50,329,000 | 278 |
| Privately issued residential mortgage-backed securities | $49,186,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,143,000 | 1,309 |
| Foreign debt securities | $102,000 | 129 |
| 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 | $1,865,596,000 | 55 |
| Mortgage-backed securities | $956,062,000 | 104 |
| Certificates of participation in pools of residential mortgages | $872,070,000 | 75 |
| Issued or guaranteed by U.S. | $872,070,000 | 74 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $83,992,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $34,806,000 | 524 |
| Privately issued | $49,186,000 | 162 |
| 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) | $598,700,000 | 44 |
| Available-for-sale securities (fair market value) | $1,483,456,000 | 100 |
| Total debt securities | $2,082,156,000 | 93 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $5,020,000 | 771 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,146,977,000 | 99 |
| U.S. Government securities | $1,264,778,000 | 104 |
| U.S. Treasury securities | $145,279,000 | 45 |
| U.S. Government agency obligations | $1,119,499,000 | 106 |
| Securities issued by states & political subdivisions | $824,040,000 | 21 |
| Other domestic debt securities | $58,057,000 | 276 |
| Privately issued residential mortgage-backed securities | $52,851,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $3,545,000 | 127 |
| Other domestic debt securities - All other | $1,661,000 | 1,220 |
| Foreign debt securities | $102,000 | 130 |
| 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 | $1,802,270,000 | 61 |
| Mortgage-backed securities | $995,598,000 | 109 |
| Certificates of participation in pools of residential mortgages | $904,116,000 | 77 |
| Issued or guaranteed by U.S. | $904,116,000 | 75 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $91,482,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $38,631,000 | 472 |
| Privately issued | $52,851,000 | 174 |
| 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) | $608,974,000 | 47 |
| Available-for-sale securities (fair market value) | $1,538,003,000 | 97 |
| Total debt securities | $2,146,977,000 | 98 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 545 |
| Fair value | $5,024,000 | 547 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,056,523,000 | 99 |
| U.S. Government securities | $1,140,768,000 | 106 |
| U.S. Treasury securities | $94,728,000 | 54 |
| U.S. Government agency obligations | $1,046,040,000 | 107 |
| Securities issued by states & political subdivisions | $815,182,000 | 20 |
| Other domestic debt securities | $100,470,000 | 199 |
| Privately issued residential mortgage-backed securities | $67,577,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $31,294,000 | 35 |
| Other domestic debt securities - All other | $1,599,000 | 1,255 |
| Foreign debt securities | $103,000 | 134 |
| 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 | $1,693,074,000 | 65 |
| Mortgage-backed securities | $1,006,290,000 | 110 |
| Certificates of participation in pools of residential mortgages | $895,111,000 | 75 |
| Issued or guaranteed by U.S. | $895,111,000 | 74 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $111,179,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $43,602,000 | 407 |
| Privately issued | $67,577,000 | 154 |
| 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) | $649,851,000 | 42 |
| Available-for-sale securities (fair market value) | $1,406,672,000 | 107 |
| Total debt securities | $2,056,523,000 | 99 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 330 |
| Fair value | $5,000,000 | 336 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,830,716,000 | 105 |
| U.S. Government securities | $896,264,000 | 124 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $896,264,000 | 118 |
| Securities issued by states & political subdivisions | $815,994,000 | 20 |
| Other domestic debt securities | $118,355,000 | 174 |
| Privately issued residential mortgage-backed securities | $71,417,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,942,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,996,000 | 162 |
| Foreign debt securities | $103,000 | 133 |
| 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 | $1,633,906,000 | 65 |
| Mortgage-backed securities | $963,568,000 | 114 |
| Certificates of participation in pools of residential mortgages | $842,322,000 | 79 |
| Issued or guaranteed by U.S. | $842,322,000 | 78 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $121,246,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $49,829,000 | 350 |
| Privately issued | $71,417,000 | 160 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $296,157,000 | 79 |
| Available-for-sale securities (fair market value) | $1,534,559,000 | 101 |
| Total debt securities | $1,830,716,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,833,266,000 | 98 |
| U.S. Government securities | $860,971,000 | 130 |
| U.S. Treasury securities | $19,997,000 | 112 |
| U.S. Government agency obligations | $840,974,000 | 127 |
| Securities issued by states & political subdivisions | $828,100,000 | 20 |
| Other domestic debt securities | $144,091,000 | 153 |
| Privately issued residential mortgage-backed securities | $76,741,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,590,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,760,000 | 116 |
| Foreign debt securities | $104,000 | 126 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,652,639,000 | 69 |
| Mortgage-backed securities | $896,308,000 | 115 |
| Certificates of participation in pools of residential mortgages | $766,055,000 | 85 |
| Issued or guaranteed by U.S. | $766,055,000 | 83 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $130,253,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $53,512,000 | 325 |
| Privately issued | $76,741,000 | 153 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $322,412,000 | 69 |
| Available-for-sale securities (fair market value) | $1,510,854,000 | 95 |
| Total debt securities | $1,833,266,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,888,301,000 | 94 |
| U.S. Government securities | $861,927,000 | 119 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $861,927,000 | 116 |
| Securities issued by states & political subdivisions | $813,808,000 | 20 |
| Other domestic debt securities | $212,463,000 | 121 |
| Privately issued residential mortgage-backed securities | $81,372,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,295,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,796,000 | 77 |
| Foreign debt securities | $103,000 | 136 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,571,063,000 | 62 |
| Mortgage-backed securities | $922,116,000 | 107 |
| Certificates of participation in pools of residential mortgages | $784,597,000 | 79 |
| Issued or guaranteed by U.S. | $784,597,000 | 76 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $137,519,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $56,147,000 | 292 |
| Privately issued | $81,372,000 | 149 |
| 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) | $388,033,000 | 55 |
| Available-for-sale securities (fair market value) | $1,500,268,000 | 88 |
| Total debt securities | $1,888,301,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,851,346,000 | 99 |
| U.S. Government securities | $891,424,000 | 125 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $891,424,000 | 122 |
| Securities issued by states & political subdivisions | $729,692,000 | 20 |
| Other domestic debt securities | $230,128,000 | 126 |
| Privately issued residential mortgage-backed securities | $88,297,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,508,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,323,000 | 89 |
| Foreign debt securities | $102,000 | 142 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,383,839,000 | 67 |
| Mortgage-backed securities | $958,369,000 | 107 |
| Certificates of participation in pools of residential mortgages | $809,857,000 | 75 |
| Issued or guaranteed by U.S. | $809,857,000 | 74 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $148,512,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $60,215,000 | 272 |
| Privately issued | $88,297,000 | 144 |
| 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) | $402,792,000 | 55 |
| Available-for-sale securities (fair market value) | $1,448,554,000 | 93 |
| Total debt securities | $1,851,346,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,844,222,000 | 106 |
| U.S. Government securities | $971,346,000 | 116 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $971,346,000 | 112 |
| Securities issued by states & political subdivisions | $630,169,000 | 25 |
| Other domestic debt securities | $242,608,000 | 123 |
| Privately issued residential mortgage-backed securities | $94,910,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,560,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,138,000 | 84 |
| Foreign debt securities | $99,000 | 167 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,572,286,000 | 63 |
| Mortgage-backed securities | $1,038,148,000 | 105 |
| Certificates of participation in pools of residential mortgages | $878,084,000 | 75 |
| Issued or guaranteed by U.S. | $878,084,000 | 73 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $160,064,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $65,154,000 | 259 |
| Privately issued | $94,910,000 | 132 |
| 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) | $267,499,000 | 73 |
| Available-for-sale securities (fair market value) | $1,576,723,000 | 100 |
| Total debt securities | $1,844,222,000 | 105 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $3,007,000 | 511 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,315,557,000 | 129 |
| U.S. Government securities | $550,107,000 | 183 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $550,107,000 | 178 |
| Securities issued by states & political subdivisions | $619,583,000 | 27 |
| Other domestic debt securities | $145,769,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,245,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,524,000 | 88 |
| Foreign debt securities | $98,000 | 174 |
| 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 | $1,122,342,000 | 77 |
| Mortgage-backed securities | $506,078,000 | 165 |
| Certificates of participation in pools of residential mortgages | $506,059,000 | 106 |
| Issued or guaranteed by U.S. | $506,059,000 | 104 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,222 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,595,000 | 86 |
| Available-for-sale securities (fair market value) | $1,071,962,000 | 133 |
| Total debt securities | $1,315,557,000 | 129 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,001,000 | 1,553 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,352,059,000 | 135 |
| U.S. Government securities | $664,000,000 | 164 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $664,000,000 | 162 |
| Securities issued by states & political subdivisions | $592,422,000 | 28 |
| Other domestic debt securities | $95,539,000 | 200 |
| Privately issued residential mortgage-backed securities | $25,685,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,478,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,376,000 | 126 |
| Foreign debt securities | $98,000 | 174 |
| 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 | $1,032,090,000 | 83 |
| Mortgage-backed securities | $544,802,000 | 151 |
| Certificates of participation in pools of residential mortgages | $521,673,000 | 101 |
| Issued or guaranteed by U.S. | $519,098,000 | 99 |
| Privately issued | $2,575,000 | 93 |
| Collaterized mortgage obligations | $23,129,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,184 |
| Privately issued | $23,110,000 | 270 |
| 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) | $244,815,000 | 89 |
| Available-for-sale securities (fair market value) | $1,107,244,000 | 128 |
| Total debt securities | $1,352,059,000 | 131 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,000,000 | 1,732 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,242,448,000 | 147 |
| U.S. Government securities | $661,757,000 | 170 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $661,757,000 | 166 |
| Securities issued by states & political subdivisions | $531,468,000 | 30 |
| Other domestic debt securities | $49,125,000 | 298 |
| Privately issued residential mortgage-backed securities | $19,800,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,456,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,869,000 | 232 |
| Foreign debt securities | $98,000 | 175 |
| 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 | $942,647,000 | 96 |
| Mortgage-backed securities | $532,477,000 | 161 |
| Certificates of participation in pools of residential mortgages | $512,657,000 | 105 |
| Issued or guaranteed by U.S. | $512,657,000 | 100 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,820,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,171 |
| Privately issued | $19,800,000 | 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) | $245,964,000 | 93 |
| Available-for-sale securities (fair market value) | $996,484,000 | 142 |
| Total debt securities | $1,242,448,000 | 146 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $990,000 | 1,887 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,228,019,000 | 149 |
| U.S. Government securities | $693,968,000 | 166 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $693,968,000 | 159 |
| Securities issued by states & political subdivisions | $486,622,000 | 33 |
| Other domestic debt securities | $47,332,000 | 304 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,332,000 | 233 |
| Foreign debt securities | $97,000 | 184 |
| 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 | $937,999,000 | 97 |
| Mortgage-backed securities | $564,471,000 | 157 |
| Certificates of participation in pools of residential mortgages | $544,450,000 | 101 |
| Issued or guaranteed by U.S. | $544,450,000 | 97 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,021,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,178 |
| Privately issued | $20,000,000 | 268 |
| 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) | $248,542,000 | 96 |
| Available-for-sale securities (fair market value) | $979,477,000 | 145 |
| Total debt securities | $1,228,019,000 | 147 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $990,000 | 1,991 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,192,200,000 | 154 |
| U.S. Government securities | $717,534,000 | 169 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $717,534,000 | 165 |
| Securities issued by states & political subdivisions | $462,399,000 | 32 |
| Other domestic debt securities | $12,267,000 | 627 |
| 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 | $12,267,000 | 349 |
| 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 | $973,675,000 | 96 |
| Mortgage-backed securities | $567,401,000 | 159 |
| Certificates of participation in pools of residential mortgages | $567,378,000 | 100 |
| Issued or guaranteed by U.S. | $567,378,000 | 98 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $23,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,185 |
| 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) | $250,985,000 | 94 |
| Available-for-sale securities (fair market value) | $941,215,000 | 151 |
| Total debt securities | $1,192,200,000 | 152 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $983,000 | 2,122 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,130,622,000 | 159 |
| U.S. Government securities | $710,648,000 | 177 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $710,648,000 | 172 |
| Securities issued by states & political subdivisions | $415,211,000 | 33 |
| Other domestic debt securities | $4,763,000 | 1,059 |
| 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 | $4,763,000 | 678 |
| 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 | $936,886,000 | 100 |
| Mortgage-backed securities | $551,158,000 | 159 |
| Certificates of participation in pools of residential mortgages | $551,133,000 | 105 |
| Issued or guaranteed by U.S. | $551,133,000 | 102 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $25,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,177 |
| 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) | $254,334,000 | 97 |
| Available-for-sale securities (fair market value) | $876,288,000 | 164 |
| Total debt securities | $1,130,622,000 | 156 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $977,000 | 2,255 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,103,985,000 | 165 |
| U.S. Government securities | $726,833,000 | 178 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $726,833,000 | 171 |
| Securities issued by states & political subdivisions | $372,432,000 | 44 |
| Other domestic debt securities | $4,720,000 | 1,057 |
| 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 | $4,720,000 | 687 |
| 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 | $911,607,000 | 105 |
| Mortgage-backed securities | $567,405,000 | 161 |
| Certificates of participation in pools of residential mortgages | $567,379,000 | 104 |
| Issued or guaranteed by U.S. | $567,379,000 | 100 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $26,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,177 |
| 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) | $216,887,000 | 112 |
| Available-for-sale securities (fair market value) | $887,098,000 | 166 |
| Total debt securities | $1,103,985,000 | 163 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $962,000 | 2,334 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,105,424,000 | 170 |
| U.S. Government securities | $760,175,000 | 179 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $760,175,000 | 169 |
| Securities issued by states & political subdivisions | $338,805,000 | 46 |
| Other domestic debt securities | $6,444,000 | 929 |
| 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 | $6,444,000 | 591 |
| 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 | $945,168,000 | 96 |
| Mortgage-backed securities | $590,141,000 | 160 |
| Certificates of participation in pools of residential mortgages | $590,113,000 | 106 |
| Issued or guaranteed by U.S. | $590,113,000 | 102 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,171 |
| 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) | $170,763,000 | 141 |
| Available-for-sale securities (fair market value) | $934,661,000 | 164 |
| Total debt securities | $1,105,423,000 | 167 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $972,000 | 2,331 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,034,581,000 | 181 |
| U.S. Government securities | $713,327,000 | 189 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $713,327,000 | 179 |
| Securities issued by states & political subdivisions | $314,680,000 | 45 |
| Other domestic debt securities | $6,574,000 | 929 |
| 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 | $6,574,000 | 607 |
| 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 | $1,026,627,000 | 97 |
| Mortgage-backed securities | $537,677,000 | 177 |
| Certificates of participation in pools of residential mortgages | $537,646,000 | 123 |
| Issued or guaranteed by U.S. | $537,646,000 | 120 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $31,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,181 |
| 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) | $150,608,000 | 155 |
| Available-for-sale securities (fair market value) | $883,973,000 | 172 |
| Total debt securities | $1,034,581,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,067,528,000 | 178 |
| U.S. Government securities | $770,656,000 | 183 |
| U.S. Treasury securities | $20,971,000 | 192 |
| U.S. Government agency obligations | $749,685,000 | 175 |
| Securities issued by states & political subdivisions | $290,191,000 | 46 |
| Other domestic debt securities | $6,681,000 | 934 |
| 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 | $6,681,000 | 609 |
| 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 | $996,308,000 | 96 |
| Mortgage-backed securities | $520,767,000 | 189 |
| Certificates of participation in pools of residential mortgages | $520,733,000 | 128 |
| Issued or guaranteed by U.S. | $520,733,000 | 123 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,187 |
| 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) | $113,573,000 | 195 |
| Available-for-sale securities (fair market value) | $953,955,000 | 164 |
| Total debt securities | $1,067,528,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,073,397,000 | 179 |
| U.S. Government securities | $770,988,000 | 181 |
| U.S. Treasury securities | $8,481,000 | 382 |
| U.S. Government agency obligations | $762,507,000 | 175 |
| Securities issued by states & political subdivisions | $295,683,000 | 46 |
| Other domestic debt securities | $6,726,000 | 941 |
| 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 | $6,726,000 | 621 |
| 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 | $910,478,000 | 106 |
| Mortgage-backed securities | $561,167,000 | 182 |
| Certificates of participation in pools of residential mortgages | $561,129,000 | 119 |
| Issued or guaranteed by U.S. | $561,129,000 | 116 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $38,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,213 |
| 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) | $117,465,000 | 189 |
| Available-for-sale securities (fair market value) | $955,932,000 | 168 |
| Total debt securities | $1,073,397,000 | 178 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,000,000 | 2,045 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,106,631,000 | 175 |
| U.S. Government securities | $796,268,000 | 178 |
| U.S. Treasury securities | $9,953,000 | 382 |
| U.S. Government agency obligations | $786,315,000 | 171 |
| Securities issued by states & political subdivisions | $303,090,000 | 42 |
| Other domestic debt securities | $7,273,000 | 934 |
| 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 | $7,273,000 | 631 |
| 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 | $902,679,000 | 105 |
| Mortgage-backed securities | $588,685,000 | 180 |
| Certificates of participation in pools of residential mortgages | $588,645,000 | 117 |
| Issued or guaranteed by U.S. | $588,645,000 | 114 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $40,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,253 |
| 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) | $116,663,000 | 191 |
| Available-for-sale securities (fair market value) | $989,968,000 | 163 |
| Total debt securities | $1,106,631,000 | 175 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,955 |
| Fair value | $1,202,000 | 1,950 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,126,028,000 | 174 |
| U.S. Government securities | $838,997,000 | 173 |
| U.S. Treasury securities | $17,169,000 | 250 |
| U.S. Government agency obligations | $821,828,000 | 168 |
| Securities issued by states & political subdivisions | $279,566,000 | 44 |
| Other domestic debt securities | $7,465,000 | 942 |
| 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 | $7,465,000 | 649 |
| 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 | $1,062,210,000 | 104 |
| Mortgage-backed securities | $621,188,000 | 173 |
| Certificates of participation in pools of residential mortgages | $621,145,000 | 113 |
| Issued or guaranteed by U.S. | $621,145,000 | 111 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $43,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,277 |
| 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) | $90,967,000 | 255 |
| Available-for-sale securities (fair market value) | $1,035,061,000 | 163 |
| Total debt securities | $1,126,028,000 | 174 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,908 |
| Fair value | $1,205,000 | 1,907 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,022,365,000 | 184 |
| U.S. Government securities | $731,967,000 | 192 |
| U.S. Treasury securities | $17,259,000 | 245 |
| U.S. Government agency obligations | $714,708,000 | 183 |
| Securities issued by states & political subdivisions | $282,747,000 | 43 |
| Other domestic debt securities | $7,651,000 | 925 |
| 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 | $7,651,000 | 651 |
| 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 | $998,317,000 | 107 |
| Mortgage-backed securities | $492,500,000 | 198 |
| Certificates of participation in pools of residential mortgages | $492,453,000 | 132 |
| Issued or guaranteed by U.S. | $492,453,000 | 129 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $47,000 | 3,611 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,286 |
| 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) | $50,273,000 | 459 |
| Available-for-sale securities (fair market value) | $972,092,000 | 169 |
| Total debt securities | $1,022,365,000 | 183 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,012,000 | 1,962 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $945,432,000 | 190 |
| U.S. Government securities | $663,106,000 | 202 |
| U.S. Treasury securities | $17,658,000 | 260 |
| U.S. Government agency obligations | $645,448,000 | 196 |
| Securities issued by states & political subdivisions | $273,792,000 | 43 |
| Other domestic debt securities | $8,534,000 | 897 |
| 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 | $8,534,000 | 631 |
| 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 | $810,564,000 | 112 |
| Mortgage-backed securities | $420,491,000 | 229 |
| Certificates of participation in pools of residential mortgages | $420,442,000 | 158 |
| Issued or guaranteed by U.S. | $420,442,000 | 156 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $49,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,357 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $945,432,000 | 172 |
| Total debt securities | $945,432,000 | 190 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,887 |
| Fair value | $1,218,000 | 1,871 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $879,941,000 | 204 |
| U.S. Government securities | $596,586,000 | 214 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $596,586,000 | 207 |
| Securities issued by states & political subdivisions | $279,958,000 | 43 |
| Other domestic debt securities | $3,397,000 | 1,554 |
| 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 | $3,397,000 | 1,218 |
| 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 | $716,307,000 | 118 |
| Mortgage-backed securities | $442,719,000 | 225 |
| Certificates of participation in pools of residential mortgages | $442,661,000 | 151 |
| Issued or guaranteed by U.S. | $442,661,000 | 145 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $58,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,404 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $879,941,000 | 184 |
| Total debt securities | $879,941,000 | 201 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,509 |
| Fair value | $200,000 | 2,531 |
| 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 | $878,022,000 | 202 |
| U.S. Government securities | $595,783,000 | 224 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $595,783,000 | 219 |
| Securities issued by states & political subdivisions | $277,808,000 | 44 |
| Other domestic debt securities | $4,431,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $901,000 | 245 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,530,000 | 1,287 |
| 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 | $684,357,000 | 117 |
| Mortgage-backed securities | $484,747,000 | 211 |
| Certificates of participation in pools of residential mortgages | $482,801,000 | 144 |
| Issued or guaranteed by U.S. | $482,801,000 | 139 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,946,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,946,000 | 2,207 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $878,022,000 | 186 |
| Total debt securities | $878,022,000 | 200 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,377 |
| Fair value | $201,000 | 2,378 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $801,338,000 | 219 |
| U.S. Government securities | $520,100,000 | 240 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $520,100,000 | 231 |
| Securities issued by states & political subdivisions | $276,203,000 | 45 |
| Other domestic debt securities | $5,035,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,049,000 | 242 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,986,000 | 1,270 |
| 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 | $535,729,000 | 138 |
| Mortgage-backed securities | $436,756,000 | 220 |
| Certificates of participation in pools of residential mortgages | $434,230,000 | 152 |
| Issued or guaranteed by U.S. | $434,230,000 | 149 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,526,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $2,526,000 | 2,021 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $801,338,000 | 197 |
| Total debt securities | $801,338,000 | 216 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,128 |
| Fair value | $201,000 | 2,137 |
| 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 | $797,778,000 | 217 |
| U.S. Government securities | $467,718,000 | 268 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $467,718,000 | 258 |
| Securities issued by states & political subdivisions | $289,072,000 | 43 |
| Other domestic debt securities | $5,966,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,126,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,840,000 | 1,163 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $35,022,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $630,708,000 | 118 |
| Mortgage-backed securities | $375,048,000 | 257 |
| Certificates of participation in pools of residential mortgages | $361,615,000 | 161 |
| Issued or guaranteed by U.S. | $361,615,000 | 159 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,433,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $13,433,000 | 960 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $797,778,000 | 189 |
| Total debt securities | $762,756,000 | 217 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,923 |
| Fair value | $202,000 | 1,930 |
| 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 | $726,272,000 | 234 |
| U.S. Government securities | $399,736,000 | 298 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $399,736,000 | 286 |
| Securities issued by states & political subdivisions | $286,723,000 | 44 |
| Other domestic debt securities | $708,000 | 3,061 |
| 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 | $708,000 | 2,717 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $39,105,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $519,468,000 | 128 |
| Mortgage-backed securities | $331,033,000 | 277 |
| Certificates of participation in pools of residential mortgages | $315,934,000 | 175 |
| Issued or guaranteed by U.S. | $315,934,000 | 170 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,099,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $15,099,000 | 914 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $726,272,000 | 203 |
| Total debt securities | $687,167,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $603,063,000 | 259 |
| U.S. Government securities | $340,338,000 | 322 |
| U.S. Treasury securities | $6,043,000 | 611 |
| U.S. Government agency obligations | $334,295,000 | 315 |
| Securities issued by states & political subdivisions | $259,672,000 | 46 |
| Other domestic debt securities | $311,000 | 3,553 |
| 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 | $311,000 | 3,127 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,742,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,894,000 | 131 |
| Mortgage-backed securities | $301,226,000 | 272 |
| Certificates of participation in pools of residential mortgages | $279,506,000 | 181 |
| Issued or guaranteed by U.S. | $279,506,000 | 176 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $21,720,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $21,720,000 | 718 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $603,063,000 | 222 |
| Total debt securities | $600,321,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $554,969,000 | 255 |
| U.S. Government securities | $312,249,000 | 312 |
| U.S. Treasury securities | $12,956,000 | 378 |
| U.S. Government agency obligations | $299,293,000 | 302 |
| Securities issued by states & political subdivisions | $242,411,000 | 45 |
| Other domestic debt securities | $309,000 | 3,622 |
| 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 | $309,000 | 3,135 |
| 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 | $424,371,000 | 139 |
| Mortgage-backed securities | $264,312,000 | 278 |
| Certificates of participation in pools of residential mortgages | $171,287,000 | 244 |
| Issued or guaranteed by U.S. | $171,287,000 | 238 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $93,025,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $93,025,000 | 260 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $554,969,000 | 217 |
| Total debt securities | $554,969,000 | 250 |
| 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 | $516,194,000 | 252 |
| U.S. Government securities | $266,841,000 | 351 |
| U.S. Treasury securities | $25,416,000 | 272 |
| U.S. Government agency obligations | $241,425,000 | 356 |
| Securities issued by states & political subdivisions | $229,024,000 | 46 |
| Other domestic debt securities | $861,000 | 2,613 |
| Privately issued residential mortgage-backed securities | $861,000 | 782 |
| 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 | $19,468,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,528,000 | 166 |
| Mortgage-backed securities | $157,270,000 | 360 |
| Certificates of participation in pools of residential mortgages | $137,163,000 | 261 |
| Issued or guaranteed by U.S. | $137,163,000 | 256 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $20,107,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $19,246,000 | 615 |
| Privately issued | $861,000 | 690 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $516,194,000 | 208 |
| Total debt securities | $496,726,000 | 256 |
| 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 | $478,990,000 | 295 |
| U.S. Government securities | $231,401,000 | 439 |
| U.S. Treasury securities | $34,090,000 | 288 |
| U.S. Government agency obligations | $197,311,000 | 453 |
| Securities issued by states & political subdivisions | $221,774,000 | 41 |
| Other domestic debt securities | $6,347,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $2,207,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,140,000 | 1,066 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $19,468,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,604,000 | 220 |
| Mortgage-backed securities | $133,927,000 | 428 |
| Certificates of participation in pools of residential mortgages | $112,403,000 | 319 |
| Issued or guaranteed by U.S. | $112,403,000 | 314 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $21,524,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $19,317,000 | 677 |
| Privately issued | $2,207,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $478,990,000 | 235 |
| Total debt securities | $459,522,000 | 294 |
| 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 | $396,419,000 | 348 |
| U.S. Government securities | $181,869,000 | 538 |
| U.S. Treasury securities | $34,523,000 | 403 |
| U.S. Government agency obligations | $147,346,000 | 551 |
| Securities issued by states & political subdivisions | $195,901,000 | 47 |
| Other domestic debt securities | $3,070,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $3,070,000 | 465 |
| 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 | $15,579,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,813,000 | 294 |
| Mortgage-backed securities | $118,535,000 | 486 |
| Certificates of participation in pools of residential mortgages | $89,757,000 | 409 |
| Issued or guaranteed by U.S. | $89,757,000 | 398 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $28,778,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $25,708,000 | 589 |
| Privately issued | $3,070,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $396,419,000 | 283 |
| Total debt securities | $380,840,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $21,589,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $308,149,000 | 433 |
| U.S. Government securities | $193,508,000 | 535 |
| U.S. Treasury securities | $59,695,000 | 319 |
| U.S. Government agency obligations | $133,813,000 | 605 |
| Securities issued by states & political subdivisions | $101,702,000 | 93 |
| Other domestic debt securities | $3,776,000 | 995 |
| Privately issued residential mortgage-backed securities | $3,523,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,204 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $9,163,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,104,000 | 337 |
| Mortgage-backed securities | $105,417,000 | 536 |
| Certificates of participation in pools of residential mortgages | $75,021,000 | 480 |
| Issued or guaranteed by U.S. | $75,021,000 | 470 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $30,396,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $26,873,000 | 536 |
| Privately issued | $3,523,000 | 269 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $308,149,000 | 330 |
| Total debt securities | $298,986,000 | 434 |
| 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 | $232,123,000 | 562 |
| U.S. Government securities | $161,821,000 | 651 |
| U.S. Treasury securities | $78,088,000 | 291 |
| U.S. Government agency obligations | $83,733,000 | 906 |
| Securities issued by states & political subdivisions | $49,621,000 | 205 |
| Other domestic debt securities | $1,917,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $719,000 | 861 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,198,000 | 1,403 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $18,764,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,204,000 | 433 |
| Mortgage-backed securities | $51,785,000 | 897 |
| Certificates of participation in pools of residential mortgages | $20,984,000 | 1,285 |
| Issued or guaranteed by U.S. | $20,984,000 | 1,267 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $30,801,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $30,082,000 | 521 |
| Privately issued | $719,000 | 657 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $232,123,000 | 412 |
| Total debt securities | $213,359,000 | 590 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $236,685,000 | 587 |
| U.S. Government securities | $170,991,000 | 640 |
| U.S. Treasury securities | $97,306,000 | 280 |
| U.S. Government agency obligations | $73,685,000 | 1,024 |
| Securities issued by states & political subdivisions | $46,836,000 | 221 |
| Other domestic debt securities | $3,075,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $1,041,000 | 843 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,034,000 | 1,373 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $15,783,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,559,000 | 501 |
| Mortgage-backed securities | $65,029,000 | 805 |
| Certificates of participation in pools of residential mortgages | $33,587,000 | 922 |
| Issued or guaranteed by U.S. | $33,587,000 | 902 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $31,442,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $30,401,000 | 557 |
| Privately issued | $1,041,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $236,685,000 | 423 |
| Total debt securities | $220,902,000 | 602 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $301,000 | 3,987 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $233,490,000 | 607 |
| U.S. Government securities | $165,777,000 | 690 |
| U.S. Treasury securities | $104,279,000 | 335 |
| U.S. Government agency obligations | $61,498,000 | 1,166 |
| Securities issued by states & political subdivisions | $49,306,000 | 208 |
| Other domestic debt securities | $4,860,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $2,469,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,391,000 | 1,437 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $13,547,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,260,000 | 514 |
| Mortgage-backed securities | $54,962,000 | 947 |
| Certificates of participation in pools of residential mortgages | $27,394,000 | 1,092 |
| Issued or guaranteed by U.S. | $27,394,000 | 1,075 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $27,568,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $25,099,000 | 714 |
| Privately issued | $2,469,000 | 432 |
| 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) | $99,229,000 | 763 |
| Available-for-sale securities (fair market value) | $134,261,000 | 441 |
| Total debt securities | $219,943,000 | 627 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $140,258,000 | 982 |
| U.S. Government securities | $100,191,000 | 1,110 |
| U.S. Treasury securities | $68,455,000 | 562 |
| U.S. Government agency obligations | $31,736,000 | 2,186 |
| Securities issued by states & political subdivisions | $28,362,000 | 383 |
| Other domestic debt securities | $7,650,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $4,289,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,361,000 | 1,339 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,055,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,109,000 | 565 |
| Mortgage-backed securities | $34,005,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $17,935,000 | 1,618 |
| Issued or guaranteed by U.S. | $17,935,000 | 1,596 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $16,070,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $11,781,000 | 1,433 |
| Privately issued | $4,289,000 | 361 |
| 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 | $136,203,000 | 979 |
| 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 | $125,965,000 | 1,075 |
| U.S. Government securities | $110,699,000 | 984 |
| U.S. Treasury securities | $74,040,000 | 502 |
| U.S. Government agency obligations | $36,659,000 | 1,845 |
| Securities issued by states & political subdivisions | $5,161,000 | 2,692 |
| Other domestic debt securities | $5,802,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $5,797,000 | 619 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000 | 5,786 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,303,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,475,000 | 611 |
| Mortgage-backed securities | $38,510,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $24,823,000 | 1,271 |
| Issued or guaranteed by U.S. | $24,823,000 | 1,237 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $13,687,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $7,890,000 | 1,801 |
| Privately issued | $5,797,000 | 417 |
| 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 | $121,662,000 | 1,091 |
| 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 |